Form NPORT-P LEGG MASON PARTNERS INCO For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0000764624
          XXXXXXXX
        
      
      
      
      
        S000016649
        C000088509
        C000046506
        C000046510
        C000046509
        C000046508
        C000118880
      
      
    
  
  
    
      Legg Mason Partners Income Trust
      811-04254
      0000764624
      549300Y1U2UCLTK83X35
      620 Eighth Avenue
      47th Floor
      New York
      
      10018
      1-877-721-1926
      Western Asset Mortgage Total Return Fund
      S000016649
      549300GQXDFRVF4XT215
      2022-12-31
      2022-06-30
      N
    
    
      654955018.66
      56991761.05
      597963257.61
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      7815112.01000000
      34879335.98000000
      0.00000000
      3756012.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7HG7
        
          
        
        161042.55000000
        PA
        USD
        151657.23000000
        0.025362299116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31392XUX4
        
          
        
        56889.26000000
        PA
        USD
        58529.10000000
        0.009788076316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F2X43
        
          
        
        1393212.64000000
        PA
        USD
        219929.20000000
        0.036779718017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-15
          Floating
          4.82600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140ECBZ1
        
          
        
        1868698.79000000
        PA
        USD
        1879340.73000000
        0.314290335749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5QJ5
        
          
        
        1358152.96000000
        PA
        USD
        1392395.58000000
        0.232856377424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371JPV0
        
          
        
        1363.07000000
        PA
        USD
        1438.29000000
        0.000240531501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A4XN1
        
          
        
        67730.69000000
        PA
        USD
        63989.95000000
        0.010701318046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380LU50
        
          
        
        2460661.92000000
        PA
        USD
        2439259.57000000
        0.407928002089
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-01-20
          Floating
          1.40329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378TZT0
        
          
        
        2551771.88000000
        PA
        USD
        189182.24000000
        0.031637769978
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applebees/IHOP Funding LLC
        N/A
        
        03789XAE8
        
          
        
        298980.00000000
        PA
        USD
        280081.98000000
        0.046839329412
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-06-05
          Fixed
          4.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FCVW3
        
          
        
        661427.62000000
        PA
        USD
        103802.56000000
        0.017359354221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        152.00000000
        NC
        USD
        651899.12000000
        0.109019929185
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            18709100.88000000
            USD
            651899.12000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTQ2
        
          
        
        190282.60000000
        PA
        USD
        186184.54000000
        0.031136451551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWP0
        
          
        
        195150.25000000
        PA
        USD
        177023.64000000
        0.029604434343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390A4V9
        
          
        
        5726.54000000
        PA
        USD
        5737.91000000
        0.000959575680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W5GH5
        
          
        
        82117.74000000
        PA
        USD
        78459.32000000
        0.013121093813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XADE9
        
          
        
        358911.74000000
        PA
        USD
        313155.78000000
        0.052370405039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLGL5
        
          
        
        606072.35000000
        PA
        USD
        529348.56000000
        0.088525265267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ET7D2
        
          
        
        263265.77000000
        PA
        USD
        258651.36000000
        0.043255393489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378ALL3
        
          
        
        934865.96000000
        PA
        USD
        117618.48000000
        0.019669850697
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213S4X0
        
          
        
        5834.14000000
        PA
        USD
        5971.70000000
        0.000998673400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FGKF1
        
          
        
        1421965.06000000
        PA
        USD
        231608.10000000
        0.038732831332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-15
          Floating
          4.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AS82
        
          
          
        
        2227828.30000000
        PA
        USD
        2242030.97000000
        0.374944604282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABU91
        
          
        
        199334.54000000
        PA
        USD
        192401.26000000
        0.032176100713
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TAL9
        
          
        
        225935.01000000
        PA
        USD
        227488.18000000
        0.038043839166
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Impr
        N/A
        
        38237HAC1
        
          
        
        1464777.66000000
        PA
        USD
        1264121.58000000
        0.211404557706
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FF2J5
        
          
        
        5690799.31000000
        PA
        USD
        606928.87000000
        0.101499358409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QAW2
        
          
        
        1770846.31000000
        PA
        USD
        1781276.95000000
        0.297890702702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-05-20
          Floating
          1.95329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FRK34
        
          
        
        1880300.58000000
        PA
        USD
        250922.54000000
        0.041962869257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Floating
          4.42643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJFA6
        
          
        
        86372.20000000
        PA
        USD
        75491.50000000
        0.012624772348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XYTP4
        
          
        
        3330999.65000000
        PA
        USD
        3257810.13000000
        0.544817777436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371JL36
        
          
          
        
        1156.73000000
        PA
        USD
        1235.33000000
        0.000206589616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FL2N3
        
          
        
        39986294.02000000
        PA
        USD
        1667980.27000000
        0.278943605442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-25
          Variable
          0.63654600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBYB2
        
          
        
        1927365.98000000
        PA
        USD
        252973.72000000
        0.042305897023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VDR8
        
          
        
        163574.73000000
        PA
        USD
        166559.21000000
        0.027854422137
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXFC1
        
          
        
        4909979.18000000
        PA
        USD
        5117959.56000000
        0.855898668499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APLD9
        
          
        
        372763.16000000
        PA
        USD
        338366.59000000
        0.056586518601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617B83A4
        
          
        
        616340.40000000
        PA
        USD
        605846.10000000
        0.101318282066
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLRR Aircraft 2021-1 Limited
        N/A
        
        83438LAB7
        
          
        
        908460.51000000
        PA
        USD
        807202.05000000
        0.134991914591
        Long
        ABS-O
        CORP
        IE
        
        N
        
        2
        
          2046-10-15
          Fixed
          3.43200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9H53
        
          
        
        1107188.14000000
        PA
        USD
        1089735.37000000
        0.182241192269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UL7
        
          
        
        250429.47000000
        PA
        USD
        219504.35000000
        0.036708668502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213T5Z2
        
          
        
        1463.79000000
        PA
        USD
        1488.95000000
        0.000249003593
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AAK52
        
          
        
        295472.63000000
        PA
        USD
        293766.23000000
        0.049127806142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KS87
        
          
        
        258863.28000000
        PA
        USD
        37413.25000000
        0.006256780750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WGQ6
        
          
        
        155932.58000000
        PA
        USD
        149459.14000000
        0.024994702951
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L6TA2
        
          
        
        86022.22000000
        PA
        USD
        75372.12000000
        0.012604807910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X92S3
        
          
        
        744528.18000000
        PA
        USD
        652354.26000000
        0.109096044229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31325UST4
        
          
        
        1310031.06000000
        PA
        USD
        172808.53000000
        0.028899523139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-15
          Floating
          4.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A2R38
        
          
        
        60626.32000000
        PA
        USD
        59987.43000000
        0.010031959194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        -3000000.00000000
        PA
        USD
        -2959160.16000000
        -0.49487324218
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley ReRemic Trust
        N/A
        
        61690XAA2
        
          
        
        120214.76000000
        PA
        USD
        119972.09000000
        0.020063455149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-07-26
          Floating
          1.52571000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380R4L1
        
          
        
        4733334.33000000
        PA
        USD
        322722.52000000
        0.053970292638
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-05-16
          Variable
          0.81625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKP78
        
          
        
        81887.46000000
        PA
        USD
        73698.82000000
        0.012324974663
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MBRT 2019 MBR
        N/A
        
        55282DBE3
        
          
        
        980000.00000000
        PA
        USD
        908978.32000000
        0.152012403510
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          5.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5MX8
        
          
        
        235015.07000000
        PA
        USD
        234498.30000000
        0.039216172066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFTH4
        
          
        
        584348.12000000
        PA
        USD
        529696.06000000
        0.088583379205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLA49
        
          
        
        818331.31000000
        PA
        USD
        737566.94000000
        0.123346531850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN ESCROW RECEIPT
        N/A
        
        000000000
        
          
        
        125867.19000000
        PA
        USD
        629.34000000
        0.000105247269
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2022-12-31
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBME7
        
          
        
        1165825.56000000
        PA
        USD
        1138532.48000000
        0.190401745510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388DW38
        
          
        
        35313.17000000
        PA
        USD
        36104.95000000
        0.006037988043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgage
        N/A
        
        576433G42
        
          
        
        285776.44000000
        PA
        USD
        258302.69000000
        0.043197083886
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-25
          Floating
          1.83357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BK3H3
        
          
        
        2318682.60000000
        PA
        USD
        356443.42000000
        0.059609585616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BSJ6
        
          
        
        193998.70000000
        PA
        USD
        190596.02000000
        0.031874202565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBS76
        
          
        
        255644.94000000
        PA
        USD
        231166.86000000
        0.038659040845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FUXW9
        
          
        
        13071418.33000000
        PA
        USD
        2018602.14000000
        0.337579627896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377FWM9
        
          
        
        88229.66000000
        PA
        USD
        88607.07000000
        0.014818146244
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDE5
        
          
        
        89147.38000000
        PA
        USD
        82517.16000000
        0.013799704070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08161NAE7
        
          
        
        1450000.00000000
        PA
        USD
        1284057.51000000
        0.214738530111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          2.48300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83401B106
        
          
        
        25000.00000000
        PA
        USD
        474818.48000000
        0.079405962483
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377EEZ3
        
          
        
        4704.44000000
        PA
        USD
        625.68000000
        0.000104635191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-20
          Floating
          4.88486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ACQ37
        
          
        
        65667.74000000
        PA
        USD
        66831.43000000
        0.011176511123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4HK8
        
          
        
        268185.78000000
        PA
        USD
        234196.41000000
        0.039165685687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PBK4
        
          
        
        7895513.64000000
        PA
        USD
        1848810.32000000
        0.309184602309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5MG5
        
          
        
        187799.84000000
        PA
        USD
        187159.10000000
        0.031299431464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376LPQ6
        
          
        
        1167089.23000000
        PA
        USD
        122807.78000000
        0.020537679938
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Floating
          3.80486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TNS0
        
          
        
        66341.19000000
        PA
        USD
        66880.86000000
        0.011184777517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4F79
        
          
        
        83572.58000000
        PA
        USD
        72872.98000000
        0.012186865843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        452550AA4
        
          
        
        228794.06000000
        PA
        USD
        220004.57000000
        0.036792322471
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Floating
          2.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378YJ59
        
          
        
        976004.84000000
        PA
        USD
        187805.49000000
        0.031407530079
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue
        549300HG8ZEWVWVSN227
        
        62547NAA7
        
          
        
        319402.95000000
        PA
        USD
        312906.42000000
        0.052328703480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          3.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSY8
        
          
        
        96665.02000000
        PA
        USD
        87813.15000000
        0.014685375544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCD80
        
          
        
        1139583.80000000
        PA
        USD
        171117.17000000
        0.028616669640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHMW4
        
          
        
        100000.00000000
        PA
        USD
        100628.43000000
        0.016828530636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KD2D1
        
          
        
        1359528.63000000
        PA
        USD
        1327201.12000000
        0.221953623924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9VH5
        
          
        
        58990.12000000
        PA
        USD
        58721.27000000
        0.009820213742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H53L9
        
          
        
        4400000.00000000
        PA
        USD
        3322238.04000000
        0.555592337442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JA4J4
        
          
        
        1186282.64000000
        PA
        USD
        1088587.73000000
        0.182049267433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Variable
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXFB3
        
          
        
        2426392.93000000
        PA
        USD
        2524177.32000000
        0.422129167281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AQPP6
        
