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Pimco mortgage-backed securities active exchange-traded fund share price

PMBS

NMQ

$46.0461

-$0.05

(-0.11%)

Provider: PIMCO Category: Government Mortgage-Backed Bond

Overview Returns Holdings Sector breakdown Faqs

Price chart

Key metrics

Expense Ratio

The expense ratio is how much you pay a mutual fund or ETF per year, expressed as a percent of your investments. It is a measure of the fund's operating costs relative to assets.

71%

Volume

This is the total number of shares traded during the most recent trading day.

274.07K

Avg Volume

This is the average number of shares traded during the most recent 30 days.

Dividend Yield

This ratio shows how much income you earn in dividend payouts per year for every dollar invested in the stock (or the stock’s annual dividend payment expressed as a percentage of its current price).

5.11%

Beta

This measures the expected move in a stock’s price relative to movements in the overall market. The market, such as the S&P 500 Index, has a beta of 1.0. If a stock has a Beta greater (or lower) than 1.0, it suggests that the stock is more (or less) volatile than the broader market.

1.15

52-week Range

This shows the range of the stock’s price between the 52-week high (the highest price of the stock for the past 52 weeks) and the 52-week low (the lowest price of the stock for the past 52 weeks).

$45.79 L

$49.37 H

$46.0461

About pimco mortgage-backed securities active exchange-traded fund, etf

The fund seeks to achieve its investment objective by investing under normal circumstances at least 80% of its assets in a diversified portfolio of mortgage-related fixed income instruments of varying maturities, which may be represented by forwards or derivatives such as options, futures contracts or swap agreements. more

Provider: PIMCOCategory: Government Mortgage-Backed Bond

Returns

Time Frame	PMBS	S&P500
1-Week Return	-0.48%	2.19%
1-Month Return	-4.5%	1.72%
3-Month Return	-6.15%	4.24%
6-Month Return	-7.06%	18.18%
1-Year Return	-7.05%	16.42%
3-Year Return	-7.9%	80.32%

Time Frame	PMBS	S&P500
1-Week Return	-22.19%	209.44%
1-Month Return	-42.89%	23.06%
3-Month Return	-22.70%	18.34%
6-Month Return	-13.80%	40.31%
1-Year Return	-7.05%	16.42%
3-Year Return	-2.71%	21.72%