          
        
        1879183.00000000
        PA
        USD
        1705784.15000000
        0.285265712949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B9NK9
        
          
        
        41142902.64000000
        PA
        USD
        1323892.21000000
        0.221400260492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-25
          Variable
          0.55091000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBPQ7
        
          
        
        88908.33000000
        PA
        USD
        80733.07000000
        0.013501342929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XC6P8
        
          
        
        92209.52000000
        PA
        USD
        84172.39000000
        0.014076515392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERTC4
        
          
        
        23575.83000000
        PA
        USD
        23256.37000000
        0.003889264048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBK82
        
          
        
        1542950.28000000
        PA
        USD
        1396596.20000000
        0.233558865402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201MRC8
        
          
        
        246700.84000000
        PA
        USD
        260907.89000000
        0.043632762829
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDWOOD FUNDING TRUST 2019-1
        N/A
        
        75806BAA1
        
          
        
        6759899.57000000
        PA
        USD
        6734482.35000000
        1.126236815438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-09-27
          Variable
          4.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4Y0
        
          
        
        35942.78000000
        PA
        USD
        7477.76000000
        0.001250538374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLA98
        
          
        
        79292.48000000
        PA
        USD
        71909.96000000
        0.012025815814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SLS4
        
          
          
        
        18707.78000000
        PA
        USD
        18446.99000000
        0.003084970483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H4HJ2
        
          
        
        4700000.00000000
        PA
        USD
        3633955.87000000
        0.607722267840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AXDQ3
        
          
        
        1910584.26000000
        PA
        USD
        203218.34000000
        0.033985088115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385JBM9
        
          
        
        144.44000000
        PA
        USD
        153.72000000
        0.000025707265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGSP5
        
          
        
        298017.78000000
        PA
        USD
        286985.51000000
        0.047993836803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K9UP2
        
          
        
        185937.89000000
        PA
        USD
        187383.08000000
        0.031336888615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KKH80
        
          
        
        152074.08000000
        PA
        USD
        133168.49000000
        0.022270346598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FUNG5
        
          
        
        5828346.27000000
        PA
        USD
        4062074.68000000
        0.679318441108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382EG84
        
          
        
        1390967.44000000
        PA
        USD
        213286.08000000
        0.035668760126
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        
        126671RX6
        
          
        
        2911.28000000
        PA
        USD
        2573.60000000
        0.000430394337
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-05-25
          Variable
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31368HKV4
        
          
        
        1409.90000000
        PA
        USD
        1518.61000000
        0.000253963764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371JDS0
        
          
        
        1262.02000000
        PA
        USD
        1363.98000000
        0.000228104316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9NP2
        
          
        
        1387095.89000000
        PA
        USD
        1365283.04000000
        0.228322229271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FUZK3
        
          
        
        4355516.41000000
        PA
        USD
        610002.70000000
        0.102013408388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-25
          Variable
          1.62976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4TQ9
        
          
        
        75505.48000000
        PA
        USD
        76120.06000000
        0.012729889174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCYK8
        
          
        
        153828.66000000
        PA
        USD
        148243.09000000
        0.024791337613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449UAD0
        
          
        
        2000000.00000000
        PA
        USD
        1699313.00000000
        0.284183514350
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSEMC 2020-1OTF A
        N/A
        
        000000000
        
          
        
        2864321.61000000
        PA
        USD
        2800304.02000000
        0.468307037993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          7.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MUZL7
        
          
        
        100000.00000000
        PA
        USD
        100689.09000000
        0.016838675072
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        
        29978CBA7
        
          
        
        58420522.70000000
        PA
        USD
        83033.09000000
        0.013885985291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          0.07897300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QGQ9
        
          
        
        554728.56000000
        PA
        USD
        542041.92000000
        0.090648031146
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          1.25329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thrust Engine Leasing
        N/A
        
        88603UAA7
        
          
        
        972349.31000000
        PA
        USD
        864510.03000000
        0.144575777691
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        
        61749LAB7
        
          
        
        30750.37000000
        PA
        USD
        7717.20000000
        0.001290580968
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          1.76357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46654EAQ4
        
          
        
        360000.00000000
        PA
        USD
        328374.54000000
        0.054915504560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          4.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VB2
        
          
          
        
        4956302.77000000
        PA
        USD
        5169487.23000000
        0.864515865182
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-05-25
          Floating
          13.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EQXF4
        
          
        
        1063637.58000000
        PA
        USD
        1071589.58000000
        0.179206592773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387VS91
        
          
          
        
        1695.41000000
        PA
        USD
        1731.89000000
        0.000289631507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5QW9
        
          
        
        176711.81000000
        PA
        USD
        160241.44000000
        0.026797873943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KJA69
        
          
        
        136133.75000000
        PA
        USD
        123508.52000000
        0.020654867741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        
        63873VAL7
        
          
        
        1950000.00000000
        PA
        USD
        1754605.91000000
        0.293430388518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          4.54408300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUF7
        
          
        
        1193030.57000000
        PA
        USD
        1121034.47000000
        0.187475477085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3ZF7
        
          
        
        197890.92000000
        PA
        USD
        179307.04000000
        0.029986297271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WDM8
        
          
        
        133731.62000000
        PA
        USD
        128092.26000000
        0.021421426545
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Tru
        N/A
        
        88327HAN3
        
          
        
        4836179.17000000
        PA
        USD
        4412362.54000000
        0.737898605615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Trust
        N/A
        
        62547L103
        
          
        
        802613.44000000
        PA
        USD
        829944.84000000
        0.138795290419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-25
          Variable
          11.19728000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WG51
        
          
        
        2116845.02000000
        PA
        USD
        2060999.24000000
        0.344669879590
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397UUU1
        
          
        
        167155.46000000
        PA
        USD
        178887.60000000
        0.029916152493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J8KS1
        
          
        
        34260.52000000
        PA
        USD
        35444.40000000
        0.005927521390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374JQT6
        
          
        
        427138.49000000
        PA
        USD
        36186.75000000
        0.006051667813
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-16
          Floating
          4.69071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6QL8
        
          
        
        386100.02000000
        PA
        USD
        387035.42000000
        0.064725619019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHC7
        
          
        
        170163.64000000
        PA
        USD
        148607.91000000
        0.024852348051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        -2000000.00000000
        PA
        USD
        -2008203.12000000
        -0.33584055448
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FCYW0
        
          
        
        52167.43000000
        PA
        USD
        8580.95000000
        0.001435029642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382NQ75
        
          
        
        11726204.28000000
        PA
        USD
        1450164.44000000
        0.242517315494
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TSG1
        
          
        
        58800.14000000
        PA
        USD
        57784.04000000
        0.009663476687
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGKD2
        
          
        
        938574.85000000
        PA
        USD
        141040.86000000
        0.023586877321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A4XC8
        
          
        
        1301255.97000000
        PA
        USD
        48262.02000000
        0.008071067809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-25
          Floating
          4.92643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBVE3
        
          
        
        199280.04000000
        PA
        USD
        175776.26000000
        0.029395829553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9GA7
        
          
        
        1423678.68000000
        PA
        USD
        1413880.84000000
        0.236449451033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        2000000.00000000
        PA
        USD
        2008203.12000000
        0.335840554489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABP55
        
          
        
        3653042.86000000
        PA
        USD
        3428989.65000000
        0.573444874139
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNBV4
        
          
        
        198939.86000000
        PA
        USD
        187212.94000000
        0.031308435362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382MKC2
        
          
        
        4245494.15000000
        PA
        USD
        798593.58000000
        0.133552282658
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIFAMILY CONNECTICUT AVENUE
        5493002KQF9IH3CTQZ40
        
        62548QAF8
        
          
        
        4500000.00000000
        PA
        USD
        4373757.45000000
        0.731442508270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          9.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        
        19424WAE7
        
          
        
        1500000.00000000
        PA
        USD
        1314959.55000000
        0.219906412854
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386ST56
        
          
        
        383.22000000
        PA
        USD
        389.27000000
        0.000065099317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9BC8
        
          
        
        171792.14000000
        PA
        USD
        176982.28000000
        0.029597517530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XABM3
        
          
        
        89272.54000000
        PA
        USD
        78061.75000000
        0.013054606450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLVW9
        
          
        
        148399.11000000
        PA
        USD
        129722.28000000
        0.021694021889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A6X74
        
          
        
        1062997.34000000
        PA
        USD
        155236.41000000
        0.025960860976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Floating
          4.97643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9BG4
        
          
        
        178544.93000000
        PA
        USD
        170591.92000000
        0.028528829794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381ATU0
        
          
        
        2641900.85000000
        PA
        USD
        269568.20000000
        0.045081064190
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Floating
          4.60486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADXZ6
        
          
        
        75419.11000000
        PA
        USD
        77997.52000000
        0.013043864987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UQ6
        
          
        
        353524.36000000
        PA
        USD
        308299.64000000
        0.051558291596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LN5G8
        
          
        
        377914.15000000
        PA
        USD
        342583.30000000
        0.057291697381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4HL6
        
          
        
        175339.45000000
        PA
        USD
        153017.06000000
        0.025589709409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAE9
        
          
        
        4076582.00000000
        PA
        USD
        3094233.77000000
        0.517462190297
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.96285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376TX56
        
          
        
        976617.91000000
        PA
        USD
        70238.07000000
        0.011746218368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AKTJ2
        
          
        
        1611216.12000000
        PA
        USD
        57140.81000000
        0.009555906533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-25
          Variable
          1.03985700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H3EX6
        
          
        
        9998840.23000000
        PA
        USD
        383955.46000000
        0.064210543894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Variable
          0.60794900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFZA2
        
          
        
        291109.43000000
        PA
        USD
        263392.11000000
        0.044048209760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APF79
        
          
        
        279016.55000000
        PA
        USD
        252877.09000000
        0.042289737167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Secu
        N/A
        
        46648KAZ9
        
          
        
        420000.00000000
        PA
        USD
        397767.22000000
        0.066520344676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.98540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BAS21
        
          
        
        1144853.73000000
        PA
        USD
        796124.30000000
        0.133139334209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H74C4
        
          
        
        10998606.50000000
        PA
        USD
        319146.56000000
        0.053372269272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-04-25
          Variable
          0.44967300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QG5R4
        
          
        
        77220.60000000
        PA
        USD
        69598.48000000
        0.011639256946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        
        12649AAL3
        
          
        
        2500000.00000000
        PA
        USD
        2229698.75000000
        0.372882233418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          4.33550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BH3Z0
        
          
        
        5931863.14000000
        PA
        USD
        822020.39000000
        0.137470050130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Tru
        N/A
        
        88327HAQ6
        
          
          
        
        3602426.93000000
        PA
        USD
        3275162.29000000
        0.547719654731
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          5.37247600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CMF8
        
          
        
        521609.15000000
        PA
        USD
        510921.07000000
        0.085443555853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFS4
        
          
        
        446614.52000000
        PA
        USD
        441691.59000000
        0.073866008384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Floating
          2.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380C3A9
        
          
        
        2710875.93000000
        PA
        USD
        368028.52000000
        0.061547012348
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-02-16
          Floating
          4.64071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRTA6
        
          
        
        555365.10000000
        PA
        USD
        503499.87000000
        0.084202476254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WLUX2
        
          
        
        1564735.09000000
        PA
        USD
        1572271.42000000
        0.262937797597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NDN0
        
          
        
        0.02000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-16
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H0GP7
        
          
        
        6197477.16000000
        PA
        USD
        201370.91000000
        0.033676134350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Variable
          0.86881500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379FFB0
        
          
        
        2333646.68000000
        PA
        USD
        401533.55000000
        0.067150204446
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HMZ0
        
          
        
        2618072.72000000
        PA
        USD
        366769.47000000
        0.061336455933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HJ27
        
          
        
        5376427.75000000
        PA
        USD
        804580.26000000
        0.134553461230
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SQV2
        
          
        
        21196.41000000
        PA
        USD
        20337.11000000
        0.003401063483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMTH8
        
          
        
        444210.32000000
        PA
        USD
        387423.66000000
        0.064790546086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y2SW9
        
          
        
        28308.33000000
        PA
        USD
        29158.11000000
        0.004876237733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M2CH3
        
          
        
        1911147.80000000
        PA
        USD
        1667401.39000000
        0.278846796818
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QFB32
        
          
        
        928578.06000000
        PA
        USD
        846768.04000000
        0.141608707428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FLVX9
        
          
        
        1968346.76000000
        PA
        USD
        266862.94000000
        0.044628651778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-15
          Floating
          4.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCAY6
        
          
        
        164130.41000000
        PA
        USD
        26816.76000000
        0.004484683575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBK6
        
          
        
        88218.64000000
        PA
        USD
        83581.60000000
        0.013977715007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PBM0
        
          
        
        17387397.32000000
        PA
        USD
        1886390.03000000
        0.315469220891
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          5.22870900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376G5V8
        
          
        
        3075948.00000000
        PA
        USD
        30.76000000
        0.000005144128
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-16
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AYYC9
        
          
        
        1925953.86000000
        PA
        USD
        139486.05000000
        0.023326859673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVHM7
        
          
        
        5524819.07000000
        PA
        USD
        920575.74000000
        0.153951890569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAKS2
        
          
        
        65952.67000000
        PA
        USD
        61625.05000000
        0.010305825519
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83Q8
        
          
        
        514627.33000000
        PA
        USD
        449363.79000000
        0.075149063806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKK24
        
          
        
        1307320.56000000
        PA
        USD
        1193410.62000000
        0.199579255884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4H36
        
          
        
        273707.84000000
        PA
        USD
        239344.49000000
        0.040026621527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVKW4
        
          
        
        318021.93000000
        PA
        USD
        299659.58000000
        0.050113376731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGNG0
        
          
        
        25900.10000000
        PA
        USD
        22677.61000000
        0.003792475492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396ATN4
        
          
        
        24154.76000000
        PA
        USD
        1537.08000000
        0.000257052583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-15
          Floating
          4.82600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDVZ8
        
          
        
        6053142.90000000
        PA
        USD
        871004.29000000
        0.145661841077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y7SZ1
        
          
        
        17840.94000000
        PA
        USD
        18572.47000000
        0.003105955050
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5FC5
        
          
        
        87027.41000000
        PA
        USD
        76074.80000000
        0.012722320147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617B9A63
        
          
        
        3885502.98000000
        PA
        USD
        3831984.18000000
        0.640839404634
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FPWG6
        
          
        
        3229041.10000000
        PA
        USD
        2665665.46000000
        0.445790845185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3620AMA44
        
          
        
        279155.70000000
        PA
        USD
        295984.53000000
        0.049498782112
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F8D59
        
          
        
        2460017.06000000
        PA
        USD
        389037.68000000
        0.065060465680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AKJH4
        
          
        
        83402.94000000
        PA
        USD
        73103.13000000
        0.012225354830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A9YQ5
        
          
        
        968731.09000000
        PA
        USD
        103873.55000000
        0.017371226187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5B1
        
          
        
        533806.75000000
        PA
        USD
        546601.87000000
        0.091410611445
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HYG9
        
          
        
        7220348.59000000
        PA
        USD
        990311.97000000
        0.165614184048
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDB7
        
          
        
        4600471.09000000
        PA
        USD
        4899033.38000000
        0.819286689884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          11.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MYQZ5
        
          
        
        1528313.28000000
        PA
        USD
        1557074.97000000
        0.260396429075
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0MY2
        
          
        
        2521889.10000000
        PA
        USD
        2469416.41000000
        0.412971261791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-07-25
          Floating
          11.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379EHN5
        
          
        
        597080.79000000
        PA
        USD
        83604.98000000
        0.013981624947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Floating
          4.60486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCDQ8
        
          
        
        1801557.17000000
        PA
        USD
        1697302.97000000
        0.283847368278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374YVW0
        
          
        
        3387.66000000
        PA
        USD
        86.17000000
        0.000014410584
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-20
          Floating
          5.05486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179QGC9
        
          
        
        86336.45000000
        PA
        USD
        85421.10000000
        0.014285342604
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AKWC3
        
          
        
        1169817.55000000
        PA
        USD
        53148.67000000
        0.008888283573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-25
          Variable
          1.23100500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382X6W0
        
          
        
        5470306.44000000
        PA
        USD
        821205.14000000
        0.137333712322
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGRZ4
        
          
        
        192053.43000000
        PA
        USD
        183672.95000000
        0.030716427416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        31395Q3F5
        
          
        
        7113741.76000000
        PA
        USD
        1240494.29000000
        0.207453263091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KXZX7
        
          
        
        80835.10000000
        PA
        USD
        72973.07000000
        0.012203604330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L0AZ0
        
          
        
        87613.29000000
        PA
        USD
        76441.13000000
        0.012783583109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7YH6
        
          
        
        159538.73000000
        PA
        USD
        149735.44000000
        0.025040909804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9HZ9
        
          
        
        832841.31000000
        PA
        USD
        849786.79000000
        0.142113546139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMT62
        
          
        
        160589.38000000
        PA
        USD
        140806.84000000
        0.023547741137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PBN8
        
          
        
        334951110.64000000
        PA
        USD
        1076197.92000000
        0.179977265543
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TV77
        
          
        
        205270.82000000
        PA
        USD
        210632.68000000
        0.035225020487
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRU55
        
          
        
        189050.29000000
        PA
        USD
        171605.83000000
        0.028698390380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381D6B1
        
          
        
        2555790.38000000
        PA
        USD
        201401.14000000
        0.033681189845
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-11-16
          Variable
          0.90284000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329PBA0
        
          
        
        611631.71000000
        PA
        USD
        598207.48000000
        0.100040842373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFU74
        
          
        
        3132464.45000000
        PA
        USD
        2830194.54000000
        0.473305759840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VKP4
        
          
        
        373392.77000000
        PA
        USD
        381417.12000000
        0.063786046240
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XCRW7
        
          
          
        
        21101578.79000000
        PA
        USD
        20090055.62000000
        3.359747503600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5S4
        
          
        
        91179.64000000
        PA
        USD
        94126.67000000
        0.015741212992
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        549300GD7VLLBVPDNJ81
        
        78448R106
        
          
        
        2751.00000000
        PA
        USD
        1280866.21000000
        0.214204835113
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-09-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDN1
        
          
        
        4200000.00000000
        PA
        USD
        4110232.14000000
        0.687372022894
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9MC6
        
          
        
        57201.15000000
        PA
        USD
        57248.01000000
        0.009573834056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TE35
        
          
        
        133249.40000000
        PA
        USD
        138345.77000000
        0.023136165682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXKP6
        
          
        
        1374629.63000000
        PA
        USD
        1423885.99000000
        0.238122655845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46652DAQ8
        
          
        
        2106000.00000000
        PA
        USD
        1588936.78000000
        0.265724818335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          8.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAH96
        
          
        
        444220.91000000
        PA
        USD
        387666.55000000
        0.064831165638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAF6
        
          
        
        4676961.00000000
        PA
        USD
        3540405.22000000
        0.592077385180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.96285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJE90
        
          
        
        79459.12000000
        PA
        USD
        69646.09000000
        0.011647218974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGJ83
        
          
        
        383282.17000000
        PA
        USD
        372617.91000000
        0.062314516027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212QR36
        
          
        
        1943.59000000
        PA
        USD
        2015.04000000
        0.000336983915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCZ68
        
          
        
        374110.10000000
        PA
        USD
        339469.38000000
        0.056770942976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HXMR8
        
          
        
        300000.00000000
        PA
        USD
        266779.84000000
        0.044614754603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L6TB0
        
          
        
        81252.57000000
        PA
        USD
        71218.15000000
        0.011910121415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBQ52
        
          
        
        245701.19000000
        PA
        USD
        223071.07000000
        0.037305146622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B2MQ9
        
          
        
        786110.47000000
        PA
        USD
        737226.61000000
        0.123289616981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F5DA8
        
          
        
        77326.62000000
        PA
        USD
        75856.27000000
        0.012685774424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BEKJ2
        
          
        
        519562.38000000
        PA
        USD
        21299.04000000
        0.003561931227
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCXQ6
        
          
        
        944183.81000000
        PA
        USD
        855728.58000000
        0.143107217560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AA3G8
        
          
        
        1838563.47000000
        PA
        USD
        87820.64000000
        0.014686628130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398G4Z9
        
          
        
        306815.06000000
        PA
        USD
        55195.57000000
        0.009230595575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36260JAF4
        
          
        
        44705383.44000000
        PA
        USD
        2333375.14000000
        0.390220487681
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-10
          Variable
          1.28508000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WNF1
        
          
        
        8887838.75000000
        PA
        USD
        8396498.23000000
        1.404182969963
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378CMW4
        
          
        
        373922.06000000
        PA
        USD
        31219.95000000
        0.005221048217
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-20
          Floating
          5.05486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377FWL1
        
          
        
        304929.62000000
        PA
        USD
        26342.99000000
        0.004405452954
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-16
          Floating
          4.49071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B1TB7
        
          
        
        196426.93000000
        PA
        USD
        178026.68000000
        0.029772177091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B86Y0
        
          
        
        6755692.82000000
        PA
        USD
        618331.00000000
        0.103406186271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Variable
          1.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMK37
        
          
        
        1730387.00000000
        PA
        USD
        1593094.05000000
        0.266420056705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7PC0
        
          
        
        82853.46000000
        PA
        USD
        72621.25000000
        0.012144767939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7TX7
        
          
        
        5477962.05000000
        PA
        USD
        5141256.59000000
        0.859794732296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6P92
        
          
        
        155889.70000000
        PA
        USD
        22990.33000000
        0.003844773020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABQF3
        
          
        
        183977.23000000
        PA
        USD
        200514.28000000
        0.033532876384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24380NAC3
        
          
        
        3140000.00000000
        PA
        USD
        3115833.30000000
        0.521074373775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          2.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46652DAN5
        
          
        
        2018000.00000000
        PA
        USD
        1577589.66000000
        0.263827190035
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          5.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378K2R9
        
          
        
        2802821.95000000
        PA
        USD
        58695.86000000
        0.009815964317
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-16
          Variable
          0.74687000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBLK4
        
          
        
        88027.89000000
        PA
        USD
        82711.67000000
        0.013832232824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUA8
        
          
        
        878818.81000000
        PA
        USD
        821013.98000000
        0.137301743803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUG4
        
          
        
        496340.40000000
        PA
        USD
        449535.19000000
        0.075177727774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVL52
        
          
        
        5573479.84000000
        PA
        USD
        5061162.28000000
        0.846400211984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDW1
        
          
        