Largest holdings

Stock name	Ticker	Weight
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 6.00% 11/12/2056	FNMA.TBA.30.YR.6.SINGLE.FAMILY.MORTGAGE.6.00..11.12.2056	11.27%
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE 3.00% 11/12/2056	FNMA.TBA.30.YR.3.SINGLE.FAMILY.MORTGAGE.3.00..11.12.2056	6.49%
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 2.50% 10/13/2056	FNMA.TBA.30.YR.2.5.SINGLE.FAMILY.MORTGAGE.2.50..10.13.2056	6.13%
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 11/12/2056	FNMA.TBA.30.YR.5.SINGLE.FAMILY.MORTGAGE.5.00..11.12.2056	5.79%
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 10/13/2056	FNMA.TBA.30.YR.5.SINGLE.FAMILY.MORTGAGE.5.00..10.13.2056	5.05%
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 4.50% 11/12/2056	FNMA.TBA.30.YR.4.5.SINGLE.FAMILY.MORTGAGE.4.50..11.12.2056	4.69%
GNMA II TBA 30 YR 5.5 JUMBOS 5.50% 11/19/2056	GNMA.II.TBA.30.YR.5.5.JUMBOS.5.50..11.19.2056	4.45%
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 2.00% 10/13/2056	FNMA.TBA.30.YR.2.SINGLE.FAMILY.MORTGAGE.2.00..10.13.2056	3.82%
GNMA II POOL MB0742 G2 11/55 FIXED 3.5 3.50% 11/20/2055	GNMA.II.POOL.MB0742.G2.11.55.FIXED.3.5.3.50..11.20.2055	3.49%
FED HM LN PC POOL RJ6011 FR 03/56 FIXED 5 5.00% 03/01/2056	FED.HM.LN.PC.POOL.RJ6011.FR.03.56.FIXED.5.5.00..03.01.2056	3.36%
GNMA II POOL MB0874 G2 01/56 FIXED 6.5 6.50% 01/20/2056	GNMA.II.POOL.MB0874.G2.01.56.FIXED.6.5.6.50..01.20.2056	2.94%
GNMA II TBA 30 YR 2.5 JUMBOS 2.50% 10/20/2056	GNMA.II.TBA.30.YR.2.5.JUMBOS.2.50..10.20.2056	2.87%
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 12/10/2056	FNMA.TBA.30.YR.5.SINGLE.FAMILY.MORTGAGE.5.00..12.10.2056	2.62%
FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE 5.50% 10/15/2039	FNMA.TBA.15.YR.5.5.SINGLE.FAMILY.MORTGAGE.5.50..10.15.2039	2.58%
FNMA TBA 15 YR 6 SINGLE FAMILY MORTGAGE 6.00% 10/15/2039	FNMA.TBA.15.YR.6.SINGLE.FAMILY.MORTGAGE.6.00..10.15.2039	2.54%
GNMA II TBA 30 YR 2 JUMBOS 2.00% 11/19/2056	GNMA.II.TBA.30.YR.2.JUMBOS.2.00..11.19.2056	1.99%
FED HM LN PC POOL SD6477 FR 09/54 FIXED 5.5 5.50% 09/01/2054	FED.HM.LN.PC.POOL.SD6477.FR.09.54.FIXED.5.5.5.50..09.01.2054	1.78%
GNMA II TBA 30 YR 4 JUMBOS 4.00% 10/20/2056	GNMA.II.TBA.30.YR.4.JUMBOS.4.00..10.20.2056	1.76%
FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE 5.00% 10/15/2039	FNMA.TBA.15.YR.5.SINGLE.FAMILY.MORTGAGE.5.00..10.15.2039	1.75%
FREDDIE MAC FHR 5648 CF 4.69% 03/25/2055	FREDDIE.MAC.FHR.5648.CF.4.69..03.25.2055	1.69%
DEUTSCHE BANK REPO REPO 3.90% 10/05/2026	DEUTSCHE.BANK.REPO.REPO.3.90..10.05.2026	1.49%
FREDDIE MAC FHR 5565 FB 4.64% 08/25/2055	FREDDIE.MAC.FHR.5565.FB.4.64..08.25.2055	1.36%
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 5.50% 11/12/2056	FNMA.TBA.30.YR.5.5.SINGLE.FAMILY.MORTGAGE.5.50..11.12.2056	1.34%
FED HM LN PC POOL QJ8794 FR 11/54 FIXED 5 5.00% 11/01/2054	FED.HM.LN.PC.POOL.QJ8794.FR.11.54.FIXED.5.5.00..11.01.2054	1.32%
GNMA II POOL MB1340 G2 08/56 FIXED 3.5 3.50% 08/20/2056	GNMA.II.POOL.MB1340.G2.08.56.FIXED.3.5.3.50..08.20.2056	1.3%
GNMA II POOL MB1281 G2 07/56 FIXED 3.5 3.50% 07/20/2056	GNMA.II.POOL.MB1281.G2.07.56.FIXED.3.5.3.50..07.20.2056	1.24%
FED HM LN PC POOL QX7601 FR 02/55 FIXED 5 5.00% 02/01/2055	FED.HM.LN.PC.POOL.QX7601.FR.02.55.FIXED.5.5.00..02.01.2055	1.24%
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 116 QF 5.00% 07/20/2055	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2025.116.QF.5.00..07.20.2055	1.23%
GNMA II POOL MA7937 G2 03/52 FIXED 3 3.00% 03/20/2052	GNMA.II.POOL.MA7937.G2.03.52.FIXED.3.3.00..03.20.2052	1.16%
FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE 4.00% 10/15/2041	FNMA.TBA.15.YR.4.SINGLE.FAMILY.MORTGAGE.4.00..10.15.2041	1.11%
GNMA II TBA 30 YR 6 JUMBOS 6.00% 11/19/2056	GNMA.II.TBA.30.YR.6.JUMBOS.6.00..11.19.2056	1.1%
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE 3.00% 10/15/2041	FNMA.TBA.15.YR.3.SINGLE.FAMILY.MORTGAGE.3.00..10.15.2041	1.05%
FNMA POOL FA0503 FN 10/54 FIXED VAR 6.00% 10/01/2054	FNMA.POOL.FA0503.FN.10.54.FIXED.VAR.6.00..10.01.2054	1.05%
GNMA II TBA 30 YR 4.5 JUMBOS 4.50% 10/20/2056	GNMA.II.TBA.30.YR.4.5.JUMBOS.4.50..10.20.2056	1.03%
FANNIE MAE FNR 2023 39 AI 2.00% 07/25/2052	FANNIE.MAE.FNR.2023.39.AI.2.00..07.25.2052	0.96%
GNMA II TBA 30 YR 5 JUMBOS 5.00% 10/20/2056	GNMA.II.TBA.30.YR.5.JUMBOS.5.00..10.20.2056	0.89%
FANNIE MAE FNR 2025 6 GF 5.09% 02/25/2055	FANNIE.MAE.FNR.2025.6.GF.5.09..02.25.2055	0.86%
GOVERNMENT NATIONAL MORTGAGE A GNR 2026 H01 FL 4.40% 11/20/2075	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2026.H01.FL.4.40..11.20.2075	0.77%
FREDDIE MAC FHR 5571 FB 4.89% 08/25/2055	FREDDIE.MAC.FHR.5571.FB.4.89..08.25.2055	0.76%
FNMA POOL CA6096 FN 06/50 FIXED 3.5 3.50% 06/01/2050	FNMA.POOL.CA6096.FN.06.50.FIXED.3.5.3.50..06.01.2050	0.75%
GNMA II POOL MB1415 G2 09/56 FIXED 6.5 6.50% 09/20/2056	GNMA.II.POOL.MB1415.G2.09.56.FIXED.6.5.6.50..09.20.2056	0.71%
FED HM LN PC POOL QX7108 FR 03/55 FIXED 5.5 5.50% 03/01/2055	FED.HM.LN.PC.POOL.QX7108.FR.03.55.FIXED.5.5.5.50..03.01.2055	0.71%
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H18 FL 4.35% 08/20/2075	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2025.H18.FL.4.35..08.20.2075	0.7%
FNMA POOL DF9742 FN 01/56 FIXED 5 5.00% 01/01/2056	FNMA.POOL.DF9742.FN.01.56.FIXED.5.5.00..01.01.2056	0.69%
FED HM LN PC POOL SD8469 FR 10/54 FIXED 5.5 5.50% 10/01/2054	FED.HM.LN.PC.POOL.SD8469.FR.10.54.FIXED.5.5.5.50..10.01.2054	0.67%
FANNIE MAE FNR 2024 88 FC 5.09% 12/25/2054	FANNIE.MAE.FNR.2024.88.FC.5.09..12.25.2054	0.66%
FED HM LN PC POOL SB8309 FR 06/39 FIXED 5.5 5.50% 06/01/2039	FED.HM.LN.PC.POOL.SB8309.FR.06.39.FIXED.5.5.5.50..06.01.2039	0.65%
FED HM LN PC POOL QJ5532 FR 09/54 FIXED 5.5 5.50% 09/01/2054	FED.HM.LN.PC.POOL.QJ5532.FR.09.54.FIXED.5.5.5.50..09.01.2054	0.65%
UNITED STATES TREASURY BILL 01/27 0 0.01% 01/19/2027	UNITED.STATES.TREASURY.BILL.01.27.0.0.01..01.19.2027	0.65%
FNMA POOL FA3594 FN 09/55 FIXED VAR 6.50% 09/01/2055	FNMA.POOL.FA3594.FN.09.55.FIXED.VAR.6.50..09.01.2055	0.63%
FNMA POOL FA3564 FN 11/55 FIXED VAR 5.50% 11/01/2055	FNMA.POOL.FA3564.FN.11.55.FIXED.VAR.5.50..11.01.2055	0.62%
FED HM LN PC POOL QJ8954 FR 11/54 FIXED 6 6.00% 11/01/2054	FED.HM.LN.PC.POOL.QJ8954.FR.11.54.FIXED.6.6.00..11.01.2054	0.62%
FED HM LN PC POOL SL0248 FR 01/54 FIXED 5 5.00% 01/01/2054	FED.HM.LN.PC.POOL.SL0248.FR.01.54.FIXED.5.5.00..01.01.2054	0.6%
FED HM LN PC POOL RQ0142 FR 08/56 FIXED 3.5 3.50% 08/01/2056	FED.HM.LN.PC.POOL.RQ0142.FR.08.56.FIXED.3.5.3.50..08.01.2056	0.6%
FED HM LN PC POOL SL2535 FR 03/55 FIXED 5.5 5.50% 03/01/2055	FED.HM.LN.PC.POOL.SL2535.FR.03.55.FIXED.5.5.5.50..03.01.2055	0.6%
FED HM LN PC POOL SD7444 FR 12/54 FIXED 5 5.00% 12/01/2054	FED.HM.LN.PC.POOL.SD7444.FR.12.54.FIXED.5.5.00..12.01.2054	0.58%
FNMA POOL FS9900 FN 06/48 FIXED VAR 4.00% 06/01/2048	FNMA.POOL.FS9900.FN.06.48.FIXED.VAR.4.00..06.01.2048	0.56%
FANNIE MAE FNR 2026 21 YF 4.69% 03/25/2055	FANNIE.MAE.FNR.2026.21.YF.4.69..03.25.2055	0.55%
FANNIE MAE FNR 2026 21 DF 4.69% 07/25/2055	FANNIE.MAE.FNR.2026.21.DF.4.69..07.25.2055	0.55%
FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 6.00% 04/01/2055	FED.HM.LN.PC.POOL.SD7578.FR.04.55.FIXED.6.6.00..04.01.2055	0.55%
FREDDIE MAC FHR 5468 FC 4.99% 11/25/2054	FREDDIE.MAC.FHR.5468.FC.4.99..11.25.2054	0.54%
FANNIE MAE FNR 2025 96 FB 4.79% 11/25/2055	FANNIE.MAE.FNR.2025.96.FB.4.79..11.25.2055	0.54%
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H24 FA 4.38% 02/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2025.H24.FA.4.38..02.20.2073	0.53%
TREASURY BILL 12/26 0.00000 0.01% 12/03/2026	TREASURY.BILL.12.26.0.00000.0.01..12.03.2026	0.53%
FNMA POOL FA0517 FN 02/55 FIXED VAR 5.50% 02/01/2055	FNMA.POOL.FA0517.FN.02.55.FIXED.VAR.5.50..02.01.2055	0.53%
GNMA II TBA 30 YR 6 JUMBOS 6.00% 10/20/2056	GNMA.II.TBA.30.YR.6.JUMBOS.6.00..10.20.2056	0.51%
FNMA POOL FA0516 FN 02/55 FIXED VAR 5.00% 02/01/2055	FNMA.POOL.FA0516.FN.02.55.FIXED.VAR.5.00..02.01.2055	0.51%
FANNIE MAE FNR 2024 26 FD 4.94% 05/25/2054	FANNIE.MAE.FNR.2024.26.FD.4.94..05.25.2054	0.5%
FREDDIE MAC FHR 5565 FC 4.89% 08/25/2055	FREDDIE.MAC.FHR.5565.FC.4.89..08.25.2055	0.5%
FREDDIE MAC FHR 5470 FA 4.79% 11/25/2054	FREDDIE.MAC.FHR.5470.FA.4.79..11.25.2054	0.5%
FED HM LN PC POOL SD8420 FR 04/54 FIXED 5.5 5.50% 04/01/2054	FED.HM.LN.PC.POOL.SD8420.FR.04.54.FIXED.5.5.5.50..04.01.2054	0.49%
FREDDIE MAC FHR 5473 FP 4.99% 11/25/2054	FREDDIE.MAC.FHR.5473.FP.4.99..11.25.2054	0.49%
FNMA POOL DD0825 FN 01/55 FIXED 6 6.00% 01/01/2055	FNMA.POOL.DD0825.FN.01.55.FIXED.6.6.00..01.01.2055	0.49%
TREASURY BILL 12/26 0.00000 0.01% 12/17/2026	TREASURY.BILL.12.26.0.00000.0.01..12.17.2026	0.49%
FNMA POOL FA2807 FN 01/49 FIXED VAR 4.00% 01/01/2049	FNMA.POOL.FA2807.FN.01.49.FIXED.VAR.4.00..01.01.2049	0.48%
FNMA POOL BM5355 FN 09/45 FIXED VAR 4.50% 09/01/2045	FNMA.POOL.BM5355.FN.09.45.FIXED.VAR.4.50..09.01.2045	0.47%
FNMA POOL DB7379 FN 07/54 FIXED 5.5 5.50% 07/01/2054	FNMA.POOL.DB7379.FN.07.54.FIXED.5.5.5.50..07.01.2054	0.47%
FNMA POOL FA2562 FN 08/55 FIXED VAR 6.00% 08/01/2055	FNMA.POOL.FA2562.FN.08.55.FIXED.VAR.6.00..08.01.2055	0.46%
FNMA POOL FS7006 FN 02/52 FIXED VAR 3.50% 02/01/2052	FNMA.POOL.FS7006.FN.02.52.FIXED.VAR.3.50..02.01.2052	0.45%
FREDDIE MAC FHR 5593 FB 4.59% 11/25/2055	FREDDIE.MAC.FHR.5593.FB.4.59..11.25.2055	0.45%
MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 INV2 A10 144A 5.39% 06/26/2056	MORGAN.STANLEY.RESIDENTIAL.MOR.MSRM.2026.INV2.A10.144A.5.39..06.26.2056	0.45%
FREDDIE MAC FHR 5500 FW 4.89% 10/25/2054	FREDDIE.MAC.FHR.5500.FW.4.89..10.25.2054	0.45%
FREDDIE MAC FHR 5609 FC 4.56% 12/25/2055	FREDDIE.MAC.FHR.5609.FC.4.56..12.25.2055	0.44%
FNMA POOL FA4650 FN 02/56 FIXED VAR 5.00% 02/01/2056	FNMA.POOL.FA4650.FN.02.56.FIXED.VAR.5.00..02.01.2056	0.43%
FNMA POOL CC1712 FN 12/55 FIXED 6 6.00% 12/01/2055	FNMA.POOL.CC1712.FN.12.55.FIXED.6.6.00..12.01.2055	0.42%
FANNIE MAE FNR 2024 93 FB 5.09% 12/25/2054	FANNIE.MAE.FNR.2024.93.FB.5.09..12.25.2054	0.4%
FED HM LN PC POOL QX5505 FR 02/55 FIXED 5.5 5.50% 02/01/2055	FED.HM.LN.PC.POOL.QX5505.FR.02.55.FIXED.5.5.5.50..02.01.2055	0.39%
FNMA POOL DB8778 FN 08/54 FIXED 5.5 5.50% 08/01/2054	FNMA.POOL.DB8778.FN.08.54.FIXED.5.5.5.50..08.01.2054	0.39%
FED HM LN PC POOL SL2468 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2468.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.39%
FREDDIE MAC FHR 5430 FD 4.79% 07/25/2054	FREDDIE.MAC.FHR.5430.FD.4.79..07.25.2054	0.39%
FANNIE MAE FNR 2024 59 FC 4.95% 09/25/2054	FANNIE.MAE.FNR.2024.59.FC.4.95..09.25.2054	0.38%
FREDDIE MAC FHR 5573 FB 4.59% 09/25/2055	FREDDIE.MAC.FHR.5573.FB.4.59..09.25.2055	0.38%
FED HM LN PC POOL SL2533 FR 05/49 FIXED 4 4.00% 05/01/2049	FED.HM.LN.PC.POOL.SL2533.FR.05.49.FIXED.4.4.00..05.01.2049	0.37%
FNMA POOL CC1866 FN 01/56 FIXED 6 6.00% 01/01/2056	FNMA.POOL.CC1866.FN.01.56.FIXED.6.6.00..01.01.2056	0.37%
FNMA POOL FA3860 FN 12/55 FIXED VAR 5.50% 12/01/2055	FNMA.POOL.FA3860.FN.12.55.FIXED.VAR.5.50..12.01.2055	0.36%
CCPC/CCBPGCUS7 ST COC CCPC CASH COLLATERAL USD 3.48% 12/31/2030	CCPC.CCBPGCUS7.ST.COC.CCPC.CASH.COLLATERAL.USD.3.48..12.31.2030	0.36%
FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 5.50% 01/01/2056	FED.HM.LN.PC.POOL.SL3937.FR.01.56.FIXED.5.5.5.50..01.01.2056	0.36%
FANNIE MAE FNR 2025 99 KF 4.69% 11/25/2055	FANNIE.MAE.FNR.2025.99.KF.4.69..11.25.2055	0.35%
TREASURY BILL 11/26 0.00000 0.01% 11/05/2026	TREASURY.BILL.11.26.0.00000.0.01..11.05.2026	0.35%
FED HM LN PC POOL SD8515 FR 03/55 FIXED 5.5 5.50% 03/01/2055	FED.HM.LN.PC.POOL.SD8515.FR.03.55.FIXED.5.5.5.50..03.01.2055	0.34%
FED HM LN PC POOL QJ5549 FR 09/54 FIXED 6 6.00% 09/01/2054	FED.HM.LN.PC.POOL.QJ5549.FR.09.54.FIXED.6.6.00..09.01.2054	0.34%
FNMA POOL BZ3392 FN 03/30 FIXED 4.72 4.72% 03/01/2030	FNMA.POOL.BZ3392.FN.03.30.FIXED.4.72.4.72..03.01.2030	0.34%
FNMA POOL BZ3795 FN 05/35 FIXED 4.97 4.97% 05/01/2035	FNMA.POOL.BZ3795.FN.05.35.FIXED.4.97.4.97..05.01.2035	0.34%
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE 2.00% 10/15/2041	FNMA.TBA.15.YR.2.SINGLE.FAMILY.MORTGAGE.2.00..10.15.2041	0.34%
FNMA POOL BZ5743 FN 11/30 FIXED 4.62 4.62% 11/01/2030	FNMA.POOL.BZ5743.FN.11.30.FIXED.4.62.4.62..11.01.2030	0.33%
FNMA POOL BZ4876 FN 09/32 FIXED 4.8 4.80% 09/01/2032	FNMA.POOL.BZ4876.FN.09.32.FIXED.4.8.4.80..09.01.2032	0.33%
FNMA POOL BZ4451 FN 07/32 FIXED 4.5 4.50% 07/01/2032	FNMA.POOL.BZ4451.FN.07.32.FIXED.4.5.4.50..07.01.2032	0.32%
FNMA POOL FS4805 FN 05/53 FIXED VAR 5.50% 05/01/2053	FNMA.POOL.FS4805.FN.05.53.FIXED.VAR.5.50..05.01.2053	0.32%
FED HM LN PC POOL SD7408 FR 01/55 FIXED 5.5 5.50% 01/01/2055	FED.HM.LN.PC.POOL.SD7408.FR.01.55.FIXED.5.5.5.50..01.01.2055	0.31%
TREASURY BILL 10/26 0.00000 0.01% 10/29/2026	TREASURY.BILL.10.26.0.00000.0.01..10.29.2026	0.31%
RATE MORTGAGE TRUST RATE 2026 J3 A27 144A 5.54% 09/05/2056	RATE.MORTGAGE.TRUST.RATE.2026.J3.A27.144A.5.54..09.05.2056	0.31%
GNMA II POOL MB0022 G2 11/54 FIXED 3.5 3.50% 11/20/2054	GNMA.II.POOL.MB0022.G2.11.54.FIXED.3.5.3.50..11.20.2054	0.3%
FED HM LN PC POOL RA9853 FR 09/53 FIXED 6 6.00% 09/01/2053	FED.HM.LN.PC.POOL.RA9853.FR.09.53.FIXED.6.6.00..09.01.2053	0.3%
FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE 4.50% 10/15/2041	FNMA.TBA.15.YR.4.5.SINGLE.FAMILY.MORTGAGE.4.50..10.15.2041	0.3%
GOVERNMENT NATIONAL MORTGAGE A GNR 2026 H02 FA 4.40% 01/20/2076	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2026.H02.FA.4.40..01.20.2076	0.3%
FNMA POOL MA6141 FN 08/56 FIXED 3.5 3.50% 08/01/2056	FNMA.POOL.MA6141.FN.08.56.FIXED.3.5.3.50..08.01.2056	0.29%
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 6.00% 10/13/2056	FNMA.TBA.30.YR.6.SINGLE.FAMILY.MORTGAGE.6.00..10.13.2056	0.29%
FED HM LN PC POOL QJ9389 FR 11/54 FIXED 5 5.00% 11/01/2054	FED.HM.LN.PC.POOL.QJ9389.FR.11.54.FIXED.5.5.00..11.01.2054	0.29%
FREDDIE MAC FHR 5517 HF 5.04% 03/25/2055	FREDDIE.MAC.FHR.5517.HF.5.04..03.25.2055	0.29%
FNMA POOL BZ4084 FN 05/35 FIXED 4.98 4.98% 05/01/2035	FNMA.POOL.BZ4084.FN.05.35.FIXED.4.98.4.98..05.01.2035	0.28%
FANNIE MAE FNR 2025 103 DF 4.79% 11/25/2055	FANNIE.MAE.FNR.2025.103.DF.4.79..11.25.2055	0.28%
FNMA POOL BF0299 FN 08/58 FIXED 3.5 3.50% 08/01/2058	FNMA.POOL.BF0299.FN.08.58.FIXED.3.5.3.50..08.01.2058	0.28%
FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 5.50% 06/01/2055	FED.HM.LN.PC.POOL.SL1583.FR.06.55.FIXED.5.5.5.50..06.01.2055	0.27%
FNMA POOL FA3583 FN 11/55 FIXED VAR 6.00% 11/01/2055	FNMA.POOL.FA3583.FN.11.55.FIXED.VAR.6.00..11.01.2055	0.27%
FREDDIE MAC FHR 5575 FC 4.64% 09/25/2055	FREDDIE.MAC.FHR.5575.FC.4.64..09.25.2055	0.27%
FED HM LN PC POOL SL2526 FR 09/55 FIXED 6 6.00% 09/01/2055	FED.HM.LN.PC.POOL.SL2526.FR.09.55.FIXED.6.6.00..09.01.2055	0.26%
FANNIEMAE STRIP FNS 426 C45 2.00% 07/25/2051	FANNIEMAE.STRIP.FNS.426.C45.2.00..07.25.2051	0.26%
FED HM LN PC POOL SL3298 FR 11/55 FIXED 5.5 5.50% 11/01/2055	FED.HM.LN.PC.POOL.SL3298.FR.11.55.FIXED.5.5.5.50..11.01.2055	0.26%
FNMA POOL BZ5717 FN 07/30 FIXED 4.7 4.70% 07/01/2030	FNMA.POOL.BZ5717.FN.07.30.FIXED.4.7.4.70..07.01.2030	0.26%
FED HM LN PC POOL RJ2854 FR 11/54 FIXED 5 5.00% 11/01/2054	FED.HM.LN.PC.POOL.RJ2854.FR.11.54.FIXED.5.5.00..11.01.2054	0.25%
FNMA POOL BZ3092 FN 02/35 FIXED 5.14 5.14% 02/01/2035	FNMA.POOL.BZ3092.FN.02.35.FIXED.5.14.5.14..02.01.2035	0.25%
FED HM LN PC POOL SL0421 FR 02/55 FIXED 6 6.00% 02/01/2055	FED.HM.LN.PC.POOL.SL0421.FR.02.55.FIXED.6.6.00..02.01.2055	0.25%
FNMA POOL FM5684 FN 09/49 FIXED VAR 5.00% 09/01/2049	FNMA.POOL.FM5684.FN.09.49.FIXED.VAR.5.00..09.01.2049	0.25%
FNMA POOL FS2660 FN 02/52 FIXED VAR 2.50% 02/01/2052	FNMA.POOL.FS2660.FN.02.52.FIXED.VAR.2.50..02.01.2052	0.25%
JP MORGAN MORTGAGE TRUST JPMMT 2026 ACES1 A1 144A 4.89% 04/25/2066	JP.MORGAN.MORTGAGE.TRUST.JPMMT.2026.ACES1.A1.144A.4.89..04.25.2066	0.25%
FNMA POOL DB6850 FN 07/54 FIXED 5.5 5.50% 07/01/2054	FNMA.POOL.DB6850.FN.07.54.FIXED.5.5.5.50..07.01.2054	0.25%
FANNIE MAE FNR 2025 18 FH 5.09% 08/25/2054	FANNIE.MAE.FNR.2025.18.FH.5.09..08.25.2054	0.25%
FANNIE MAE FNR 2025 15 FQ 4.89% 04/25/2055	FANNIE.MAE.FNR.2025.15.FQ.4.89..04.25.2055	0.24%
FNMA POOL MA5296 FN 03/54 FIXED 5.5 5.50% 03/01/2054	FNMA.POOL.MA5296.FN.03.54.FIXED.5.5.5.50..03.01.2054	0.24%
FNMA POOL BF0091 FN 05/56 FIXED 3.5 3.50% 05/01/2056	FNMA.POOL.BF0091.FN.05.56.FIXED.3.5.3.50..05.01.2056	0.24%
JP MORGAN MORTGAGE TRUST JPMMT 2026 ACES1 A1F 144A 4.89% 04/25/2066	JP.MORGAN.MORTGAGE.TRUST.JPMMT.2026.ACES1.A1F.144A.4.89..04.25.2066	0.24%
FED HM LN PC POOL QJ9268 FR 11/54 FIXED 5.5 5.50% 11/01/2054	FED.HM.LN.PC.POOL.QJ9268.FR.11.54.FIXED.5.5.5.50..11.01.2054	0.23%
GNMA II POOL DP3164 G2 01/56 FIXED 6 6.00% 01/20/2056	GNMA.II.POOL.DP3164.G2.01.56.FIXED.6.6.00..01.20.2056	0.23%
FNMA POOL BZ5660 FN 11/32 FIXED 4.37 4.37% 11/01/2032	FNMA.POOL.BZ5660.FN.11.32.FIXED.4.37.4.37..11.01.2032	0.23%
FNMA POOL MA5847 FN 09/55 FIXED 6.5 6.50% 09/01/2055	FNMA.POOL.MA5847.FN.09.55.FIXED.6.5.6.50..09.01.2055	0.23%
GNMA II POOL MB1073 G2 04/56 FIXED 6.5 6.50% 04/20/2056	GNMA.II.POOL.MB1073.G2.04.56.FIXED.6.5.6.50..04.20.2056	0.23%
FANNIEMAE STRIP FNS 426 C44 2.00% 03/25/2052	FANNIEMAE.STRIP.FNS.426.C44.2.00..03.25.2052	0.22%
GNMA II POOL MB0362 G2 05/55 FIXED 3.5 3.50% 05/20/2055	GNMA.II.POOL.MB0362.G2.05.55.FIXED.3.5.3.50..05.20.2055	0.22%
FED HM LN PC POOL QJ0893 FR 07/54 FIXED 5 5.00% 07/01/2054	FED.HM.LN.PC.POOL.QJ0893.FR.07.54.FIXED.5.5.00..07.01.2054	0.22%
FNMA POOL CC2221 FN 03/56 FIXED 5 5.00% 03/01/2056	FNMA.POOL.CC2221.FN.03.56.FIXED.5.5.00..03.01.2056	0.22%
FED HM LN PC POOL SL0307 FR 01/55 FIXED 5.5 5.50% 01/01/2055	FED.HM.LN.PC.POOL.SL0307.FR.01.55.FIXED.5.5.5.50..01.01.2055	0.22%
FNMA POOL BZ5557 FN 11/32 FIXED 4.43 4.43% 11/01/2032	FNMA.POOL.BZ5557.FN.11.32.FIXED.4.43.4.43..11.01.2032	0.21%
GNMA II POOL DP5273 G2 06/56 FIXED 5 5.00% 06/20/2056	GNMA.II.POOL.DP5273.G2.06.56.FIXED.5.5.00..06.20.2056	0.21%
SYMPHONY CLO LTD SYMP 2022 32A AR 144A 4.90% 10/23/2035	SYMPHONY.CLO.LTD.SYMP.2022.32A.AR.144A.4.90..10.23.2035	0.21%
KKR FINANCIAL CLO LTD KKR 42A AR 144A 4.88% 07/20/2034	KKR.FINANCIAL.CLO.LTD.KKR.42A.AR.144A.4.88..07.20.2034	0.21%
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 3.23% 07/25/2054	FHLMC.MULTIFAMILY.STRUCTURED.P.FHMS.Q034.APT2.3.23..07.25.2054	0.21%
GNMA II POOL DT0118 G2 07/56 FIXED 6 6.00% 07/20/2056	GNMA.II.POOL.DT0118.G2.07.56.FIXED.6.6.00..07.20.2056	0.21%
FANNIE MAE FNR 2025 92 FA 4.89% 11/25/2055	FANNIE.MAE.FNR.2025.92.FA.4.89..11.25.2055	0.21%
FED HM LN PC POOL SL4308 FR 02/56 FIXED 5 5.00% 02/01/2056	FED.HM.LN.PC.POOL.SL4308.FR.02.56.FIXED.5.5.00..02.01.2056	0.21%
FNMA POOL BZ6278 FN 08/30 FIXED 4.45 4.45% 08/01/2030	FNMA.POOL.BZ6278.FN.08.30.FIXED.4.45.4.45..08.01.2030	0.21%
FED HM LN PC POOL TA2342 FR 12/55 FIXED 5 5.00% 12/01/2055	FED.HM.LN.PC.POOL.TA2342.FR.12.55.FIXED.5.5.00..12.01.2055	0.21%
FNMA POOL CC1216 FN 10/55 FIXED 5.5 5.50% 10/01/2055	FNMA.POOL.CC1216.FN.10.55.FIXED.5.5.5.50..10.01.2055	0.2%
FNMA POOL DD0855 FN 01/55 FIXED 6.5 6.50% 01/01/2055	FNMA.POOL.DD0855.FN.01.55.FIXED.6.5.6.50..01.01.2055	0.2%
FREDDIE MAC FHR 5607 FA 4.59% 12/25/2055	FREDDIE.MAC.FHR.5607.FA.4.59..12.25.2055	0.2%
WIND RIVER CLO LTD WINDR 2021 2A A1R 144A 4.84% 07/20/2034	WIND.RIVER.CLO.LTD.WINDR.2021.2A.A1R.144A.4.84..07.20.2034	0.2%
GNMA II POOL DN9259 G2 12/55 FIXED 6 6.00% 12/20/2055	GNMA.II.POOL.DN9259.G2.12.55.FIXED.6.6.00..12.20.2055	0.2%
FNMA POOL CB9627 FN 12/54 FIXED 4.5 4.50% 12/01/2054	FNMA.POOL.CB9627.FN.12.54.FIXED.4.5.4.50..12.01.2054	0.2%
FNMA POOL BZ5944 FN 12/35 FIXED 4.95 4.95% 12/01/2035	FNMA.POOL.BZ5944.FN.12.35.FIXED.4.95.4.95..12.01.2035	0.19%
FNMA POOL CB7098 FN 09/53 FIXED 5 5.00% 09/01/2053	FNMA.POOL.CB7098.FN.09.53.FIXED.5.5.00..09.01.2053	0.19%
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE 3.00% 10/13/2056	FNMA.TBA.30.YR.3.SINGLE.FAMILY.MORTGAGE.3.00..10.13.2056	0.19%
FNMA POOL BZ6217 FN 01/31 FIXED 4.28 4.28% 01/01/2031	FNMA.POOL.BZ6217.FN.01.31.FIXED.4.28.4.28..01.01.2031	0.19%
FNMA POOL FM9966 FN 08/43 FIXED VAR 3.50% 08/01/2043	FNMA.POOL.FM9966.FN.08.43.FIXED.VAR.3.50..08.01.2043	0.19%
FNMA POOL BZ4969 FN 09/30 FIXED 4.9 4.90% 09/01/2030	FNMA.POOL.BZ4969.FN.09.30.FIXED.4.9.4.90..09.01.2030	0.19%
GNMA II POOL MB0552 G2 08/55 FIXED 3.5 3.50% 08/20/2055	GNMA.II.POOL.MB0552.G2.08.55.FIXED.3.5.3.50..08.20.2055	0.18%
FNMA POOL CC0117 FN 03/55 FIXED 6 6.00% 03/01/2055	FNMA.POOL.CC0117.FN.03.55.FIXED.6.6.00..03.01.2055	0.18%
FNMA POOL CB0548 FN 05/51 FIXED 3.5 3.50% 05/01/2051	FNMA.POOL.CB0548.FN.05.51.FIXED.3.5.3.50..05.01.2051	0.18%
FNMA POOL FA3584 FN 11/55 FIXED VAR 6.00% 11/01/2055	FNMA.POOL.FA3584.FN.11.55.FIXED.VAR.6.00..11.01.2055	0.18%
FED HM LN PC POOL SD7570 FR 05/54 FIXED 6 6.00% 05/01/2054	FED.HM.LN.PC.POOL.SD7570.FR.05.54.FIXED.6.6.00..05.01.2054	0.18%
GNMA II POOL MA8425 G2 11/52 FIXED 3.5 3.50% 11/20/2052	GNMA.II.POOL.MA8425.G2.11.52.FIXED.3.5.3.50..11.20.2052	0.18%
FED HM LN PC POOL SL0897 FR 03/55 FIXED 5 5.00% 03/01/2055	FED.HM.LN.PC.POOL.SL0897.FR.03.55.FIXED.5.5.00..03.01.2055	0.18%
FNMA POOL BZ3793 FN 05/35 FIXED 5.2 5.20% 05/01/2035	FNMA.POOL.BZ3793.FN.05.35.FIXED.5.2.5.20..05.01.2035	0.18%
FNMA POOL FA4659 FN 02/56 FIXED VAR 5.00% 02/01/2056	FNMA.POOL.FA4659.FN.02.56.FIXED.VAR.5.00..02.01.2056	0.18%
FED HM LN PC POOL RJ4594 FR 08/55 FIXED 6.5 6.50% 08/01/2055	FED.HM.LN.PC.POOL.RJ4594.FR.08.55.FIXED.6.5.6.50..08.01.2055	0.17%
FED HM LN PC POOL SL3873 FR 12/55 FIXED 5 5.00% 12/01/2055	FED.HM.LN.PC.POOL.SL3873.FR.12.55.FIXED.5.5.00..12.01.2055	0.17%
FED HM LN PC POOL QZ2653 FR 09/55 FIXED 6 6.00% 09/01/2055	FED.HM.LN.PC.POOL.QZ2653.FR.09.55.FIXED.6.6.00..09.01.2055	0.17%
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM17 A1 144A 5.61% 11/25/2064	ONSLOW.BAY.FINANCIAL.LLC.OBX.2024.NQM17.A1.144A.5.61..11.25.2064	0.17%
FNMA POOL BZ5543 FN 07/30 FIXED 4.385 4.39% 07/01/2030	FNMA.POOL.BZ5543.FN.07.30.FIXED.4.385.4.39..07.01.2030	0.17%
VIBRANT CLO LTD VIBR 2021 12A A1A2 144A 4.88% 04/20/2034	VIBRANT.CLO.LTD.VIBR.2021.12A.A1A2.144A.4.88..04.20.2034	0.17%
SYMPHONY CLO LTD SYMP 2021 29A AR 144A 4.90% 10/15/2035	SYMPHONY.CLO.LTD.SYMP.2021.29A.AR.144A.4.90..10.15.2035	0.16%
CEDAR FUNDING LTD CEDF 2016 6A AR3 144A 4.82% 04/20/2034	CEDAR.FUNDING.LTD.CEDF.2016.6A.AR3.144A.4.82..04.20.2034	0.16%
FNMA POOL BZ5713 FN 11/30 FIXED 4.66 4.66% 11/01/2030	FNMA.POOL.BZ5713.FN.11.30.FIXED.4.66.4.66..11.01.2030	0.16%
FNMA POOL CB9007 FN 08/54 FIXED 6 6.00% 08/01/2054	FNMA.POOL.CB9007.FN.08.54.FIXED.6.6.00..08.01.2054	0.16%
MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 INV1 A9 144A 4.84% 02/25/2061	MORGAN.STANLEY.RESIDENTIAL.MOR.MSRM.2026.INV1.A9.144A.4.84..02.25.2061	0.16%
GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A 4.84% 04/20/2035	GOLUB.CAPITAL.PARTNERS.CLO..LT.GCBSL.2020.50A.A1R2.144A.4.84..04.20.2035	0.16%
TRINITAS CLO LTD TRNTS 2017 6A AR4 144A 4.92% 01/25/2034	TRINITAS.CLO.LTD.TRNTS.2017.6A.AR4.144A.4.92..01.25.2034	0.16%
FNMA POOL DE8260 FN 09/55 FIXED 6 6.00% 09/01/2055	FNMA.POOL.DE8260.FN.09.55.FIXED.6.6.00..09.01.2055	0.16%
FNMA POOL BZ4933 FN 09/30 FIXED 4.75 4.75% 09/01/2030	FNMA.POOL.BZ4933.FN.09.30.FIXED.4.75.4.75..09.01.2030	0.16%
FNMA POOL BZ4737 FN 08/30 FIXED 5.04 5.04% 08/01/2030	FNMA.POOL.BZ4737.FN.08.30.FIXED.5.04.5.04..08.01.2030	0.15%
FREDDIEMAC STRIP FHS 413 F25 4.84% 05/25/2054	FREDDIEMAC.STRIP.FHS.413.F25.4.84..05.25.2054	0.15%
FNMA POOL BZ5308 FN 11/31 FIXED 4.86 4.86% 11/01/2031	FNMA.POOL.BZ5308.FN.11.31.FIXED.4.86.4.86..11.01.2031	0.15%
GNMA II POOL MB1346 G2 08/56 FIXED 6.5 6.50% 08/20/2056	GNMA.II.POOL.MB1346.G2.08.56.FIXED.6.5.6.50..08.20.2056	0.15%
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A 4.91% 07/17/2035	BAIN.CAPITAL.CREDIT.CLO..LIMIT.BCC.2022.3A.A1R.144A.4.91..07.17.2035	0.15%
FED HM LN PC POOL RQ0115 FR 05/56 FIXED 3.5 3.50% 05/01/2056	FED.HM.LN.PC.POOL.RQ0115.FR.05.56.FIXED.3.5.3.50..05.01.2056	0.15%
FREDDIE MAC FHR 5538 AF 4.99% 03/25/2055	FREDDIE.MAC.FHR.5538.AF.4.99..03.25.2055	0.15%
FANNIE MAE FNR 2025 79 FA 4.94% 10/25/2055	FANNIE.MAE.FNR.2025.79.FA.4.94..10.25.2055	0.15%
FNMA POOL DH2206 FN 06/56 FIXED 5.5 5.50% 06/01/2056	FNMA.POOL.DH2206.FN.06.56.FIXED.5.5.5.50..06.01.2056	0.15%
FANNIE MAE FNR 2026 38 LF 4.79% 04/25/2056	FANNIE.MAE.FNR.2026.38.LF.4.79..04.25.2056	0.15%
FED HM LN PC POOL SL2834 FR 10/55 FIXED 5.5 5.50% 10/01/2055	FED.HM.LN.PC.POOL.SL2834.FR.10.55.FIXED.5.5.5.50..10.01.2055	0.14%
FNMA POOL BZ3816 FN 05/35 FIXED 5.18 5.18% 05/01/2035	FNMA.POOL.BZ3816.FN.05.35.FIXED.5.18.5.18..05.01.2035	0.14%
FNMA POOL CB9790 FN 01/55 FIXED 5.5 5.50% 01/01/2055	FNMA.POOL.CB9790.FN.01.55.FIXED.5.5.5.50..01.01.2055	0.14%
FED HM LN PC POOL SD4259 FR 11/53 FIXED 6.5 6.50% 11/01/2053	FED.HM.LN.PC.POOL.SD4259.FR.11.53.FIXED.6.5.6.50..11.01.2053	0.14%
FED HM LN PC POOL QZ2724 FR 09/55 FIXED 6 6.00% 09/01/2055	FED.HM.LN.PC.POOL.QZ2724.FR.09.55.FIXED.6.6.00..09.01.2055	0.14%
RFR USD SOFR/3.75000 09/17/25-10Y CME 09/17/2035	RFR.USD.SOFR.3.75000.09.17.25.10Y.CME.09.17.2035	0.14%
FNMA POOL BZ4260 FN 07/30 FIXED 4.19 4.19% 07/01/2030	FNMA.POOL.BZ4260.FN.07.30.FIXED.4.19.4.19..07.01.2030	0.14%
FANNIE MAE FNR 2025 93 FA 4.79% 11/25/2055	FANNIE.MAE.FNR.2025.93.FA.4.79..11.25.2055	0.14%
CHASE MORTGAGE FINANCE CORPORA CHASE 2026 CINV1 A11 144A 4.89% 01/25/2057	CHASE.MORTGAGE.FINANCE.CORPORA.CHASE.2026.CINV1.A11.144A.4.89..01.25.2057	0.13%
FED HM LN PC POOL SL2049 FR 08/55 FIXED 5.5 5.50% 08/01/2055	FED.HM.LN.PC.POOL.SL2049.FR.08.55.FIXED.5.5.5.50..08.01.2055	0.13%
FNMA POOL CB9448 FN 11/54 FIXED 4.5 4.50% 11/01/2054	FNMA.POOL.CB9448.FN.11.54.FIXED.4.5.4.50..11.01.2054	0.13%
FNMA POOL FA3799 FN 09/55 FIXED VAR 6.00% 09/01/2055	FNMA.POOL.FA3799.FN.09.55.FIXED.VAR.6.00..09.01.2055	0.13%
FED HM LN PC POOL SL3299 FR 11/55 FIXED 5.5 5.50% 11/01/2055	FED.HM.LN.PC.POOL.SL3299.FR.11.55.FIXED.5.5.5.50..11.01.2055	0.13%
FNMA POOL BZ5689 FN 11/30 FIXED 5.11 5.11% 11/01/2030	FNMA.POOL.BZ5689.FN.11.30.FIXED.5.11.5.11..11.01.2030	0.13%
FREDDIE MAC FHR 5542 FL 4.94% 05/25/2055	FREDDIE.MAC.FHR.5542.FL.4.94..05.25.2055	0.13%
GNMA II POOL MB1214 G2 06/56 FIXED 4 4.00% 06/20/2056	GNMA.II.POOL.MB1214.G2.06.56.FIXED.4.4.00..06.20.2056	0.13%
FNMA POOL CB9152 FN 09/54 FIXED 6 6.00% 09/01/2054	FNMA.POOL.CB9152.FN.09.54.FIXED.6.6.00..09.01.2054	0.13%