        3700000.00000000
        PA
        USD
        3399216.27000000
        0.568465742123
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMCQ5
        
          
        
        568944.62000000
        PA
        USD
        531406.51000000
        0.088869425209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitiza
        N/A
        
        14856GAA8
        
          
        
        798323.17000000
        PA
        USD
        711891.83000000
        0.119052771376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-15
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        54930070360RBP384M53
        
        36250VAM4
        
          
        
        2500000.00000000
        PA
        USD
        1914978.75000000
        0.320250237055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          2.97900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AXXZ0
        
          
        
        483296.22000000
        PA
        USD
        422408.25000000
        0.070641171447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297VKT4
        
          
        
        2787.03000000
        PA
        USD
        2928.40000000
        0.000489729086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        3132HTWA0
        
          
        
        3134005.50000000
        PA
        USD
        2630255.11000000
        0.439869018125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        
        29978CCE8
        
          
        
        2404997.84000000
        PA
        USD
        2161941.54000000
        0.361550900073
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          3.57897300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KK3X5
        
          
        
        492217.37000000
        PA
        USD
        446617.02000000
        0.074689709495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHA1
        
          
        
        178476.59000000
        PA
        USD
        155732.21000000
        0.026043775770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        8500000.00000000
        PA
        USD
        7918945.36000000
        1.324319723531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG2G1
        
          
        
        1645302.83000000
        PA
        USD
        284905.31000000
        0.047645955896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        
        63873VAN3
        
          
        
        2077000.00000000
        PA
        USD
        1767600.94000000
        0.295603603984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          4.54408300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H73R2
        
          
        
        17098827.25000000
        PA
        USD
        427875.92000000
        0.071555553715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-25
          Variable
          0.40306200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDFQ4
        
          
        
        95081.74000000
        PA
        USD
        83019.89000000
        0.013883777797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        
        04002PAA2
        
          
        
        1011295.28000000
        PA
        USD
        995736.50000000
        0.166521351826
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2038-11-17
          Floating
          2.60343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417EY21
        
          
        
        3107242.13000000
        PA
        USD
        2969825.12000000
        0.496656789895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2RA3
        
          
        
        88694.66000000
        PA
        USD
        77373.19000000
        0.012939455562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BHH4
        
          
        
        688.63000000
        PA
        USD
        738.30000000
        0.000123469124
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9GE5
        
          
        
        48646.50000000
        PA
        USD
        46488.25000000
        0.007774432527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ETDS2
        
          
          
        
        1136263.05000000
        PA
        USD
        1147345.05000000
        0.191875509974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L05E3
        
          
        
        81423.71000000
        PA
        USD
        71167.17000000
        0.011901595807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        
        05549GAS0
        
          
        
        1070000.00000000
        PA
        USD
        1033766.59000000
        0.172881289417
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-07-15
          Floating
          7.96050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380CK51
        
          
        
        4149310.02000000
        PA
        USD
        861602.15000000
        0.144089480253
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MQCZ7
        
          
        
        519965.18000000
        PA
        USD
        476769.32000000
        0.079732209953
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X62B6
        
          
        
        642911.69000000
        PA
        USD
        628982.75000000
        0.105187524817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382EDP9
        
          
        
        595686.14000000
        PA
        USD
        94033.17000000
        0.015725576580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFPJ4
        
          
        
        1469325.44000000
        PA
        USD
        1331905.35000000
        0.222740332796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371HVD7
        
          
        
        4879.00000000
        PA
        USD
        5204.02000000
        0.000870290930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FDK68
        
          
        
        655125.77000000
        PA
        USD
        42828.72000000
        0.007162433386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        02146YAD8
        
          
          
        
        85437.65000000
        PA
        USD
        65693.73000000
        0.010986248597
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-20
          Floating
          1.81229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXET5
        
          
        
        1288240.08000000
        PA
        USD
        1256421.67000000
        0.210116868220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396Q3B3
        
          
        
        824256.80000000
        PA
        USD
        859342.77000000
        0.143711634295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38383D7E2
        
          
        
        4612542.77000000
        PA
        USD
        807724.97000000
        0.135079364780
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MJ7B5
        
          
        
        198636.75000000
        PA
        USD
        185590.43000000
        0.031037095948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q8K87
        
          
        
        1204834.54000000
        PA
        USD
        1214788.83000000
        0.203154427055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y3XB7
        
          
        
        17087.74000000
        PA
        USD
        17708.86000000
        0.002961529788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CR89
        
          
        
        268458.01000000
        PA
        USD
        262031.57000000
        0.043820680730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ETJ56
        
          
        
        4944759.25000000
        PA
        USD
        5106048.99000000
        0.853906812001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        
        05592AAJ9
        
          
        
        1060000.00000000
        PA
        USD
        1008949.76000000
        0.168731062847
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162DAD0
        
          
        
        1440000.00000000
        PA
        USD
        1295190.14000000
        0.216600288314
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Fixed
          2.70100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDML7
        
          
        
        749944.55000000
        PA
        USD
        735588.64000000
        0.123015692124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382MZ77
        
          
        
        24815782.68000000
        PA
        USD
        1683026.23000000
        0.281459806866
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374HYS3
        
          
        
        431310.67000000
        PA
        USD
        430176.97000000
        0.071940368329
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-16
          Floating
          1.80929000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJBJ1
        
          
        
        80488.10000000
        PA
        USD
        70348.73000000
        0.011764724521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABQH9
        
          
        
        1533143.47000000
        PA
        USD
        1624138.29000000
        0.271611720173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384VUX8
        
          
        
        1079.58000000
        PA
        USD
        1095.04000000
        0.000183128308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132L6ZW4
        
          
        
        3854037.00000000
        PA
        USD
        3903782.44000000
        0.652846540371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163DAG2
        
          
        
        16888497.98000000
        PA
        USD
        1171509.51000000
        0.195916637868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.22511600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBQ60
        
          
        
        90809.08000000
        PA
        USD
        82326.62000000
        0.013767839236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDUP9
        
          
        
        1881593.16000000
        PA
        USD
        1848737.27000000
        0.309172385840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379BMC9
        
          
        
        2763818.91000000
        PA
        USD
        321879.88000000
        0.053829374280
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EVVB0
        
          
        
        148609.54000000
        PA
        USD
        140837.00000000
        0.023552784925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        -3900000.00000000
        PA
        USD
        -3508476.58000000
        -0.58673781964
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7MF3
        
          
        
        411777.62000000
        PA
        USD
        425157.60000000
        0.071100957222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608RAQ8
        
          
        
        1070000.00000000
        PA
        USD
        971326.21000000
        0.162439112711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          4.46610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FUWV2
        
          
        
        2539589.85000000
        PA
        USD
        364413.87000000
        0.060942518685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12668A4B8
        
          
          
        
        144133.59000000
        PA
        USD
        132784.55000000
        0.022206138639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          2.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ANC36
        
          
        
        376959.68000000
        PA
        USD
        342236.48000000
        0.057233697161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X6PV1
        
          
        
        175463.02000000
        PA
        USD
        167621.52000000
        0.028032076865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L0FH5
        
          
        
        88939.97000000
        PA
        USD
        77620.22000000
        0.012980767465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multiclass Certifi
        N/A
        
        3137FQ3M3
        
          
        
        2300000.00000000
        PA
        USD
        175938.16000000
        0.029422904795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Variable
          1.53400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NEU3
        
          
        
        2834267.48000000
        PA
        USD
        72965.95000000
        0.012202413621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-16
          Variable
          1.04036000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KN7C1
        
          
        
        4750253.62000000
        PA
        USD
        4581547.84000000
        0.766192200221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31377UW82
        
          
        
        4700000.00000000
        PA
        USD
        4708468.32000000
        0.787417664894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PAH2
        
          
        
        54222710.89000000
        PA
        USD
        146075.98000000
        0.024428922369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-09-25
          Variable
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3XG7
        
          
        
        884862.55000000
        PA
        USD
        802106.89000000
        0.134139828792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        549300XYOVNMTJWOZ135
        
        61756UAH4
        
          
          
        
        39775.30000000
        PA
        USD
        18227.91000000
        0.003048332780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-12
          Variable
          6.28181900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617Q0FZ7
        
          
        
        1339569.05000000
        PA
        USD
        1346289.57000000
        0.225145868557
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36207LFG8
        
          
        
        2348.23000000
        PA
        USD
        2474.51000000
        0.000413823085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRE1
        
          
        
        85965.82000000
        PA
        USD
        75376.75000000
        0.012605582206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385H7C0
        
          
          
        
        6265.72000000
        PA
        USD
        6653.86000000
        0.001112753988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PAF6
        
          
        
        4415088.82000000
        PA
        USD
        1184140.51000000
        0.198028975013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36258RBC6
        
          
        
        16966784.99000000
        PA
        USD
        1173857.20000000
        0.196309252292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-12
          Variable
          1.24528700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9Y21
        
          
        
        4952073.31000000
        PA
        USD
        695998.06000000
        0.116394786994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        
        29978CCF5
        
          
        
        2291956.25000000
        PA
        USD
        1403053.11000000
        0.234638682585
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          3.57897300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371JXA7
        
          
        
        2022.86000000
        PA
        USD
        2202.59000000
        0.000368348719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B6HG1
        
          
        
        2111457.81000000
        PA
        USD
        273821.87000000
        0.045792423951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          4.37643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BKN7
        
          
        
        4067.56000000
        PA
        USD
        4245.30000000
        0.000709960009
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EXDX8
        
          
        
        243847.24000000
        PA
        USD
        231091.88000000
        0.038646501613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVQF0
        
          
        
        176888.21000000
        PA
        USD
        154770.46000000
        0.025882938128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0JZ3
        
          
        
        2382475.82000000
        PA
        USD
        2506955.18000000
        0.419249033798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-10-25
          Floating
          12.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5T78
        
          
        
        149600.09000000
        PA
        USD
        153875.03000000
        0.025733191469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4LX2
        
          
        
        1118568.76000000
        PA
        USD
        1094522.40000000
        0.183041748145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140H1XP0
        
          
        
        96542.39000000
        PA
        USD
        96846.27000000
        0.016196023546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSM4
        
          
        
        1462240.65000000
        PA
        USD
        1323952.36000000
        0.221410319639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCC30
        
          
        
        2234644.71000000
        PA
        USD
        2195686.90000000
        0.367194283604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJ6U2
        
          
        
        522798.26000000
        PA
        USD
        458070.75000000
        0.076605166650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617Q6VQ6
        
          
        
        1550689.82000000
        PA
        USD
        1465349.73000000
        0.245056817680
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SEH6
        
          
        
        134708.43000000
        PA
        USD
        132738.77000000
        0.022198482651
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TCY9
        
          
        
        76041.46000000
        PA
        USD
        76563.73000000
        0.012804086041
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FYTY2
        
          
        
        14978268.58000000
        PA
        USD
        678551.51000000
        0.113477124449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-25
          Variable
          0.57803100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376ETM7
        
          
        
        293562.90000000
        PA
        USD
        294900.37000000
        0.049317473314
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-11-20
          Floating
          2.74514000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRD3
        
          
        
        83045.18000000
        PA
        USD
        72789.99000000
        0.012172987064
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AF4T5
        
          
        
        167434.40000000
        PA
        USD
        151872.63000000
        0.025398321396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        549300XC4C7GRVLU6076
        
        784456105
        
          
        
        22179.00000000
        PA
        USD
        2965565.81000000
        0.495944486932
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380L7G2
        
          
        
        8199036.54000000
        PA
        USD
        314173.96000000
        0.052540679715
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-04-01
          Variable
          0.99036000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XDY7
        
          
        
        3748250.16000000
        PA
        USD
        3870457.73000000
        0.647273503972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-04-25
          Floating
          10.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F86B4
        
          
        
        730693.17000000
        PA
        USD
        118390.78000000
        0.019799005790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212EGD3
        
          
        
        256.40000000
        PA
        USD
        259.46000000
        0.000043390625
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFY88
        
          
        
        4420910.52000000
        PA
        USD
        3854797.85000000
        0.644654634033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PAG4
        
          
        
        8312958.57000000
        PA
        USD
        954941.14000000
        0.159698966089
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-09-25
          Variable
          1.13295700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XCSJ5
        
          
        
        409865.44000000
        PA
        USD
        418963.94000000
        0.070065164484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLZG4
        
          
        
        2479218.85000000
        PA
        USD
        2391625.94000000
        0.399962022676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDPU4
        
          
        
        1752092.10000000
        PA
        USD
        1528640.56000000
        0.255641218845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397M5P8
        
          
        
        297513.30000000
        PA
        USD
        309737.20000000
        0.051798701016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9LZ6
        
          
        
        72082.27000000
        PA
        USD
        65546.93000000
        0.010961698593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        57.00000000
        NC
        USD
        -157919.04000000
        -0.02640948887
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            8955512.79000000
            USD
            -157919.04000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UCC4
        
          
        
        213618.01000000
        PA
        USD
        217515.55000000
        0.036376072815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A4XP6
        
          
        
        218565.33000000
        PA
        USD
        206644.69000000
        0.034558091549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162DAF5
        
          
        
        10098900.40000000
        PA
        USD
        559313.46000000
        0.093536426006
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Variable
          1.25852100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XASE3
        
          
        
        90704.70000000
        PA
        USD
        82093.84000000
        0.013728910423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        700000.00000000
        PA
        USD
        701339.84000000
        0.117288116129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A3CN8
        
          
        
        1543155.62000000
        PA
        USD
        1567717.43000000
        0.262176214014
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379UVH6
        
          
        
        3312173.31000000
        PA
        USD
        107942.07000000
        0.018051622507
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-08-16
          Variable
          0.69617000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBSR2
        
          
        
        180168.17000000
        PA
        USD
        164698.08000000
        0.027543177261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AGE55
        
          
        
        263311.80000000
        PA
        USD
        31767.81000000
        0.005312669231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-15
          Floating
          4.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12597HAC0
        
          
        
        7482880.57000000
        PA
        USD
        7326222.72000000
        1.225196134839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Floating
          8.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        
        69345WAA6
        
          
        
        692916.47000000
        PA
        USD
        677865.49000000
        0.113362398336
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-27
          Floating
          4.40229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162QAQ2
        
          
        
        2000000.00000000
        PA
        USD
        1615752.80000000
        0.270209378157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-15
          Variable
          3.38949900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XADY5
        
          
        
        87779.61000000
        PA
        USD
        76912.72000000
        0.012862449159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9R23
        
          
        
        137282.10000000
        PA
        USD
        124798.45000000
        0.020870588353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KDN8
        
          
        
        1743.02000000
        PA
        USD
        1835.68000000
        0.000306988761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178DH20
        
          
        
        123487.62000000
        PA
        USD
        117903.26000000
        0.019717475697
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AAHN8
        
          
        
        934061.94000000
        PA
        USD
        46758.30000000
        0.007819594164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ATLX0
        
          
        
        6693489.59000000
        PA
        USD
        983033.99000000
        0.164397055753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHLP5
        
          
        
        34508.07000000
        PA
        USD
        32729.13000000
        0.005473434961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AWSU0
        
          
        
        1457466.52000000
        PA
        USD
        116675.00000000
        0.019512068428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0EM7
        
          
        
        2115306.16000000
        PA
        USD
        2132416.87000000
        0.356613360915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-03-25
          Floating
          12.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36211FRS6
        
          
        
        467.03000000
        PA
        USD
        475.14000000
        0.000079459731
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDCD8
        
          
        
        2192735.61000000
        PA
        USD
        331563.11000000
        0.055448743008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382M5G0
        
          
        
        5028463.01000000
        PA
        USD
        919143.20000000
        0.153712320665
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVFM9
        
          
        
        6613679.16000000
        PA
        USD
        871419.69000000
        0.145731310228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H050672
        
          
        
        1000000.00000000
        PA
        USD
        1025000.00000000
        0.171415214389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KRQ69
        
          
        
        172374.99000000
        PA
        USD
        156857.66000000
        0.026231989675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9F74
        
          
        
        2791944.78000000
        PA
        USD
        2572220.26000000
        0.430163597389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032688
        
          
        
        1500000.00000000
        PA
        USD
        1455820.32000000
        0.243463172941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPK89
        
          
        
        399721.95000000
        PA
        USD
        403358.32000000
        0.067455368681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393ANU7
        
          
        
        58534.18000000
        PA
        USD
        10871.16000000
        0.001818031436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9H46
        
          
        
        129764.45000000
        PA
        USD
        127559.96000000
        0.021332407698
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGZ61
        
          
        
        6023537.23000000
        PA
        USD
        938747.80000000
        0.156990883311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95003CBU3
        
          
        
        12517997.78000000
        PA
        USD
        1152724.83000000
        0.192775194015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.67563500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKZN2
        
          
        
        73245.49000000
        PA
        USD
        66020.51000000
        0.011040897439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Retail Property Trust
        5493007115G809OI4R97
        
        85571XAN7
        
          
        
        2324000.00000000
        PA
        USD
        512442.00000000
        0.085697907601
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-11-15
          Floating
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B6LX9
        
          
        
        4507914.08000000
        PA
        USD
        627975.87000000
        0.105019139889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          4.37643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382DWM7
        
          
        
        1048789.78000000
        PA
        USD
        141608.02000000
        0.023681725958
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Floating
          4.55486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AJX7
        
          
        
        1407583.80000000
        PA
        USD
        1378362.68000000
        0.230509594437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDXB7
        
          
        
        1055107.35000000
        PA
        USD
        1031154.22000000
        0.172444411404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Hipotecaria SA
        N/A
        
        50346WAA5
        
          
        
        1461970.63000000
        PA
        USD
        1476590.34000000
        0.246936633849
        Long
        ABS-MBS
        CORP
        PA
        N
        
        3
        
          2046-09-29
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387N3T2
        
          
        
        1538.40000000
        PA
        USD
        1603.03000000
        0.000268081688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NovaStar Mortgage-Backed Notes
        N/A
        
        66988UAB6
        
          
          
        
        72549.92000000
        PA
        USD
        69926.01000000
        0.011694031215
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-09-25
          Floating
          0.37057600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HXEV8
        
          
        
        400000.00000000
        PA
        USD
        358620.08000000
        0.059973597948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379U5F9
        
          
        
        8548961.11000000
        PA
        USD
        341937.93000000
        0.057183769345
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-10-16
          Variable
          0.65150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Asset Premier Institutional Government Reserves
        549300WB3XRN9YTWFB76
        
        52470G494
        
          
          
        
        6290645.77000000
        NS
        USD
        6290645.77000000
        1.052012091034
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AKTB9
        
          
        
        831103.34000000
        PA
        USD
        34420.48000000
        0.005756286788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-25
          Variable
          1.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFF97
        
          
        
        386736.71000000
        PA
        USD
        350555.07000000
        0.058624851199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFRD5
        
          
        
        189685.45000000
        PA
        USD
        183819.14000000
        0.030740875406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        929227R65
        
          
          
        
        19959.72000000
        PA
        USD
        19207.03000000
        0.003212075283
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          3.21999700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617VKGV5
        
          
        
        87226.37000000
        PA
        USD
        78947.76000000
        0.013202777761
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUH2
        
          
        
        392748.18000000
        PA
        USD
        354985.31000000
        0.059365739530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335CAP9
        
          
        
        5550848.46000000
        PA
        USD
        5434677.42000000
        0.908864775692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ASGU1
        
          
        
        476304.91000000
        PA
        USD
        431744.80000000
        0.072202563369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FKPG5
        
          
        
        1776574.80000000
        PA
        USD
        332089.09000000
        0.055536704935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G1CG0
        
          
        
        1813836.33000000
        PA
        USD
        1588386.45000000
        0.265632784253
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-25
          Variable
          4.04576400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHD36
        
          
        
        332937.76000000
        PA
        USD
        301342.75000000
        0.050394860581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG5L7
        
          
        
        292839.36000000
        PA
        USD
        50634.85000000
        0.008467886505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5GZ3
        
          
        
        89607.83000000
        PA
        USD
        78569.83000000
        0.013139574881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SB89
        
          
        
        66045.42000000
        PA
        USD
        65132.22000000
        0.010892344834
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3G88
        
          
        
        246734.34000000
        PA
        USD
        215652.84000000
        0.036064563709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ML-CFC Commercial Mortgage Tru
        N/A
        
        55312YAR3
        
          
        
        502327.74000000
        PA
        USD
        248761.04000000
        0.041601392198
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-12
          Variable
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83X3
        
          
        
        718395.20000000
        PA
        USD
        647992.59000000
        0.108366623158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLVJ3
        
          
        
        721359.44000000
        PA
        USD
        630807.15000000
        0.105492627176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JXFU7
        
          
        
        110435.92000000
        PA
        USD
        103221.33000000
        0.017262152596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXG89
        
          
        
        1769205.40000000
        PA
        USD
        1832750.16000000
        0.306498791802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BAFQ9
        
          
        
        199236.18000000
        PA
        USD
        186012.27000000
        0.031107642088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380PWC4
        
          
        
        2549274.38000000
        PA
        USD
        165357.15000000
        0.027653396407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-05-16
          Variable
          0.84109000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BAM4
        
          
        
        1235786.32000000
        PA
        USD
        1231147.30000000
        0.205890125242
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-02-20
          Floating
          1.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375JSU0
        
          
          
        
        2779588.61000000
        PA
        USD
        241949.85000000
        0.040462327228
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-20
          Floating
          4.65486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418B6J0
        
          
        
        435794.56000000
        PA
        USD
        428149.76000000
        0.071601349171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371H6S2
        
          
          
        
        2613.16000000
        PA
        USD
        2850.91000000
        0.000476770096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375KW40
        
          
          
        
        422326.23000000
        PA
        USD
        47841.96000000
        0.008000819346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-20
          Floating
          5.00486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389FXQ0
        
          
        
        8641.22000000
        PA
        USD
        8743.04000000
        0.001462136659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGVA6
        
          
        
        1049667.22000000
        PA
        USD
        169638.61000000
        0.028369403611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385JBP2
        
          
        
        1226.71000000
        PA
        USD
        1303.06000000
        0.000217916399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B2DY3
        
          
        
        596714.76000000
        PA
        USD
        63196.81000000
        0.010568677790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          4.92600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TZ65
        
          
        
        455232.84000000
        PA
        USD
        466093.35000000
        0.077946820990
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9K38
        
          
        
        156349.81000000
        PA
        USD
        141136.22000000
        0.023602824789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8SG3
        
          
        
        80168.77000000
        PA
        USD
        72678.56000000
        0.012154352140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AEPM2
        
          
        
        197657.95000000
        PA
        USD
        192117.73000000
        0.032128684756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3H79
        