FNMA POOL CB9449 FN 11/54 FIXED 4.5 4.50% 11/01/2054	FNMA.POOL.CB9449.FN.11.54.FIXED.4.5.4.50..11.01.2054	0.13%
FED HM LN PC POOL RQ0143 FR 08/56 FIXED 4 4.00% 08/01/2056	FED.HM.LN.PC.POOL.RQ0143.FR.08.56.FIXED.4.4.00..08.01.2056	0.13%
FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 5.50% 01/01/2055	FED.HM.LN.PC.POOL.SL2247.FR.01.55.FIXED.5.5.5.50..01.01.2055	0.13%
FNMA POOL CB9976 FN 02/55 FIXED 5.5 5.50% 02/01/2055	FNMA.POOL.CB9976.FN.02.55.FIXED.5.5.5.50..02.01.2055	0.13%
FNMA POOL BZ1178 FN 06/31 FIXED 5.81 5.81% 06/01/2031	FNMA.POOL.BZ1178.FN.06.31.FIXED.5.81.5.81..06.01.2031	0.13%
ARES CLO LTD ARES 2022 65A A1R 144A 4.93% 07/25/2034	ARES.CLO.LTD.ARES.2022.65A.A1R.144A.4.93..07.25.2034	0.13%
FNMA POOL FA0822 FN 02/55 FIXED VAR 6.00% 02/01/2055	FNMA.POOL.FA0822.FN.02.55.FIXED.VAR.6.00..02.01.2055	0.13%
FNMA POOL BZ3504 FN 05/33 FIXED 5.23 5.23% 05/01/2033	FNMA.POOL.BZ3504.FN.05.33.FIXED.5.23.5.23..05.01.2033	0.13%
FNMA POOL CB9656 FN 12/54 FIXED 5.5 5.50% 12/01/2054	FNMA.POOL.CB9656.FN.12.54.FIXED.5.5.5.50..12.01.2054	0.13%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FE 4.82% 07/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.H14.FE.4.82..07.20.2070	0.12%
FNMA POOL BZ4701 FN 08/30 FIXED 4.73 4.73% 08/01/2030	FNMA.POOL.BZ4701.FN.08.30.FIXED.4.73.4.73..08.01.2030	0.12%
SSC GOVERNMENT MM GVMXX 3.81% 12/31/2030	SSC.GOVERNMENT.MM.GVMXX.3.81..12.31.2030	0.12%
FANNIE MAE FNR 2025 68 FA 4.84% 08/25/2055	FANNIE.MAE.FNR.2025.68.FA.4.84..08.25.2055	0.12%
FED HM LN PC POOL SL2838 FR 10/55 FIXED 5.5 5.50% 10/01/2055	FED.HM.LN.PC.POOL.SL2838.FR.10.55.FIXED.5.5.5.50..10.01.2055	0.12%
FNMA POOL CB9624 FN 12/54 FIXED 4.5 4.50% 12/01/2054	FNMA.POOL.CB9624.FN.12.54.FIXED.4.5.4.50..12.01.2054	0.12%
FED HM LN PC POOL QZ2966 FR 09/55 FIXED 6 6.00% 09/01/2055	FED.HM.LN.PC.POOL.QZ2966.FR.09.55.FIXED.6.6.00..09.01.2055	0.12%
INCREF LLC INCREF 2026 FL3 A 144A 5.29% 01/19/2044	INCREF.LLC.INCREF.2026.FL3.A.144A.5.29..01.19.2044	0.12%
FED HM LN PC POOL RJ4826 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.RJ4826.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.12%
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H09 FA 4.49% 04/20/2075	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2025.H09.FA.4.49..04.20.2075	0.12%
JP MORGAN MORTGAGE TRUST JPMMT 2021 4 A11 144A 4.29% 08/25/2051	JP.MORGAN.MORTGAGE.TRUST.JPMMT.2021.4.A11.144A.4.29..08.25.2051	0.12%
GNMA II POOL CK9490 G2 01/50 FIXED 4 4.00% 01/20/2050	GNMA.II.POOL.CK9490.G2.01.50.FIXED.4.4.00..01.20.2050	0.12%
FNMA POOL BZ4934 FN 09/30 FIXED 4.93 4.93% 09/01/2030	FNMA.POOL.BZ4934.FN.09.30.FIXED.4.93.4.93..09.01.2030	0.11%
FNMA POOL BF0132 FN 07/56 FIXED 4 4.00% 07/01/2056	FNMA.POOL.BF0132.FN.07.56.FIXED.4.4.00..07.01.2056	0.11%
SYMPHONY CLO LTD SYMP 2020 24A A1R 144A 4.88% 10/23/2035	SYMPHONY.CLO.LTD.SYMP.2020.24A.A1R.144A.4.88..10.23.2035	0.11%
FED HM LN PC POOL RE6161 FR 07/55 FIXED 6.5 6.50% 07/01/2055	FED.HM.LN.PC.POOL.RE6161.FR.07.55.FIXED.6.5.6.50..07.01.2055	0.11%
FNMA POOL BZ5444 FN 11/30 FIXED 4.62 4.62% 11/01/2030	FNMA.POOL.BZ5444.FN.11.30.FIXED.4.62.4.62..11.01.2030	0.11%
FREDDIEMAC STRIP FHS 401 C22 5.00% 06/25/2053	FREDDIEMAC.STRIP.FHS.401.C22.5.00..06.25.2053	0.11%
GNMA II POOL CO2590 G2 07/52 FIXED 4.5 4.50% 07/20/2052	GNMA.II.POOL.CO2590.G2.07.52.FIXED.4.5.4.50..07.20.2052	0.11%
FNMA POOL BZ6107 FN 03/31 FIXED 4.59 4.59% 03/01/2031	FNMA.POOL.BZ6107.FN.03.31.FIXED.4.59.4.59..03.01.2031	0.11%
FNMA POOL FA1296 FN 08/51 FIXED VAR 4.00% 08/01/2051	FNMA.POOL.FA1296.FN.08.51.FIXED.VAR.4.00..08.01.2051	0.11%
COMM MORTGAGE TRUST COMM 2021 2400 A 144A 5.23% 12/15/2038	COMM.MORTGAGE.TRUST.COMM.2021.2400.A.144A.5.23..12.15.2038	0.11%
FED HM LN PC POOL SL4307 FR 03/56 FIXED 5 5.00% 03/01/2056	FED.HM.LN.PC.POOL.SL4307.FR.03.56.FIXED.5.5.00..03.01.2056	0.11%
FNMA POOL BZ6016 FN 01/33 FIXED 4.99 4.99% 01/01/2033	FNMA.POOL.BZ6016.FN.01.33.FIXED.4.99.4.99..01.01.2033	0.11%
GNMA II POOL CN5904 G2 10/50 FIXED 4 4.00% 10/20/2050	GNMA.II.POOL.CN5904.G2.10.50.FIXED.4.4.00..10.20.2050	0.11%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FJ 4.65% 12/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H02.FJ.4.65..12.20.2073	0.11%
GNMA II POOL CE3909 G2 04/50 FIXED 4 4.00% 04/20/2050	GNMA.II.POOL.CE3909.G2.04.50.FIXED.4.4.00..04.20.2050	0.1%
CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A 4.85% 10/15/2034	CANYON.CAPITAL.CLO.LTD.CANYC.2021.4A.AR.144A.4.85..10.15.2034	0.1%
RFR USD SOFR/3.25000 06/18/25-10Y CME 06/18/2035	RFR.USD.SOFR.3.25000.06.18.25.10Y.CME.06.18.2035	0.1%
FED HM LN PC POOL QU8079 FR 06/52 FIXED 4.5 4.50% 06/01/2052	FED.HM.LN.PC.POOL.QU8079.FR.06.52.FIXED.4.5.4.50..06.01.2052	0.1%
RFR USD SOFR/3.75000 12/17/25-7Y CME 12/17/2032	RFR.USD.SOFR.3.75000.12.17.25.7Y.CME.12.17.2032	0.1%
FNMA POOL BZ4803 FN 09/32 FIXED 4.96 4.96% 09/01/2032	FNMA.POOL.BZ4803.FN.09.32.FIXED.4.96.4.96..09.01.2032	0.1%
FNMA POOL CB2597 FN 11/51 FIXED 4 4.00% 11/01/2051	FNMA.POOL.CB2597.FN.11.51.FIXED.4.4.00..11.01.2051	0.1%
GNMA II POOL DP0095 G2 03/56 FIXED 5 5.00% 03/20/2056	GNMA.II.POOL.DP0095.G2.03.56.FIXED.5.5.00..03.20.2056	0.1%
FNMA POOL MA5097 FN 07/43 FIXED 4.5 4.50% 07/01/2043	FNMA.POOL.MA5097.FN.07.43.FIXED.4.5.4.50..07.01.2043	0.1%
FNMA POOL CB9318 FN 10/54 FIXED 5.5 5.50% 10/01/2054	FNMA.POOL.CB9318.FN.10.54.FIXED.5.5.5.50..10.01.2054	0.1%
FNMA POOL BV9502 FN 04/52 FIXED 4 4.00% 04/01/2052	FNMA.POOL.BV9502.FN.04.52.FIXED.4.4.00..04.01.2052	0.1%
FED HM LN PC POOL SL2994 FR 10/55 FIXED 6 6.00% 10/01/2055	FED.HM.LN.PC.POOL.SL2994.FR.10.55.FIXED.6.6.00..10.01.2055	0.1%
FNMA POOL CA2477 FN 10/48 FIXED 4.5 4.50% 10/01/2048	FNMA.POOL.CA2477.FN.10.48.FIXED.4.5.4.50..10.01.2048	0.1%
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 43 FB 4.80% 03/20/2055	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2025.43.FB.4.80..03.20.2055	0.09%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 126 CF 4.55% 08/20/2054	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.126.CF.4.55..08.20.2054	0.09%
FANNIEMAE STRIP FNS 435 C24 2.00% 04/25/2052	FANNIEMAE.STRIP.FNS.435.C24.2.00..04.25.2052	0.09%
FREDDIE MAC FHR 5238 BI 4.50% 09/25/2049	FREDDIE.MAC.FHR.5238.BI.4.50..09.25.2049	0.09%
FREDDIE MAC FHR 5493 FK 4.84% 01/25/2055	FREDDIE.MAC.FHR.5493.FK.4.84..01.25.2055	0.09%
FED HM LN PC POOL SL0793 FR 02/55 FIXED 5 5.00% 02/01/2055	FED.HM.LN.PC.POOL.SL0793.FR.02.55.FIXED.5.5.00..02.01.2055	0.09%
FNMA POOL FS4384 FN 03/53 FIXED VAR 5.00% 03/01/2053	FNMA.POOL.FS4384.FN.03.53.FIXED.VAR.5.00..03.01.2053	0.09%
FNMA POOL FA1361 FN 04/55 FIXED VAR 5.50% 04/01/2055	FNMA.POOL.FA1361.FN.04.55.FIXED.VAR.5.50..04.01.2055	0.09%
FED HM LN PC POOL RJ3965 FR 04/55 FIXED 5.5 5.50% 04/01/2055	FED.HM.LN.PC.POOL.RJ3965.FR.04.55.FIXED.5.5.5.50..04.01.2055	0.09%
FNMA POOL FS2937 FN 04/43 FIXED VAR 4.00% 04/01/2043	FNMA.POOL.FS2937.FN.04.43.FIXED.VAR.4.00..04.01.2043	0.09%
FANNIE MAE FNR 2025 16 FA 4.84% 03/25/2055	FANNIE.MAE.FNR.2025.16.FA.4.84..03.25.2055	0.09%
FNMA POOL BZ3278 FN 04/30 FIXED 4.74 4.74% 04/01/2030	FNMA.POOL.BZ3278.FN.04.30.FIXED.4.74.4.74..04.01.2030	0.09%
FNMA POOL FS6841 FN 01/54 FIXED VAR 6.00% 01/01/2054	FNMA.POOL.FS6841.FN.01.54.FIXED.VAR.6.00..01.01.2054	0.09%
FNMA POOL MA5353 FN 05/54 FIXED 5.5 5.50% 05/01/2054	FNMA.POOL.MA5353.FN.05.54.FIXED.5.5.5.50..05.01.2054	0.08%
FNMA POOL DE9499 FN 09/55 FIXED 6 6.00% 09/01/2055	FNMA.POOL.DE9499.FN.09.55.FIXED.6.6.00..09.01.2055	0.08%
FED HM LN PC POOL RJ5158 FR 11/55 FIXED 5.5 5.50% 11/01/2055	FED.HM.LN.PC.POOL.RJ5158.FR.11.55.FIXED.5.5.5.50..11.01.2055	0.08%
FED HM LN PC POOL SL2503 FR 06/55 FIXED 6.5 6.50% 06/01/2055	FED.HM.LN.PC.POOL.SL2503.FR.06.55.FIXED.6.5.6.50..06.01.2055	0.08%
FED HM LN PC POOL ZA3243 FR 08/47 FIXED 4.5 4.50% 08/01/2047	FED.HM.LN.PC.POOL.ZA3243.FR.08.47.FIXED.4.5.4.50..08.01.2047	0.08%
FNMA POOL CA2444 FN 10/48 FIXED 4.5 4.50% 10/01/2048	FNMA.POOL.CA2444.FN.10.48.FIXED.4.5.4.50..10.01.2048	0.08%
FNMA POOL CA2730 FN 11/48 FIXED 4.5 4.50% 11/01/2048	FNMA.POOL.CA2730.FN.11.48.FIXED.4.5.4.50..11.01.2048	0.08%
FREDDIE MAC FHR 5499 FX 5.09% 02/25/2055	FREDDIE.MAC.FHR.5499.FX.5.09..02.25.2055	0.08%
FNMA POOL CA2095 FN 07/48 FIXED 4.5 4.50% 07/01/2048	FNMA.POOL.CA2095.FN.07.48.FIXED.4.5.4.50..07.01.2048	0.08%
RFR USD SOFR/3.75000 09/17/25-7Y CME 09/17/2032	RFR.USD.SOFR.3.75000.09.17.25.7Y.CME.09.17.2032	0.08%
FNMA POOL BK7606 FN 09/48 FIXED 4.5 4.50% 09/01/2048	FNMA.POOL.BK7606.FN.09.48.FIXED.4.5.4.50..09.01.2048	0.08%
GNMA POOL 784369 GN 08/45 FIXED 4 4.00% 08/15/2045	GNMA.POOL.784369.GN.08.45.FIXED.4.4.00..08.15.2045	0.08%
FNMA POOL BZ3794 FN 05/35 FIXED 5.23 5.23% 05/01/2035	FNMA.POOL.BZ3794.FN.05.35.FIXED.5.23.5.23..05.01.2035	0.08%
FNMA POOL BZ3791 FN 05/35 FIXED 5.21 5.21% 05/01/2035	FNMA.POOL.BZ3791.FN.05.35.FIXED.5.21.5.21..05.01.2035	0.08%
FED HM LN PC POOL SL2469 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2469.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.08%
GNMA POOL 785747 GN 07/49 FIXED 4.5 4.50% 07/15/2049	GNMA.POOL.785747.GN.07.49.FIXED.4.5.4.50..07.15.2049	0.08%
FREDDIE MAC FHR 5444 FC 4.81% 08/25/2054	FREDDIE.MAC.FHR.5444.FC.4.81..08.25.2054	0.08%
FNMA POOL FA1193 FN 03/55 FIXED VAR 6.00% 03/01/2055	FNMA.POOL.FA1193.FN.03.55.FIXED.VAR.6.00..03.01.2055	0.08%
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H13 FJ 5.07% 02/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2023.H13.FJ.5.07..02.20.2073	0.08%
FNMA POOL FA0032 FN 12/54 FIXED VAR 5.00% 12/01/2054	FNMA.POOL.FA0032.FN.12.54.FIXED.VAR.5.00..12.01.2054	0.08%
GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A 5.01% 07/15/2031	GS.MORTGAGE.SECURITIES.TRUST.GSMS.2018.TWR.A.144A.5.01..07.15.2031	0.08%
FNMA POOL FA3387 FN 11/55 FIXED VAR 5.50% 11/01/2055	FNMA.POOL.FA3387.FN.11.55.FIXED.VAR.5.50..11.01.2055	0.07%
GNMA II POOL DS2617 G2 05/56 FIXED 6 6.00% 05/20/2056	GNMA.II.POOL.DS2617.G2.05.56.FIXED.6.6.00..05.20.2056	0.07%
GNMA II POOL DP0099 G2 04/56 FIXED 5 5.00% 04/20/2056	GNMA.II.POOL.DP0099.G2.04.56.FIXED.5.5.00..04.20.2056	0.07%
FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE 3.50% 10/15/2041	FNMA.TBA.15.YR.3.5.SINGLE.FAMILY.MORTGAGE.3.50..10.15.2041	0.07%
FED HM LN PC POOL SL4236 FR 02/56 FIXED 5 5.00% 02/01/2056	FED.HM.LN.PC.POOL.SL4236.FR.02.56.FIXED.5.5.00..02.01.2056	0.07%
FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE 2.50% 10/15/2041	FNMA.TBA.15.YR.2.5.SINGLE.FAMILY.MORTGAGE.2.50..10.15.2041	0.07%
FNMA POOL FA3798 FN 11/55 FIXED VAR 6.00% 11/01/2055	FNMA.POOL.FA3798.FN.11.55.FIXED.VAR.6.00..11.01.2055	0.07%
TREASURY BILL 11/26 0.00000 0.01% 11/24/2026	TREASURY.BILL.11.26.0.00000.0.01..11.24.2026	0.07%
FNMA POOL FS0900 FN 07/43 FIXED VAR 3.50% 07/01/2043	FNMA.POOL.FS0900.FN.07.43.FIXED.VAR.3.50..07.01.2043	0.07%
GNMA II POOL DM7512 G2 06/50 FIXED 3.5 3.50% 06/20/2050	GNMA.II.POOL.DM7512.G2.06.50.FIXED.3.5.3.50..06.20.2050	0.07%
FNMA POOL CB8157 FN 03/54 FIXED 6 6.00% 03/01/2054	FNMA.POOL.CB8157.FN.03.54.FIXED.6.6.00..03.01.2054	0.07%
FNMA POOL BV6439 FN 11/55 FIXED 5.5 5.50% 11/01/2055	FNMA.POOL.BV6439.FN.11.55.FIXED.5.5.5.50..11.01.2055	0.07%
FNMA POOL BW2501 FN 02/56 FIXED 5 5.00% 02/01/2056	FNMA.POOL.BW2501.FN.02.56.FIXED.5.5.00..02.01.2056	0.07%
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H09 FA 4.32% 04/20/2072	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2022.H09.FA.4.32..04.20.2072	0.07%
FNMA POOL DD5928 FN 04/55 FIXED 5.5 5.50% 04/01/2055	FNMA.POOL.DD5928.FN.04.55.FIXED.5.5.5.50..04.01.2055	0.07%
FNMA POOL CB8298 FN 04/54 FIXED 6 6.00% 04/01/2054	FNMA.POOL.CB8298.FN.04.54.FIXED.6.6.00..04.01.2054	0.07%
FNMA POOL BZ4478 FN 07/30 FIXED 5.28 5.28% 07/01/2030	FNMA.POOL.BZ4478.FN.07.30.FIXED.5.28.5.28..07.01.2030	0.07%
GNMA POOL AJ5422 GN 01/50 FIXED 4.07 4.07% 01/15/2050	GNMA.POOL.AJ5422.GN.01.50.FIXED.4.07.4.07..01.15.2050	0.07%
FREDDIE MAC FHR 5534 FD 4.94% 05/25/2055	FREDDIE.MAC.FHR.5534.FD.4.94..05.25.2055	0.07%
FANNIE MAE FNR 2024 98 FH 4.59% 01/25/2055	FANNIE.MAE.FNR.2024.98.FH.4.59..01.25.2055	0.07%
FED HM LN PC POOL SL3905 FR 01/56 FIXED 5.5 5.50% 01/01/2056	FED.HM.LN.PC.POOL.SL3905.FR.01.56.FIXED.5.5.5.50..01.01.2056	0.07%
GNMA II POOL DO7178 G2 01/56 FIXED 6 6.00% 01/20/2056	GNMA.II.POOL.DO7178.G2.01.56.FIXED.6.6.00..01.20.2056	0.07%
FREDDIE MAC FHR 5513 FA 4.69% 03/25/2055	FREDDIE.MAC.FHR.5513.FA.4.69..03.25.2055	0.07%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H14 FG 4.45% 08/20/2074	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H14.FG.4.45..08.20.2074	0.07%
GNMA II POOL MA9593 G2 04/54 FIXED 6 6.00% 04/20/2054	GNMA.II.POOL.MA9593.G2.04.54.FIXED.6.6.00..04.20.2054	0.07%
FED HM LN PC POOL RE6164 FR 09/55 FIXED 6.5 6.50% 09/01/2055	FED.HM.LN.PC.POOL.RE6164.FR.09.55.FIXED.6.5.6.50..09.01.2055	0.07%
FNMA POOL CB9151 FN 09/54 FIXED 6 6.00% 09/01/2054	FNMA.POOL.CB9151.FN.09.54.FIXED.6.6.00..09.01.2054	0.07%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FH 4.58% 01/20/2074	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H02.FH.4.58..01.20.2074	0.07%
TREASURY BILL 11/26 0.00000 0.01% 11/10/2026	TREASURY.BILL.11.26.0.00000.0.01..11.10.2026	0.06%
FNMA POOL CC0257 FN 04/55 FIXED 6 6.00% 04/01/2055	FNMA.POOL.CC0257.FN.04.55.FIXED.6.6.00..04.01.2055	0.06%
GNMA II POOL DO4697 G2 05/48 FIXED 3.5 3.50% 05/20/2048	GNMA.II.POOL.DO4697.G2.05.48.FIXED.3.5.3.50..05.20.2048	0.06%
FED HM LN PC POOL RQ0151 FR 09/56 FIXED 3.5 3.50% 09/01/2056	FED.HM.LN.PC.POOL.RQ0151.FR.09.56.FIXED.3.5.3.50..09.01.2056	0.06%
FNMA POOL MA6172 FN 09/56 FIXED 3.5 3.50% 09/01/2056	FNMA.POOL.MA6172.FN.09.56.FIXED.3.5.3.50..09.01.2056	0.06%
FED HM LN PC POOL TC2694 FR 08/56 FIXED 3.5 3.50% 08/01/2056	FED.HM.LN.PC.POOL.TC2694.FR.08.56.FIXED.3.5.3.50..08.01.2056	0.06%
FNMA POOL FS9324 FN 09/52 FIXED VAR 3.50% 09/01/2052	FNMA.POOL.FS9324.FN.09.52.FIXED.VAR.3.50..09.01.2052	0.06%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 184 FJ 4.80% 11/20/2054	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.184.FJ.4.80..11.20.2054	0.06%
FNMA POOL MA5605 FN 01/55 FIXED 3.5 3.50% 01/01/2055	FNMA.POOL.MA5605.FN.01.55.FIXED.3.5.3.50..01.01.2055	0.06%
FNMA POOL MA5635 FN 02/55 FIXED 3.5 3.50% 02/01/2055	FNMA.POOL.MA5635.FN.02.55.FIXED.3.5.3.50..02.01.2055	0.06%
FNMA POOL MA5906 FN 12/55 FIXED 3.5 3.50% 12/01/2055	FNMA.POOL.MA5906.FN.12.55.FIXED.3.5.3.50..12.01.2055	0.06%
FNMA POOL FA0938 FN 03/55 FIXED VAR 6.00% 03/01/2055	FNMA.POOL.FA0938.FN.03.55.FIXED.VAR.6.00..03.01.2055	0.06%
GNMA II POOL MB0867 G2 01/56 FIXED 3 3.00% 01/20/2056	GNMA.II.POOL.MB0867.G2.01.56.FIXED.3.3.00..01.20.2056	0.06%
GNMA II POOL MB0932 G2 02/56 FIXED 3 3.00% 02/20/2056	GNMA.II.POOL.MB0932.G2.02.56.FIXED.3.3.00..02.20.2056	0.06%
FNMA POOL FA3797 FN 03/55 FIXED VAR 6.00% 03/01/2055	FNMA.POOL.FA3797.FN.03.55.FIXED.VAR.6.00..03.01.2055	0.06%
FED HM LN PC POOL SD6727 FR 07/54 FIXED 6.5 6.50% 07/01/2054	FED.HM.LN.PC.POOL.SD6727.FR.07.54.FIXED.6.5.6.50..07.01.2054	0.06%
CCBPGHUS6 CCPC ST USD CCPC CASH COLLATERAL USD 3.48% 12/31/2030	CCBPGHUS6.CCPC.ST.USD.CCPC.CASH.COLLATERAL.USD.3.48..12.31.2030	0.06%
FNMA POOL FA4530 FN 02/56 FIXED VAR 5.00% 02/01/2056	FNMA.POOL.FA4530.FN.02.56.FIXED.VAR.5.00..02.01.2056	0.06%
FED HM LN PC POOL QO2738 FR 11/39 FIXED 5.5 5.50% 11/01/2039	FED.HM.LN.PC.POOL.QO2738.FR.11.39.FIXED.5.5.5.50..11.01.2039	0.06%
FED HM LN PC POOL QU8229 FR 11/54 FIXED 6 6.00% 11/01/2054	FED.HM.LN.PC.POOL.QU8229.FR.11.54.FIXED.6.6.00..11.01.2054	0.06%
GNMA II POOL DP1074 G2 01/56 FIXED 6 6.00% 01/20/2056	GNMA.II.POOL.DP1074.G2.01.56.FIXED.6.6.00..01.20.2056	0.06%
FED HM LN PC POOL SD7122 FR 11/54 FIXED 6.5 6.50% 11/01/2054	FED.HM.LN.PC.POOL.SD7122.FR.11.54.FIXED.6.5.6.50..11.01.2054	0.06%
FREDDIE MAC FHR 5534 FN 5.19% 05/25/2055	FREDDIE.MAC.FHR.5534.FN.5.19..05.25.2055	0.06%
FED HM LN PC POOL SL0207 FR 01/55 FIXED 5 5.00% 01/01/2055	FED.HM.LN.PC.POOL.SL0207.FR.01.55.FIXED.5.5.00..01.01.2055	0.06%
FANNIE MAE FNR 2024 100 FB 5.04% 01/25/2055	FANNIE.MAE.FNR.2024.100.FB.5.04..01.25.2055	0.06%
FREDDIE MAC FHR 5534 QF 5.24% 05/25/2055	FREDDIE.MAC.FHR.5534.QF.5.24..05.25.2055	0.06%
FED HM LN PC POOL RJ4828 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.RJ4828.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.06%
FED HM LN PC POOL QJ5541 FR 09/54 FIXED 6.5 6.50% 09/01/2054	FED.HM.LN.PC.POOL.QJ5541.FR.09.54.FIXED.6.5.6.50..09.01.2054	0.06%
FNMA POOL DE8304 FN 09/55 FIXED 6 6.00% 09/01/2055	FNMA.POOL.DE8304.FN.09.55.FIXED.6.6.00..09.01.2055	0.06%
FNMA POOL CC0277 FN 04/55 FIXED 6.5 6.50% 04/01/2055	FNMA.POOL.CC0277.FN.04.55.FIXED.6.5.6.50..04.01.2055	0.06%
FHLMC MULTIFAMILY STRUCTURED P FHMS KJ50 A2 4.23% 10/25/2034	FHLMC.MULTIFAMILY.STRUCTURED.P.FHMS.KJ50.A2.4.23..10.25.2034	0.06%
FREDDIE MAC FHR 5482 FC 4.99% 12/25/2054	FREDDIE.MAC.FHR.5482.FC.4.99..12.25.2054	0.06%
FNMA POOL BZ3339 FN 11/30 FIXED 5.2 5.20% 11/01/2030	FNMA.POOL.BZ3339.FN.11.30.FIXED.5.2.5.20..11.01.2030	0.06%
FED HM LN PC POOL RJ3975 FR 04/55 FIXED 6.5 6.50% 04/01/2055	FED.HM.LN.PC.POOL.RJ3975.FR.04.55.FIXED.6.5.6.50..04.01.2055	0.06%
FED HM LN PC POOL SD4642 FR 01/54 FIXED 6.5 6.50% 01/01/2054	FED.HM.LN.PC.POOL.SD4642.FR.01.54.FIXED.6.5.6.50..01.01.2054	0.05%
FREDDIE MAC FHR 5508 DF 4.69% 02/25/2055	FREDDIE.MAC.FHR.5508.DF.4.69..02.25.2055	0.05%
FED HM LN PC POOL RJ5228 FR 11/55 FIXED 5.5 5.50% 11/01/2055	FED.HM.LN.PC.POOL.RJ5228.FR.11.55.FIXED.5.5.5.50..11.01.2055	0.05%
FREDDIE MAC FHR 5415 FB 4.54% 05/25/2054	FREDDIE.MAC.FHR.5415.FB.4.54..05.25.2054	0.05%
FNMA POOL FA2558 FN 08/55 FIXED VAR 5.50% 08/01/2055	FNMA.POOL.FA2558.FN.08.55.FIXED.VAR.5.50..08.01.2055	0.05%
FNMA POOL AL8166 FN 02/46 FIXED VAR 3.50% 02/01/2046	FNMA.POOL.AL8166.FN.02.46.FIXED.VAR.3.50..02.01.2046	0.05%
FNMA POOL BZ2018 FN 10/29 FIXED 3.8 3.80% 10/01/2029	FNMA.POOL.BZ2018.FN.10.29.FIXED.3.8.3.80..10.01.2029	0.05%
FREDDIE MAC FHR 5543 FH 5.19% 06/25/2055	FREDDIE.MAC.FHR.5543.FH.5.19..06.25.2055	0.05%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD 4.82% 08/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.H15.FD.4.82..08.20.2070	0.05%
FED HM LN PC POOL QU7407 FR 03/50 FIXED 4.5 4.50% 03/01/2050	FED.HM.LN.PC.POOL.QU7407.FR.03.50.FIXED.4.5.4.50..03.01.2050	0.05%
FNMA POOL BZ6259 FN 01/31 FIXED 4.38 4.38% 01/01/2031	FNMA.POOL.BZ6259.FN.01.31.FIXED.4.38.4.38..01.01.2031	0.05%
FED HM LN PC POOL SL0788 FR 02/55 FIXED 6 6.00% 02/01/2055	FED.HM.LN.PC.POOL.SL0788.FR.02.55.FIXED.6.6.00..02.01.2055	0.05%
FNMA POOL BZ2726 FN 12/29 FIXED 4.35 4.35% 12/01/2029	FNMA.POOL.BZ2726.FN.12.29.FIXED.4.35.4.35..12.01.2029	0.05%
RFR USD SOFR/4.00000 03/18/26-10Y CME 03/18/2036	RFR.USD.SOFR.4.00000.03.18.26.10Y.CME.03.18.2036	0.05%
FED HM LN PC POOL RB5162 FR 06/42 FIXED 3 3.00% 06/01/2042	FED.HM.LN.PC.POOL.RB5162.FR.06.42.FIXED.3.3.00..06.01.2042	0.05%
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA 4.39% 01/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2018.H01.FA.4.39..01.20.2068	0.05%
FNMA POOL FS8573 FN 06/54 FIXED VAR 6.50% 06/01/2054	FNMA.POOL.FS8573.FN.06.54.FIXED.VAR.6.50..06.01.2054	0.05%
FED HM LN PC POOL SL3380 FR 02/55 FIXED 5.5 5.50% 02/01/2055	FED.HM.LN.PC.POOL.SL3380.FR.02.55.FIXED.5.5.5.50..02.01.2055	0.05%
FNMA POOL MA6170 FN 06/56 FIXED 5.5 5.50% 06/01/2056	FNMA.POOL.MA6170.FN.06.56.FIXED.5.5.5.50..06.01.2056	0.05%
GNMA POOL AA6089 GN 02/43 FIXED 3 3.00% 02/15/2043	GNMA.POOL.AA6089.GN.02.43.FIXED.3.3.00..02.15.2043	0.05%
GNMA II POOL MA1089 G2 06/43 FIXED 3 3.00% 06/20/2043	GNMA.II.POOL.MA1089.G2.06.43.FIXED.3.3.00..06.20.2043	0.05%
FNMA POOL FS8455 FN 08/53 FIXED VAR 5.50% 08/01/2053	FNMA.POOL.FS8455.FN.08.53.FIXED.VAR.5.50..08.01.2053	0.05%
FANNIE MAE FNR 2025 11 FB 4.69% 03/25/2055	FANNIE.MAE.FNR.2025.11.FB.4.69..03.25.2055	0.05%
FED HM LN PC POOL QU7915 FR 06/51 FIXED 4 4.00% 06/01/2051	FED.HM.LN.PC.POOL.QU7915.FR.06.51.FIXED.4.4.00..06.01.2051	0.05%
GNMA II POOL DU8502 G2 09/56 FIXED 5.5 5.50% 09/20/2056	GNMA.II.POOL.DU8502.G2.09.56.FIXED.5.5.5.50..09.20.2056	0.05%
GNMA II POOL DU8505 G2 09/56 FIXED 5.5 5.50% 09/20/2056	GNMA.II.POOL.DU8505.G2.09.56.FIXED.5.5.5.50..09.20.2056	0.05%
FREDDIE MAC FHR 5397 FG 4.64% 04/25/2054	FREDDIE.MAC.FHR.5397.FG.4.64..04.25.2054	0.05%
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 INV2 A11 144A 4.59% 09/25/2051	NEW.RESIDENTIAL.MORTGAGE.LOAN.NRZT.2021.INV2.A11.144A.4.59..09.25.2051	0.05%
FNMA POOL BZ4802 FN 02/31 FIXED 5.25 5.25% 02/01/2031	FNMA.POOL.BZ4802.FN.02.31.FIXED.5.25.5.25..02.01.2031	0.05%
GNMA II POOL BB3851 G2 11/47 FIXED 4 4.00% 11/20/2047	GNMA.II.POOL.BB3851.G2.11.47.FIXED.4.4.00..11.20.2047	0.05%
FNMA POOL BZ2708 FN 01/32 FIXED 4.4 4.40% 01/01/2032	FNMA.POOL.BZ2708.FN.01.32.FIXED.4.4.4.40..01.01.2032	0.04%
JP MORGAN FUTURES CASH COLLATERAL 3.48% 12/31/2030	JP.MORGAN.FUTURES.CASH.COLLATERAL.3.48..12.31.2030	0.04%
GNMA II POOL MB1341 G2 08/56 FIXED 4 4.00% 08/20/2056	GNMA.II.POOL.MB1341.G2.08.56.FIXED.4.4.00..08.20.2056	0.04%
FREDDIE MAC FHR 5539 FM 5.09% 05/25/2055	FREDDIE.MAC.FHR.5539.FM.5.09..05.25.2055	0.04%
FNMA POOL FS8627 FN 07/54 FIXED VAR 6.50% 07/01/2054	FNMA.POOL.FS8627.FN.07.54.FIXED.VAR.6.50..07.01.2054	0.04%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF 5.02% 10/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.H17.HF.5.02..10.20.2070	0.04%
FNMA POOL BS6358 FN 10/32 FIXED 4.16 4.16% 10/01/2032	FNMA.POOL.BS6358.FN.10.32.FIXED.4.16.4.16..10.01.2032	0.04%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD 4.55% 07/20/2074	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H11.FD.4.55..07.20.2074	0.04%
FNMA POOL FS9993 FN 03/54 FIXED VAR 6.50% 03/01/2054	FNMA.POOL.FS9993.FN.03.54.FIXED.VAR.6.50..03.01.2054	0.04%
FNMA POOL BM5963 FN 01/38 FIXED VAR 4.00% 01/01/2038	FNMA.POOL.BM5963.FN.01.38.FIXED.VAR.4.00..01.01.2038	0.04%
FANNIE MAE FNR 2024 100 FD 5.14% 06/25/2054	FANNIE.MAE.FNR.2024.100.FD.5.14..06.25.2054	0.04%
FNMA POOL CB6891 FN 08/53 FIXED 4.5 4.50% 08/01/2053	FNMA.POOL.CB6891.FN.08.53.FIXED.4.5.4.50..08.01.2053	0.04%
FANNIE MAE FNR 2024 103 FM 5.19% 01/25/2055	FANNIE.MAE.FNR.2024.103.FM.5.19..01.25.2055	0.04%
LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A 4.25% 09/29/2046	LA.HIPOTECARIA.SA.LHIPO.2019.1A.AAA.144A.4.25..09.29.2046	0.04%
FNMA POOL FA2921 FN 09/55 FIXED VAR 5.50% 09/01/2055	FNMA.POOL.FA2921.FN.09.55.FIXED.VAR.5.50..09.01.2055	0.04%
SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A 5.19% 04/25/2056	SEQUOIA.MORTGAGE.TRUST.SEMT.2026.INV2.A26F.144A.5.19..04.25.2056	0.04%
FNMA POOL BZ2794 FN 02/30 FIXED 4.28 4.28% 02/01/2030	FNMA.POOL.BZ2794.FN.02.30.FIXED.4.28.4.28..02.01.2030	0.04%
RFR USD SOFR/3.25000 03/19/25-10Y CME 03/19/2035	RFR.USD.SOFR.3.25000.03.19.25.10Y.CME.03.19.2035	0.04%
FNMA POOL CA2633 FN 11/48 FIXED 4.5 4.50% 11/01/2048	FNMA.POOL.CA2633.FN.11.48.FIXED.4.5.4.50..11.01.2048	0.04%
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A 3.00% 04/25/2052	JP.MORGAN.MORTGAGE.TRUST.JPMMT.2021.INV6.A2.144A.3.00..04.25.2052	0.04%
FED HM LN PC POOL SL2984 FR 10/55 FIXED 5.5 5.50% 10/01/2055	FED.HM.LN.PC.POOL.SL2984.FR.10.55.FIXED.5.5.5.50..10.01.2055	0.04%
FNMA POOL FM3229 FN 02/47 FIXED VAR 3.50% 02/01/2047	FNMA.POOL.FM3229.FN.02.47.FIXED.VAR.3.50..02.01.2047	0.04%
FNMA POOL FA2301 FN 05/45 FIXED VAR 6.50% 05/01/2045	FNMA.POOL.FA2301.FN.05.45.FIXED.VAR.6.50..05.01.2045	0.04%
FED HM LN PC POOL TA5545 FR 01/56 FIXED 5 5.00% 01/01/2056	FED.HM.LN.PC.POOL.TA5545.FR.01.56.FIXED.5.5.00..01.01.2056	0.04%
FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 5.50% 02/01/2055	FED.HM.LN.PC.POOL.SL1540.FR.02.55.FIXED.5.5.5.50..02.01.2055	0.04%
FED HM LN PC POOL RB5248 FR 05/43 FIXED 4 4.00% 05/01/2043	FED.HM.LN.PC.POOL.RB5248.FR.05.43.FIXED.4.4.00..05.01.2043	0.04%
FNMA POOL FS2338 FN 11/46 FIXED VAR 3.00% 11/01/2046	FNMA.POOL.FS2338.FN.11.46.FIXED.VAR.3.00..11.01.2046	0.04%
GNMA II POOL BB0163 G2 06/47 FIXED 4 4.00% 06/20/2047	GNMA.II.POOL.BB0163.G2.06.47.FIXED.4.4.00..06.20.2047	0.04%
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 3.50% 10/20/2054	GNMA.II.POOL.MA9961.G2.10.54.FIXED.3.5.3.50..10.20.2054	0.04%
FNMA POOL AJ1565 FN 10/41 FIXED 4 4.00% 10/01/2041	FNMA.POOL.AJ1565.FN.10.41.FIXED.4.4.00..10.01.2041	0.04%
FNMA POOL CB7445 FN 11/53 FIXED 6.5 6.50% 11/01/2053	FNMA.POOL.CB7445.FN.11.53.FIXED.6.5.6.50..11.01.2053	0.04%
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FL 4.55% 01/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2023.H02.FL.4.55..01.20.2073	0.04%
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H20 BF 4.71% 10/20/2067	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2017.H20.BF.4.71..10.20.2067	0.04%
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FA 4.52% 02/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2023.H03.FA.4.52..02.20.2073	0.04%
GNMA II POOL BS2616 G2 01/50 FIXED 3.5 3.50% 01/20/2050	GNMA.II.POOL.BS2616.G2.01.50.FIXED.3.5.3.50..01.20.2050	0.04%
FNMA POOL MA5059 FN 06/43 FIXED 4.5 4.50% 06/01/2043	FNMA.POOL.MA5059.FN.06.43.FIXED.4.5.4.50..06.01.2043	0.04%
FNMA POOL FA3207 FN 10/55 FIXED VAR 5.50% 10/01/2055	FNMA.POOL.FA3207.FN.10.55.FIXED.VAR.5.50..10.01.2055	0.03%
FNMA POOL BF0383 FN 04/59 FIXED 4.5 4.50% 04/01/2059	FNMA.POOL.BF0383.FN.04.59.FIXED.4.5.4.50..04.01.2059	0.03%
GNMA POOL BQ7186 GN 10/49 FIXED 3.5 3.50% 10/15/2049	GNMA.POOL.BQ7186.GN.10.49.FIXED.3.5.3.50..10.15.2049	0.03%
FANNIE MAE FNR 2013 18 JS 0.89% 03/25/2033	FANNIE.MAE.FNR.2013.18.JS.0.89..03.25.2033	0.03%
FED HM LN PC POOL RE6158 FR 02/55 FIXED 6.5 6.50% 02/01/2055	FED.HM.LN.PC.POOL.RE6158.FR.02.55.FIXED.6.5.6.50..02.01.2055	0.03%
FNMA POOL FA2870 FN 08/55 FIXED VAR 6.50% 08/01/2055	FNMA.POOL.FA2870.FN.08.55.FIXED.VAR.6.50..08.01.2055	0.03%
RFR USD SOFR/3.00000 03/19/25-5Y CME 03/19/2030	RFR.USD.SOFR.3.00000.03.19.25.5Y.CME.03.19.2030	0.03%
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF 4.63% 09/20/2073	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2023.H23.JF.4.63..09.20.2073	0.03%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF 4.44% 04/20/2074	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H07.JF.4.44..04.20.2074	0.03%
FED HM LN PC POOL SL0874 FR 03/55 FIXED 6 6.00% 03/01/2055	FED.HM.LN.PC.POOL.SL0874.FR.03.55.FIXED.6.6.00..03.01.2055	0.03%
FED HM LN PC POOL SD6621 FR 10/54 FIXED 6 6.00% 10/01/2054	FED.HM.LN.PC.POOL.SD6621.FR.10.54.FIXED.6.6.00..10.01.2054	0.03%