          
        
        174403.03000000
        PA
        USD
        152703.03000000
        0.025537192805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KNJ6
        
          
        
        1231.70000000
        PA
        USD
        1302.39000000
        0.000217804352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        31395QC40
        
          
        
        3023421.39000000
        PA
        USD
        443321.56000000
        0.074138595366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        470.00000000
        NC
        USD
        135408.53000000
        0.022644958243
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            65018341.47000000
            USD
            135408.53000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGCD1
        
          
        
        9233646.24000000
        PA
        USD
        1269392.75000000
        0.212286078424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMFR1
        
          
        
        1110179.93000000
        PA
        USD
        1004658.63000000
        0.168013438487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        1200000.00000000
        PA
        USD
        1041750.00000000
        0.174216389843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGR4
        
          
        
        1734429.35000000
        PA
        USD
        1573314.41000000
        0.263112221357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMSJ5
        
          
        
        1761867.02000000
        PA
        USD
        1589617.77000000
        0.265838703259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJX62
        
          
        
        693164.07000000
        PA
        USD
        711396.75000000
        0.118969976992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKQY7
        
          
        
        720451.43000000
        PA
        USD
        664184.37000000
        0.111074445051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNL26
        
          
        
        1091965.73000000
        PA
        USD
        987999.87000000
        0.165227521495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212CKK6
        
          
        
        8717.38000000
        PA
        USD
        9216.94000000
        0.001541389020
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B5PY5
        
          
        
        2463705.56000000
        PA
        USD
        351798.68000000
        0.058832825516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Floating
          4.42643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FUHR2
        
          
        
        2072472.62000000
        PA
        USD
        2075587.19000000
        0.347109486006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMVK8
        
          
        
        92172.51000000
        PA
        USD
        86459.11000000
        0.014458933538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHWE8
        
          
        
        161828.24000000
        PA
        USD
        153394.84000000
        0.025652887204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651YAS1
        
          
        
        3040111.85000000
        PA
        USD
        2923360.15000000
        0.488886250584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-01
          Variable
          4.31580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210Y2E4
        
          
        
        3628.86000000
        PA
        USD
        3744.36000000
        0.000626185631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379CPE0
        
          
        
        1109943.58000000
        PA
        USD
        117112.70000000
        0.019585266905
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-06-16
          Floating
          4.09071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBX62
        
          
        
        544109.01000000
        PA
        USD
        493282.43000000
        0.082493769261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386EB23
        
          
        
        607.40000000
        PA
        USD
        608.64000000
        0.000101785518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38383ASM7
        
          
        
        4790954.08000000
        PA
        USD
        722506.06000000
        0.120827835290
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385HU42
        
          
          
        
        891.63000000
        PA
        USD
        946.90000000
        0.000158354211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A2BZ2
        
          
        
        214884.22000000
        PA
        USD
        200767.75000000
        0.033575265276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651QAU3
        
          
        
        2522000.00000000
        PA
        USD
        2101818.41000000
        0.351496247177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-15
          Floating
          8.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMVX0
        
          
        
        2481596.92000000
        PA
        USD
        2485314.53000000
        0.415629973643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31352DC24
        
          
        
        326925.28000000
        PA
        USD
        14172.01000000
        0.002370046958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-15
          Variable
          1.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BMY69
        
          
        
        6608250.00000000
        PA
        USD
        5236355.16000000
        0.875698480359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QDH2
        
          
        
        56007.79000000
        PA
        USD
        54909.57000000
        0.009182766549
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3620E0DH6
        
          
        
        2071304.76000000
        PA
        USD
        2104665.82000000
        0.351972431953
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-06-20
          Floating
          2.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KA68
        
          
          
        
        1994.89000000
        PA
        USD
        2193.14000000
        0.000366768354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKJ34
        
          
        
        343327.61000000
        PA
        USD
        300399.95000000
        0.050237192030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617Q0FV6
        
          
        
        1078765.08000000
        PA
        USD
        1112125.74000000
        0.185985631365
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BHK40
        
          
        
        3258298.59000000
        PA
        USD
        443837.94000000
        0.074224951843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KGFZ6
        
          
        
        170767.28000000
        PA
        USD
        173943.12000000
        0.029089265567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCCC0
        
          
        
        171690.38000000
        PA
        USD
        162703.11000000
        0.027209549738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B5UN3
        
          
        
        2250512.53000000
        PA
        USD
        392800.86000000
        0.065689798662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Floating
          4.42643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FFNR6
        
          
        
        45789.67000000
        PA
        USD
        7838.70000000
        0.001310899942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3620AL7M0
        
          
        
        130971.95000000
        PA
        USD
        138941.43000000
        0.023235780498
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1RF5
        
          
        
        8113156.58000000
        PA
        USD
        1138239.36000000
        0.190352725776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        mrcd 2019-prkc mortgage trust
        N/A
        
        55348UAA6
        
          
        
        2097000.00000000
        PA
        USD
        1773672.59000000
        0.296618992459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BASJ4
        
          
        
        22185788.33000000
        PA
        USD
        1865937.95000000
        0.312048930474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-25
          Variable
          1.39584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NF99
        
          
        
        1144413.42000000
        PA
        USD
        34262.25000000
        0.005729825296
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-09-16
          Variable
          0.65075000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NPT4
        
          
        
        3240761.33000000
        PA
        USD
        55316.88000000
        0.009250882775
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-06-16
          Variable
          0.47079000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WTZS8
        
          
        
        2443669.05000000
        PA
        USD
        2473037.58000000
        0.413576845822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XB6G0
        
          
        
        68997.94000000
        PA
        USD
        67752.27000000
        0.011330507207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2QJ5
        
          
        
        168855.76000000
        PA
        USD
        147450.43000000
        0.024658777629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382DV48
        
          
        
        5820243.25000000
        PA
        USD
        961388.94000000
        0.160777259767
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Floating
          4.50486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H0YV4
        
          
        
        2752262.28000000
        PA
        USD
        380600.17000000
        0.063649424133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617JYLP6
        
          
        
        622732.39000000
        PA
        USD
        608601.47000000
        0.101779074592
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LVU3
        
          
        
        2701736.82000000
        PA
        USD
        2689335.15000000
        0.449749230537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAA7
        
          
        
        848154.28000000
        PA
        USD
        825984.29000000
        0.138132950392
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        
        58403YAX4
        
          
        
        3560000.00000000
        PA
        USD
        3347228.06000000
        0.559771527330
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAAC Series
        N/A
        
        74919RAA3
        
          
          
        
        102722.46000000
        PA
        USD
        101643.02000000
        0.016998204940
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          2.16357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AURP6
        
          
          
        
        1927711.16000000
        PA
        USD
        212827.79000000
        0.035592118293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K75Q2
        
          
        
        1942049.67000000
        PA
        USD
        1886507.20000000
        0.315488815740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388XKY9
        
          
        
        8111.80000000
        PA
        USD
        8314.71000000
        0.001390505168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9SV8
        
          
        
        321780.00000000
        PA
        USD
        292125.29000000
        0.048853384598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EKLG8
        
          
        
        180436.00000000
        PA
        USD
        177385.31000000
        0.029664917993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385H2H4
        
          
        
        16690.71000000
        PA
        USD
        17797.88000000
        0.002976416991
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377UJK5
        
          
        
        42500.70000000
        PA
        USD
        1579.93000000
        0.000264218575
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-12-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378BUS6
        
          
          
        
        1390736.72000000
        PA
        USD
        1138.18000000
        0.000190342798
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-16
          Variable
          0.09434000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        
        23244AAA3
        
          
        
        99289.37000000
        PA
        USD
        96134.06000000
        0.016076917565
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          2.28357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386NCC0
        
          
        
        3593.48000000
        PA
        USD
        3723.18000000
        0.000622643607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNK77
        
          
        
        1300000.00000000
        PA
        USD
        1304235.15000000
        0.218112924732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKMK2
        
          
        
        2649557.15000000
        PA
        USD
        2634189.08000000
        0.440526913062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCTE8
        
          
        
        361471.07000000
        PA
        USD
        339122.85000000
        0.056712991255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBY38
        
          
        
        71425.12000000
        PA
        USD
        69839.51000000
        0.011679565443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617GSZQ5
        
          
        
        93021.53000000
        PA
        USD
        94556.66000000
        0.015813122093
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F1U48
        
          
        
        610624.47000000
        PA
        USD
        12811.33000000
        0.002142494515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H2TB0
        
          
        
        1031080.72000000
        PA
        USD
        149906.87000000
        0.025069578789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NLM7
        
          
          
        
        151830.37000000
        PA
        USD
        143614.19000000
        0.024017226505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          2.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ACYK0
        
          
        
        14724.94000000
        PA
        USD
        15206.19000000
        0.002542997384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384VNK4
        
          
        
        1615.98000000
        PA
        USD
        1706.24000000
        0.000285341946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9QD8
        
          
        
        166844.76000000
        PA
        USD
        172525.19000000
        0.028852138957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG Trust
        N/A
        
        67118AAA3
        
          
        
        690000.00000000
        PA
        USD
        650498.74000000
        0.108785737538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.80800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFAQ4
        
          
        
        677883.97000000
        PA
        USD
        662929.11000000
        0.110864522454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X67B1
        
          
        
        1549153.50000000
        PA
        USD
        1599704.19000000
        0.267525499207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BLU8
        
          
        
        100486.25000000
        PA
        USD
        100519.87000000
        0.016810375674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AQUW6
        
          
        
        191167.60000000
        PA
        USD
        7999.81000000
        0.001337843069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6KQ3
        
          
        
        466852.59000000
        PA
        USD
        476650.78000000
        0.079712385992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382X4G7
        
          
        
        9046011.77000000
        PA
        USD
        1272802.80000000
        0.212856355938
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4Z7
        
          
        
        27873.96000000
        PA
        USD
        4990.93000000
        0.000834654961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J5Z28
        
          
        
        449049.33000000
        PA
        USD
        452903.81000000
        0.075741076769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389QPB8
        
          
        
        1406.39000000
        PA
        USD
        1430.07000000
        0.000239156834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KK44
        
          
        
        5229891.12000000
        PA
        USD
        972162.49000000
        0.162578967457
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLH47
        
          
        
        159317.97000000
        PA
        USD
        144429.60000000
        0.024153591071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335BAU0
        
          
          
        
        512131.03000000
        PA
        USD
        527255.76000000
        0.088175277208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Reference Remic
        S6XOOCT0IEG5ABCC6L87
        
        31396NRF5
        
          
          
        
        417983.13000000
        PA
        USD
        450217.40000000
        0.075291816724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380JKP2
        
          
        
        2651075.01000000
        PA
        USD
        100355.12000000
        0.016782823814
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-03-16
          Variable
          0.54253000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95001VAU4
        
          
          
        
        1370000.00000000
        PA
        USD
        1284252.52000000
        0.214771142483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388NC53
        
          
        
        1612.77000000
        PA
        USD
        1677.42000000
        0.000280522252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380Y4L6
        
          
        
        1657739.00000000
        PA
        USD
        178269.61000000
        0.029812803333
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Floating
          4.65486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83406TAC6
        
          
        
        3200000.00000000
        PA
        USD
        2922088.64000000
        0.488673610428
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB4M8
        
          
        
        559763.78000000
        PA
        USD
        575725.42000000
        0.096281069559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDKE5
        
          
        
        848930.27000000
        PA
        USD
        800054.12000000
        0.133796535124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381HDN8
        
          
        
        800000.00000000
        PA
        USD
        519423.20000000
        0.086865404084
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-10-16
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380BB46
        
          
        
        5417124.00000000
        PA
        USD
        4448404.63000000
        0.743926081308
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WPG24
        
          
        
        1151347.84000000
        PA
        USD
        1100301.42000000
        0.184008198831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Inve
        N/A
        
        86360UAA4
        
          
          
        
        86495.87000000
        PA
        USD
        74477.78000000
        0.012455243537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-25
          Floating
          1.98357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KQ97
        
          
        
        707299.70000000
        PA
        USD
        102102.74000000
        0.017075085918
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHEL7
        
          
        
        693818.10000000
        PA
        USD
        627297.12000000
        0.104905629571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A22Z5
        
          
        
        273494.74000000
        PA
        USD
        348530.21000000
        0.058286225042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Variable
          12.15498000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A35F4
        
          
          
        
        95763.55000000
        PA
        USD
        100017.23000000
        0.016726316998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BAUR0
        
          
        
        99684.13000000
        PA
        USD
        96477.19000000
        0.016134300690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXLU4
        
          
        
        771820.14000000
        PA
        USD
        799503.19000000
        0.133704400701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6CG4
        
          
        
        2185234.09000000
        PA
        USD
        2122937.46000000
        0.355028077893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31574PAF2
        
          
        
        3570000.00000000
        PA
        USD
        3497758.55000000
        0.584945396809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          5.16015700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        
        36298XAA0
        
          
        
        1162618.55000000
        PA
        USD
        966690.24000000
        0.161663819256
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          2.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31296K5K5
        
          
        
        133613.17000000
        PA
        USD
        140687.60000000
        0.023527800113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379WWN8
        
          
        
        1865897.12000000
        PA
        USD
        232309.79000000
        0.038850178007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Floating
          4.45486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        
        58940BAC0
        
          
        
        5000000.00000000
        PA
        USD
        4792661.50000000
        0.801497657089
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMY41
        
          
        
        377944.99000000
        PA
        USD
        329631.40000000
        0.055125694732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBP30
        
          
        
        2586756.47000000
        PA
        USD
        364483.56000000
        0.060954173247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAEW8
        
          
        
        454835.43000000
        PA
        USD
        396946.40000000
        0.066383075372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398TUX7
        
          
        
        801453.75000000
        PA
        USD
        106805.41000000
        0.017861533905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-25
          Floating
          4.93643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754AAJ2
        
          
        
        500000.00000000
        PA
        USD
        412621.65000000
        0.069004515703
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          6.42566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4CZ0
        
          
        
        85547.89000000
        PA
        USD
        74771.51000000
        0.012504365284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFA68
        
          
        
        384721.66000000
        PA
        USD
        348627.61000000
        0.058302513668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EHBB7
        
          
          
        
        146376.86000000
        PA
        USD
        154227.28000000
        0.025792099771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WKQF5
        
          
        
        114480.49000000
        PA
        USD
        114895.85000000
        0.019214533424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABU83
        
          
        
        694586.13000000
        PA
        USD
        652345.90000000
        0.109094646150
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Retail Property Trust
        5493007115G809OI4R97
        
        85571XAQ0
        
          
        
        650000.00000000
        PA
        USD
        40950.00000000
        0.006848246857
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-11-15
          Floating
          4.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6M99
        
          
        
        140883.47000000
        PA
        USD
        142468.63000000
        0.023825649517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300D2VO9JVX6KU482
        
        3137G0VA4
        
          
        
        2550000.00000000
        PA
        USD
        2503674.15000000
        0.418700332861
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          5.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T7L3
        
          
        
        910151.15000000
        PA
        USD
        926757.21000000
        0.154985644720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMPF6
        
          
        
        266192.87000000
        PA
        USD
        268656.73000000
        0.044928635092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRT40
        
          
        
        459696.76000000
        PA
        USD
        417280.14000000
        0.069783575276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9BV5
        
          
        
        2725918.53000000
        PA
        USD
        2600948.41000000
        0.434967931039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y8NA9
        
          
        
        67472.71000000
        PA
        USD
        68092.79000000
        0.011387453849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46652BBQ1
        
          
        
        2530000.00000000
        PA
        USD
        2271209.08000000
        0.379824186703
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-16
          Variable
          4.84446300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36262MAA6
        
          
        
        360000.00000000
        PA
        USD
        347454.97000000
        0.058106407973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        86359DMC8
        
          
        
        160886.05000000
        PA
        USD
        150091.67000000
        0.025100483698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          1.97357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFW5
        
          
        
        578299.91000000
        PA
        USD
        573142.94000000
        0.095849190181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Floating
          3.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAE1
        
          
        
        6000000.00000000
        PA
        USD
        5393319.00000000
        0.901948226979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XB2V1
        
          
        
        1020670.53000000
        PA
        USD
        890546.34000000
        0.148929943214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384KJD9
        
          
        
        4801.77000000
        PA
        USD
        4867.95000000
        0.000814088480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397PM49
        
          
        
        317029.81000000
        PA
        USD
        43931.93000000
        0.007346927999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-15
          Floating
          5.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X65C1
        
          
        
        127978.67000000
        PA
        USD
        128692.06000000
        0.021521733712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAH2
        
          
        
        4140689.31000000
        PA
        USD
        871399.78000000
        0.145727980592
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.96285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5P0
        
          
        
        65358.47000000
        PA
        USD
        66057.88000000
        0.011047146987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KXAB2
        
          
        
        82490.41000000
        PA
        USD
        74790.55000000
        0.012507549426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Tru
        N/A
        
        88327HAL7
        
          
        
        2223670.32000000
        PA
        USD
        2074610.14000000
        0.346946089679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B45U8
        
          
        
        2249543.59000000
        PA
        USD
        1792589.53000000
        0.299782554728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBTG5
        
          
        
        823740.04000000
        PA
        USD
        719218.25000000
        0.120278000503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FPHB4
        
          
        
        3232474.38000000
        PA
        USD
        588785.51000000
        0.098465165293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          4.42643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941GAC8
        
          
        
        5000000.00000000
        PA
        USD
        4450238.50000000
        0.744232767375
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        6200000.00000000
        PA
        USD
        5577578.16000000
        0.932762688846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        -600000.00000000
        PA
        USD
        -601148.44000000
        -0.10053267192
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADUS5
        
          
        
        397866.42000000
        PA
        USD
        376740.98000000
        0.063004034981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3JA0
        
          
        
        161203.81000000
        PA
        USD
        140896.37000000
        0.023562713629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AEFK7
        
          
        
        177228.96000000
        PA
        USD
        177480.33000000
        0.029680808601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADGQ5
        
          
        
        926371.88000000
        PA
        USD
        907256.16000000
        0.151724399192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9VM0
        
          
        
        236145.48000000
        PA
        USD
        240346.24000000
        0.040194148543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4F53
        
          
        
        174522.04000000
        PA
        USD
        152725.33000000
        0.025540922131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FYCR5
        
          
        
        9340063.96000000
        PA
        USD
        1197612.89000000
        0.200282019799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBYG9
        
          
        
        646153.21000000
        PA
        USD
        587840.69000000
        0.098307158929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9D66
        
          
        
        273717.89000000
        PA
        USD
        288673.94000000
        0.048276200305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAG4
        
          
        
        3976476.00000000
        PA
        USD
        2575600.49000000
        0.430728887974
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.96285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BKJT0
        
          
        
        4274746.34000000
        PA
        USD
        683509.71000000
        0.114306305830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        122.00000000
        NC
        USD
        92601.34000000
        0.015486125413
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            14368211.16000000
            USD
            92601.34000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HBJB5
        
          
        
        594796.46000000
        PA
        USD
        606893.71000000
        0.101493478449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KL6J1
        
          
        
        461890.98000000
        PA
        USD
        402985.12000000
        0.067392956819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ALHV3
        
          
        
        178723.95000000
        PA
        USD
        163378.23000000
        0.027322452997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        86358LAA8
        
          
        
        1362599.30000000
        PA
        USD
        39211.38000000
        0.006557489862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.84357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178NF95
        
          
        
        69129.17000000
        PA
        USD
        66216.47000000
        0.011073668684
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2PV9
        
          
        
        176730.65000000
        PA
        USD
        154524.22000000
        0.025841758341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H3WN8
        
          
        
        5813290.86000000
        PA
        USD
        803578.17000000
        0.134385877355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XUM38
        
          
        
        136197.74000000
        PA
        USD
        133207.13000000
        0.022276808533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXSE9
        
          
        
        19084169.33000000
        PA
        USD
        3110498.22000000
        0.520182165110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q95N9
        
          
        
        94522.17000000
        PA
        USD
        97469.42000000
        0.016300235634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H1X92
        
          
        
        8718157.08000000
        PA
        USD
        1235242.55000000
        0.206574991737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCQ68
        
          
        
        251450.34000000
        PA
        USD
        238148.70000000
        0.039826644358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QCYS9
        
          
        
        207800.60000000
        PA
        USD
        193925.19000000
        0.032430954165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AF6L0
        
          
        
        93240.65000000
        PA
        USD
        81408.47000000
        0.013614293012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGKB4
        
          
        
        273740.75000000
        PA
        USD
        239512.08000000
        0.040054648333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDLR5
        
          
        
        93022.80000000
        PA
        USD
        83842.03000000
        0.014021267850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYVS5
        
          
        
        2796729.09000000
        PA
        USD
        2501193.30000000
        0.418285449510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382FVN1
        
          
        
        1442327.32000000
        PA
        USD
        208913.47000000
        0.034937509511
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNOLIA FINANCE X DAC 2019-1
        213800FNSN9L4EI3LC40
        
        55960WAB7
        
          
        
        4750000.00000000
        PA
        USD
        4645565.69000000
        0.776898184107
        Long
        ABS-O
        CORP
        IE
        
        N
        
        2
        
          2024-08-09
          Floating
          4.18600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B4C71
        
          
        
        15593867.44000000
        PA
        USD
        874400.39000000
        0.146229785671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Variable
          1.18808500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MGQV6
        
          
        
        99656.04000000
        PA
        USD
        96236.33000000
        0.016094020623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGV97
        
          
        
        194709.32000000
        PA
        USD
        185913.66000000
        0.031091151109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERNP1
        
          
        
        183699.35000000
        PA
        USD
        173858.85000000
        0.029075172727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BDBZ8
        
          
        
        2618038.50000000
        PA
        USD
        2289632.27000000
        0.382905177008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H6V44
        
          
        
        2800000.00000000
        PA
        USD
        2384460.68000000
        0.398763745038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179Q6P1
        
          
        
        11557.31000000
        PA
        USD
        11430.36000000
        0.001911548887
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HF4E6
        
          
        
        349115.93000000
        PA
        USD
        316469.44000000
        0.052924562834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A54N3
        
          
        
        198914.85000000
        PA
        USD
        223604.20000000
        0.037394304274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83R6
        
          
        
        604772.18000000
        PA
        USD
        527743.66000000
        0.088256870850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9NR0
        
          
        
        443389.89000000
        PA
        USD
        452552.77000000
        0.075682370821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDUD6
        
          
        
        1603820.29000000
        PA
        USD
        1403352.86000000
        0.234688811083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APK73
        
          
        