GNMA II POOL CW6992 G2 09/53 FIXED 6 6.00% 09/20/2053	GNMA.II.POOL.CW6992.G2.09.53.FIXED.6.6.00..09.20.2053	0.03%
GNMA II POOL CF0243 G2 10/48 FIXED 4 4.00% 10/20/2048	GNMA.II.POOL.CF0243.G2.10.48.FIXED.4.4.00..10.20.2048	0.03%
FREDDIEMAC STRIP FHS 389 C40 2.50% 10/15/2052	FREDDIEMAC.STRIP.FHS.389.C40.2.50..10.15.2052	0.03%
FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A 4.83% 04/20/2033	FORTRESS.CREDIT.BSL.LIMITED.FCBSL.2021.1A.AR.144A.4.83..04.20.2033	0.03%
FED HM LN PC POOL QO2929 FR 01/40 FIXED 5.5 5.50% 01/01/2040	FED.HM.LN.PC.POOL.QO2929.FR.01.40.FIXED.5.5.5.50..01.01.2040	0.03%
FED HM LN PC POOL RJ4830 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.RJ4830.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.03%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC 4.30% 02/20/2074	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.H07.FC.4.30..02.20.2074	0.03%
FNMA POOL BO2889 FN 08/49 FIXED 4 4.00% 08/01/2049	FNMA.POOL.BO2889.FN.08.49.FIXED.4.4.00..08.01.2049	0.03%
RFR USD SOFR/3.75000 12/17/25-10Y CME 12/17/2035	RFR.USD.SOFR.3.75000.12.17.25.10Y.CME.12.17.2035	0.03%
FREDDIE MAC FHR 5472 FA 4.79% 11/25/2054	FREDDIE.MAC.FHR.5472.FA.4.79..11.25.2054	0.03%
FNMA POOL FA3012 FN 09/55 FIXED VAR 5.50% 09/01/2055	FNMA.POOL.FA3012.FN.09.55.FIXED.VAR.5.50..09.01.2055	0.03%
FREDDIE MAC FHR 4020 ZE 4.00% 03/15/2042	FREDDIE.MAC.FHR.4020.ZE.4.00..03.15.2042	0.03%
FNMA POOL BF0201 FN 08/51 FIXED 4 4.00% 08/01/2051	FNMA.POOL.BF0201.FN.08.51.FIXED.4.4.00..08.01.2051	0.03%
FED HM LN PC POOL QU7401 FR 02/50 FIXED 4 4.00% 02/01/2050	FED.HM.LN.PC.POOL.QU7401.FR.02.50.FIXED.4.4.00..02.01.2050	0.03%
FED HM LN PC POOL SD4520 FR 07/52 FIXED 3.5 3.50% 07/01/2052	FED.HM.LN.PC.POOL.SD4520.FR.07.52.FIXED.3.5.3.50..07.01.2052	0.03%
RFR USD SOFR/3.75000 06/17/26-10Y LCH 06/17/2036	RFR.USD.SOFR.3.75000.06.17.26.10Y.LCH.06.17.2036	0.03%
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF 4.67% 12/20/2072	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2022.H26.DF.4.67..12.20.2072	0.03%
FNMA POOL BU4013 FN 05/43 FIXED 4.5 4.50% 05/01/2043	FNMA.POOL.BU4013.FN.05.43.FIXED.4.5.4.50..05.01.2043	0.03%
FED HM LN PC POOL ZT1857 FR 03/49 FIXED 4.5 4.50% 03/01/2049	FED.HM.LN.PC.POOL.ZT1857.FR.03.49.FIXED.4.5.4.50..03.01.2049	0.03%
FANNIE MAE FNR 2013 5 EZ 2.00% 08/25/2042	FANNIE.MAE.FNR.2013.5.EZ.2.00..08.25.2042	0.03%
RFR USD SOFR/3.75000 12/18/24-7Y CME 12/18/2031	RFR.USD.SOFR.3.75000.12.18.24.7Y.CME.12.18.2031	0.03%
FED HM LN PC POOL QU7216 FR 06/49 FIXED 4 4.00% 06/01/2049	FED.HM.LN.PC.POOL.QU7216.FR.06.49.FIXED.4.4.00..06.01.2049	0.03%
FNMA POOL BZ3872 FN 05/35 FIXED 4.86 4.86% 05/01/2035	FNMA.POOL.BZ3872.FN.05.35.FIXED.4.86.4.86..05.01.2035	0.03%
FNMA POOL DE9154 FN 09/55 FIXED 6 6.00% 09/01/2055	FNMA.POOL.DE9154.FN.09.55.FIXED.6.6.00..09.01.2055	0.03%
IMS ECUADORIAN MORTAGAGE TRUST IMSVA 2021 1 GA 144A 3.40% 08/18/2043	IMS.ECUADORIAN.MORTAGAGE.TRUST.IMSVA.2021.1.GA.144A.3.40..08.18.2043	0.03%
FED HM LN PC POOL SL2645 FR 09/55 FIXED 6.5 6.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2645.FR.09.55.FIXED.6.5.6.50..09.01.2055	0.03%
FANNIE MAE FNR 2025 65 FG 4.99% 10/25/2054	FANNIE.MAE.FNR.2025.65.FG.4.99..10.25.2054	0.03%
GNMA II POOL 784601 G2 03/48 FIXED 3.5 3.50% 03/20/2048	GNMA.II.POOL.784601.G2.03.48.FIXED.3.5.3.50..03.20.2048	0.03%
FNMA POOL AB9962 FN 07/43 FIXED 4 4.00% 07/01/2043	FNMA.POOL.AB9962.FN.07.43.FIXED.4.4.00..07.01.2043	0.03%
FNMA POOL BS6926 FN 10/32 FIXED 4.51 4.51% 10/01/2032	FNMA.POOL.BS6926.FN.10.32.FIXED.4.51.4.51..10.01.2032	0.03%
FED HM LN PC POOL SL3519 FR 11/55 FIXED 5.5 5.50% 11/01/2055	FED.HM.LN.PC.POOL.SL3519.FR.11.55.FIXED.5.5.5.50..11.01.2055	0.03%
FNMA POOL BF0496 FN 07/60 FIXED 3 3.00% 07/01/2060	FNMA.POOL.BF0496.FN.07.60.FIXED.3.3.00..07.01.2060	0.03%
RFR USD SOFR/3.41000 10/16/25-7Y LCH 10/16/2032	RFR.USD.SOFR.3.41000.10.16.25.7Y.LCH.10.16.2032	0.03%
FED HM LN PC POOL SL2644 FR 09/55 FIXED 6.5 6.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2644.FR.09.55.FIXED.6.5.6.50..09.01.2055	0.03%
GNMA II POOL CE9922 G2 07/51 FIXED 4 4.00% 07/20/2051	GNMA.II.POOL.CE9922.G2.07.51.FIXED.4.4.00..07.20.2051	0.03%
LA HIPOTECARIA SA LHIPO 2014 1A A1 144A 3.51% 11/24/2042	LA.HIPOTECARIA.SA.LHIPO.2014.1A.A1.144A.3.51..11.24.2042	0.03%
FED HM LN PC POOL SC0050 FR 02/40 FIXED 3 3.00% 02/01/2040	FED.HM.LN.PC.POOL.SC0050.FR.02.40.FIXED.3.3.00..02.01.2040	0.03%
FREDDIE MAC FHR 4839 WO 08/15/2056	FREDDIE.MAC.FHR.4839.WO.08.15.2056	0.03%
GNMA II POOL CN2119 G2 06/52 FIXED 4 4.00% 06/20/2052	GNMA.II.POOL.CN2119.G2.06.52.FIXED.4.4.00..06.20.2052	0.03%
GNMA POOL BT0861 GN 03/50 FIXED 3 3.00% 03/15/2050	GNMA.POOL.BT0861.GN.03.50.FIXED.3.3.00..03.15.2050	0.03%
GNMA II POOL CD6804 G2 03/50 FIXED 4 4.00% 03/20/2050	GNMA.II.POOL.CD6804.G2.03.50.FIXED.4.4.00..03.20.2050	0.03%
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C 4.52% 09/25/2046	COUNTRYWIDE.ALTERNATIVE.LOAN.T.CWALT.2006.OA11.A1C.4.52..09.25.2046	0.02%
FNMA POOL FA3385 FN 07/55 FIXED VAR 5.50% 07/01/2055	FNMA.POOL.FA3385.FN.07.55.FIXED.VAR.5.50..07.01.2055	0.02%
317UCOYA8 PIMCO SWAPTION 4.75 PUT USD 20261207 12/07/2026	317UCOYA8.PIMCO.SWAPTION.4.75.PUT.USD.20261207.12.07.2026	0.02%
GNMA II POOL 784295 G2 03/47 FIXED 3.5 3.50% 03/20/2047	GNMA.II.POOL.784295.G2.03.47.FIXED.3.5.3.50..03.20.2047	0.02%
GNMA II POOL MB0143 G2 01/55 FIXED 3.5 3.50% 01/20/2055	GNMA.II.POOL.MB0143.G2.01.55.FIXED.3.5.3.50..01.20.2055	0.02%
GNMA II POOL DP1011 G2 12/55 FIXED 6 6.00% 12/20/2055	GNMA.II.POOL.DP1011.G2.12.55.FIXED.6.6.00..12.20.2055	0.02%
GNMA POOL 783007 GN 06/40 FIXED 4.5 4.50% 06/15/2040	GNMA.POOL.783007.GN.06.40.FIXED.4.5.4.50..06.15.2040	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 128 FK 4.70% 08/20/2053	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2023.128.FK.4.70..08.20.2053	0.02%
FED HM LN PC POOL ZT1858 FR 04/49 FIXED 4.5 4.50% 04/01/2049	FED.HM.LN.PC.POOL.ZT1858.FR.04.49.FIXED.4.5.4.50..04.01.2049	0.02%
FNMA POOL FA2871 FN 09/55 FIXED VAR 6.50% 09/01/2055	FNMA.POOL.FA2871.FN.09.55.FIXED.VAR.6.50..09.01.2055	0.02%
FED HM LN PC POOL U90111 FG 09/42 FIXED 4 4.00% 09/01/2042	FED.HM.LN.PC.POOL.U90111.FG.09.42.FIXED.4.4.00..09.01.2042	0.02%
RFR USD SOFR/3.63500 09/16/26-7Y LCH 09/16/2033	RFR.USD.SOFR.3.63500.09.16.26.7Y.LCH.09.16.2033	0.02%
GNMA II POOL DP0990 G2 12/55 FIXED 6 6.00% 12/20/2055	GNMA.II.POOL.DP0990.G2.12.55.FIXED.6.6.00..12.20.2055	0.02%
RFR USD SOFR/3.75000 03/18/26-7Y CME 03/18/2033	RFR.USD.SOFR.3.75000.03.18.26.7Y.CME.03.18.2033	0.02%
FNMA POOL CA6424 FN 07/50 FIXED 3 3.00% 07/01/2050	FNMA.POOL.CA6424.FN.07.50.FIXED.3.3.00..07.01.2050	0.02%
FANNIE MAE FNR 2019 65 IO 1.75% 11/25/2059	FANNIE.MAE.FNR.2019.65.IO.1.75..11.25.2059	0.02%
GNMA II POOL DN9574 G2 12/55 FIXED 6 6.00% 12/20/2055	GNMA.II.POOL.DN9574.G2.12.55.FIXED.6.6.00..12.20.2055	0.02%
FREDDIE MAC FHR 3325 ZM 7.00% 05/15/2037	FREDDIE.MAC.FHR.3325.ZM.7.00..05.15.2037	0.02%
LA HIPOTECARIA SA LHIPO 2016 1A A 144A 3.36% 01/15/2046	LA.HIPOTECARIA.SA.LHIPO.2016.1A.A.144A.3.36..01.15.2046	0.02%
RFR USD SOFR/4.35200 09/16/26-7Y LCH 09/16/2033	RFR.USD.SOFR.4.35200.09.16.26.7Y.LCH.09.16.2033	0.02%
FREDDIE MAC FHR 5507 FG 5.09% 02/25/2055	FREDDIE.MAC.FHR.5507.FG.5.09..02.25.2055	0.02%
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A 5.99% 01/25/2069	ANGEL.OAK.MORTGAGE.TRUST.AOMT.2024.2.A1.144A.5.99..01.25.2069	0.02%
317UCH5A5 PIMCO SWAPTION 4.75 PUT USD 20261019 10/19/2026	317UCH5A5.PIMCO.SWAPTION.4.75.PUT.USD.20261019.10.19.2026	0.02%
FANNIE MAE FNR 2025 13 FA 4.99% 03/25/2055	FANNIE.MAE.FNR.2025.13.FA.4.99..03.25.2055	0.02%
GNMA II POOL MA0782 G2 02/43 FIXED 3 3.00% 02/20/2043	GNMA.II.POOL.MA0782.G2.02.43.FIXED.3.3.00..02.20.2043	0.02%
FED HM LN PC POOL SD5067 FR 03/54 FIXED 5.5 5.50% 03/01/2054	FED.HM.LN.PC.POOL.SD5067.FR.03.54.FIXED.5.5.5.50..03.01.2054	0.02%
FREDDIE MAC FHR 4248 ES 0.96% 05/15/2041	FREDDIE.MAC.FHR.4248.ES.0.96..05.15.2041	0.02%
GNMA POOL 784208 GN 07/46 FIXED 4 4.00% 07/15/2046	GNMA.POOL.784208.GN.07.46.FIXED.4.4.00..07.15.2046	0.02%
FANNIE MAE FNR 2024 48 FA 4.99% 07/25/2054	FANNIE.MAE.FNR.2024.48.FA.4.99..07.25.2054	0.02%
FED HM LN PC POOL SL2432 FR 08/55 FIXED 5.5 5.50% 08/01/2055	FED.HM.LN.PC.POOL.SL2432.FR.08.55.FIXED.5.5.5.50..08.01.2055	0.02%
RFR USD SOFR/4.34100 09/23/26-7Y LCH 09/23/2033	RFR.USD.SOFR.4.34100.09.23.26.7Y.LCH.09.23.2033	0.02%
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A 4.34% 12/25/2036	CITIGROUP.MORTGAGE.LOAN.TRUST.CMLTI.2007.AMC1.A1.144A.4.34..12.25.2036	0.02%
FED HM LN PC POOL RJ1373 FR 01/54 FIXED 5.5 5.50% 01/01/2054	FED.HM.LN.PC.POOL.RJ1373.FR.01.54.FIXED.5.5.5.50..01.01.2054	0.02%
RFR USD SOFR/3.25000 03/19/25-7Y CME 03/19/2032	RFR.USD.SOFR.3.25000.03.19.25.7Y.CME.03.19.2032	0.02%
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A4 4.70% 10/25/2046	GREENPOINT.MORTGAGE.FUNDING.TR.GPMF.2006.AR6.A4.4.70..10.25.2046	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 51 YC 4.85% 03/20/2054	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.51.YC.4.85..03.20.2054	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 51 FT 4.75% 03/20/2054	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2024.51.FT.4.75..03.20.2054	0.02%
FED HM LN PC POOL U90075 FG 07/42 FIXED 4 4.00% 07/01/2042	FED.HM.LN.PC.POOL.U90075.FG.07.42.FIXED.4.4.00..07.01.2042	0.02%
GNMA II POOL CF0240 G2 04/48 FIXED 4 4.00% 04/20/2048	GNMA.II.POOL.CF0240.G2.04.48.FIXED.4.4.00..04.20.2048	0.02%
FED HM LN PC POOL U90133 FG 08/42 FIXED 4 4.00% 08/01/2042	FED.HM.LN.PC.POOL.U90133.FG.08.42.FIXED.4.4.00..08.01.2042	0.02%
FED HM LN PC POOL G67722 FG 03/49 FIXED 5 5.00% 03/01/2049	FED.HM.LN.PC.POOL.G67722.FG.03.49.FIXED.5.5.00..03.01.2049	0.02%
FNMA POOL MA3703 FN 05/49 FIXED 3 3.00% 05/01/2049	FNMA.POOL.MA3703.FN.05.49.FIXED.3.3.00..05.01.2049	0.02%
RFR USD SOFR/3.75000 06/17/26-10Y CME 06/17/2036	RFR.USD.SOFR.3.75000.06.17.26.10Y.CME.06.17.2036	0.02%
FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 5.50% 05/01/2054	FED.HM.LN.PC.POOL.RJ2269.FR.05.54.FIXED.5.5.5.50..05.01.2054	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM 4.37% 05/20/2069	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2019.H11.FM.4.37..05.20.2069	0.02%
FED HM LN PC POOL SL0873 FR 04/55 FIXED 6 6.00% 04/01/2055	FED.HM.LN.PC.POOL.SL0873.FR.04.55.FIXED.6.6.00..04.01.2055	0.02%
FANNIE MAE FNR 2015 81 MZ 4.00% 11/25/2045	FANNIE.MAE.FNR.2015.81.MZ.4.00..11.25.2045	0.02%
FANNIE MAE FNR 2018 85 FE 4.10% 12/25/2048	FANNIE.MAE.FNR.2018.85.FE.4.10..12.25.2048	0.02%
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A 3.00% 01/25/2052	ONSLOW.BAY.FINANCIAL.LLC.OBX.2022.INV2.A1.144A.3.00..01.25.2052	0.02%
GNMA II POOL MB1282 G2 07/56 FIXED 4 4.00% 07/20/2056	GNMA.II.POOL.MB1282.G2.07.56.FIXED.4.4.00..07.20.2056	0.02%
GNMA II POOL BS7610 G2 05/50 FIXED 4 4.00% 05/20/2050	GNMA.II.POOL.BS7610.G2.05.50.FIXED.4.4.00..05.20.2050	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FA 4.19% 06/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.H14.FA.4.19..06.20.2070	0.02%
FNMA POOL AL8092 FN 07/42 FIXED VAR 4.00% 07/01/2042	FNMA.POOL.AL8092.FN.07.42.FIXED.VAR.4.00..07.01.2042	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H07 FD 4.07% 05/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2018.H07.FD.4.07..05.20.2068	0.02%
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A 2.75% 11/25/2059	NEW.RESIDENTIAL.MORTGAGE.LOAN.NRZT.2020.RPL1.A1.144A.2.75..11.25.2059	0.02%
FNMA POOL AE0715 FN 12/40 FIXED VAR 4.00% 12/01/2040	FNMA.POOL.AE0715.FN.12.40.FIXED.VAR.4.00..12.01.2040	0.02%
FED HM LN PC POOL ZS8678 FR 12/32 FIXED 2.5 2.50% 12/01/2032	FED.HM.LN.PC.POOL.ZS8678.FR.12.32.FIXED.2.5.2.50..12.01.2032	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG 4.91% 08/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2018.H15.FG.4.91..08.20.2068	0.02%
FED HM LN PC POOL SL2643 FR 09/55 FIXED 6.5 6.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2643.FR.09.55.FIXED.6.5.6.50..09.01.2055	0.02%
FNMA POOL BN8898 FN 05/34 FIXED 3.5 3.50% 05/01/2034	FNMA.POOL.BN8898.FN.05.34.FIXED.3.5.3.50..05.01.2034	0.02%
FNMA POOL DE6513 FN 09/55 FIXED 6 6.00% 09/01/2055	FNMA.POOL.DE6513.FN.09.55.FIXED.6.6.00..09.01.2055	0.02%
FNMA POOL MA4660 FN 07/42 FIXED 3 3.00% 07/01/2042	FNMA.POOL.MA4660.FN.07.42.FIXED.3.3.00..07.01.2042	0.02%
FED HM LN PC POOL SL1190 FR 05/55 FIXED 5.5 5.50% 05/01/2055	FED.HM.LN.PC.POOL.SL1190.FR.05.55.FIXED.5.5.5.50..05.01.2055	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H04 FD 4.80% 12/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2021.H04.FD.4.80..12.20.2070	0.02%
FED HM LN PC POOL SL2806 FR 09/55 FIXED 5.5 5.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2806.FR.09.55.FIXED.5.5.5.50..09.01.2055	0.02%
FANNIE MAE FNR 2006 118 A2 3.82% 12/25/2036	FANNIE.MAE.FNR.2006.118.A2.3.82..12.25.2036	0.02%
FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5 3.50% 05/01/2048	FED.HM.LN.PC.POOL.ZA5434.FR.05.48.FIXED.3.5.3.50..05.01.2048	0.02%
FNMA POOL 931155 FN 05/39 FIXED 4 4.00% 05/01/2039	FNMA.POOL.931155.FN.05.39.FIXED.4.4.00..05.01.2039	0.02%
RFR USD SOFR/3.75000 12/18/24-10Y CME 12/18/2034	RFR.USD.SOFR.3.75000.12.18.24.10Y.CME.12.18.2034	0.02%
FANNIE MAE FNR 2014 11 PL 3.50% 03/25/2044	FANNIE.MAE.FNR.2014.11.PL.3.50..03.25.2044	0.02%
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1 5.07% 12/25/2045	WAMU.MORTGAGE.PASS.THROUGH.CER.WAMU.2005.AR19.B1.5.07..12.25.2045	0.02%
FNMA POOL 831599 FN 07/36 FIXED 6 6.00% 07/01/2036	FNMA.POOL.831599.FN.07.36.FIXED.6.6.00..07.01.2036	0.02%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H10 FS 4.77% 04/20/2063	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.H10.FS.4.77..04.20.2063	0.02%
FNMA POOL AL6924 FN 01/45 FIXED VAR 4.00% 01/01/2045	FNMA.POOL.AL6924.FN.01.45.FIXED.VAR.4.00..01.01.2045	0.02%
FNMA POOL MA5694 FN 03/55 FIXED 6.5 6.50% 03/01/2055	FNMA.POOL.MA5694.FN.03.55.FIXED.6.5.6.50..03.01.2055	0.02%
GNMA II POOL CF6244 G2 11/46 FIXED 4 4.00% 11/20/2046	GNMA.II.POOL.CF6244.G2.11.46.FIXED.4.4.00..11.20.2046	0.02%
317UDB7A5 PIMCO SWAPTION 4.336 PUT USD 2026102 10/27/2026	317UDB7A5.PIMCO.SWAPTION.4.336.PUT.USD.2026102.10.27.2026	0.01%
GNMA II POOL 786108 G2 03/52 FIXED 3.5 3.50% 03/20/2052	GNMA.II.POOL.786108.G2.03.52.FIXED.3.5.3.50..03.20.2052	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H27 FA 4.52% 09/20/2065	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.H27.FA.4.52..09.20.2065	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 JF 4.42% 09/20/2069	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2019.H15.JF.4.42..09.20.2069	0.01%
FED HM LN PC POOL WN2175 FR 03/32 FIXED 3.05 3.05% 03/01/2032	FED.HM.LN.PC.POOL.WN2175.FR.03.32.FIXED.3.05.3.05..03.01.2032	0.01%
FNMA POOL AL7079 FN 07/35 FIXED VAR 4.00% 07/01/2035	FNMA.POOL.AL7079.FN.07.35.FIXED.VAR.4.00..07.01.2035	0.01%
317UC23A0 PIMCO SWAPTION 4.75 PUT USD 20261207 12/07/2026	317UC23A0.PIMCO.SWAPTION.4.75.PUT.USD.20261207.12.07.2026	0.01%
FANNIE MAE FNR 2015 1 SJ 07/25/2043	FANNIE.MAE.FNR.2015.1.SJ.07.25.2043	0.01%
FREDDIE MAC FHR 5518 FC 5.01% 03/25/2055	FREDDIE.MAC.FHR.5518.FC.5.01..03.25.2055	0.01%
GNMA POOL 784041 GN 08/45 FIXED 4 4.00% 08/15/2045	GNMA.POOL.784041.GN.08.45.FIXED.4.4.00..08.15.2045	0.01%
FED HM LN PC POOL RE6160 FR 05/55 FIXED 6.5 6.50% 05/01/2055	FED.HM.LN.PC.POOL.RE6160.FR.05.55.FIXED.6.5.6.50..05.01.2055	0.01%
FNMA POOL BZ3871 FN 05/35 FIXED 4.87 4.87% 05/01/2035	FNMA.POOL.BZ3871.FN.05.35.FIXED.4.87.4.87..05.01.2035	0.01%
FNMA POOL DE8092 FN 08/55 FIXED 5.5 5.50% 08/01/2055	FNMA.POOL.DE8092.FN.08.55.FIXED.5.5.5.50..08.01.2055	0.01%
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A4C 4.70% 10/25/2046	COUNTRYWIDE.ALTERNATIVE.LOAN.T.CWALT.2006.OA16.A4C.4.70..10.25.2046	0.01%
317UDR4A3 PIMCO SWAPTION 4.67 PUT USD 20261104 11/04/2026	317UDR4A3.PIMCO.SWAPTION.4.67.PUT.USD.20261104.11.04.2026	0.01%
FNMA POOL BF0167 FN 02/57 FIXED 3 3.00% 02/01/2057	FNMA.POOL.BF0167.FN.02.57.FIXED.3.3.00..02.01.2057	0.01%
FED HM LN PC POOL SD7204 FR 11/54 FIXED 5.5 5.50% 11/01/2054	FED.HM.LN.PC.POOL.SD7204.FR.11.54.FIXED.5.5.5.50..11.01.2054	0.01%
FNMA POOL BZ3873 FN 05/35 FIXED 4.7 4.70% 05/01/2035	FNMA.POOL.BZ3873.FN.05.35.FIXED.4.7.4.70..05.01.2035	0.01%
FED HM LN PC POOL SL2641 FR 08/55 FIXED 6.5 6.50% 08/01/2055	FED.HM.LN.PC.POOL.SL2641.FR.08.55.FIXED.6.5.6.50..08.01.2055	0.01%
FED HM LN PC POOL RB5243 FR 06/43 FIXED 4.5 4.50% 06/01/2043	FED.HM.LN.PC.POOL.RB5243.FR.06.43.FIXED.4.5.4.50..06.01.2043	0.01%
FANNIEMAE STRIP FNS 406 18 5.50% 12/25/2040	FANNIEMAE.STRIP.FNS.406.18.5.50..12.25.2040	0.01%
GSAMP TRUST GSAMP 2007 NC1 A1 4.15% 12/25/2046	GSAMP.TRUST.GSAMP.2007.NC1.A1.4.15..12.25.2046	0.01%
FNMA POOL CB9626 FN 12/54 FIXED 4.5 4.50% 12/01/2054	FNMA.POOL.CB9626.FN.12.54.FIXED.4.5.4.50..12.01.2054	0.01%
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP 4.09% 10/25/2036	MORGAN.STANLEY.CAPITAL.INC.MSAC.2006.NC5.A2FP.4.09..10.25.2036	0.01%
317UDF5A8 PIMCO SWAPTION 4.29 PUT USD 20261006 10/06/2026	317UDF5A8.PIMCO.SWAPTION.4.29.PUT.USD.20261006.10.06.2026	0.01%
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 4.30% 01/25/2037	HSI.ASSET.SECURITIZATION.CORPO.HASC.2007.HE1.1A1.4.30..01.25.2037	0.01%
FED HM LN PC POOL G06067 FG 10/39 FIXED 5 5.00% 10/01/2039	FED.HM.LN.PC.POOL.G06067.FG.10.39.FIXED.5.5.00..10.01.2039	0.01%
RFR USD SOFR/4.20600 09/09/26-7Y LCH 09/09/2033	RFR.USD.SOFR.4.20600.09.09.26.7Y.LCH.09.09.2033	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM 4.23% 04/20/2065	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.H10.FM.4.23..04.20.2065	0.01%
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A 3.50% 12/25/2046	FREDDIE.MAC.WHOLE.LOAN.SECURIT.FWLS.2017.SC01.2A.3.50..12.25.2046	0.01%
FNMA POOL BD6374 FN 09/46 FIXED 3.5 3.50% 09/01/2046	FNMA.POOL.BD6374.FN.09.46.FIXED.3.5.3.50..09.01.2046	0.01%
FED HM LN PC POOL SL2639 FR 07/55 FIXED 6.5 6.50% 07/01/2055	FED.HM.LN.PC.POOL.SL2639.FR.07.55.FIXED.6.5.6.50..07.01.2055	0.01%
FANNIE MAE FNR 2013 54 SK 0.36% 06/25/2043	FANNIE.MAE.FNR.2013.54.SK.0.36..06.25.2043	0.01%
FNMA POOL AL7090 FN 10/37 FLOATING VAR 6.00% 10/01/2037	FNMA.POOL.AL7090.FN.10.37.FLOATING.VAR.6.00..10.01.2037	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 77 EZ 3.00% 05/20/2047	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2017.77.EZ.3.00..05.20.2047	0.01%
31750TJ38 PIMCO CDSOPT PUT USD 98.00000000 202 10/06/2026	31750TJ38.PIMCO.CDSOPT.PUT.USD.98.00000000.202.10.06.2026	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH 4.77% 01/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H02.FH.4.77..01.20.2066	0.01%
FNMA POOL FM3340 FN 05/35 FIXED VAR 3.50% 05/01/2035	FNMA.POOL.FM3340.FN.05.35.FIXED.VAR.3.50..05.01.2035	0.01%
FED HM LN PC POOL SD5455 FR 04/54 FIXED 6.5 6.50% 04/01/2054	FED.HM.LN.PC.POOL.SD5455.FR.04.54.FIXED.6.5.6.50..04.01.2054	0.01%
FED HM LN PC POOL G18641 FG 04/32 FIXED 3 3.00% 04/01/2032	FED.HM.LN.PC.POOL.G18641.FG.04.32.FIXED.3.3.00..04.01.2032	0.01%
FED HM LN PC POOL QO3621 FR 05/40 FIXED 5.5 5.50% 05/01/2040	FED.HM.LN.PC.POOL.QO3621.FR.05.40.FIXED.5.5.5.50..05.01.2040	0.01%
FNMA POOL BK0935 FN 07/33 FIXED 4 4.00% 07/01/2033	FNMA.POOL.BK0935.FN.07.33.FIXED.4.4.00..07.01.2033	0.01%
FED HM LN PC POOL SC0706 FR 05/45 FIXED 6.5 6.50% 05/01/2045	FED.HM.LN.PC.POOL.SC0706.FR.05.45.FIXED.6.5.6.50..05.01.2045	0.01%
317UCIZA0 PIMCO SWAPTION 4.75 PUT USD 20261023 10/23/2026	317UCIZA0.PIMCO.SWAPTION.4.75.PUT.USD.20261023.10.23.2026	0.01%
FANNIE MAE FNR 2007 33 MF 4.46% 04/25/2037	FANNIE.MAE.FNR.2007.33.MF.4.46..04.25.2037	0.01%
FANNIE MAE FNR 2019 10 FA 4.20% 03/25/2049	FANNIE.MAE.FNR.2019.10.FA.4.20..03.25.2049	0.01%
FNMA POOL BS8202 FN 04/28 FIXED 4.14 4.14% 04/01/2028	FNMA.POOL.BS8202.FN.04.28.FIXED.4.14.4.14..04.01.2028	0.01%
FNMA POOL AT6303 FN 06/43 FIXED 4 4.00% 06/01/2043	FNMA.POOL.AT6303.FN.06.43.FIXED.4.4.00..06.01.2043	0.01%
FED HM LN PC POOL SL2642 FR 09/55 FIXED 6.5 6.50% 09/01/2055	FED.HM.LN.PC.POOL.SL2642.FR.09.55.FIXED.6.5.6.50..09.01.2055	0.01%
FNMA POOL AK6957 FN 03/37 FIXED 4 4.00% 03/01/2037	FNMA.POOL.AK6957.FN.03.37.FIXED.4.4.00..03.01.2037	0.01%
FNMA POOL AU6030 FN 09/33 FIXED 4.5 4.50% 09/01/2033	FNMA.POOL.AU6030.FN.09.33.FIXED.4.5.4.50..09.01.2033	0.01%
GNMA II POOL MA3244 G2 11/45 FIXED 3.5 3.50% 11/20/2045	GNMA.II.POOL.MA3244.G2.11.45.FIXED.3.5.3.50..11.20.2045	0.01%
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A 3.00% 12/25/2046	FREDDIE.MAC.WHOLE.LOAN.SECURIT.FWLS.2017.SC01.1A.3.00..12.25.2046	0.01%
FNMA POOL MA2964 FN 04/32 FIXED 3 3.00% 04/01/2032	FNMA.POOL.MA2964.FN.04.32.FIXED.3.3.00..04.01.2032	0.01%
GNMA II POOL AD8825 G2 03/43 FIXED 3.5 3.50% 03/20/2043	GNMA.II.POOL.AD8825.G2.03.43.FIXED.3.5.3.50..03.20.2043	0.01%
GNMA II POOL MA3310 G2 12/45 FIXED 3.5 3.50% 12/20/2045	GNMA.II.POOL.MA3310.G2.12.45.FIXED.3.5.3.50..12.20.2045	0.01%
FNMA POOL MA3413 FN 07/38 FIXED 4 4.00% 07/01/2038	FNMA.POOL.MA3413.FN.07.38.FIXED.4.4.00..07.01.2038	0.01%
FREDDIE MAC FHR 4832 FW 4.09% 04/15/2038	FREDDIE.MAC.FHR.4832.FW.4.09..04.15.2038	0.01%
FREDDIE MAC FHR 4297 VS 1.07% 07/15/2039	FREDDIE.MAC.FHR.4297.VS.1.07..07.15.2039	0.01%
GNMA POOL 697924 GN 03/39 FIXED 5 5.00% 03/15/2039	GNMA.POOL.697924.GN.03.39.FIXED.5.5.00..03.15.2039	0.01%
FNMA POOL 931551 FN 07/39 FIXED 4.5 4.50% 07/01/2039	FNMA.POOL.931551.FN.07.39.FIXED.4.5.4.50..07.01.2039	0.01%
FED HM LN PC POOL QG8492 FR 08/53 FIXED 5 5.00% 08/01/2053	FED.HM.LN.PC.POOL.QG8492.FR.08.53.FIXED.5.5.00..08.01.2053	0.01%
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 4.42% 12/25/2046	GREENPOINT.MORTGAGE.FUNDING.TR.GPMF.2006.AR7.1A32.4.42..12.25.2046	0.01%
FREDDIE MAC FHR 3031 BZ 5.50% 09/15/2035	FREDDIE.MAC.FHR.3031.BZ.5.50..09.15.2035	0.01%
FNMA POOL DF1941 FN 10/55 FIXED 5.5 5.50% 10/01/2055	FNMA.POOL.DF1941.FN.10.55.FIXED.5.5.5.50..10.01.2055	0.01%
FED HM LN PC POOL RB5351 FR 06/45 FIXED 6 6.00% 06/01/2045	FED.HM.LN.PC.POOL.RB5351.FR.06.45.FIXED.6.6.00..06.01.2045	0.01%
FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5 5.50% 06/01/2035	FED.HM.LN.PC.POOL.G01820.FG.06.35.FIXED.5.5.5.50..06.01.2035	0.01%
FNMA POOL AD0497 FN 11/39 FIXED VAR 5.50% 11/01/2039	FNMA.POOL.AD0497.FN.11.39.FIXED.VAR.5.50..11.01.2039	0.01%
FNMA POOL AB6244 FN 09/42 FIXED 4 4.00% 09/01/2042	FNMA.POOL.AB6244.FN.09.42.FIXED.4.4.00..09.01.2042	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA 4.45% 08/20/2072	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2022.H20.FA.4.45..08.20.2072	0.01%
FED HM LN PC POOL QG7748 FR 08/53 FIXED 5 5.00% 08/01/2053	FED.HM.LN.PC.POOL.QG7748.FR.08.53.FIXED.5.5.00..08.01.2053	0.01%
317UDDPA1 PIMCO SWAPTION 4.6215 PUT USD 202610 10/06/2026	317UDDPA1.PIMCO.SWAPTION.4.6215.PUT.USD.202610.10.06.2026	0.01%
FREDDIE MAC FHR 4068 UF 4.26% 06/15/2042	FREDDIE.MAC.FHR.4068.UF.4.26..06.15.2042	0.01%
FNMA POOL MA4643 FN 05/42 FIXED 3 3.00% 05/01/2042	FNMA.POOL.MA4643.FN.05.42.FIXED.3.3.00..05.01.2042	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H11 FJ 4.62% 06/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2018.H11.FJ.4.62..06.20.2068	0.01%
FANNIE MAE FNR 2004 53 ZQ 8.00% 07/25/2034	FANNIE.MAE.FNR.2004.53.ZQ.8.00..07.25.2034	0.01%
FNMA POOL AL9380 FN 04/31 FIXED VAR 3.00% 04/01/2031	FNMA.POOL.AL9380.FN.04.31.FIXED.VAR.3.00..04.01.2031	0.01%
FED HM LN PC POOL RB5166 FR 07/42 FIXED 3 3.00% 07/01/2042	FED.HM.LN.PC.POOL.RB5166.FR.07.42.FIXED.3.3.00..07.01.2042	0.01%
FED HM LN PC POOL T62068 FG 09/46 FIXED 2.5 2.50% 09/01/2046	FED.HM.LN.PC.POOL.T62068.FG.09.46.FIXED.2.5.2.50..09.01.2046	0.01%
FREDDIE MAC FHR 4534 PZ 3.00% 05/15/2044	FREDDIE.MAC.FHR.4534.PZ.3.00..05.15.2044	0.01%
GNMA II POOL BC1920 G2 09/47 FIXED 3.5 3.50% 09/20/2047	GNMA.II.POOL.BC1920.G2.09.47.FIXED.3.5.3.50..09.20.2047	0.01%
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 4.74% 04/25/2037	MORGAN.STANLEY.MORTGAGE.LOAN.T.MSM.2007.7AX.2A3.4.74..04.25.2037	0.01%
FNMA POOL BE9075 FN 05/37 FIXED 4 4.00% 05/01/2037	FNMA.POOL.BE9075.FN.05.37.FIXED.4.4.00..05.01.2037	0.01%
FNMA POOL FM2971 FN 08/45 FIXED VAR 4.00% 08/01/2045	FNMA.POOL.FM2971.FN.08.45.FIXED.VAR.4.00..08.01.2045	0.01%
FNMA POOL MA4632 FN 06/42 FIXED 3 3.00% 06/01/2042	FNMA.POOL.MA4632.FN.06.42.FIXED.3.3.00..06.01.2042	0.01%
FNMA POOL BY4094 FN 06/53 FIXED 6 6.00% 06/01/2053	FNMA.POOL.BY4094.FN.06.53.FIXED.6.6.00..06.01.2053	0.01%
FED HM LN PC POOL 848812 FH 10/39 FLOATING VAR 6.06% 10/01/2039	FED.HM.LN.PC.POOL.848812.FH.10.39.FLOATING.VAR.6.06..10.01.2039	0.01%
FNMA POOL CA1988 FN 07/48 FIXED 4.5 4.50% 07/01/2048	FNMA.POOL.CA1988.FN.07.48.FIXED.4.5.4.50..07.01.2048	0.01%
COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 3.58% 04/25/2035	COUNTRYWIDE.HOME.LOANS.CWHL.2005.11.3A1.3.58..04.25.2035	0.01%
SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A 5.77% 12/25/2037	SAXON.ASSET.SECURITIES.TRUST.SAST.2007.4.A2.144A.5.77..12.25.2037	0.01%
FED HM LN PC POOL SL0324 FR 02/55 FIXED 5.5 5.50% 02/01/2055	FED.HM.LN.PC.POOL.SL0324.FR.02.55.FIXED.5.5.5.50..02.01.2055	0.01%
FNMA POOL AB4049 FN 12/41 FIXED 4 4.00% 12/01/2041	FNMA.POOL.AB4049.FN.12.41.FIXED.4.4.00..12.01.2041	0.01%
317UDVNA3 PIMCO SWAPTION 4.745 PUT USD 2026120 12/03/2026	317UDVNA3.PIMCO.SWAPTION.4.745.PUT.USD.2026120.12.03.2026	0.01%
FNMA POOL AL5548 FN 05/38 FLOATING VAR 6.15% 05/01/2038	FNMA.POOL.AL5548.FN.05.38.FLOATING.VAR.6.15..05.01.2038	0.01%
FANNIE MAE FNR 2006 63 FD 4.25% 07/25/2036	FANNIE.MAE.FNR.2006.63.FD.4.25..07.25.2036	0.01%
FREDDIE MAC FHR 3385 FN 4.76% 11/15/2037	FREDDIE.MAC.FHR.3385.FN.4.76..11.15.2037	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H04 F 3.95% 11/20/2067	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2022.H04.F.3.95..11.20.2067	0.01%
FED HM LN PC POOL G18666 FG 11/32 FIXED 3 3.00% 11/01/2032	FED.HM.LN.PC.POOL.G18666.FG.11.32.FIXED.3.3.00..11.01.2032	0.01%
FANNIE MAE FNR 2005 23 FE 4.55% 04/25/2035	FANNIE.MAE.FNR.2005.23.FE.4.55..04.25.2035	0.01%
FNMA POOL AS7610 FN 07/46 FIXED 2.5 2.50% 07/01/2046	FNMA.POOL.AS7610.FN.07.46.FIXED.2.5.2.50..07.01.2046	0.01%
FREDDIE MAC FHR 4836 PO 10/15/2058	FREDDIE.MAC.FHR.4836.PO.10.15.2058	0.01%
RFR USD SOFR/3.90000 06/02/26-7Y LCH 06/02/2033	RFR.USD.SOFR.3.90000.06.02.26.7Y.LCH.06.02.2033	0.01%
GNMA POOL BA0244 GN 04/47 FIXED 4 4.00% 04/15/2047	GNMA.POOL.BA0244.GN.04.47.FIXED.4.4.00..04.15.2047	0.01%
FNMA POOL BK3180 FN 03/48 FIXED 3.5 3.50% 03/01/2048	FNMA.POOL.BK3180.FN.03.48.FIXED.3.5.3.50..03.01.2048	0.01%
GNMA II POOL BE5659 G2 04/48 FIXED 4 4.00% 04/20/2048	GNMA.II.POOL.BE5659.G2.04.48.FIXED.4.4.00..04.20.2048	0.01%
FED HM LN PC POOL G18644 FG 05/32 FIXED 3 3.00% 05/01/2032	FED.HM.LN.PC.POOL.G18644.FG.05.32.FIXED.3.3.00..05.01.2032	0.01%
GNMA II POOL AR0791 G2 05/46 FIXED 3.5 3.50% 05/20/2046	GNMA.II.POOL.AR0791.G2.05.46.FIXED.3.5.3.50..05.20.2046	0.01%
FED HM LN PC POOL T62071 FG 08/46 FIXED 3 3.00% 08/01/2046	FED.HM.LN.PC.POOL.T62071.FG.08.46.FIXED.3.3.00..08.01.2046	0.01%
GNMA POOL AR3716 GN 12/45 FIXED 3.5 3.50% 12/15/2045	GNMA.POOL.AR3716.GN.12.45.FIXED.3.5.3.50..12.15.2045	0.01%
GNMA POOL 784010 GN 03/45 FIXED 4 4.00% 03/15/2045	GNMA.POOL.784010.GN.03.45.FIXED.4.4.00..03.15.2045	0.01%
FNMA POOL FM3493 FN 05/35 FIXED VAR 3.50% 05/01/2035	FNMA.POOL.FM3493.FN.05.35.FIXED.VAR.3.50..05.01.2035	0.01%
FREDDIE MAC FHR 4096 GS 0.42% 08/15/2042	FREDDIE.MAC.FHR.4096.GS.0.42..08.15.2042	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H23 MA 3.00% 11/20/2067	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2017.H23.MA.3.00..11.20.2067	0.01%
GNMA II POOL AA6149 G2 03/43 FIXED 3 3.00% 03/20/2043	GNMA.II.POOL.AA6149.G2.03.43.FIXED.3.3.00..03.20.2043	0.01%
FNMA POOL BH0299 FN 04/47 FIXED 4 4.00% 04/01/2047	FNMA.POOL.BH0299.FN.04.47.FIXED.4.4.00..04.01.2047	0.01%
FNMA POOL BH2718 FN 05/47 FIXED 4 4.00% 05/01/2047	FNMA.POOL.BH2718.FN.05.47.FIXED.4.4.00..05.01.2047	0.01%
FED HM LN PC POOL SL2638 FR 06/55 FIXED 6.5 6.50% 06/01/2055	FED.HM.LN.PC.POOL.SL2638.FR.06.55.FIXED.6.5.6.50..06.01.2055	0.01%
FED HM LN PC POOL SL2640 FR 06/55 FIXED 6.5 6.50% 06/01/2055	FED.HM.LN.PC.POOL.SL2640.FR.06.55.FIXED.6.5.6.50..06.01.2055	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H20 FA 4.12% 04/20/2070	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.H20.FA.4.12..04.20.2070	0.01%
GNMA II POOL CM2620 G2 06/47 FIXED 3 3.00% 06/20/2047	GNMA.II.POOL.CM2620.G2.06.47.FIXED.3.3.00..06.20.2047	0.01%
FNMA POOL MA5680 FN 04/45 FIXED 6 6.00% 04/01/2045	FNMA.POOL.MA5680.FN.04.45.FIXED.6.6.00..04.01.2045	0.01%
FNMA POOL 890362 FN 08/41 FIXED VAR 4.50% 08/01/2041	FNMA.POOL.890362.FN.08.41.FIXED.VAR.4.50..08.01.2041	0.01%
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A 2.50% 07/25/2056	CREDIT.SUISSE.MORTGAGE.TRUST.CSMC.2021.INV1.A3.144A.2.50..07.25.2056	0.01%
RFR USD SOFR/4.21600 09/09/26-7Y LCH 09/09/2033	RFR.USD.SOFR.4.21600.09.09.26.7Y.LCH.09.09.2033	0.01%
FNMA POOL MA5742 FN 06/45 FIXED 6 6.00% 06/01/2045	FNMA.POOL.MA5742.FN.06.45.FIXED.6.6.00..06.01.2045	0.01%
FED HM LN PC POOL U99027 FG 11/42 FIXED 4 4.00% 11/01/2042	FED.HM.LN.PC.POOL.U99027.FG.11.42.FIXED.4.4.00..11.01.2042	0.01%
FNMA POOL FS0406 FN 02/47 FIXED VAR 3.00% 02/01/2047	FNMA.POOL.FS0406.FN.02.47.FIXED.VAR.3.00..02.01.2047	0.01%
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR5 A3A2 4.42% 10/25/2046	GREENPOINT.MORTGAGE.FUNDING.TR.GPMF.2006.AR5.A3A2.4.42..10.25.2046	0.01%
GNMA II POOL MA5018 G2 02/48 FIXED 3 3.00% 02/20/2048	GNMA.II.POOL.MA5018.G2.02.48.FIXED.3.3.00..02.20.2048	0.01%
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 4.42% 11/25/2046	INDYMAC.INDX.MORTGAGE.LOAN.TRU.INDX.2006.AR14.1A3A.4.42..11.25.2046	0.01%
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 4.42% 03/25/2036	MASTR.ALTERNATIVE.LOANS.TRUST.MALT.2006.2.2A1.4.42..03.25.2036	0.01%
GNMA II POOL MA5653 G2 12/48 FIXED 5 5.00% 12/20/2048	GNMA.II.POOL.MA5653.G2.12.48.FIXED.5.5.00..12.20.2048	0.01%
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 4.44% 05/25/2035	COUNTRYWIDE.ALTERNATIVE.LOAN.T.CWALT.2005.14.2A1.4.44..05.25.2035	0.01%
FREDDIE MAC FHR 4462 KG 2.50% 01/15/2045	FREDDIE.MAC.FHR.4462.KG.2.50..01.15.2045	0.01%
FNMA POOL BS7386 FN 12/29 FIXED 4.77 4.77% 12/01/2029	FNMA.POOL.BS7386.FN.12.29.FIXED.4.77.4.77..12.01.2029	0.01%
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A 6.50% 06/25/2054	CITIGROUP.MORTGAGE.LOAN.TRUST.CMLTI.2024.INV2.A3B.144A.6.50..06.25.2054	0.01%
FNMA POOL AW9166 FN 07/34 FIXED 4 4.00% 07/01/2034	FNMA.POOL.AW9166.FN.07.34.FIXED.4.4.00..07.01.2034	0.01%
FNMA POOL MA3060 FN 07/32 FIXED 3 3.00% 07/01/2032	FNMA.POOL.MA3060.FN.07.32.FIXED.3.3.00..07.01.2032	0.01%
GNMA II POOL MA5764 G2 02/49 FIXED 4.5 4.50% 02/20/2049	GNMA.II.POOL.MA5764.G2.02.49.FIXED.4.5.4.50..02.20.2049	0.01%
FNMA POOL BJ3862 FN 01/38 FIXED 3 3.00% 01/01/2038	FNMA.POOL.BJ3862.FN.01.38.FIXED.3.3.00..01.01.2038	0.01%
GNMA II POOL CM2479 G2 08/47 FIXED 3 3.00% 08/20/2047	GNMA.II.POOL.CM2479.G2.08.47.FIXED.3.3.00..08.20.2047	0.01%
FANNIE MAE FNR 2021 3 TI 2.50% 02/25/2051	FANNIE.MAE.FNR.2021.3.TI.2.50..02.25.2051	0.01%
FED HM LN PC POOL RA9862 FR 09/53 FIXED 6.5 6.50% 09/01/2053	FED.HM.LN.PC.POOL.RA9862.FR.09.53.FIXED.6.5.6.50..09.01.2053	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 88 PZ 4.50% 06/20/2043	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.88.PZ.4.50..06.20.2043	0.01%
RFR USD SOFR/3.75000 12/18/24-5Y CME 12/18/2029	RFR.USD.SOFR.3.75000.12.18.24.5Y.CME.12.18.2029	0.01%
GNMA II POOL 005261 G2 12/41 FIXED 5 5.00% 12/20/2041	GNMA.II.POOL.005261.G2.12.41.FIXED.5.5.00..12.20.2041	0.01%
FED HM LN PC POOL QG8338 FR 08/53 FIXED 5 5.00% 08/01/2053	FED.HM.LN.PC.POOL.QG8338.FR.08.53.FIXED.5.5.00..08.01.2053	0.01%
FNMA POOL 847959 FN 02/36 FLOATING VAR 5.05% 02/01/2036	FNMA.POOL.847959.FN.02.36.FLOATING.VAR.5.05..02.01.2036	0.01%
FNMA POOL BX4147 FN 12/52 FIXED 6 6.00% 12/01/2052	FNMA.POOL.BX4147.FN.12.52.FIXED.6.6.00..12.01.2052	0.01%
FNMA POOL BM5989 FN 11/48 FLOATING VAR 6.10% 11/01/2048	FNMA.POOL.BM5989.FN.11.48.FLOATING.VAR.6.10..11.01.2048	0.01%
FANNIE MAE FNR 2020 54 WF 4.19% 08/25/2050	FANNIE.MAE.FNR.2020.54.WF.4.19..08.25.2050	0.01%
FED HM LN PC POOL WN2384 FR 06/30 FIXED 4.4 4.40% 06/01/2030	FED.HM.LN.PC.POOL.WN2384.FR.06.30.FIXED.4.4.4.40..06.01.2030	0.01%
FED HM LN PC POOL QO3373 FR 03/40 FIXED 5.5 5.50% 03/01/2040	FED.HM.LN.PC.POOL.QO3373.FR.03.40.FIXED.5.5.5.50..03.01.2040	0.01%
31750TJ46 PIMCO CDSOPT PUT USD 98.01562500 202 10/06/2026	31750TJ46.PIMCO.CDSOPT.PUT.USD.98.01562500.202.10.06.2026	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H06 FD 4.49% 01/20/2069	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2019.H06.FD.4.49..01.20.2069	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FJ 4.45% 11/20/2065	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.H29.FJ.4.45..11.20.2065	0.01%
FNMA POOL MA3188 FN 11/32 FIXED 3 3.00% 11/01/2032	FNMA.POOL.MA3188.FN.11.32.FIXED.3.3.00..11.01.2032	0.01%
FANNIE MAE FNR 2015 81 NZ 3.00% 07/25/2045	FANNIE.MAE.FNR.2015.81.NZ.3.00..07.25.2045	0.01%
FANNIE MAE FNR 2011 18 ZK 4.00% 03/25/2041	FANNIE.MAE.FNR.2011.18.ZK.4.00..03.25.2041	0.01%
FED HM LN PC POOL SD7571 FR 06/54 FIXED 6.5 6.50% 06/01/2054	FED.HM.LN.PC.POOL.SD7571.FR.06.54.FIXED.6.5.6.50..06.01.2054	0.01%
FANNIEMAE ACES FNA 2016 M11 AL 2.94% 07/25/2039	FANNIEMAE.ACES.FNA.2016.M11.AL.2.94..07.25.2039	0.01%
FNMA POOL AS4009 FN 12/39 FIXED 3.5 3.50% 12/01/2039	FNMA.POOL.AS4009.FN.12.39.FIXED.3.5.3.50..12.01.2039	0.01%
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A 3.00% 09/25/2045	FREDDIE.MAC.WHOLE.LOAN.SECURIT.FWLS.2015.SC02.1A.3.00..09.25.2045	0.01%
FREDDIE MAC FHR 4091 VS 0.62% 11/15/2040	FREDDIE.MAC.FHR.4091.VS.0.62..11.15.2040	0.01%
FANNIEMAE STRIP FNS 406 17 5.50% 12/25/2040	FANNIEMAE.STRIP.FNS.406.17.5.50..12.25.2040	0.01%
FNMA POOL BE7840 FN 02/47 FIXED 4 4.00% 02/01/2047	FNMA.POOL.BE7840.FN.02.47.FIXED.4.4.00..02.01.2047	0.01%
FNMA POOL AK2411 FN 02/42 FIXED 4 4.00% 02/01/2042	FNMA.POOL.AK2411.FN.02.42.FIXED.4.4.00..02.01.2042	0.01%
FREDDIE MAC FHR 4255 SN 2.24% 05/15/2035	FREDDIE.MAC.FHR.4255.SN.2.24..05.15.2035	0.01%
FNMA POOL BY8301 FN 08/53 FIXED 5 5.00% 08/01/2053	FNMA.POOL.BY8301.FN.08.53.FIXED.5.5.00..08.01.2053	0.01%
GNMA POOL AZ1638 GN 02/47 FIXED 4 4.00% 02/15/2047	GNMA.POOL.AZ1638.GN.02.47.FIXED.4.4.00..02.15.2047	0.01%
GNMA II POOL MA5597 G2 11/48 FIXED 5 5.00% 11/20/2048	GNMA.II.POOL.MA5597.G2.11.48.FIXED.5.5.00..11.20.2048	0.01%
FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 4.00% 01/01/2048	FED.HM.LN.PC.POOL.Q53756.FG.01.48.FIXED.4.4.00..01.01.2048	0.01%
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A 5.02% 05/25/2058	TOWD.POINT.MORTGAGE.TRUST.TPMT.2019.HY2.A1.144A.5.02..05.25.2058	0.01%
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA1 2A 4.42% 12/25/2046	WASHINGTON.MUTUAL.MORTGAGE.PAS.WMALT.2007.OA1.2A.4.42..12.25.2046	0.01%
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV 4.49% 12/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2019.H01.FV.4.49..12.20.2068	0.01%
GNMA II POOL CM8603 G2 04/47 FIXED 3 3.00% 04/20/2047	GNMA.II.POOL.CM8603.G2.04.47.FIXED.3.3.00..04.20.2047	0.01%
FED HM LN PC POOL G05122 FG 01/39 FIXED 5.5 5.50% 01/01/2039	FED.HM.LN.PC.POOL.G05122.FG.01.39.FIXED.5.5.5.50..01.01.2039	0.01%
FNMA POOL AC4389 FN 07/39 FIXED 4 4.00% 07/01/2039	FNMA.POOL.AC4389.FN.07.39.FIXED.4.4.00..07.01.2039	0.01%
FANNIEMAE STRIP FNS 384 21 6.00% 09/25/2037	FANNIEMAE.STRIP.FNS.384.21.6.00..09.25.2037	0.01%
FED HM LN PC POOL A85470 FG 04/39 FIXED 4.5 4.50% 04/01/2039	FED.HM.LN.PC.POOL.A85470.FG.04.39.FIXED.4.5.4.50..04.01.2039	0.01%
FNMA POOL BM4645 FN 10/38 FIXED VAR 3.00% 10/01/2038	FNMA.POOL.BM4645.FN.10.38.FIXED.VAR.3.00..10.01.2038	0.01%
FED HM LN PC POOL G03911 FG 02/38 FIXED 6 6.00% 02/01/2038	FED.HM.LN.PC.POOL.G03911.FG.02.38.FIXED.6.6.00..02.01.2038	0%
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A 4.42% 12/25/2046	RESIDENTIAL.ACCREDIT.LOANS..IN.RALI.2006.QO9.1A3A.4.42..12.25.2046	0%
GNMA II POOL MA1227 G2 08/43 FIXED 5 5.00% 08/20/2043	GNMA.II.POOL.MA1227.G2.08.43.FIXED.5.5.00..08.20.2043	0%
FANNIE MAE FNR 2012 3 PE 4.00% 02/25/2042	FANNIE.MAE.FNR.2012.3.PE.4.00..02.25.2042	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 SA 4.29% 10/20/2062	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2012.H29.SA.4.29..10.20.2062	0%
FNMA POOL AX2488 FN 10/44 FIXED 4 4.00% 10/01/2044	FNMA.POOL.AX2488.FN.10.44.FIXED.4.4.00..10.01.2044	0%
GNMA II POOL BB9690 G2 09/47 FIXED 3.5 3.50% 09/20/2047	GNMA.II.POOL.BB9690.G2.09.47.FIXED.3.5.3.50..09.20.2047	0%
FREDDIE MAC FHR 4588 PI 4.00% 09/15/2045	FREDDIE.MAC.FHR.4588.PI.4.00..09.15.2045	0%
FNMA POOL BH4379 FN 05/47 FIXED 4 4.00% 05/01/2047	FNMA.POOL.BH4379.FN.05.47.FIXED.4.4.00..05.01.2047	0%
FNMA POOL BJ4616 FN 02/48 FIXED 4 4.00% 02/01/2048	FNMA.POOL.BJ4616.FN.02.48.FIXED.4.4.00..02.01.2048	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 126 GS 0.47% 09/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.126.GS.0.47..09.20.2045	0%
FNMA POOL 668910 FN 10/32 FLOATING VAR 6.51% 10/01/2032	FNMA.POOL.668910.FN.10.32.FLOATING.VAR.6.51..10.01.2032	0%
FED HM LN PC POOL G08525 FG 05/43 FIXED 3 3.00% 05/01/2043	FED.HM.LN.PC.POOL.G08525.FG.05.43.FIXED.3.3.00..05.01.2043	0%
GNMA II POOL 784433 G2 02/48 FIXED 3.5 3.50% 02/20/2048	GNMA.II.POOL.784433.G2.02.48.FIXED.3.5.3.50..02.20.2048	0%
FNMA POOL AL4287 FN 11/40 FIXED VAR 6.00% 11/01/2040	FNMA.POOL.AL4287.FN.11.40.FIXED.VAR.6.00..11.01.2040	0%
FANNIEMAE STRIP FNS 406 22 6.00% 11/25/2040	FANNIEMAE.STRIP.FNS.406.22.6.00..11.25.2040	0%
FANNIEMAE ACES FNA 2020 M33 X2 2.35% 01/25/2031	FANNIEMAE.ACES.FNA.2020.M33.X2.2.35..01.25.2031	0%
31750TAD5 PIMCO CDSOPT CALL USD 96.18750000 20 10/06/2026	31750TAD5.PIMCO.CDSOPT.CALL.USD.96.18750000.20.10.06.2026	0%
31750TGB3 PIMCO CDSOPT CALL USD 95.14062500 20 11/05/2026	31750TGB3.PIMCO.CDSOPT.CALL.USD.95.14062500.20.11.05.2026	0%
31750TQH9 PIMCO CDSOPT CALL USD 93.58593750 20 11/05/2026	31750TQH9.PIMCO.CDSOPT.CALL.USD.93.58593750.20.11.05.2026	0%
FREDDIE MAC FHR 3514 ZQ 6.50% 03/15/2029	FREDDIE.MAC.FHR.3514.ZQ.6.50..03.15.2029	0%
GSAA HOME EQUITY TRUST GSAA 2007 4 A3A 4.62% 03/25/2037	GSAA.HOME.EQUITY.TRUST.GSAA.2007.4.A3A.4.62..03.25.2037	0%
GNMA II POOL MA1447 G2 11/43 FIXED 3 3.00% 11/20/2043	GNMA.II.POOL.MA1447.G2.11.43.FIXED.3.3.00..11.20.2043	0%
FED HM LN PC POOL G18663 FG 10/32 FIXED 3 3.00% 10/01/2032	FED.HM.LN.PC.POOL.G18663.FG.10.32.FIXED.3.3.00..10.01.2032	0%
FED HM LN PC POOL ZN2458 FR 12/33 FIXED 3.5 3.50% 12/01/2033	FED.HM.LN.PC.POOL.ZN2458.FR.12.33.FIXED.3.5.3.50..12.01.2033	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 159 TE 1.21% 08/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.159.TE.1.21..08.20.2045	0%
GNMA POOL AZ8592 GN 04/47 FIXED 4 4.00% 04/15/2047	GNMA.POOL.AZ8592.GN.04.47.FIXED.4.4.00..04.15.2047	0%
FNMA POOL BM3638 FN 08/44 FIXED VAR 4.00% 08/01/2044	FNMA.POOL.BM3638.FN.08.44.FIXED.VAR.4.00..08.01.2044	0%
FED HM LN PC POOL U91696 FG 07/43 FIXED 4 4.00% 07/01/2043	FED.HM.LN.PC.POOL.U91696.FG.07.43.FIXED.4.4.00..07.01.2043	0%
31750T9Q8 PIMCO CDSOPT CALL USD 95.53125000 20 10/06/2026	31750T9Q8.PIMCO.CDSOPT.CALL.USD.95.53125000.20.10.06.2026	0%
FNMA POOL 735643 FN 08/42 FLOATING VAR 4.91% 08/01/2042	FNMA.POOL.735643.FN.08.42.FLOATING.VAR.4.91..08.01.2042	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK 4.77% 03/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H07.FK.4.77..03.20.2066	0%
FNMA POOL AE4350 FN 10/40 FIXED 4 4.00% 10/01/2040	FNMA.POOL.AE4350.FN.10.40.FIXED.4.4.00..10.01.2040	0%
GNMA II POOL 784445 G2 02/48 FIXED 3.5 3.50% 02/20/2048	GNMA.II.POOL.784445.G2.02.48.FIXED.3.5.3.50..02.20.2048	0%
FED HM LN PC POOL G18652 FG 07/32 FIXED 3 3.00% 07/01/2032	FED.HM.LN.PC.POOL.G18652.FG.07.32.FIXED.3.3.00..07.01.2032	0%
GNMA POOL BC1138 GN 08/47 FIXED 4 4.00% 08/15/2047	GNMA.POOL.BC1138.GN.08.47.FIXED.4.4.00..08.15.2047	0%
RFR USD SOFR/4.23000 09/09/26-7Y LCH 09/09/2033	RFR.USD.SOFR.4.23000.09.09.26.7Y.LCH.09.09.2033	0%
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 4.72% 01/20/2047	BANC.OF.AMERICA.FUNDING.CORPOR.BAFC.2006.J.4A1.4.72..01.20.2047	0%
FNMA POOL 735642 FN 08/42 FLOATING VAR 4.91% 08/01/2042	FNMA.POOL.735642.FN.08.42.FLOATING.VAR.4.91..08.01.2042	0%
FNMA POOL AW6683 FN 06/44 FIXED 4 4.00% 06/01/2044	FNMA.POOL.AW6683.FN.06.44.FIXED.4.4.00..06.01.2044	0%
FREDDIE MAC FHR 4150 SB 2.44% 01/15/2043	FREDDIE.MAC.FHR.4150.SB.2.44..01.15.2043	0%
FED HM LN PC POOL G06872 FG 09/39 FIXED 5.5 5.50% 09/01/2039	FED.HM.LN.PC.POOL.G06872.FG.09.39.FIXED.5.5.5.50..09.01.2039	0%
FED HM LN PC POOL 1Q0184 FH 11/36 FLOATING VAR 6.33% 11/01/2036	FED.HM.LN.PC.POOL.1Q0184.FH.11.36.FLOATING.VAR.6.33..11.01.2036	0%
GNMA POOL 783579 GN 05/42 FIXED 3.5 3.50% 05/15/2042	GNMA.POOL.783579.GN.05.42.FIXED.3.5.3.50..05.15.2042	0%
FANNIE MAE FNR 2013 47 MS 0.36% 04/25/2043	FANNIE.MAE.FNR.2013.47.MS.0.36..04.25.2043	0%
GNMA POOL 626938 GN 04/45 FIXED 4 4.00% 04/15/2045	GNMA.POOL.626938.GN.04.45.FIXED.4.4.00..04.15.2045	0%
FED HM LN PC POOL QG2194 FR 04/53 FIXED 6 6.00% 04/01/2053	FED.HM.LN.PC.POOL.QG2194.FR.04.53.FIXED.6.6.00..04.01.2053	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2006 69 PO 12/20/2036	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2006.69.PO.12.20.2036	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF 4.57% 09/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H21.AF.4.57..09.20.2066	0%
FED HM LN PC POOL A95501 FG 12/40 FIXED 5 5.00% 12/01/2040	FED.HM.LN.PC.POOL.A95501.FG.12.40.FIXED.5.5.00..12.01.2040	0%
FNMA POOL AX7940 FN 01/45 FIXED 4 4.00% 01/01/2045	FNMA.POOL.AX7940.FN.01.45.FIXED.4.4.00..01.01.2045	0%
GNMA II POOL CM4724 G2 01/48 FIXED 3 3.00% 01/20/2048	GNMA.II.POOL.CM4724.G2.01.48.FIXED.3.3.00..01.20.2048	0%
GNMA II POOL MA5711 G2 01/49 FIXED 4.5 4.50% 01/20/2049	GNMA.II.POOL.MA5711.G2.01.49.FIXED.4.5.4.50..01.20.2049	0%
FNMA POOL 775852 FN 03/44 FLOATING VAR 4.91% 03/01/2044	FNMA.POOL.775852.FN.03.44.FLOATING.VAR.4.91..03.01.2044	0%
FED HM LN PC POOL 781923 FH 09/34 FLOATING VAR 6.19% 09/01/2034	FED.HM.LN.PC.POOL.781923.FH.09.34.FLOATING.VAR.6.19..09.01.2034	0%
31750T7T4 PIMCO CDSOPT CALL USD 96.50000000 20 10/06/2026	31750T7T4.PIMCO.CDSOPT.CALL.USD.96.50000000.20.10.06.2026	0%
FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 4.90% 02/25/2045	FHLMC.STRUCTURED.PASS.THROUGH.FSPC.T.63.1A1.4.90..02.25.2045	0%
FNMA POOL MA2950 FN 12/46 FIXED 2.5 2.50% 12/01/2046	FNMA.POOL.MA2950.FN.12.46.FIXED.2.5.2.50..12.01.2046	0%
FNMA POOL DE4018 FN 07/55 FIXED 5.5 5.50% 07/01/2055	FNMA.POOL.DE4018.FN.07.55.FIXED.5.5.5.50..07.01.2055	0%
GNMA II POOL MA2151 G2 08/44 FIXED 5 5.00% 08/20/2044	GNMA.II.POOL.MA2151.G2.08.44.FIXED.5.5.00..08.20.2044	0%
FANNIE MAE FNR 2009 88 WZ 4.50% 11/25/2039	FANNIE.MAE.FNR.2009.88.WZ.4.50..11.25.2039	0%
GNMA POOL 521288 GN 04/35 FIXED 5 5.00% 04/15/2035	GNMA.POOL.521288.GN.04.35.FIXED.5.5.00..04.15.2035	0%
FED HM LN PC POOL Q25853 FG 04/44 FIXED 4.5 4.50% 04/01/2044	FED.HM.LN.PC.POOL.Q25853.FG.04.44.FIXED.4.5.4.50..04.01.2044	0%
FNMA POOL BH9315 FN 09/47 FIXED 3.5 3.50% 09/01/2047	FNMA.POOL.BH9315.FN.09.47.FIXED.3.5.3.50..09.01.2047	0%
FREDDIE MAC FHR 5034 MI 2.00% 11/25/2050	FREDDIE.MAC.FHR.5034.MI.2.00..11.25.2050	0%
FED HM LN PC POOL G05132 FG 12/38 FIXED 5 5.00% 12/01/2038	FED.HM.LN.PC.POOL.G05132.FG.12.38.FIXED.5.5.00..12.01.2038	0%
US DOLLAR	US.DOLLAR	0%
GNMA II POOL MB0310 G2 04/55 FIXED 6.5 6.50% 04/20/2055	GNMA.II.POOL.MB0310.G2.04.55.FIXED.6.5.6.50..04.20.2055	0%
FNMA POOL AS2580 FN 06/29 FIXED 3 3.00% 06/01/2029	FNMA.POOL.AS2580.FN.06.29.FIXED.3.3.00..06.01.2029	0%
FED HM LN PC POOL Q25852 FG 04/44 FIXED 4.5 4.50% 04/01/2044	FED.HM.LN.PC.POOL.Q25852.FG.04.44.FIXED.4.5.4.50..04.01.2044	0%
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A 4.30% 04/25/2047	COUNTRYWIDE.ASSET.BACKED.CERTI.CWL.2006.20.1A.4.30..04.25.2047	0%
FED HM LN PC POOL A74896 FG 03/38 FIXED 5 5.00% 03/01/2038	FED.HM.LN.PC.POOL.A74896.FG.03.38.FIXED.5.5.00..03.01.2038	0%
FED HM LN PC POOL RD5261 FR 09/35 FIXED 5.5 5.50% 09/01/2035	FED.HM.LN.PC.POOL.RD5261.FR.09.35.FIXED.5.5.5.50..09.01.2035	0%
FNMA POOL MA3465 FN 09/38 FIXED 4 4.00% 09/01/2038	FNMA.POOL.MA3465.FN.09.38.FIXED.4.4.00..09.01.2038	0%
31750TAM5 PIMCO CDSOPT CALL USD 93.57812500 20 10/06/2026	31750TAM5.PIMCO.CDSOPT.CALL.USD.93.57812500.20.10.06.2026	0%
FNMA POOL BN1152 FN 11/48 FIXED 4.5 4.50% 11/01/2048	FNMA.POOL.BN1152.FN.11.48.FIXED.4.5.4.50..11.01.2048	0%
FED HM LN PC POOL Q53034 FG 12/47 FIXED 3.5 3.50% 12/01/2047	FED.HM.LN.PC.POOL.Q53034.FG.12.47.FIXED.3.5.3.50..12.01.2047	0%
GNMA II POOL MA1372 G2 03/43 FIXED 2 2.00% 03/20/2043	GNMA.II.POOL.MA1372.G2.03.43.FIXED.2.2.00..03.20.2043	0%
FNMA POOL AL2059 FN 06/42 FIXED VAR 4.00% 06/01/2042	FNMA.POOL.AL2059.FN.06.42.FIXED.VAR.4.00..06.01.2042	0%
FED HM LN PC POOL Q34007 FG 06/45 FIXED 3 3.00% 06/01/2045	FED.HM.LN.PC.POOL.Q34007.FG.06.45.FIXED.3.3.00..06.01.2045	0%
GNMA POOL 683380 GN 01/38 FIXED 6.5 6.50% 01/15/2038	GNMA.POOL.683380.GN.01.38.FIXED.6.5.6.50..01.15.2038	0%
FNMA POOL MA2997 FN 05/32 FIXED 3 3.00% 05/01/2032	FNMA.POOL.MA2997.FN.05.32.FIXED.3.3.00..05.01.2032	0%
FANNIE MAE FNR 2015 73 ES 0.56% 10/25/2045	FANNIE.MAE.FNR.2015.73.ES.0.56..10.25.2045	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 84 IB 4.00% 06/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.84.IB.4.00..06.20.2045	0%
GNMA POOL BA7886 GN 05/47 FIXED 4 4.00% 05/15/2047	GNMA.POOL.BA7886.GN.05.47.FIXED.4.4.00..05.15.2047	0%
FNMA POOL BM4521 FN 08/38 FIXED VAR 4.00% 08/01/2038	FNMA.POOL.BM4521.FN.08.38.FIXED.VAR.4.00..08.01.2038	0%
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 4.20% 08/25/2035	RESIDENTIAL.ACCREDIT.LOANS..IN.RALI.2005.QA9.NB21.4.20..08.25.2035	0%
FNMA POOL MA4766 FN 09/42 FIXED 4.5 4.50% 09/01/2042	FNMA.POOL.MA4766.FN.09.42.FIXED.4.5.4.50..09.01.2042	0%
FED HM LN PC POOL RB5173 FR 08/42 FIXED 3 3.00% 08/01/2042	FED.HM.LN.PC.POOL.RB5173.FR.08.42.FIXED.3.3.00..08.01.2042	0%
FNMA POOL AD0586 FN 12/39 FIXED VAR 4.50% 12/01/2039	FNMA.POOL.AD0586.FN.12.39.FIXED.VAR.4.50..12.01.2039	0%
31750TKG7 PIMCO CDSOPT CALL USD 95.12500000 20 11/05/2026	31750TKG7.PIMCO.CDSOPT.CALL.USD.95.12500000.20.11.05.2026	0%
31750TE17 PIMCO CDSOPT CALL USD 96.15625000 20 11/05/2026	31750TE17.PIMCO.CDSOPT.CALL.USD.96.15625000.20.11.05.2026	0%
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 4.56% 05/25/2046	RESIDENTIAL.ACCREDIT.LOANS..IN.RALI.2006.QO5.3A4.4.56..05.25.2046	0%
GNMA II POOL 675733 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.675733.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
FED HM LN PC POOL G08789 FG 11/47 FIXED 4 4.00% 11/01/2047	FED.HM.LN.PC.POOL.G08789.FG.11.47.FIXED.4.4.00..11.01.2047	0%
GNMA II POOL MA5193 G2 05/48 FIXED 4.5 4.50% 05/20/2048	GNMA.II.POOL.MA5193.G2.05.48.FIXED.4.5.4.50..05.20.2048	0%
FNMA POOL AL7183 FN 01/36 FLOATING VAR 5.91% 01/01/2036	FNMA.POOL.AL7183.FN.01.36.FLOATING.VAR.5.91..01.01.2036	0%
FED HM LN PC POOL Q13410 FG 12/42 FIXED 3 3.00% 12/01/2042	FED.HM.LN.PC.POOL.Q13410.FG.12.42.FIXED.3.3.00..12.01.2042	0%
MFRA TRUST MFRA 2020 NQM2 A1 144A 1.38% 04/25/2065	MFRA.TRUST.MFRA.2020.NQM2.A1.144A.1.38..04.25.2065	0%
317UCNTA6 PIMCO SWAPTION 4.75 PUT USD 20261102 11/02/2026	317UCNTA6.PIMCO.SWAPTION.4.75.PUT.USD.20261102.11.02.2026	0%
FNMA POOL MA3090 FN 08/32 FIXED 3 3.00% 08/01/2032	FNMA.POOL.MA3090.FN.08.32.FIXED.3.3.00..08.01.2032	0%
FED HM LN PC POOL G01818 FG 05/35 FIXED 5 5.00% 05/01/2035	FED.HM.LN.PC.POOL.G01818.FG.05.35.FIXED.5.5.00..05.01.2035	0%
FNMA POOL AE9251 FN 11/40 FIXED 4 4.00% 11/01/2040	FNMA.POOL.AE9251.FN.11.40.FIXED.4.4.00..11.01.2040	0%
FNMA POOL AS4556 FN 03/40 FIXED 3.5 3.50% 03/01/2040	FNMA.POOL.AS4556.FN.03.40.FIXED.3.5.3.50..03.01.2040	0%
FREDDIEMAC STRIP FHS 330 F4 4.09% 10/15/2037	FREDDIEMAC.STRIP.FHS.330.F4.4.09..10.15.2037	0%
31750TEB5 PIMCO CDSOPT CALL USD 96.58593750 20 11/05/2026	31750TEB5.PIMCO.CDSOPT.CALL.USD.96.58593750.20.11.05.2026	0%
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A 4.42% 06/25/2046	INDYMAC.INDX.MORTGAGE.LOAN.TRU.INDX.2006.AR6.2A1A.4.42..06.25.2046	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2005 58 MZ 5.50% 08/20/2035	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2005.58.MZ.5.50..08.20.2035	0%
GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 4.54% 08/25/2046	GSR.MORTGAGE.LOAN.TRUST.GSR.2006.OA1.2A2.4.54..08.25.2046	0%
FED HM LN PC POOL G61254 FG 01/48 FIXED 4 4.00% 01/01/2048	FED.HM.LN.PC.POOL.G61254.FG.01.48.FIXED.4.4.00..01.01.2048	0%
FED HM LN PC POOL G08035 FG 01/35 FIXED 5 5.00% 01/01/2035	FED.HM.LN.PC.POOL.G08035.FG.01.35.FIXED.5.5.00..01.01.2035	0%
31750TK36 PIMCO CDSOPT CALL USD 92.20312500 20 10/06/2026	31750TK36.PIMCO.CDSOPT.CALL.USD.92.20312500.20.10.06.2026	0%
FANNIEMAE STRIP FNS 384 19 5.50% 05/25/2036	FANNIEMAE.STRIP.FNS.384.19.5.50..05.25.2036	0%
GNMA POOL BC1102 GN 07/47 FIXED 4 4.00% 07/15/2047	GNMA.POOL.BC1102.GN.07.47.FIXED.4.4.00..07.15.2047	0%
FED HM LN PC POOL 1B2432 FH 09/35 FLOATING VAR 6.15% 09/01/2035	FED.HM.LN.PC.POOL.1B2432.FH.09.35.FLOATING.VAR.6.15..09.01.2035	0%
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A2 4.56% 04/25/2036	GREENPOINT.MORTGAGE.FUNDING.TR.GPMF.2006.AR3.4A2.4.56..04.25.2036	0%
GNMA II POOL BB8812 G2 04/48 FIXED 4 4.00% 04/20/2048	GNMA.II.POOL.BB8812.G2.04.48.FIXED.4.4.00..04.20.2048	0%
FNMA POOL BH5368 FN 08/47 FIXED 3.5 3.50% 08/01/2047	FNMA.POOL.BH5368.FN.08.47.FIXED.3.5.3.50..08.01.2047	0%
FED HM LN PC POOL G04503 FG 11/35 FIXED 5.5 5.50% 11/01/2035	FED.HM.LN.PC.POOL.G04503.FG.11.35.FIXED.5.5.5.50..11.01.2035	0%
JP MORGAN MORTGAGE TRUST JPMMT 2019 5 A11 144A 4.92% 11/25/2049	JP.MORGAN.MORTGAGE.TRUST.JPMMT.2019.5.A11.144A.4.92..11.25.2049	0%
FANNIEMAE STRIP FNS 382 12 6.00% 01/25/2037	FANNIEMAE.STRIP.FNS.382.12.6.00..01.25.2037	0%
FED HM LN PC POOL G18632 FG 02/32 FIXED 3 3.00% 02/01/2032	FED.HM.LN.PC.POOL.G18632.FG.02.32.FIXED.3.3.00..02.01.2032	0%
GNMA POOL 429790 GN 12/33 FIXED 6.5 6.50% 12/15/2033	GNMA.POOL.429790.GN.12.33.FIXED.6.5.6.50..12.15.2033	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 102 AI 3.50% 05/20/2049	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2020.102.AI.3.50..05.20.2049	0%
FED HM LN PC POOL G06931 FG 08/39 FIXED 6 6.00% 08/01/2039	FED.HM.LN.PC.POOL.G06931.FG.08.39.FIXED.6.6.00..08.01.2039	0%
FNMA POOL AI8187 FN 08/41 FIXED 4.5 4.50% 08/01/2041	FNMA.POOL.AI8187.FN.08.41.FIXED.4.5.4.50..08.01.2041	0%
FNMA POOL MA2903 FN 02/32 FIXED 3 3.00% 02/01/2032	FNMA.POOL.MA2903.FN.02.32.FIXED.3.3.00..02.01.2032	0%
FED HM LN PC POOL A64440 FG 08/37 FIXED 6 6.00% 08/01/2037	FED.HM.LN.PC.POOL.A64440.FG.08.37.FIXED.6.6.00..08.01.2037	0%
FNMA POOL MA2931 FN 03/32 FIXED 3 3.00% 03/01/2032	FNMA.POOL.MA2931.FN.03.32.FIXED.3.3.00..03.01.2032	0%
31750TAR4 PIMCO CDSOPT CALL USD 92.62500000 20 10/06/2026	31750TAR4.PIMCO.CDSOPT.CALL.USD.92.62500000.20.10.06.2026	0%
FREDDIEMAC STRIP FHS 345 C13 3.50% 08/15/2045	FREDDIEMAC.STRIP.FHS.345.C13.3.50..08.15.2045	0%
31750TAQ6 PIMCO CDSOPT CALL USD 92.57031250 20 10/06/2026	31750TAQ6.PIMCO.CDSOPT.CALL.USD.92.57031250.20.10.06.2026	0%
FNMA POOL MA4695 FN 07/42 FIXED 3 3.00% 07/01/2042	FNMA.POOL.MA4695.FN.07.42.FIXED.3.3.00..07.01.2042	0%
FNMA POOL BK8736 FN 01/49 FIXED 4.5 4.50% 01/01/2049	FNMA.POOL.BK8736.FN.01.49.FIXED.4.5.4.50..01.01.2049	0%
FED HM LN PC POOL G07203 FG 06/41 FIXED 4.5 4.50% 06/01/2041	FED.HM.LN.PC.POOL.G07203.FG.06.41.FIXED.4.5.4.50..06.01.2041	0%
FNMA POOL 256771 FN 06/37 FIXED 6.5 6.50% 06/01/2037	FNMA.POOL.256771.FN.06.37.FIXED.6.5.6.50..06.01.2037	0%
FNMA POOL 879522 FN 03/36 FIXED 6 6.00% 03/01/2036	FNMA.POOL.879522.FN.03.36.FIXED.6.6.00..03.01.2036	0%
FNMA POOL FS1910 FN 01/44 FIXED VAR 3.50% 01/01/2044	FNMA.POOL.FS1910.FN.01.44.FIXED.VAR.3.50..01.01.2044	0%
317UD88A1 PIMCO SWAPTION 4.437 PUT USD 2026100 10/09/2026	317UD88A1.PIMCO.SWAPTION.4.437.PUT.USD.2026100.10.09.2026	0%
EMC MORTGAGE LOAN TRUST EMCM 2003 A A2 144A 5.52% 08/25/2040	EMC.MORTGAGE.LOAN.TRUST.EMCM.2003.A.A2.144A.5.52..08.25.2040	0%
FED HM LN PC POOL A69945 FG 12/37 FIXED 5.5 5.50% 12/01/2037	FED.HM.LN.PC.POOL.A69945.FG.12.37.FIXED.5.5.5.50..12.01.2037	0%
FED HM LN PC POOL G03268 FG 09/37 FIXED 6 6.00% 09/01/2037	FED.HM.LN.PC.POOL.G03268.FG.09.37.FIXED.6.6.00..09.01.2037	0%
FED HM LN PC POOL C04444 FG 01/43 FIXED 3 3.00% 01/01/2043	FED.HM.LN.PC.POOL.C04444.FG.01.43.FIXED.3.3.00..01.01.2043	0%
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A 4.82% 08/25/2035	CITIGROUP.MORTGAGE.LOAN.TRUST.CMLTI.2005.12.2A1.144A.4.82..08.25.2035	0%
FNMA POOL AB9931 FN 07/28 FIXED 2.5 2.50% 07/01/2028	FNMA.POOL.AB9931.FN.07.28.FIXED.2.5.2.50..07.01.2028	0%
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A3 4.52% 10/25/2046	COUNTRYWIDE.ALTERNATIVE.LOAN.T.CWALT.2006.OA16.A3.4.52..10.25.2046	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H20 FB 4.77% 08/20/2063	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.H20.FB.4.77..08.20.2063	0%
GNMA II POOL MA1524 G2 12/43 FIXED 5 5.00% 12/20/2043	GNMA.II.POOL.MA1524.G2.12.43.FIXED.5.5.00..12.20.2043	0%
FNMA POOL AY2341 FN 06/45 FIXED 4 4.00% 06/01/2045	FNMA.POOL.AY2341.FN.06.45.FIXED.4.4.00..06.01.2045	0%
FED HM LN PC POOL SB8278 FR 01/39 FIXED 5.5 5.50% 01/01/2039	FED.HM.LN.PC.POOL.SB8278.FR.01.39.FIXED.5.5.5.50..01.01.2039	0%
31750T9M7 PIMCO CDSOPT CALL USD 101.59375000 2 10/06/2026	31750T9M7.PIMCO.CDSOPT.CALL.USD.101.59375000.2.10.06.2026	0%
FNMA POOL 946065 FN 09/37 FIXED 6.5 6.50% 09/01/2037	FNMA.POOL.946065.FN.09.37.FIXED.6.5.6.50..09.01.2037	0%
FED HM LN PC POOL G08341 FG 04/39 FIXED 5 5.00% 04/01/2039	FED.HM.LN.PC.POOL.G08341.FG.04.39.FIXED.5.5.00..04.01.2039	0%
GNMA POOL 676927 GN 04/38 FIXED 5.5 5.50% 04/15/2038	GNMA.POOL.676927.GN.04.38.FIXED.5.5.5.50..04.15.2038	0%
COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4B 4.94% 09/25/2034	COUNTRYWIDE.HOME.LOANS.CWHL.2004.16.1A4B.4.94..09.25.2034	0%
31750TJ04 PIMCO CDSOPT CALL USD 96.50000000 20 10/06/2026	31750TJ04.PIMCO.CDSOPT.CALL.USD.96.50000000.20.10.06.2026	0%
FNMA POOL CA1314 FN 01/48 FIXED 4 4.00% 01/01/2048	FNMA.POOL.CA1314.FN.01.48.FIXED.4.4.00..01.01.2048	0%
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1C 5.02% 07/25/2044	WAMU.MORTGAGE.PASS.THROUGH.CER.WAMU.2004.AR10.A1C.5.02..07.25.2044	0%
31750TIX3 PIMCO CDSOPT CALL USD 101.17187500 2 11/05/2026	31750TIX3.PIMCO.CDSOPT.CALL.USD.101.17187500.2.11.05.2026	0%
FNMA POOL CA2234 FN 08/38 FIXED 4 4.00% 08/01/2038	FNMA.POOL.CA2234.FN.08.38.FIXED.4.4.00..08.01.2038	0%
GNMA POOL 678950 GN 10/37 FIXED 6.5 6.50% 10/15/2037	GNMA.POOL.678950.GN.10.37.FIXED.6.5.6.50..10.15.2037	0%
FANNIEMAE STRIP FNS 385 11 5.50% 07/25/2037	FANNIEMAE.STRIP.FNS.385.11.5.50..07.25.2037	0%
31750TQI7 PIMCO CDSOPT CALL USD 97.06250000 20 10/06/2026	31750TQI7.PIMCO.CDSOPT.CALL.USD.97.06250000.20.10.06.2026	0%
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B 4.41% 07/20/2046	COUNTRYWIDE.ALTERNATIVE.LOAN.T.CWALT.2006.OA9.2A1B.4.41..07.20.2046	0%
GNMA POOL AP0116 GN 10/45 FIXED 3 3.00% 10/15/2045	GNMA.POOL.AP0116.GN.10.45.FIXED.3.3.00..10.15.2045	0%
FNMA POOL AA1741 FN 01/39 FIXED 5.5 5.50% 01/01/2039	FNMA.POOL.AA1741.FN.01.39.FIXED.5.5.5.50..01.01.2039	0%
GNMA POOL 698386 GN 07/39 FIXED 4.5 4.50% 07/15/2039	GNMA.POOL.698386.GN.07.39.FIXED.4.5.4.50..07.15.2039	0%
31750TI21 PIMCO CDSOPT CALL USD 93.15625000 20 10/06/2026	31750TI21.PIMCO.CDSOPT.CALL.USD.93.15625000.20.10.06.2026	0%
FREDDIEMAC STRIP FHS 303 C19 3.50% 01/15/2043	FREDDIEMAC.STRIP.FHS.303.C19.3.50..01.15.2043	0%
FED HM LN PC POOL G06962 FG 05/40 FIXED 6 6.00% 05/01/2040	FED.HM.LN.PC.POOL.G06962.FG.05.40.FIXED.6.6.00..05.01.2040	0%
FNMA POOL BK1962 FN 03/48 FIXED 4 4.00% 03/01/2048	FNMA.POOL.BK1962.FN.03.48.FIXED.4.4.00..03.01.2048	0%
FNMA POOL 956913 FN 11/37 FIXED 6.5 6.50% 11/01/2037	FNMA.POOL.956913.FN.11.37.FIXED.6.5.6.50..11.01.2037	0%
GNMA POOL 782885 GN 12/39 FIXED 5.5 5.50% 12/15/2039	GNMA.POOL.782885.GN.12.39.FIXED.5.5.5.50..12.15.2039	0%
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 4.52% 03/25/2037	COUNTRYWIDE.ASSET.BACKED.CERTI.CWL.2006.19.2A3.4.52..03.25.2037	0%
FNMA POOL BM4583 FN 09/42 FIXED VAR 3.50% 09/01/2042	FNMA.POOL.BM4583.FN.09.42.FIXED.VAR.3.50..09.01.2042	0%
THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1 4.39% 10/25/2046	THORNBURG.MORTGAGE.SECURITIES.TMST.2006.5.A1.4.39..10.25.2046	0%
FREDDIE MAC FHR 4572 NI 4.00% 04/15/2046	FREDDIE.MAC.FHR.4572.NI.4.00..04.15.2046	0%
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2 4.48% 05/25/2037	RESIDENTIAL.ACCREDIT.LOANS..IN.RALI.2007.QH4.A2.4.48..05.25.2037	0%
31750TIY1 PIMCO CDSOPT CALL USD 96.48437500 20 10/06/2026	31750TIY1.PIMCO.CDSOPT.CALL.USD.96.48437500.20.10.06.2026	0%
FNMA POOL AY5650 FN 06/30 FIXED 3 3.00% 06/01/2030	FNMA.POOL.AY5650.FN.06.30.FIXED.3.3.00..06.01.2030	0%
FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 3.93% 06/25/2032	FANNIEMAE.WHOLE.LOAN.FNW.2002.W2.AV1.3.93..06.25.2032	0%
317UDAOA8 PIMCO SWAPTION 4.535 PUT USD 2026100 10/06/2026	317UDAOA8.PIMCO.SWAPTION.4.535.PUT.USD.2026100.10.06.2026	0%
GNMA II POOL MA5265 G2 06/48 FIXED 4.5 4.50% 06/20/2048	GNMA.II.POOL.MA5265.G2.06.48.FIXED.4.5.4.50..06.20.2048	0%
FNMA POOL 827783 FN 05/35 FLOATING VAR 5.61% 05/01/2035	FNMA.POOL.827783.FN.05.35.FLOATING.VAR.5.61..05.01.2035	0%
FED HM LN PC POOL G04051 FG 02/38 FIXED 6 6.00% 02/01/2038	FED.HM.LN.PC.POOL.G04051.FG.02.38.FIXED.6.6.00..02.01.2038	0%
FNMA POOL BF0102 FN 06/56 FIXED 3.5 3.50% 06/01/2056	FNMA.POOL.BF0102.FN.06.56.FIXED.3.5.3.50..06.01.2056	0%
FNMA POOL AU2890 FN 08/28 FIXED 2.5 2.50% 08/01/2028	FNMA.POOL.AU2890.FN.08.28.FIXED.2.5.2.50..08.01.2028	0%
31750TNZ2 PIMCO CDSOPT CALL USD 99.77734375 20 10/06/2026	31750TNZ2.PIMCO.CDSOPT.CALL.USD.99.77734375.20.10.06.2026	0%
FNMA POOL AL2815 FN 05/35 FLOATING VAR 6.04% 05/01/2035	FNMA.POOL.AL2815.FN.05.35.FLOATING.VAR.6.04..05.01.2035	0%
FNMA POOL 802714 FN 09/34 FLOATING VAR 6.18% 09/01/2034	FNMA.POOL.802714.FN.09.34.FLOATING.VAR.6.18..09.01.2034	0%
FNMA POOL AL7271 FN 09/41 FLOATING VAR 5.67% 09/01/2041	FNMA.POOL.AL7271.FN.09.41.FLOATING.VAR.5.67..09.01.2041	0%
FED HM LN PC POOL G08273 FG 06/38 FIXED 5.5 5.50% 06/01/2038	FED.HM.LN.PC.POOL.G08273.FG.06.38.FIXED.5.5.5.50..06.01.2038	0%
FNMA POOL AL5937 FN 10/29 FIXED VAR 3.00% 10/01/2029	FNMA.POOL.AL5937.FN.10.29.FIXED.VAR.3.00..10.01.2029	0%
FNMA POOL BF0169 FN 01/57 FIXED 3.5 3.50% 01/01/2057	FNMA.POOL.BF0169.FN.01.57.FIXED.3.5.3.50..01.01.2057	0%
31750TPB3 PIMCO CDSOPT CALL USD 96.12500000 20 12/03/2026	31750TPB3.PIMCO.CDSOPT.CALL.USD.96.12500000.20.12.03.2026	0%
FNMA POOL CB9793 FN 01/55 FIXED 5.5 5.50% 01/01/2055	FNMA.POOL.CB9793.FN.01.55.FIXED.5.5.5.50..01.01.2055	0%
317UDPHA3 PIMCO SWAPTION 4.618 PUT USD 2026110 11/05/2026	317UDPHA3.PIMCO.SWAPTION.4.618.PUT.USD.2026110.11.05.2026	0%
317UDPGA4 PIMCO SWAPTION 4.6175 PUT USD 202611 11/05/2026	317UDPGA4.PIMCO.SWAPTION.4.6175.PUT.USD.202611.11.05.2026	0%
GNMA POOL BA7937 GN 06/47 FIXED 4 4.00% 06/15/2047	GNMA.POOL.BA7937.GN.06.47.FIXED.4.4.00..06.15.2047	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE 4.92% 03/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H07.FE.4.92..03.20.2066	0%
GNMA II POOL MA4718 G2 09/47 FIXED 3 3.00% 09/20/2047	GNMA.II.POOL.MA4718.G2.09.47.FIXED.3.3.00..09.20.2047	0%
317UDO8A6 PIMCO SWAPTION 4.617 PUT USD 2026110 11/05/2026	317UDO8A6.PIMCO.SWAPTION.4.617.PUT.USD.2026110.11.05.2026	0%
FNMA POOL 810896 FN 01/35 FLOATING VAR 5.64% 01/01/2035	FNMA.POOL.810896.FN.01.35.FLOATING.VAR.5.64..01.01.2035	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 23 IP 3.50% 08/20/2042	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.23.IP.3.50..08.20.2042	0%
FNMA POOL AS3285 FN 09/39 FIXED 3.5 3.50% 09/01/2039	FNMA.POOL.AS3285.FN.09.39.FIXED.3.5.3.50..09.01.2039	0%
FNMA POOL 794277 FN 09/34 FIXED 5.5 5.50% 09/01/2034	FNMA.POOL.794277.FN.09.34.FIXED.5.5.5.50..09.01.2034	0%
FNMA POOL 944777 FN 09/37 FIXED 6.5 6.50% 09/01/2037	FNMA.POOL.944777.FN.09.37.FIXED.6.5.6.50..09.01.2037	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB 4.57% 01/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H04.FB.4.57..01.20.2066	0%
31750TNY5 PIMCO CDSOPT CALL USD 96.10937500 20 12/03/2026	31750TNY5.PIMCO.CDSOPT.CALL.USD.96.10937500.20.12.03.2026	0%
BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 4.59% 05/20/2035	BANC.OF.AMERICA.FUNDING.CORPOR.BAFC.2005.E.1A1.4.59..05.20.2035	0%
GNMA POOL AY8218 GN 01/47 FIXED 4 4.00% 01/15/2047	GNMA.POOL.AY8218.GN.01.47.FIXED.4.4.00..01.15.2047	0%
FNMA POOL 928590 FN 07/37 FIXED 6.5 6.50% 07/01/2037	FNMA.POOL.928590.FN.07.37.FIXED.6.5.6.50..07.01.2037	0%
FANNIE MAE FNR 2006 5 3A2 5.99% 05/25/2035	FANNIE.MAE.FNR.2006.5.3A2.5.99..05.25.2035	0%
FANNIE MAE FNR 2002 9 FH 4.30% 03/25/2032	FANNIE.MAE.FNR.2002.9.FH.4.30..03.25.2032	0%
FNMA POOL MA3359 FN 04/38 FIXED 3 3.00% 04/01/2038	FNMA.POOL.MA3359.FN.04.38.FIXED.3.3.00..04.01.2038	0%
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 4.49% 03/19/2036	HARBORVIEW.MORTGAGE.LOAN.TRUST.HVMLT.2006.1.2A1A.4.49..03.19.2036	0%
31750THJ5 PIMCO CDSOPT CALL USD 93.90625000 20 10/06/2026	31750THJ5.PIMCO.CDSOPT.CALL.USD.93.90625000.20.10.06.2026	0%
FANNIE MAE FNR 2002 25 FX 4.80% 04/25/2032	FANNIE.MAE.FNR.2002.25.FX.4.80..04.25.2032	0%
GNMA II POOL MA0093 G2 05/42 FIXED 6 6.00% 05/20/2042	GNMA.II.POOL.MA0093.G2.05.42.FIXED.6.6.00..05.20.2042	0%
FED HM LN PC POOL G03781 FG 01/38 FIXED 6 6.00% 01/01/2038	FED.HM.LN.PC.POOL.G03781.FG.01.38.FIXED.6.6.00..01.01.2038	0%
FED HM LN PC POOL A82215 FG 09/38 FIXED 6 6.00% 09/01/2038	FED.HM.LN.PC.POOL.A82215.FG.09.38.FIXED.6.6.00..09.01.2038	0%
FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5 5.50% 03/01/2037	FED.HM.LN.PC.POOL.G03400.FG.03.37.FIXED.5.5.5.50..03.01.2037	0%
31750TQV8 PIMCO CDSOPT CALL USD 96.31250000 20 10/06/2026	31750TQV8.PIMCO.CDSOPT.CALL.USD.96.31250000.20.10.06.2026	0%
GNMA II POOL MA5138 G2 04/48 FIXED 4.5 4.50% 04/20/2048	GNMA.II.POOL.MA5138.G2.04.48.FIXED.4.5.4.50..04.20.2048	0%
FED HM LN PC POOL G02998 FG 05/37 FIXED 6 6.00% 05/01/2037	FED.HM.LN.PC.POOL.G02998.FG.05.37.FIXED.6.6.00..05.01.2037	0%
FREDDIE MAC FHR 2395 FT 4.21% 12/15/2031	FREDDIE.MAC.FHR.2395.FT.4.21..12.15.2031	0%
31750TPC1 PIMCO CDSOPT CALL USD 96.09375000 20 12/03/2026	31750TPC1.PIMCO.CDSOPT.CALL.USD.96.09375000.20.12.03.2026	0%
GNMA II POOL BF2211 G2 02/48 FIXED 3.5 3.50% 02/20/2048	GNMA.II.POOL.BF2211.G2.02.48.FIXED.3.5.3.50..02.20.2048	0%
FNMA POOL AS2262 FN 04/44 FIXED 4 4.00% 04/01/2044	FNMA.POOL.AS2262.FN.04.44.FIXED.4.4.00..04.01.2044	0%
FNMA POOL 981444 FN 09/38 FIXED 6 6.00% 09/01/2038	FNMA.POOL.981444.FN.09.38.FIXED.6.6.00..09.01.2038	0%
FED HM LN PC POOL A90393 FG 12/39 FIXED 5 5.00% 12/01/2039	FED.HM.LN.PC.POOL.A90393.FG.12.39.FIXED.5.5.00..12.01.2039	0%
FED HM LN PC POOL A95500 FG 12/40 FIXED 5 5.00% 12/01/2040	FED.HM.LN.PC.POOL.A95500.FG.12.40.FIXED.5.5.00..12.01.2040	0%
317UDUEA5 PIMCO SWAPTION 4.836 PUT USD 2026120 12/03/2026	317UDUEA5.PIMCO.SWAPTION.4.836.PUT.USD.2026120.12.03.2026	0%
FED HM LN PC POOL G08851 FG 12/48 FIXED 3.5 3.50% 12/01/2048	FED.HM.LN.PC.POOL.G08851.FG.12.48.FIXED.3.5.3.50..12.01.2048	0%
GNMA II POOL BB3534 G2 08/47 FIXED 3.5 3.50% 08/20/2047	GNMA.II.POOL.BB3534.G2.08.47.FIXED.3.5.3.50..08.20.2047	0%
GNMA POOL 686777 GN 06/38 FIXED 6.5 6.50% 06/15/2038	GNMA.POOL.686777.GN.06.38.FIXED.6.5.6.50..06.15.2038	0%
FED HM LN PC POOL A34704 FG 05/35 FIXED 5.5 5.50% 05/01/2035	FED.HM.LN.PC.POOL.A34704.FG.05.35.FIXED.5.5.5.50..05.01.2035	0%
31750T939 PIMCO CDSOPT CALL USD 100.21875000 2 10/06/2026	31750T939.PIMCO.CDSOPT.CALL.USD.100.21875000.2.10.06.2026	0%
FNMA POOL 791585 FN 09/34 FIXED 6 6.00% 09/01/2034	FNMA.POOL.791585.FN.09.34.FIXED.6.6.00..09.01.2034	0%
FED HM LN PC POOL G04591 FG 06/36 FIXED 5.5 5.50% 06/01/2036	FED.HM.LN.PC.POOL.G04591.FG.06.36.FIXED.5.5.5.50..06.01.2036	0%
31750T954 PIMCO CDSOPT PUT USD 99.76562500 202 10/06/2026	31750T954.PIMCO.CDSOPT.PUT.USD.99.76562500.202.10.06.2026	0%
31750T9A3 PIMCO CDSOPT PUT USD 101.77343750 20 10/06/2026	31750T9A3.PIMCO.CDSOPT.PUT.USD.101.77343750.20.10.06.2026	0%
GNMA POOL BE6179 GN 12/47 FIXED 4 4.00% 12/15/2047	GNMA.POOL.BE6179.GN.12.47.FIXED.4.4.00..12.15.2047	0%
FNMA POOL 841837 FN 07/35 FLOATING VAR 6.13% 07/01/2035	FNMA.POOL.841837.FN.07.35.FLOATING.VAR.6.13..07.01.2035	0%
31750THQ9 PIMCO CDSOPT CALL USD 98.42968750 20 11/05/2026	31750THQ9.PIMCO.CDSOPT.CALL.USD.98.42968750.20.11.05.2026	0%
FNMA POOL 815321 FN 01/35 FLOATING VAR 5.67% 01/01/2035	FNMA.POOL.815321.FN.01.35.FLOATING.VAR.5.67..01.01.2035	0%
GNMA II POOL BB3889 G2 11/47 FIXED 3.5 3.50% 11/20/2047	GNMA.II.POOL.BB3889.G2.11.47.FIXED.3.5.3.50..11.20.2047	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H01 FA 4.67% 01/20/2066	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.H01.FA.4.67..01.20.2066	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H23 TA 4.49% 09/20/2063	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.H23.TA.4.49..09.20.2063	0%
317UDVJA8 PIMCO SWAPTION 4.8 PUT USD 20261203 12/03/2026	317UDVJA8.PIMCO.SWAPTION.4.8.PUT.USD.20261203.12.03.2026	0%
FNMA POOL 814952 FN 04/35 FLOATING VAR 5.93% 04/01/2035	FNMA.POOL.814952.FN.04.35.FLOATING.VAR.5.93..04.01.2035	0%
FNMA POOL BJ9921 FN 03/48 FIXED 4 4.00% 03/01/2048	FNMA.POOL.BJ9921.FN.03.48.FIXED.4.4.00..03.01.2048	0%
FNMA POOL AK0730 FN 02/42 FLOATING VAR 5.92% 02/01/2042	FNMA.POOL.AK0730.FN.02.42.FLOATING.VAR.5.92..02.01.2042	0%
FNMA POOL 933161 FN 11/37 FIXED 6.5 6.50% 11/01/2037	FNMA.POOL.933161.FN.11.37.FIXED.6.5.6.50..11.01.2037	0%
31750TAC7 PIMCO CDSOPT CALL USD 96.18750000 20 10/06/2026	31750TAC7.PIMCO.CDSOPT.CALL.USD.96.18750000.20.10.06.2026	0%
FANNIE MAE FNR 2004 11 A 3.88% 03/25/2034	FANNIE.MAE.FNR.2004.11.A.3.88..03.25.2034	0%
FED HM LN PC POOL A81047 FG 08/38 FIXED 6 6.00% 08/01/2038	FED.HM.LN.PC.POOL.A81047.FG.08.38.FIXED.6.6.00..08.01.2038	0%
FNMA POOL 896504 FN 08/36 FIXED 6.5 6.50% 08/01/2036	FNMA.POOL.896504.FN.08.36.FIXED.6.5.6.50..08.01.2036	0%
FANNIE MAE FNR 2018 37 BC 3.50% 12/25/2047	FANNIE.MAE.FNR.2018.37.BC.3.50..12.25.2047	0%
FNMA POOL AT8451 FN 06/28 FIXED 2.5 2.50% 06/01/2028	FNMA.POOL.AT8451.FN.06.28.FIXED.2.5.2.50..06.01.2028	0%
FREDDIE MAC FHR 2064 ZA 6.50% 05/15/2028	FREDDIE.MAC.FHR.2064.ZA.6.50..05.15.2028	0%
FREDDIE MAC FHR 2974 PF 4.01% 05/15/2035	FREDDIE.MAC.FHR.2974.PF.4.01..05.15.2035	0%
GNMA II POOL AX6465 G2 04/47 FIXED 3.5 3.50% 04/20/2047	GNMA.II.POOL.AX6465.G2.04.47.FIXED.3.5.3.50..04.20.2047	0%
317UDOJA4 PIMCO SWAPTION 4.37 PUT USD 20261105 11/05/2026	317UDOJA4.PIMCO.SWAPTION.4.37.PUT.USD.20261105.11.05.2026	0%
FNMA POOL BJ4843 FN 02/48 FIXED 4 4.00% 02/01/2048	FNMA.POOL.BJ4843.FN.02.48.FIXED.4.4.00..02.01.2048	0%
GNMA II POOL BD3902 G2 01/48 FIXED 3.5 3.50% 01/20/2048	GNMA.II.POOL.BD3902.G2.01.48.FIXED.3.5.3.50..01.20.2048	0%
FNMA POOL 844214 FN 11/35 FLOATING VAR 5.39% 11/01/2035	FNMA.POOL.844214.FN.11.35.FLOATING.VAR.5.39..11.01.2035	0%
FED HM LN PC POOL A36345 FG 08/35 FIXED 5 5.00% 08/01/2035	FED.HM.LN.PC.POOL.A36345.FG.08.35.FIXED.5.5.00..08.01.2035	0%
FNMA POOL 888115 FN 05/35 FLOATING VAR 5.97% 05/01/2035	FNMA.POOL.888115.FN.05.35.FLOATING.VAR.5.97..05.01.2035	0%
FNMA POOL 831215 FN 01/36 FIXED 6 6.00% 01/01/2036	FNMA.POOL.831215.FN.01.36.FIXED.6.6.00..01.01.2036	0%
FNMA POOL 838769 FN 09/35 FLOATING VAR 6.36% 09/01/2035	FNMA.POOL.838769.FN.09.35.FLOATING.VAR.6.36..09.01.2035	0%
GNMA II POOL BE0034 G2 12/47 FIXED 3.5 3.50% 12/20/2047	GNMA.II.POOL.BE0034.G2.12.47.FIXED.3.5.3.50..12.20.2047	0%
31750TO16 PIMCO CDSOPT CALL USD 96.22656250 20 12/03/2026	31750TO16.PIMCO.CDSOPT.CALL.USD.96.22656250.20.12.03.2026	0%
FNMA POOL BJ7040 FN 08/38 FIXED 4 4.00% 08/01/2038	FNMA.POOL.BJ7040.FN.08.38.FIXED.4.4.00..08.01.2038	0%
FANNIE MAE FNR 2005 102 AS 2.78% 11/25/2035	FANNIE.MAE.FNR.2005.102.AS.2.78..11.25.2035	0%
FNMA POOL 820356 FN 02/35 FLOATING VAR 5.60% 02/01/2035	FNMA.POOL.820356.FN.02.35.FLOATING.VAR.5.60..02.01.2035	0%
GNMA II POOL BB0604 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.BB0604.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
FANNIE MAE FNR 2016 52 PI 3.00% 04/25/2046	FANNIE.MAE.FNR.2016.52.PI.3.00..04.25.2046	0%
GNMA II POOL BB0244 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.BB0244.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
FNMA POOL 891584 FN 07/36 FIXED 6.5 6.50% 07/01/2036	FNMA.POOL.891584.FN.07.36.FIXED.6.5.6.50..07.01.2036	0%
COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 5.68% 06/19/2031	COUNTRYWIDE.HOME.LOANS.CWHL.2001.HYB1.2A1.5.68..06.19.2031	0%
FED HM LN PC POOL Q55189 FG 04/48 FIXED 4 4.00% 04/01/2048	FED.HM.LN.PC.POOL.Q55189.FG.04.48.FIXED.4.4.00..04.01.2048	0%
GNMA POOL 698378 GN 07/39 FIXED 4.5 4.50% 07/15/2039	GNMA.POOL.698378.GN.07.39.FIXED.4.5.4.50..07.15.2039	0%
FNMA POOL AT5929 FN 06/33 FIXED 4 4.00% 06/01/2033	FNMA.POOL.AT5929.FN.06.33.FIXED.4.4.00..06.01.2033	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H23 FA 5.07% 09/20/2063	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2013.H23.FA.5.07..09.20.2063	0%
GNMA II POOL BA9807 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.BA9807.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
GNMA II POOL BC4840 G2 09/47 FIXED 3.5 3.50% 09/20/2047	GNMA.II.POOL.BC4840.G2.09.47.FIXED.3.5.3.50..09.20.2047	0%
31750T749 PIMCO CDSOPT CALL USD 94.14062500 20 10/06/2026	31750T749.PIMCO.CDSOPT.CALL.USD.94.14062500.20.10.06.2026	0%
GNMA II POOL BB8651 G2 08/47 FIXED 3.5 3.50% 08/20/2047	GNMA.II.POOL.BB8651.G2.08.47.FIXED.3.5.3.50..08.20.2047	0%
31750TQX4 PIMCO CDSOPT CALL USD 96.31250000 20 10/06/2026	31750TQX4.PIMCO.CDSOPT.CALL.USD.96.31250000.20.10.06.2026	0%
FNMA POOL BJ3287 FN 11/47 FIXED 4 4.00% 11/01/2047	FNMA.POOL.BJ3287.FN.11.47.FIXED.4.4.00..11.01.2047	0%
FNMA POOL 691304 FN 11/37 FIXED 6.5 6.50% 11/01/2037	FNMA.POOL.691304.FN.11.37.FIXED.6.5.6.50..11.01.2037	0%
GNMA II POOL BE6330 G2 01/48 FIXED 3.5 3.50% 01/20/2048	GNMA.II.POOL.BE6330.G2.01.48.FIXED.3.5.3.50..01.20.2048	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H03 FD 4.41% 01/20/2065	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.H03.FD.4.41..01.20.2065	0%
FED HM LN PC POOL 783104 FH 04/35 FLOATING VAR 5.76% 04/01/2035	FED.HM.LN.PC.POOL.783104.FH.04.35.FLOATING.VAR.5.76..04.01.2035	0%
FED HM LN PC POOL A88029 FG 08/39 FIXED 6 6.00% 08/01/2039	FED.HM.LN.PC.POOL.A88029.FG.08.39.FIXED.6.6.00..08.01.2039	0%
GNMA POOL 704587 GN 06/39 FIXED 5 5.00% 06/15/2039	GNMA.POOL.704587.GN.06.39.FIXED.5.5.00..06.15.2039	0%
GNMA II POOL BB0583 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.BB0583.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
GNMA II POOL BB3407 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.BB3407.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
FED HM LN PC POOL A91812 FG 04/40 FIXED 5 5.00% 04/01/2040	FED.HM.LN.PC.POOL.A91812.FG.04.40.FIXED.5.5.00..04.01.2040	0%
FED HM LN PC POOL A79792 FG 07/38 FIXED 5 5.00% 07/01/2038	FED.HM.LN.PC.POOL.A79792.FG.07.38.FIXED.5.5.00..07.01.2038	0%
FANNIE MAE FNR 2001 81 HE 6.50% 01/25/2032	FANNIE.MAE.FNR.2001.81.HE.6.50..01.25.2032	0%
GNMA II POOL BD5492 G2 11/47 FIXED 3.5 3.50% 11/20/2047	GNMA.II.POOL.BD5492.G2.11.47.FIXED.3.5.3.50..11.20.2047	0%
FNMA POOL 886394 FN 08/36 FIXED 6 6.00% 08/01/2036	FNMA.POOL.886394.FN.08.36.FIXED.6.6.00..08.01.2036	0%
FED HM LN PC POOL A86255 FG 05/39 FIXED 5 5.00% 05/01/2039	FED.HM.LN.PC.POOL.A86255.FG.05.39.FIXED.5.5.00..05.01.2039	0%
FNMA POOL 735653 FN 10/44 FLOATING VAR 4.91% 10/01/2044	FNMA.POOL.735653.FN.10.44.FLOATING.VAR.4.91..10.01.2044	0%
GNMA II POOL BE6527 G2 02/48 FIXED 3.5 3.50% 02/20/2048	GNMA.II.POOL.BE6527.G2.02.48.FIXED.3.5.3.50..02.20.2048	0%
SEQUOIA MORTGAGE TRUST SEMT 5 A 4.71% 10/19/2026	SEQUOIA.MORTGAGE.TRUST.SEMT.5.A.4.71..10.19.2026	0%
MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 4.63% 11/15/2031	MELLON.RESIDENTIAL.FUNDING.COR.MRFC.2001.TBC1.A1.4.63..11.15.2031	0%
FED HM LN PC POOL 1L0097 FH 06/35 FLOATING VAR 6.12% 06/01/2035	FED.HM.LN.PC.POOL.1L0097.FH.06.35.FLOATING.VAR.6.12..06.01.2035	0%
FNMA POOL 809271 FN 01/35 FLOATING VAR 5.54% 01/01/2035	FNMA.POOL.809271.FN.01.35.FLOATING.VAR.5.54..01.01.2035	0%
FED HM LN PC POOL Q54427 FG 02/48 FIXED 4 4.00% 02/01/2048	FED.HM.LN.PC.POOL.Q54427.FG.02.48.FIXED.4.4.00..02.01.2048	0%
GNMA POOL AB2761 GN 08/42 FIXED 3.5 3.50% 08/15/2042	GNMA.POOL.AB2761.GN.08.42.FIXED.3.5.3.50..08.15.2042	0%
FNMA POOL BW3079 FN 06/42 FIXED 3 3.00% 06/01/2042	FNMA.POOL.BW3079.FN.06.42.FIXED.3.3.00..06.01.2042	0%
COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 4.60% 04/25/2035	COUNTRYWIDE.HOME.LOANS.CWHL.2005.3.2A1.4.60..04.25.2035	0%
31750TM00 PIMCO CDSOPT CALL USD 101.06250000 2 10/06/2026	31750TM00.PIMCO.CDSOPT.CALL.USD.101.06250000.2.10.06.2026	0%
317UDUWA5 PIMCO SWAPTION 4.835 PUT USD 2026120 12/03/2026	317UDUWA5.PIMCO.SWAPTION.4.835.PUT.USD.2026120.12.03.2026	0%
FED HM LN PC POOL A93101 FG 07/40 FIXED 5 5.00% 07/01/2040	FED.HM.LN.PC.POOL.A93101.FG.07.40.FIXED.5.5.00..07.01.2040	0%
FANNIEMAE WHOLE LOAN FNW 2003 W9 A 3.92% 06/25/2033	FANNIEMAE.WHOLE.LOAN.FNW.2003.W9.A.3.92..06.25.2033	0%
FANNIE MAE FNR 2015 50 SB 1.89% 07/25/2045	FANNIE.MAE.FNR.2015.50.SB.1.89..07.25.2045	0%
FNMA POOL 928223 FN 04/37 FIXED 6.5 6.50% 04/01/2037	FNMA.POOL.928223.FN.04.37.FIXED.6.5.6.50..04.01.2037	0%
GNMA II POOL AZ7147 G2 07/47 FIXED 3.5 3.50% 07/20/2047	GNMA.II.POOL.AZ7147.G2.07.47.FIXED.3.5.3.50..07.20.2047	0%
FED HM LN PC POOL G02168 FG 04/36 FIXED 6 6.00% 04/01/2036	FED.HM.LN.PC.POOL.G02168.FG.04.36.FIXED.6.6.00..04.01.2036	0%
GNMA POOL 764413 GN 04/41 FIXED 5 5.00% 04/15/2041	GNMA.POOL.764413.GN.04.41.FIXED.5.5.00..04.15.2041	0%
FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1 3.97% 11/25/2032	FANNIEMAE.WHOLE.LOAN.FNW.2002.W11.AV1.3.97..11.25.2032	0%
FNMA POOL AO2671 FN 07/42 FIXED 4 4.00% 07/01/2042	FNMA.POOL.AO2671.FN.07.42.FIXED.4.4.00..07.01.2042	0%
FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 6.00% 08/01/2036	FED.HM.LN.PC.POOL.Z40004.FG.08.36.FIXED.6.6.00..08.01.2036	0%
FNMA POOL 688960 FN 04/33 FLOATING VAR 5.62% 04/01/2033	FNMA.POOL.688960.FN.04.33.FLOATING.VAR.5.62..04.01.2033	0%
GNMA POOL 748058 GN 04/41 FIXED 5 5.00% 04/15/2041	GNMA.POOL.748058.GN.04.41.FIXED.5.5.00..04.15.2041	0%
31750TMN0 PIMCO CDSOPT CALL USD 96.50000000 20 10/06/2026	31750TMN0.PIMCO.CDSOPT.CALL.USD.96.50000000.20.10.06.2026	0%
FANNIE MAE FNR 2019 62 SN 2.20% 11/25/2049	FANNIE.MAE.FNR.2019.62.SN.2.20..11.25.2049	0%
FED HM LN PC POOL G04692 FG 02/35 FIXED 5.5 5.50% 02/01/2035	FED.HM.LN.PC.POOL.G04692.FG.02.35.FIXED.5.5.5.50..02.01.2035	0%
FNMA POOL AB1138 FN 06/40 FIXED 4 4.00% 06/01/2040	FNMA.POOL.AB1138.FN.06.40.FIXED.4.4.00..06.01.2040	0%
FNMA POOL BJ4744 FN 01/48 FIXED 4 4.00% 01/01/2048	FNMA.POOL.BJ4744.FN.01.48.FIXED.4.4.00..01.01.2048	0%
317UDUVA6 PIMCO SWAPTION 4.835 PUT USD 2026120 12/03/2026	317UDUVA6.PIMCO.SWAPTION.4.835.PUT.USD.2026120.12.03.2026	0%
FNMA POOL 888382 FN 07/35 FLOATING VAR 6.07% 07/01/2035	FNMA.POOL.888382.FN.07.35.FLOATING.VAR.6.07..07.01.2035	0%
FED HM LN PC POOL A91699 FG 04/40 FIXED 5 5.00% 04/01/2040	FED.HM.LN.PC.POOL.A91699.FG.04.40.FIXED.5.5.00..04.01.2040	0%
GNMA POOL BC1180 GN 08/47 FIXED 4 4.00% 08/15/2047	GNMA.POOL.BC1180.GN.08.47.FIXED.4.4.00..08.15.2047	0%
317UDW2A4 PIMCO SWAPTION 4.784 PUT USD 2026111 11/16/2026	317UDW2A4.PIMCO.SWAPTION.4.784.PUT.USD.2026111.11.16.2026	0%
FNMA POOL 773246 FN 02/35 FLOATING VAR 5.87% 02/01/2035	FNMA.POOL.773246.FN.02.35.FLOATING.VAR.5.87..02.01.2035	0%
FANNIE MAE FNR 2014 79 PS 1.80% 06/25/2044	FANNIE.MAE.FNR.2014.79.PS.1.80..06.25.2044	0%
FED HM LN PC POOL 783096 FH 04/35 FLOATING VAR 5.75% 04/01/2035	FED.HM.LN.PC.POOL.783096.FH.04.35.FLOATING.VAR.5.75..04.01.2035	0%
FANNIE MAE FNR 2015 10 SA 1.95% 03/25/2045	FANNIE.MAE.FNR.2015.10.SA.1.95..03.25.2045	0%
FNMA POOL 809593 FN 02/35 FLOATING VAR 5.78% 02/01/2035	FNMA.POOL.809593.FN.02.35.FLOATING.VAR.5.78..02.01.2035	0%
GNMA POOL 716768 GN 04/39 FIXED 5 5.00% 04/15/2039	GNMA.POOL.716768.GN.04.39.FIXED.5.5.00..04.15.2039	0%
FNMA POOL 813844 FN 01/35 FLOATING VAR 5.69% 01/01/2035	FNMA.POOL.813844.FN.01.35.FLOATING.VAR.5.69..01.01.2035	0%
FNMA POOL 809429 FN 02/35 FLOATING VAR 5.83% 02/01/2035	FNMA.POOL.809429.FN.02.35.FLOATING.VAR.5.83..02.01.2035	0%
FNMA POOL 847996 FN 11/35 FLOATING VAR 6.16% 11/01/2035	FNMA.POOL.847996.FN.11.35.FLOATING.VAR.6.16..11.01.2035	0%
FNMA POOL 735962 FN 10/35 FLOATING VAR 6.04% 10/01/2035	FNMA.POOL.735962.FN.10.35.FLOATING.VAR.6.04..10.01.2035	0%
FED HM LN PC POOL A79234 FG 05/36 FIXED 5 5.00% 05/01/2036	FED.HM.LN.PC.POOL.A79234.FG.05.36.FIXED.5.5.00..05.01.2036	0%
FREDDIE MAC FHR 4361 PI 5.50% 10/15/2035	FREDDIE.MAC.FHR.4361.PI.5.50..10.15.2035	0%
FED HM LN PC POOL C03709 FG 07/41 FIXED 5 5.00% 07/01/2041	FED.HM.LN.PC.POOL.C03709.FG.07.41.FIXED.5.5.00..07.01.2041	0%
FNMA POOL 801773 FN 12/36 FIXED 6 6.00% 12/01/2036	FNMA.POOL.801773.FN.12.36.FIXED.6.6.00..12.01.2036	0%
FED HM LN PC POOL E03003 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.E03003.FG.01.27.FIXED.3.3.00..01.01.2027	0%
31750TQW6 PIMCO CDSOPT CALL USD 96.31250000 20 10/06/2026	31750TQW6.PIMCO.CDSOPT.CALL.USD.96.31250000.20.10.06.2026	0%
FED HM LN PC POOL 1B2747 FH 02/35 FLOATING VAR 6.20% 02/01/2035	FED.HM.LN.PC.POOL.1B2747.FH.02.35.FLOATING.VAR.6.20..02.01.2035	0%
FED HM LN PC POOL Q54654 FG 03/48 FIXED 4 4.00% 03/01/2048	FED.HM.LN.PC.POOL.Q54654.FG.03.48.FIXED.4.4.00..03.01.2048	0%
FNMA POOL 815323 FN 01/35 FLOATING VAR 5.65% 01/01/2035	FNMA.POOL.815323.FN.01.35.FLOATING.VAR.5.65..01.01.2035	0%
FNMA POOL AB4276 FN 01/27 FIXED 3 3.00% 01/01/2027	FNMA.POOL.AB4276.FN.01.27.FIXED.3.3.00..01.01.2027	0%
FNMA POOL BE2689 FN 05/47 FIXED 4 4.00% 05/01/2047	FNMA.POOL.BE2689.FN.05.47.FIXED.4.4.00..05.01.2047	0%
FNMA POOL 678006 FN 10/32 FIXED 6 6.00% 10/01/2032	FNMA.POOL.678006.FN.10.32.FIXED.6.6.00..10.01.2032	0%
FNMA POOL AB4487 FN 02/27 FIXED 3 3.00% 02/01/2027	FNMA.POOL.AB4487.FN.02.27.FIXED.3.3.00..02.01.2027	0%
FNMA POOL AB4280 FN 01/27 FIXED 3 3.00% 01/01/2027	FNMA.POOL.AB4280.FN.01.27.FIXED.3.3.00..01.01.2027	0%
GNMA POOL 677100 GN 07/38 FIXED 5.5 5.50% 07/15/2038	GNMA.POOL.677100.GN.07.38.FIXED.5.5.5.50..07.15.2038	0%
FED HM LN PC POOL 1B2721 FH 01/35 FLOATING VAR 5.98% 01/01/2035	FED.HM.LN.PC.POOL.1B2721.FH.01.35.FLOATING.VAR.5.98..01.01.2035	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H07 FE 4.12% 02/20/2068	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2018.H07.FE.4.12..02.20.2068	0%
FNMA POOL BE8055 FN 04/47 FIXED 4 4.00% 04/01/2047	FNMA.POOL.BE8055.FN.04.47.FIXED.4.4.00..04.01.2047	0%
FNMA POOL AL7589 FN 10/45 FIXED VAR 3.50% 10/01/2045	FNMA.POOL.AL7589.FN.10.45.FIXED.VAR.3.50..10.01.2045	0%
FNMA POOL 847995 FN 11/35 FLOATING VAR 6.16% 11/01/2035	FNMA.POOL.847995.FN.11.35.FLOATING.VAR.6.16..11.01.2035	0%
FNMA POOL 804965 FN 12/34 FLOATING VAR 5.80% 12/01/2034	FNMA.POOL.804965.FN.12.34.FLOATING.VAR.5.80..12.01.2034	0%
FNMA POOL AB4275 FN 01/27 FIXED 3 3.00% 01/01/2027	FNMA.POOL.AB4275.FN.01.27.FIXED.3.3.00..01.01.2027	0%
CENTEX HOME EQUITY CXHE 2002 A AV 4.32% 01/25/2032	CENTEX.HOME.EQUITY.CXHE.2002.A.AV.4.32..01.25.2032	0%
317UE0VA1 PIMCO SWAPTION 4.7916 PUT USD 202612 12/03/2026	317UE0VA1.PIMCO.SWAPTION.4.7916.PUT.USD.202612.12.03.2026	0%
HOME EQUITY ASSET TRUST HEAT 2002 1 A4 4.62% 11/25/2032	HOME.EQUITY.ASSET.TRUST.HEAT.2002.1.A4.4.62..11.25.2032	0%
FED HM LN PC POOL A65518 FG 09/37 FIXED 6 6.00% 09/01/2037	FED.HM.LN.PC.POOL.A65518.FG.09.37.FIXED.6.6.00..09.01.2037	0%
FED HM LN PC POOL 1B7241 FH 08/36 FLOATING VAR 6.12% 08/01/2036	FED.HM.LN.PC.POOL.1B7241.FH.08.36.FLOATING.VAR.6.12..08.01.2036	0%
FANNIE MAE FNR 2015 19 AI 1.93% 04/25/2055	FANNIE.MAE.FNR.2015.19.AI.1.93..04.25.2055	0%
FED HM LN PC POOL G03698 FG 12/37 FIXED 6 6.00% 12/01/2037	FED.HM.LN.PC.POOL.G03698.FG.12.37.FIXED.6.6.00..12.01.2037	0%
GNMA POOL 677094 GN 07/38 FIXED 6.5 6.50% 07/15/2038	GNMA.POOL.677094.GN.07.38.FIXED.6.5.6.50..07.15.2038	0%
FED HM LN PC POOL A53538 FG 10/36 FIXED 6 6.00% 10/01/2036	FED.HM.LN.PC.POOL.A53538.FG.10.36.FIXED.6.6.00..10.01.2036	0%
FNMA POOL 809925 FN 03/35 FLOATING VAR 5.44% 03/01/2035	FNMA.POOL.809925.FN.03.35.FLOATING.VAR.5.44..03.01.2035	0%
FED HM LN PC POOL J17826 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.J17826.FG.01.27.FIXED.3.3.00..01.01.2027	0%
GNMA POOL 710838 GN 09/39 FIXED 4.5 4.50% 09/15/2039	GNMA.POOL.710838.GN.09.39.FIXED.4.5.4.50..09.15.2039	0%
FNMA POOL 735355 FN 02/35 FLOATING VAR 6.00% 02/01/2035	FNMA.POOL.735355.FN.02.35.FLOATING.VAR.6.00..02.01.2035	0%
FANNIE MAE FNR 2014 47 BI 2.02% 08/25/2054	FANNIE.MAE.FNR.2014.47.BI.2.02..08.25.2054	0%
FNMA POOL 810061 FN 03/35 FLOATING VAR 5.59% 03/01/2035	FNMA.POOL.810061.FN.03.35.FLOATING.VAR.5.59..03.01.2035	0%
FED HM LN PC POOL 788845 FH 11/31 FLOATING VAR 5.88% 11/01/2031	FED.HM.LN.PC.POOL.788845.FH.11.31.FLOATING.VAR.5.88..11.01.2031	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 180 WI 0.94% 09/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2016.180.WI.0.94..09.20.2045	0%
FNMA POOL 735942 FN 07/35 FLOATING VAR 5.90% 07/01/2035	FNMA.POOL.735942.FN.07.35.FLOATING.VAR.5.90..07.01.2035	0%
FED HM LN PC POOL G03205 FG 07/35 FIXED 5.5 5.50% 07/01/2035	FED.HM.LN.PC.POOL.G03205.FG.07.35.FIXED.5.5.5.50..07.01.2035	0%
FNMA POOL 816593 FN 02/35 FLOATING VAR 5.70% 02/01/2035	FNMA.POOL.816593.FN.02.35.FLOATING.VAR.5.70..02.01.2035	0%
FED HM LN PC POOL J17743 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.J17743.FG.01.27.FIXED.3.3.00..01.01.2027	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H08 FG 4.25% 03/20/2061	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2011.H08.FG.4.25..03.20.2061	0%
GNMA POOL 783532 GN 02/42 FIXED 3.5 3.50% 02/15/2042	GNMA.POOL.783532.GN.02.42.FIXED.3.5.3.50..02.15.2042	0%
FNMA POOL 799812 FN 11/34 FLOATING VAR 6.08% 11/01/2034	FNMA.POOL.799812.FN.11.34.FLOATING.VAR.6.08..11.01.2034	0%
AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A 4.72% 10/25/2031	AMORTIZING.RESIDENTIAL.COLLATE.ARC.2001.BC6.A.4.72..10.25.2031	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FB 4.20% 05/20/2065	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.H14.FB.4.20..05.20.2065	0%
317UE0WA0 PIMCO SWAPTION 4.7835 PUT USD 202611 11/05/2026	317UE0WA0.PIMCO.SWAPTION.4.7835.PUT.USD.202611.11.05.2026	0%
FANNIEMAE STRIP FNS 386 14 6.50% 04/25/2038	FANNIEMAE.STRIP.FNS.386.14.6.50..04.25.2038	0%
31750TS38 PIMCO CDSOPT PUT USD 96.40625000 202 12/03/2026	31750TS38.PIMCO.CDSOPT.PUT.USD.96.40625000.202.12.03.2026	0%
GNMA POOL 618522 GN 09/33 FIXED 5.5 5.50% 09/15/2033	GNMA.POOL.618522.GN.09.33.FIXED.5.5.5.50..09.15.2033	0%
FNMA POOL BH2185 FN 06/47 FIXED 4 4.00% 06/01/2047	FNMA.POOL.BH2185.FN.06.47.FIXED.4.4.00..06.01.2047	0%
GNMA POOL 677202 GN 08/38 FIXED 6.5 6.50% 08/15/2038	GNMA.POOL.677202.GN.08.38.FIXED.6.5.6.50..08.15.2038	0%
FED HM LN PC POOL J17813 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.J17813.FG.01.27.FIXED.3.3.00..01.01.2027	0%
FANNIE MAE FNR 2016 63 YI 3.50% 04/25/2046	FANNIE.MAE.FNR.2016.63.YI.3.50..04.25.2046	0%
FNMA POOL 665366 FN 08/27 FLOATING VAR 5.52% 08/01/2027	FNMA.POOL.665366.FN.08.27.FLOATING.VAR.5.52..08.01.2027	0%
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A 4.30% 01/25/2035	CHEVY.CHASE.MORTGAGE.FUNDING.C.CCMFC.2004.1A.A1.144A.4.30..01.25.2035	0%
FNMA POOL MA3306 FN 03/48 FIXED 4 4.00% 03/01/2048	FNMA.POOL.MA3306.FN.03.48.FIXED.4.4.00..03.01.2048	0%
GNMA POOL 737648 GN 11/40 FIXED 4.5 4.50% 11/15/2040	GNMA.POOL.737648.GN.11.40.FIXED.4.5.4.50..11.15.2040	0%
FNMA POOL AB4277 FN 01/27 FIXED 3 3.00% 01/01/2027	FNMA.POOL.AB4277.FN.01.27.FIXED.3.3.00..01.01.2027	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 15 WI 0.91% 11/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2017.15.WI.0.91..11.20.2045	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 AS 1.03% 06/20/2043	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.127.AS.1.03..06.20.2043	0%
FANNIE MAE FNR 2015 58 AI 2.22% 08/25/2055	FANNIE.MAE.FNR.2015.58.AI.2.22..08.25.2055	0%
FED HM LN PC POOL 972136 FH 01/34 FLOATING VAR 5.90% 01/01/2034	FED.HM.LN.PC.POOL.972136.FH.01.34.FLOATING.VAR.5.90..01.01.2034	0%
FED HM LN PC POOL RB5180 FR 08/42 FIXED 3 3.00% 08/01/2042	FED.HM.LN.PC.POOL.RB5180.FR.08.42.FIXED.3.3.00..08.01.2042	0%
FANNIE MAE FNR 2012 77 IO 1.75% 07/25/2052	FANNIE.MAE.FNR.2012.77.IO.1.75..07.25.2052	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 SA 1.08% 06/20/2042	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.180.SA.1.08..06.20.2042	0%
GNMA POOL 701905 GN 05/39 FIXED 5.5 5.50% 05/15/2039	GNMA.POOL.701905.GN.05.39.FIXED.5.5.5.50..05.15.2039	0%
31750TH55 PIMCO CDSOPT CALL USD 98.82812500 20 11/05/2026	31750TH55.PIMCO.CDSOPT.CALL.USD.98.82812500.20.11.05.2026	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 166 SA 1.13% 06/20/2042	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2015.166.SA.1.13..06.20.2042	0%
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 57 WI 0.98% 12/20/2045	GOVERNMENT.NATIONAL.MORTGAGE.A.GNR.2017.57.WI.0.98..12.20.2045	0%
FED HM LN PC POOL A63533 FG 07/37 FIXED 5.5 5.50% 07/01/2037	FED.HM.LN.PC.POOL.A63533.FG.07.37.FIXED.5.5.5.50..07.01.2037	0%
FNMA POOL AB3899 FN 11/26 FIXED 3 3.00% 11/01/2026	FNMA.POOL.AB3899.FN.11.26.FIXED.3.3.00..11.01.2026	0%
FANNIE MAE FNR 2014 43 BS 1.88% 07/25/2044	FANNIE.MAE.FNR.2014.43.BS.1.88..07.25.2044	0%
FED HM LN PC POOL C91116 FG 11/27 FIXED 6 6.00% 11/01/2027	FED.HM.LN.PC.POOL.C91116.FG.11.27.FIXED.6.6.00..11.01.2027	0%
FNMA POOL 930914 FN 04/39 FIXED 4 4.00% 04/01/2039	FNMA.POOL.930914.FN.04.39.FIXED.4.4.00..04.01.2039	0%
FANNIE MAE FNR 2014 42 SA 1.64% 07/25/2044	FANNIE.MAE.FNR.2014.42.SA.1.64..07.25.2044	0%
FREDDIE MAC FHR 4438 WI 2.08% 11/15/2038	FREDDIE.MAC.FHR.4438.WI.2.08..11.15.2038	0%
FED HM LN PC POOL A50771 FG 07/36 FIXED 6 6.00% 07/01/2036	FED.HM.LN.PC.POOL.A50771.FG.07.36.FIXED.6.6.00..07.01.2036	0%
FED HM LN PC POOL G04170 FG 04/38 FIXED 6 6.00% 04/01/2038	FED.HM.LN.PC.POOL.G04170.FG.04.38.FIXED.6.6.00..04.01.2038	0%
FREDDIE MAC FHR 3684 JI 1.98% 11/15/2036	FREDDIE.MAC.FHR.3684.JI.1.98..11.15.2036	0%
FNMA POOL 894118 FN 10/36 FIXED 6.5 6.50% 10/01/2036	FNMA.POOL.894118.FN.10.36.FIXED.6.5.6.50..10.01.2036	0%
FANNIE MAE FNR 2014 45 SA 2.03% 08/25/2044	FANNIE.MAE.FNR.2014.45.SA.2.03..08.25.2044	0%
FED HM LN PC POOL G02681 FG 02/37 FIXED 6 6.00% 02/01/2037	FED.HM.LN.PC.POOL.G02681.FG.02.37.FIXED.6.6.00..02.01.2037	0%
FANNIE MAE FNR 2004 63 FA 3.91% 08/25/2034	FANNIE.MAE.FNR.2004.63.FA.3.91..08.25.2034	0%
GNMA POOL 729511 GN 04/40 FIXED 4.5 4.50% 04/15/2040	GNMA.POOL.729511.GN.04.40.FIXED.4.5.4.50..04.15.2040	0%
FED HM LN PC POOL J17848 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.J17848.FG.01.27.FIXED.3.3.00..01.01.2027	0%
FREDDIE MAC FHR 4338 SB 2.10% 10/15/2041	FREDDIE.MAC.FHR.4338.SB.2.10..10.15.2041	0%
FREDDIE MAC FHR 3962 KS 2.16% 06/15/2038	FREDDIE.MAC.FHR.3962.KS.2.16..06.15.2038	0%
FED HM LN PC POOL J17232 FG 11/26 FIXED 3 3.00% 11/01/2026	FED.HM.LN.PC.POOL.J17232.FG.11.26.FIXED.3.3.00..11.01.2026	0%
FNMA POOL 745060 FN 10/35 FLOATING VAR 6.10% 10/01/2035	FNMA.POOL.745060.FN.10.35.FLOATING.VAR.6.10..10.01.2035	0%
FANNIE MAE FNR 2014 92 SB 1.98% 01/25/2045	FANNIE.MAE.FNR.2014.92.SB.1.98..01.25.2045	0%
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 4.67% 09/19/2032	STRUCTURED.ASSET.MORTGAGE.INVE.SAMI.2002.AR3.A1.4.67..09.19.2032	0%
FNMA POOL AB3898 FN 11/26 FIXED 3 3.00% 11/01/2026	FNMA.POOL.AB3898.FN.11.26.FIXED.3.3.00..11.01.2026	0%
FED HM LN PC POOL 1B2811 FH 03/35 FLOATING VAR 6.03% 03/01/2035	FED.HM.LN.PC.POOL.1B2811.FH.03.35.FLOATING.VAR.6.03..03.01.2035	0%
FED HM LN PC POOL A79966 FG 08/38 FIXED 5.5 5.50% 08/01/2038	FED.HM.LN.PC.POOL.A79966.FG.08.38.FIXED.5.5.5.50..08.01.2038	0%
GNMA II POOL MB0933 G2 02/56 FIXED 3.5 3.50% 02/20/2056	GNMA.II.POOL.MB0933.G2.02.56.FIXED.3.5.3.50..02.20.2056	0%
FNMA POOL 995175 FN 06/35 FIXED VAR 7.00% 06/01/2035	FNMA.POOL.995175.FN.06.35.FIXED.VAR.7.00..06.01.2035	0%
FED HM LN PC POOL 1G0103 FH 02/35 FLOATING VAR 5.82% 02/01/2035	FED.HM.LN.PC.POOL.1G0103.FH.02.35.FLOATING.VAR.5.82..02.01.2035	0%
FED HM LN PC POOL G03432 FG 11/37 FIXED 5.5 5.50% 11/01/2037	FED.HM.LN.PC.POOL.G03432.FG.11.37.FIXED.5.5.5.50..11.01.2037	0%
FNMA POOL 843014 FN 03/35 FLOATING VAR 5.66% 03/01/2035	FNMA.POOL.843014.FN.03.35.FLOATING.VAR.5.66..03.01.2035	0%
FNMA POOL AJ6054 FN 12/26 FIXED 3 3.00% 12/01/2026	FNMA.POOL.AJ6054.FN.12.26.FIXED.3.3.00..12.01.2026	0%
COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 4.72% 02/25/2036	COUNTRYWIDE.HOME.LOANS.CWHL.2006.3.3A2.4.72..02.25.2036	0%
GNMA POOL 457100 GN 11/28 FIXED 6.5 6.50% 11/15/2028	GNMA.POOL.457100.GN.11.28.FIXED.6.5.6.50..11.15.2028	0%
FNMA POOL AB9465 FN 05/43 FIXED 3.5 3.50% 05/01/2043	FNMA.POOL.AB9465.FN.05.43.FIXED.3.5.3.50..05.01.2043	0%
FREDDIE MAC FHR 4463 IO 2.15% 02/15/2038	FREDDIE.MAC.FHR.4463.IO.2.15..02.15.2038	0%
FNMA POOL BE8409 FN 03/47 FIXED 4 4.00% 03/01/2047	FNMA.POOL.BE8409.FN.03.47.FIXED.4.4.00..03.01.2047	0%
FED HM LN PC POOL 783028 FH 02/35 FLOATING VAR 5.88% 02/01/2035	FED.HM.LN.PC.POOL.783028.FH.02.35.FLOATING.VAR.5.88..02.01.2035	0%
FNMA POOL 442324 FN 10/28 FLOATING VAR 6.01% 10/01/2028	FNMA.POOL.442324.FN.10.28.FLOATING.VAR.6.01..10.01.2028	0%
FED HM LN PC POOL G03551 FG 11/37 FIXED 6 6.00% 11/01/2037	FED.HM.LN.PC.POOL.G03551.FG.11.37.FIXED.6.6.00..11.01.2037	0%
FREDDIE MAC FHR 4324 IO 2.34% 08/15/2036	FREDDIE.MAC.FHR.4324.IO.2.34..08.15.2036	0%
FANNIE MAE FNR 2015 64 KS 1.83% 09/25/2045	FANNIE.MAE.FNR.2015.64.KS.1.83..09.25.2045	0%
FNMA POOL 827785 FN 05/35 FLOATING VAR 5.55% 05/01/2035	FNMA.POOL.827785.FN.05.35.FLOATING.VAR.5.55..05.01.2035	0%
BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3 5.75% 07/20/2032	BANC.OF.AMERICA.MORTGAGE.SECUR.BOAMS.2002.G.1A3.5.75..07.20.2032	0%
FREDDIE MAC FHR 2248 FB 4.26% 09/15/2030	FREDDIE.MAC.FHR.2248.FB.4.26..09.15.2030	0%
FANNIE MAE FNR 2014 84 AI 0.20% 02/25/2043	FANNIE.MAE.FNR.2014.84.AI.0.20..02.25.2043	0%
FED HM LN PC POOL A65448 FG 09/37 FIXED 6 6.00% 09/01/2037	FED.HM.LN.PC.POOL.A65448.FG.09.37.FIXED.6.6.00..09.01.2037	0%
FNMA POOL AJ4574 FN 11/26 FIXED 3 3.00% 11/01/2026	FNMA.POOL.AJ4574.FN.11.26.FIXED.3.3.00..11.01.2026	0%
FNMA POOL 800335 FN 12/34 FLOATING VAR 5.59% 12/01/2034	FNMA.POOL.800335.FN.12.34.FLOATING.VAR.5.59..12.01.2034	0%
FREDDIE MAC FHR 4367 GS 1.89% 03/15/2037	FREDDIE.MAC.FHR.4367.GS.1.89..03.15.2037	0%
FANNIE MAE FNR 2016 76 CS 1.69% 10/25/2046	FANNIE.MAE.FNR.2016.76.CS.1.69..10.25.2046	0%
FREDDIE MAC FHR 3621 WI 2.00% 05/15/2037	FREDDIE.MAC.FHR.3621.WI.2.00..05.15.2037	0%
FREDDIE MAC FHR 4394 WI 2.09% 08/15/2041	FREDDIE.MAC.FHR.4394.WI.2.09..08.15.2041	0%
FED HM LN PC POOL C01622 FG 09/33 FIXED 5 5.00% 09/01/2033	FED.HM.LN.PC.POOL.C01622.FG.09.33.FIXED.5.5.00..09.01.2033	0%
FREDDIE MAC FHR 3635 IB 1.81% 10/15/2037	FREDDIE.MAC.FHR.3635.IB.1.81..10.15.2037	0%
GNMA II POOL 003636 G2 11/34 FIXED 5 5.00% 11/20/2034	GNMA.II.POOL.003636.G2.11.34.FIXED.5.5.00..11.20.2034	0%
FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5 3.50% 07/01/2043	FED.HM.LN.PC.POOL.ZS3767.FR.07.43.FIXED.3.5.3.50..07.01.2043	0%
FED HM LN PC POOL J17834 FG 01/27 FIXED 3 3.00% 01/01/2027	FED.HM.LN.PC.POOL.J17834.FG.01.27.FIXED.3.3.00..01.01.2027	0%
FED HM LN PC POOL G03392 FG 10/37 FIXED 6 6.00% 10/01/2037	FED.HM.LN.PC.POOL.G03392.FG.10.37.FIXED.6.6.00..10.01.2037	0%
FNMA POOL AJ4535 FN 11/26 FIXED 3 3.00% 11/01/2026	FNMA.POOL.AJ4535.FN.11.26.FIXED.3.3.00..11.01.2026	0%
FED HM LN PC POOL ZL2783 FR 03/42 FIXED 3.5 3.50% 03/01/2042	FED.HM.LN.PC.POOL.ZL2783.FR.03.42.FIXED.3.5.3.50..03.01.2042	0%
GNMA POOL 569159 GN 03/32 FIXED 6.5 6.50% 03/15/2032	GNMA.POOL.569159.GN.03.32.FIXED.6.5.6.50..03.15.2032	0%
FREDDIE MAC FHR 3598 JI 1.80% 10/15/2037	FREDDIE.MAC.FHR.3598.JI.1.80..10.15.2037	0%
FED HM LN PC POOL G03968 FG 12/36 FIXED 5.5 5.50% 12/01/2036	FED.HM.LN.PC.POOL.G03968.FG.12.36.FIXED.5.5.5.50..12.01.2036	0%
FED HM LN PC POOL G02791 FG 04/37 FIXED 5.5 5.50% 04/01/2037	FED.HM.LN.PC.POOL.G02791.FG.04.37.FIXED.5.5.5.50..04.01.2037	0%
FNMA POOL 257531 FN 11/28 FIXED 6.5 6.50% 11/01/2028	FNMA.POOL.257531.FN.11.28.FIXED.6.5.6.50..11.01.2028	0%
FED HM LN PC POOL G02939 FG 05/37 FIXED 5.5 5.50% 05/01/2037	FED.HM.LN.PC.POOL.G02939.FG.05.37.FIXED.5.5.5.50..05.01.2037	0%
GNMA POOL 781288 GN 05/31 FIXED 6.5 6.50% 05/15/2031	GNMA.POOL.781288.GN.05.31.FIXED.6.5.6.50..05.15.2031	0%
FNMA POOL 735896 FN 09/35 FIXED VAR 6.00% 09/01/2035	FNMA.POOL.735896.FN.09.35.FIXED.VAR.6.00..09.01.2035	0%
GNMA POOL 569830 GN 06/32 FIXED 6.5 6.50% 06/15/2032	GNMA.POOL.569830.GN.06.32.FIXED.6.5.6.50..06.15.2032	0%
FNMA POOL 555640 FN 07/33 FIXED VAR 6.00% 07/01/2033	FNMA.POOL.555640.FN.07.33.FIXED.VAR.6.00..07.01.2033	0%
GNMA POOL 482928 GN 01/29 FIXED 6.5 6.50% 01/15/2029	GNMA.POOL.482928.GN.01.29.FIXED.6.5.6.50..01.15.2029	0%
FNMA POOL AJ6392 FN 11/26 FIXED 3 3.00% 11/01/2026	FNMA.POOL.AJ6392.FN.11.26.FIXED.3.3.00..11.01.2026	0%
GNMA POOL 579731 GN 08/32 FIXED 6.5 6.50% 08/15/2032	GNMA.POOL.579731.GN.08.32.FIXED.6.5.6.50..08.15.2032	0%
FNMA POOL 688769 FN 03/33 FIXED 6 6.00% 03/01/2033	FNMA.POOL.688769.FN.03.33.FIXED.6.6.00..03.01.2033	0%
FNMA POOL 896032 FN 08/36 FIXED 6 6.00% 08/01/2036	FNMA.POOL.896032.FN.08.36.FIXED.6.6.00..08.01.2036	0%
FED HM LN PC POOL G01967 FG 11/30 FIXED 5.5 5.50% 11/01/2030	FED.HM.LN.PC.POOL.G01967.FG.11.30.FIXED.5.5.5.50..11.01.2030	0%
GNMA POOL 412301 GN 08/27 FIXED 7.5 7.50% 08/15/2027	GNMA.POOL.412301.GN.08.27.FIXED.7.5.7.50..08.15.2027	0%
COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 4.70% 03/25/2036	COUNTRYWIDE.HOME.LOANS.CWHL.2006.3.2A2.4.70..03.25.2036	0%
SEQUOIA MORTGAGE TRUST SEMT 10 2A1 4.77% 10/20/2027	SEQUOIA.MORTGAGE.TRUST.SEMT.10.2A1.4.77..10.20.2027	0%
GNMA POOL 485682 GN 08/31 FIXED 6.5 6.50% 08/15/2031	GNMA.POOL.485682.GN.08.31.FIXED.6.5.6.50..08.15.2031	0%
GNMA II POOL 080054 G2 03/27 FLOATING VAR 5.00% 03/20/2027	GNMA.II.POOL.080054.G2.03.27.FLOATING.VAR.5.00..03.20.2027	0%
FANNIE MAE FNR 1998 22 FA 4.16% 04/18/2028	FANNIE.MAE.FNR.1998.22.FA.4.16..04.18.2028	0%
31750TRM7 PIMCO CDSOPT CALL USD 93.09375000 20 10/06/2026	31750TRM7.PIMCO.CDSOPT.CALL.USD.93.09375000.20.10.06.2026	0%
317UDM3A5 PIMCO SWAPTION 3.95 CALL USD 2026110 11/05/2026	317UDM3A5.PIMCO.SWAPTION.3.95.CALL.USD.2026110.11.05.2026	0%
31750TQK2 PIMCO CDSOPT PUT USD 95.34375000 202 11/05/2026	31750TQK2.PIMCO.CDSOPT.PUT.USD.95.34375000.202.11.05.2026	0%
31750TQJ5 PIMCO CDSOPT PUT USD 92.53125000 202 12/03/2026	31750TQJ5.PIMCO.CDSOPT.PUT.USD.92.53125000.202.12.03.2026	0%
317UE2JA1 PIMCO SWAPTION 5.076 PUT USD 2026120 12/03/2026	317UE2JA1.PIMCO.SWAPTION.5.076.PUT.USD.2026120.12.03.2026	0%
317UDAMA0 PIMCO SWAPTION 4.518 PUT USD 2026100 10/06/2026	317UDAMA0.PIMCO.SWAPTION.4.518.PUT.USD.2026100.10.06.2026	0%
317UDANA9 PIMCO SWAPTION 4.527 PUT USD 2026100 10/06/2026	317UDANA9.PIMCO.SWAPTION.4.527.PUT.USD.2026100.10.06.2026	0%
317U96ZA0 PIMCO FPPSWAPTION 4.265 PUT USD 05/01/2035	317U96ZA0.PIMCO.FPPSWAPTION.4.265.PUT.USD.05.01.2035	0%
31750TMA8 PIMCO CDSOPT PUT USD 89.98437500 202 12/03/2026	31750TMA8.PIMCO.CDSOPT.PUT.USD.89.98437500.202.12.03.2026	0%
317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD 04/24/2035	317U93RA6.PIMCO.FPPSWAPTION.4.31.PUT.USD.04.24.2035	0%
317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD 05/07/2035	317U98VA0.PIMCO.FPPSWAPTION.4.285.PUT.USD.05.07.2035	0%
31750TMC4 PIMCO CDSOPT PUT USD 90.00000000 202 12/03/2026	31750TMC4.PIMCO.CDSOPT.PUT.USD.90.00000000.202.12.03.2026	0%
31750TN41 PIMCO CDSOPT PUT USD 92.89062500 202 12/03/2026	31750TN41.PIMCO.CDSOPT.PUT.USD.92.89062500.202.12.03.2026	0%
31750T9B1 PIMCO CDSOPT PUT USD 91.87500000 202 10/06/2026	31750T9B1.PIMCO.CDSOPT.PUT.USD.91.87500000.202.10.06.2026	0%
317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD 05/16/2035	317U9B7A0.PIMCO.FPPSWAPTION.4.43.PUT.USD.05.16.2035	0%
317U9HJA4 PIMCO FPPSWAPTION 4.47 PUT USD 06/04/2035	317U9HJA4.PIMCO.FPPSWAPTION.4.47.PUT.USD.06.04.2035	0%
317U97VA2 PIMCO FPPSWAPTION 4.3075 PUT USD 05/02/2035	317U97VA2.PIMCO.FPPSWAPTION.4.3075.PUT.USD.05.02.2035	0%
31750TIH8 PIMCO CDSOPT PUT USD 91.94531250 202 11/05/2026	31750TIH8.PIMCO.CDSOPT.PUT.USD.91.94531250.202.11.05.2026	0%
31750TII6 PIMCO CDSOPT PUT USD 91.96093750 202 11/05/2026	31750TII6.PIMCO.CDSOPT.PUT.USD.91.96093750.202.11.05.2026	0%
31750TI39 PIMCO CDSOPT PUT USD 91.85937500 202 11/05/2026	31750TI39.PIMCO.CDSOPT.PUT.USD.91.85937500.202.11.05.2026	0%
31750TI47 PIMCO CDSOPT PUT USD 100.50000000 20 11/05/2026	31750TI47.PIMCO.CDSOPT.PUT.USD.100.50000000.20.11.05.2026	0%
317U9EEA6 PIMCO FPPSWAPTION 4.52 PUT USD 05/29/2035	317U9EEA6.PIMCO.FPPSWAPTION.4.52.PUT.USD.05.29.2035	0%
US 5YR NOTE (CBT) DEC26 XCBT 20261231 12/31/2026	US.5YR.NOTE..CBT..DEC26.XCBT.20261231.12.31.2026	0%
317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD 06/18/2035	317U9M7A6.PIMCO.FPPSWAPTION.4.44.PUT.USD.06.18.2035	0%
31750T7Y3 PIMCO CDSOPT PUT USD 92.90625000 202 10/06/2026	31750T7Y3.PIMCO.CDSOPT.PUT.USD.92.90625000.202.10.06.2026	0%
317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD 08/06/2035	317U9ZDA0.PIMCO.FPPSWAPTION.4.427.PUT.USD.08.06.2035	0%
317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD 08/07/2035	317UA0VA5.PIMCO.FPPSWAPTION.4.485.PUT.USD.08.07.2035	0%
317U9CVA1 PIMCO FPPSWAPTION 4.63 PUT USD 05/22/2035	317U9CVA1.PIMCO.FPPSWAPTION.4.63.PUT.USD.05.22.2035	0%
317U9OQA1 PIMCO FPPSWAPTION 4.4 PUT USD 06/25/2035	317U9OQA1.PIMCO.FPPSWAPTION.4.4.PUT.USD.06.25.2035	0%
317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD 08/27/2035	317UA80A2.PIMCO.FPPSWAPTION.4.693.PUT.USD.08.27.2035	0%
317U9QYA7 PIMCO FPPSWAPTION 4.55875 PUT USD 07/09/2035	317U9QYA7.PIMCO.FPPSWAPTION.4.55875.PUT.USD.07.09.2035	0%
317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD 08/27/2035	317UA82A0.PIMCO.FPPSWAPTION.4.693.PUT.USD.08.27.2035	0%
317U9Z1A3 PIMCO FPPSWAPTION 4.46 PUT USD 08/06/2035	317U9Z1A3.PIMCO.FPPSWAPTION.4.46.PUT.USD.08.06.2035	0%
317UDDAA7 PIMCO SWAPTION 4.0215 CALL USD 20261 10/06/2026	317UDDAA7.PIMCO.SWAPTION.4.0215.CALL.USD.20261.10.06.2026	0%
31750TPY3 PIMCO CDSOPT PUT USD 101.66406250 20 12/03/2026	31750TPY3.PIMCO.CDSOPT.PUT.USD.101.66406250.20.12.03.2026	0%
317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD 07/23/2035	317U9V5A8.PIMCO.FPPSWAPTION.4.64.PUT.USD.07.23.2035	0%
31750TPW7 PIMCO CDSOPT PUT USD 101.57421875 20 12/03/2026	31750TPW7.PIMCO.CDSOPT.PUT.USD.101.57421875.20.12.03.2026	0%
31750TAE3 PIMCO CDSOPT PUT USD 98.00000000 202 10/06/2026	31750TAE3.PIMCO.CDSOPT.PUT.USD.98.00000000.202.10.06.2026	0%
317U9HKA2 PIMCO FPPSWAPTION 4.47 CALL USD 06/04/2035	317U9HKA2.PIMCO.FPPSWAPTION.4.47.CALL.USD.06.04.2035	-0.01%
317U97AA5 PIMCO FPPSWAPTION 4.265 CALL USD 05/01/2035	317U97AA5.PIMCO.FPPSWAPTION.4.265.CALL.USD.05.01.2035	-0.01%
31750T9S4 PIMCO CDSOPT PUT USD 97.96875000 202 10/06/2026	31750T9S4.PIMCO.CDSOPT.PUT.USD.97.96875000.202.10.06.2026	-0.01%
317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD 05/16/2035	317U9B8A9.PIMCO.FPPSWAPTION.4.43.CALL.USD.05.16.2035	-0.01%
317U9CWA0 PIMCO FPPSWAPTION 4.63 CALL USD 05/22/2035	317U9CWA0.PIMCO.FPPSWAPTION.4.63.CALL.USD.05.22.2035	-0.01%
317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD 04/24/2035	317U93SA5.PIMCO.FPPSWAPTION.4.31.CALL.USD.04.24.2035	-0.01%
317U9EFA5 PIMCO FPPSWAPTION 4.52 CALL USD 05/29/2035	317U9EFA5.PIMCO.FPPSWAPTION.4.52.CALL.USD.05.29.2035	-0.01%
317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD 05/07/2035	317U98WA9.PIMCO.FPPSWAPTION.4.285.CALL.USD.05.07.2035	-0.01%
317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD 08/27/2035	317UA81A1.PIMCO.FPPSWAPTION.4.693.CALL.USD.08.27.2035	-0.01%
31750TQE6 PIMCO CDSOPT PUT USD 100.87500000 20 12/03/2026	31750TQE6.PIMCO.CDSOPT.PUT.USD.100.87500000.20.12.03.2026	-0.01%
31750TM59 PIMCO CDSOPT PUT USD 88.42187500 202 11/05/2026	31750TM59.PIMCO.CDSOPT.PUT.USD.88.42187500.202.11.05.2026	-0.01%
31750TM67 PIMCO CDSOPT PUT USD 88.48437500 202 11/05/2026	31750TM67.PIMCO.CDSOPT.PUT.USD.88.48437500.202.11.05.2026	-0.01%
31750T8Q9 PIMCO CDSOPT PUT USD 98.18750000 202 10/06/2026	31750T8Q9.PIMCO.CDSOPT.PUT.USD.98.18750000.202.10.06.2026	-0.01%
317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD 06/18/2035	317U9M8A5.PIMCO.FPPSWAPTION.4.44.CALL.USD.06.18.2035	-0.01%
31750T921 PIMCO CDSOPT PUT USD 98.21875000 202 10/06/2026	31750T921.PIMCO.CDSOPT.PUT.USD.98.21875000.202.10.06.2026	-0.01%
317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD 08/27/2035	317UA83A9.PIMCO.FPPSWAPTION.4.693.CALL.USD.08.27.2035	-0.01%
31750TAS2 PIMCO CDSOPT PUT USD 99.03906250 202 10/06/2026	31750TAS2.PIMCO.CDSOPT.PUT.USD.99.03906250.202.10.06.2026	-0.01%
31750TN58 PIMCO CDSOPT PUT USD 92.85937500 202 12/03/2026	31750TN58.PIMCO.CDSOPT.PUT.USD.92.85937500.202.12.03.2026	-0.01%
317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD 08/07/2035	317UA0WA4.PIMCO.FPPSWAPTION.4.485.CALL.USD.08.07.2035	-0.01%
31750TMH3 PIMCO CDSOPT PUT USD 99.92187500 202 10/06/2026	31750TMH3.PIMCO.CDSOPT.PUT.USD.99.92187500.202.10.06.2026	-0.01%
31750TN33 PIMCO CDSOPT PUT USD 92.89062500 202 12/03/2026	31750TN33.PIMCO.CDSOPT.PUT.USD.92.89062500.202.12.03.2026	-0.01%
317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD 08/06/2035	317U9ZEA9.PIMCO.FPPSWAPTION.4.427.CALL.USD.08.06.2035	-0.01%
317U97WA1 PIMCO FPPSWAPTION 4.3075 CALL USD 05/02/2035	317U97WA1.PIMCO.FPPSWAPTION.4.3075.CALL.USD.05.02.2035	-0.01%
31750TB93 PIMCO CDSOPT PUT USD 100.43750000 20 10/06/2026	31750TB93.PIMCO.CDSOPT.PUT.USD.100.43750000.20.10.06.2026	-0.01%
US 10YR NOTE (CBT)DEC26 XCBT 20261221 12/21/2026	US.10YR.NOTE..CBT.DEC26.XCBT.20261221.12.21.2026	-0.01%
317U9Z2A2 PIMCO FPPSWAPTION 4.46 CALL USD 08/06/2035	317U9Z2A2.PIMCO.FPPSWAPTION.4.46.CALL.USD.08.06.2035	-0.02%
CITI CASH COLL BROKER 1.00% 12/31/2030	CITI.CASH.COLL.BROKER.1.00..12.31.2030	-0.02%
BNP PARIBUS BPS CASH COLL 3.88% 12/31/2030	BNP.PARIBUS.BPS.CASH.COLL.3.88..12.31.2030	-0.02%
MORGAN STANLEY MYC CAS H COLL BROKER 3.88% 12/31/2030	MORGAN.STANLEY.MYC.CAS.H.COLL.BROKER.3.88..12.31.2030	-0.02%
317U9QXA8 PIMCO FPPSWAPTION 4.55875 CALL USD 07/09/2035	317U9QXA8.PIMCO.FPPSWAPTION.4.55875.CALL.USD.07.09.2035	-0.02%
CCBOAIUS3 SWAP CASH COLLATERAL BOA CASH COLL (BROKER) 3.88% 12/31/2030	CCBOAIUS3.SWAP.CASH.COLLATERAL.BOA.CASH.COLL..BROKER..3.88..12.31.2030	-0.02%
317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD 07/23/2035	317U9V6A7.PIMCO.FPPSWAPTION.4.64.CALL.USD.07.23.2035	-0.02%
31750T772 PIMCO CDSOPT PUT USD 101.00000000 20 10/06/2026	31750T772.PIMCO.CDSOPT.PUT.USD.101.00000000.20.10.06.2026	-0.02%
31750THP1 PIMCO CDSOPT PUT USD 100.94531250 20 11/05/2026	31750THP1.PIMCO.CDSOPT.PUT.USD.100.94531250.20.11.05.2026	-0.02%
317U9OPA2 PIMCO FPPSWAPTION 4.4 CALL USD 06/25/2035	317U9OPA2.PIMCO.FPPSWAPTION.4.4.CALL.USD.06.25.2035	-0.02%
31750TKQ5 PIMCO CDSOPT PUT USD 100.87500000 20 10/06/2026	31750TKQ5.PIMCO.CDSOPT.PUT.USD.100.87500000.20.10.06.2026	-0.03%
US 10YR ULTRA FUT DEC26 XCBT 20261221 12/21/2026	US.10YR.ULTRA.FUT.DEC26.XCBT.20261221.12.21.2026	-0.03%
RFR USD SOFR/3.72400 05/20/26-7Y LCH 05/20/2033	RFR.USD.SOFR.3.72400.05.20.26.7Y.LCH.05.20.2033	-0.04%
31750TGA5 PIMCO CDSOPT PUT USD 93.10937500 202 11/05/2026	31750TGA5.PIMCO.CDSOPT.PUT.USD.93.10937500.202.11.05.2026	-0.05%
DEUTSCHE CASH COLL BROKER 3.88% 12/31/2030	DEUTSCHE.CASH.COLL.BROKER.3.88..12.31.2030	-0.05%
317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD 08/20/2035	317UA49A2.PIMCO.FPPSWAPTION.4.628.PUT.USD.08.20.2035	-0.05%
RFR USD SOFR/3.78000 07/16/26-7Y LCH 07/16/2033	RFR.USD.SOFR.3.78000.07.16.26.7Y.LCH.07.16.2033	-0.09%
317UA3TA2 PIMCO FPPSWAPTION 4.623 CALL USD 08/20/2035	317UA3TA2.PIMCO.FPPSWAPTION.4.623.CALL.USD.08.20.2035	-0.17%
GNMA II TBA 30 YR 3 JUMBOS 3.00% 10/20/2056	GNMA.II.TBA.30.YR.3.JUMBOS.3.00..10.20.2056	-0.35%
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 4.50% 10/13/2056	FNMA.TBA.30.YR.4.5.SINGLE.FAMILY.MORTGAGE.4.50..10.13.2056	-0.4%
GNMA II TBA 30 YR 3.5 JUMBOS 3.50% 10/20/2056	GNMA.II.TBA.30.YR.3.5.JUMBOS.3.50..10.20.2056	-0.82%
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 4.00% 10/13/2056	FNMA.TBA.30.YR.4.SINGLE.FAMILY.MORTGAGE.4.00..10.13.2056	-0.85%
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 4.00% 11/12/2056	FNMA.TBA.30.YR.4.SINGLE.FAMILY.MORTGAGE.4.00..11.12.2056	-1.13%
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE 3.50% 11/12/2056	FNMA.TBA.30.YR.3.5.SINGLE.FAMILY.MORTGAGE.3.50..11.12.2056	-1.32%
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 4.00% 12/10/2056	FNMA.TBA.30.YR.4.SINGLE.FAMILY.MORTGAGE.4.00..12.10.2056	-2.47%
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE 6.50% 11/12/2056	FNMA.TBA.30.YR.6.5.SINGLE.FAMILY.MORTGAGE.6.50..11.12.2056	-4.79%
NET OTHER ASSETS	NET.OTHER.ASSETS	-62.95%

Sector breakdown

Sector	Weight
All Others	100.00%

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Faqs

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) ETF share price today?

PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) share price today is $46.0461.

Can Indians buy PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

Yes, Indians can buy shares of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) on Vested. To buy PMBS from India, you can open a US Brokerage account by signing up on Vested. The account opening process is completely digital and secure, and takes 3-5 minutes to complete.

Can Fractional shares of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund be purchased?

Yes, you can purchase fractional shares of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) on Vested. You can start investing in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) with a minimum investment of $1.

How to invest in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares from India?

Click on Sign Up or Invest in PMBS ETF at the top of this page
Breeze through our fully digital and secure KYC process and open your US Brokerage account in a few minutes
Transfer USD funds to your US Brokerage account and start investing in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's 52-week high and low ETF share price?

The 52-week high price of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) is $49.37. The 52-week low price of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) is $45.79.

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's ticker or symbol?

The stock symbol (or ticker) of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund is PMBS.

Can I set up automatic investments (SIP) in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

Yes, you can setup SIP in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares. Follow the below steps to create the SIP:

Sign up on Vested and complete your KYC for US Stocks
Transfer funds to your US Stocks account
Navigate to PMBS tickr page and set up your recurring investment

What is the historical performance of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund ETF?

Here is the historical performance of PMBS on the Vested app.

1 Year Return - {X%}
3 Year Return
5 Year
You can also access the top holdings, the expense ratio, and the sector breakdown for PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund on Vested.

What is the expense ratio of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund?

The expense ratio of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) is 71%.

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Pimco mortgage-backed securities active exchange-traded fund share price

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About pimco mortgage-backed securities active exchange-traded fund, etf

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Faqs

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) ETF share price today?

Can Indians buy PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

Can Fractional shares of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund be purchased?

How to invest in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares from India?

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's 52-week high and low ETF share price?

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's ticker or symbol?

Can I set up automatic investments (SIP) in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

What is the historical performance of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund ETF?

What is the expense ratio of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund?

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Pimco mortgage-backed securities active exchange-traded fund share price

Price chart

Key metrics

About pimco mortgage-backed securities active exchange-traded fund, etf

Returns

Largest holdings

Sector breakdown

Discover more

Faqs

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS) ETF share price today?

Can Indians buy PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

Can Fractional shares of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund be purchased?

How to invest in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares from India?

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's 52-week high and low ETF share price?

What is PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund's ticker or symbol?

Can I set up automatic investments (SIP) in PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund shares?

What is the historical performance of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund ETF?

What is the expense ratio of PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund?

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