        282236.09000000
        PA
        USD
        255795.26000000
        0.042777755446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179R7J2
        
          
        
        260413.36000000
        PA
        USD
        256828.04000000
        0.042950471744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386HMR9
        
          
        
        242.25000000
        PA
        USD
        244.46000000
        0.000040882110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKT82
        
          
        
        1064310.64000000
        PA
        USD
        964442.79000000
        0.161287968403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06542BBN6
        
          
        
        6096096.44000000
        PA
        USD
        293992.79000000
        0.049165694757
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          0.89008500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        
        22540VQ47
        
          
        
        138923.29000000
        PA
        USD
        141868.10000000
        0.023725220269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-05-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNHU0
        
          
        
        1300000.00000000
        PA
        USD
        1315908.13000000
        0.220065048019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KJQ47
        
          
        
        1793632.31000000
        PA
        USD
        1679681.20000000
        0.280900402930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M33H1
        
          
        
        488608.13000000
        PA
        USD
        442893.40000000
        0.074066992304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46591EAY3
        
          
        
        16006050.61000000
        PA
        USD
        1142596.72000000
        0.191081426067
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-13
          Variable
          1.63713300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D3X67
        
          
        
        84454.59000000
        PA
        USD
        77754.35000000
        0.013003198609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379RPH0
        
          
        
        729550.17000000
        PA
        USD
        24782.89000000
        0.004144550636
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-07-16
          Variable
          0.65160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KRRC5
        
          
        
        407776.49000000
        PA
        USD
        368148.65000000
        0.061567102211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCCH9
        
          
        
        84841.13000000
        PA
        USD
        79266.46000000
        0.013256075350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381E2F4
        
          
        
        1809015.01000000
        PA
        USD
        1142571.35000000
        0.191077183331
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-10-16
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B5EN1
        
          
        
        4656110.86000000
        PA
        USD
        617224.76000000
        0.103221184938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          5.04429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B0UH7
        
          
        
        4929816.19000000
        PA
        USD
        930991.84000000
        0.155693820339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ARUW4
        
          
        
        666198.39000000
        PA
        USD
        30326.35000000
        0.005071607596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LVE9
        
          
        
        2074330.14000000
        PA
        USD
        2029700.08000000
        0.339435584740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XW2N2
        
          
        
        104131.30000000
        PA
        USD
        101844.58000000
        0.017031912697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRB7
        
          
        
        82544.89000000
        PA
        USD
        72171.27000000
        0.012069515824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SGL5
        
          
        
        67949.00000000
        PA
        USD
        67002.02000000
        0.011205039632
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAZZ0
        
          
        
        373793.37000000
        PA
        USD
        327337.30000000
        0.054742042397
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B6RW5
        
          
        
        1344113.94000000
        PA
        USD
        207813.05000000
        0.034753481481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          4.37643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384SPY9
        
          
          
        
        3630.60000000
        PA
        USD
        3735.00000000
        0.000624620317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WDN6
        
          
        
        180911.36000000
        PA
        USD
        173401.21000000
        0.028998639597
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36256AAS1
        
          
        
        1070000.00000000
        PA
        USD
        1002912.93000000
        0.167721497472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-15
          Floating
          5.77400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B1W73
        
          
        
        3219507.96000000
        PA
        USD
        2868813.40000000
        0.479764160003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7M41
        
          
        
        85304.67000000
        PA
        USD
        74743.36000000
        0.012499657637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFR6
        
          
        
        2106487.68000000
        PA
        USD
        2075413.66000000
        0.347080465829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Floating
          3.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TXW0
        
          
        
        22964.14000000
        PA
        USD
        23504.14000000
        0.003930699704
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCUK2
        
          
        
        3292581.28000000
        PA
        USD
        3076527.20000000
        0.514501043474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FFNP0
        
          
        
        62685.11000000
        PA
        USD
        12615.40000000
        0.002109728288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKK99
        
          
        
        836324.10000000
        PA
        USD
        855254.58000000
        0.143027948476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396QRA9
        
          
        
        306879.26000000
        PA
        USD
        323495.39000000
        0.054099543054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-25
          Variable
          4.59350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ASD35
        
          
        
        1267546.45000000
        PA
        USD
        1083388.43000000
        0.181179765848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JHYV9
        
          
        
        187335.92000000
        PA
        USD
        191294.90000000
        0.031991079312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJ6W8
        
          
        
        90416.84000000
        PA
        USD
        79278.58000000
        0.013258102231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B9YP6
        
          
        
        1769782.13000000
        PA
        USD
        285182.34000000
        0.047692284830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-25
          Floating
          4.32643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136B4B98
        
          
        
        1321887.95000000
        PA
        USD
        261684.64000000
        0.043762662115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAFA5
        
          
        
        169508.74000000
        PA
        USD
        154031.76000000
        0.025759402110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QCW28
        
          
        
        174633.40000000
        PA
        USD
        170318.65000000
        0.028483129662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213QCY3
        
          
        
        25395.53000000
        PA
        USD
        25844.26000000
        0.004322048164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FGSM8
        
          
        
        343825.11000000
        PA
        USD
        327648.45000000
        0.054794077366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H042679
        
          
        
        3000000.00000000
        PA
        USD
        3045000.00000000
        0.509228612502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDUK0
        
          
        
        2045531.88000000
        PA
        USD
        1883219.11000000
        0.314938934129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6P39
        
          
        
        38753.55000000
        PA
        USD
        37858.60000000
        0.006331258571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CEE0
        
          
        
        627027.93000000
        PA
        USD
        613328.44000000
        0.102569586374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        038413AC4
        
          
        
        3500000.00000000
        PA
        USD
        3302952.10000000
        0.552367065695
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212J4T0
        
          
        
        3233.70000000
        PA
        USD
        3273.77000000
        0.000547486816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941FAD8
        
          
        
        4510000.00000000
        PA
        USD
        3940654.89000000
        0.659012880783
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B9J99
        
          
        
        7281229.49000000
        PA
        USD
        983292.91000000
        0.164440356073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-25
          Variable
          1.88084000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382JZK5
        
          
        
        174539.32000000
        PA
        USD
        24726.36000000
        0.004135096878
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DM5J0
        
          
        
        488871.09000000
        PA
        USD
        443148.96000000
        0.074109730716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385H5H1
        
          
        
        280.70000000
        PA
        USD
        297.55000000
        0.000049760582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDU9
        
          
        
        359289.70000000
        PA
        USD
        330786.92000000
        0.055318937374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36255TAN2
        
          
        
        4634078.47000000
        PA
        USD
        1261338.23000000
        0.210939085963
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Floating
          7.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H6ZT5
        
          
        
        34199249.91000000
        PA
        USD
        888181.88000000
        0.148534524269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-25
          Variable
          0.40696300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L13J2
        
          
        
        73946.85000000
        PA
        USD
        64638.76000000
        0.010809821369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDBN5
        
          
        
        266340.92000000
        PA
        USD
        251065.66000000
        0.041986803838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382EDT1
        
          
        
        236621.44000000
        PA
        USD
        39891.49000000
        0.006671227620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377XSM5
        
          
        
        890607.65000000
        PA
        USD
        921168.67000000
        0.154051048835
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46632HAL5
        
          
          
        
        53063.79000000
        PA
        USD
        47604.32000000
        0.007961077774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-15
          Variable
          6.72151000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMWN1
        
          
        
        277297.36000000
        PA
        USD
        250967.88000000
        0.041970451663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conseco Financial Corp
        N/A
        
        393505UW0
        
          
        
        701075.00000000
        PA
        USD
        711919.72000000
        0.119057435543
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          7.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stonepeak
        N/A
        
        78433XAC4
        
          
        
        2718644.91000000
        PA
        USD
        2492411.24000000
        0.416816787366
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-28
          Fixed
          3.82100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        -1000000.00000000
        PA
        USD
        -931640.63000000
        -0.15580232031
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36208AZY0
        
          
        
        36926.86000000
        PA
        USD
        37001.18000000
        0.006187868490
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-08-20
          Floating
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381XPT7
        
          
        
        19046266.95000000
        PA
        USD
        548469.64000000
        0.091722966757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Floating
          1.69486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380R4W7
        
          
        
        4729766.78000000
        PA
        USD
        330911.98000000
        0.055339851703
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-10-16
          Variable
          0.89591000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225AFB1
        
          
        
        8605.82000000
        PA
        USD
        8904.10000000
        0.001489071424
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        
        05549GAJ0
        
          
        
        2250000.00000000
        PA
        USD
        2133004.50000000
        0.356711632839
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          3.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7E39
        
          
        
        1822030.35000000
        PA
        USD
        1782454.81000000
        0.298087681360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitizatio
        N/A
        
        65246PAF8
        
          
        
        1125000.00000000
        PA
        USD
        1118066.40000000
        0.186979113811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          6.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382LXR7
        
          
        
        1352833.96000000
        PA
        USD
        154504.06000000
        0.025838386896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7FS6
        
          
        
        74086.82000000
        PA
        USD
        67330.78000000
        0.011260019598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46644PAG4
        
          
        
        2873011.62000000
        PA
        USD
        2656099.24000000
        0.444191044549
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-05-15
          Floating
          5.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LWC2
        
          
        
        44763.24000000
        PA
        USD
        42426.02000000
        0.007095088111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        -1200000.00000000
        PA
        USD
        -1041750.00000000
        -0.17421638984
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A3CG3
        
          
        
        220682.36000000
        PA
        USD
        220683.63000000
        0.036905884632
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HBZS7
        
          
        
        2362611.80000000
        PA
        USD
        2373844.29000000
        0.396988319899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382NT31
        
          
        
        768566.51000000
        PA
        USD
        142596.22000000
        0.023846986948
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828AAA1
        
          
          
        
        575876.79000000
        PA
        USD
        560916.89000000
        0.093804574589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLZ82
        
          
        
        663990.66000000
        PA
        USD
        600813.92000000
        0.100476728687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AJXH2
        
          
        
        938287.17000000
        PA
        USD
        103358.52000000
        0.017285095477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-15
          Floating
          4.57600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avenue of Americas
        N/A
        
        00192NAA5
        
          
        
        670000.00000000
        PA
        USD
        634410.61000000
        0.106095249486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          2.19940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBW71
        
          
        
        264360.28000000
        PA
        USD
        240546.81000000
        0.040227690738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRUQ9
        
          
        
        279807.37000000
        PA
        USD
        253677.83000000
        0.042423648405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        3000000.00000000
        PA
        USD
        2959160.16000000
        0.494873242183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFN23
        
          
        
        188578.28000000
        PA
        USD
        178347.73000000
        0.029825867681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBC73
        
          
        
        88337.20000000
        PA
        USD
        79620.16000000
        0.013315226142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch
        N/A
        
        059427AA2
        
          
        
        3920587.16000000
        PA
        USD
        1293793.76000000
        0.216366765605
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-10
          Variable
          6.02499000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AW2C8
        
          
        
        2978225.89000000
        PA
        USD
        477800.06000000
        0.079904585092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397ELD5
        
          
        
        30075.10000000
        PA
        USD
        3402.99000000
        0.000569096839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-15
          Floating
          4.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BKY1
        
          
        
        160094.22000000
        PA
        USD
        160147.79000000
        0.026782212445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T4Q5
        
          
        
        387364.92000000
        PA
        USD
        396465.20000000
        0.066302602200
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-08-18
      Legg Mason Partners Income Trust
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer