Portfolio Holdings as of 2/29/2020
| Ticker | Cusip | Description | Shares | Market Value | % of Portfolio |
| FIGXX | 316175108 | Fidelity Investments Money Market Funds | 3,806,276.690 | $3,806,276.69 | 7.48% |
| 912828YN | 912828YN4 | US TREASURY FLOAT 10/31/2021 | 2,000,000.000 | $2,005,651.40 | 3.94% |
| 04542BMG | 04542BMG4 | ABFC 2005-WF1 M9 2/25/2034 VAR | 1,352,028.520 | $1,419,309.38 | 2.79% |
| 456606DL | 456606DL3 | INHEL 2002-B FLOAT 10/25/2033 | 1,337,600.000 | $1,332,048.42 | 2.62% |
| 126694D7 | 126694D70 | CWHL 2006-HYB2 4A 4/20/2036 VAR | 1,304,577.200 | $1,285,902.70 | 2.53% |
| 05949CEN | 05949CEN2 | BOAMS 2005-G 4A3 08/25/2035 VAR | 1,117,654.137 | $1,107,767.82 | 2.18% |
| 45660LF5 | 45660LF53 | INDX 2005-AR23 3A 11/25/2035 VAR | 1,148,811.300 | $1,094,455.18 | 2.15% |
| 576433XX | 576433XX9 | MARM 2005-2 03/25/2035 FLOAT | 1,108,960.176 | $1,086,276.62 | 2.13% |
| 59020UNF | 59020UNF8 | MLCC MORT INVESTORS 12/25/2029 FLOAT | 1,047,641.162 | $1,018,963.77 | 2.00% |
| 46635GAL | 46635GAL4 | JP MORGAN 2010-C2 FLOAT 11/15/2043 | 1,000,000.000 | $1,006,650.60 | 1.98% |
| 12433QAA | 12433QAA2 | BX 2017-CQHP 11/15/2034 FLOAT | 1,000,000.000 | $996,013.50 | 1.96% |
| 68383NBD | 68383NBD4 | OPMAC 2005-2 M8 4/25/2035 VAR | 845,789.580 | $835,230.74 | 1.64% |
| 12667GBJ | 12667GBJ1 | CWALT 2005 05/25/2020 FLOAT | 834,220.489 | $820,502.57 | 1.61% |
| 22541SEJ | 22541SEJ3 | CSFB 2004-AR3 CB2 04/25/2034 VAR RATE | 863,868.660 | $811,978.66 | 1.60% |
| 805564QB | 805564QB0 | SAST 2004-2 08/25/2035 FLOAT | 774,031.138 | $805,522.44 | 1.58% |
| 32051GBT | 32051GBT1 | FHAMS 2004-AA5 2A1 12/25/2034 VAR | 769,381.569 | $765,584.67 | 1.50% |
| 05548WAA | 05548WAA5 | BARC. 2018-TALL 03/15/2020 FLOAT | 760,000.000 | $759,926.92 | 1.49% |
| 59020UBM | 59020UBM6 | MLMI 2004-A1 FLOAT 12/25/2034 | 692,217.900 | $689,900.01 | 1.36% |
| 12667FPX | 12667FPX7 | CWALT 2004-15 2A1 09/25/2034 VAR | 642,972.648 | $646,071.65 | 1.27% |
| 1248MAAE | 1248MAAE7 | CBASS 2007-SP1 M1 12/25/2037 VAR | 571,000.000 | $643,072.53 | 1.26% |
| 525229BD | 525229BD1 | LEHMAN XS TRUST FLOAT 05/25/2046 | 635,357.744 | $594,372.34 | 1.17% |
| 170257AF | 170257AF6 | CWHL 2006-16 3A2 11/25/2036 6.5% | 864,180.800 | $568,781.33 | 1.12% |
| 61749CAF | 61749CAF8 | MSM 2006-6AR 05/25/2036 FLOAT | 610,979.070 | $566,906.22 | 1.11% |
| 225470RW | 225470RW5 | CSFB 2005-12 5A1 1/25/2036 FLOAT | 526,042.935 | $541,016.80 | 1.06% |
| 12667FP6 | 12667FP66 | Countrywide Alternat FLOAT 2/25/35 | 514,091.857 | $528,025.65 | 1.04% |
| 61748HQY | 61748HQY0 | MORGAN STANLEY FLOAT 12/25/2035 | 539,041.775 | $521,972.37 | 1.03% |
| 74063B30 | 74063B302 | PREFERRED APT COMNTY INC | 500.000 | $500,000.00 | 0.98% |
| 90263BHE | 90263BHE1 | UCFC Home Equity Ln 7.75% 4/15/2030 | 487,578.220 | $487,340.43 | 0.96% |
| 1266713N | 1266713N4 | Countrywide Asset VARIABLE 10/25/33 | 452,007.540 | $461,939.00 | 0.91% |
| 61744CHU | 61744CHU3 | MSAC 2004-NC8 M6 9/25/2034 VAR | 431,678.777 | $433,447.75 | 0.85% |
| 46630KAU | 46630KAU0 | JP MORGAN MORTG VAR RATE 3/25/2047 | 500,000.000 | $427,833.35 | 0.84% |
| 929227QC | 929227QC3 | WAMU 2002 AR6-B1 06/25/2042 FLOAT | 455,859.519 | $427,183.22 | 0.84% |
| 126673EY | 126673EY4 | CWL 2004-8 M4 10/25/2034 VAR | 442,789.613 | $414,881.38 | 0.82% |
| 007036RU | 007036RU2 | ARMT 2005-9 1A4 11/25/2035 VAR | 415,877.512 | $411,006.63 | 0.81% |
| 94988LAA | 94988LAA0 | WFCM 2013-120B FLOAT 03/18/2028 | 400,000.000 | $399,636.20 | 0.79% |
| 126694QJ | 126694QJ0 | CWHL 2005-HYB8 4A 12/20/2035 VAR | 389,482.382 | $394,994.41 | 0.78% |
| 761118AH | 761118AH1 | RALI 2005-QS7 CB 6/25/2035 5.5% | 377,160.525 | $382,128.26 | 0.75% |
| 225470EU | 225470EU3 | CREDIT SUISSE FIRST FLOAT 11/25/35 | 462,891.295 | $376,422.74 | 0.74% |
| 29445FAH | 29445FAH1 | EMLT 2003-2 3A3 09/25/2033 FLOAT | 376,708.760 | $367,283.32 | 0.72% |
| 61915RBY | 61915RBY1 | MORTGAGEIT TRUST VAR RATE 4/25/2036 | 378,322.364 | $360,017.01 | 0.71% |
| 007036VE | 007036VE3 | ADJUSTABLE RATE MTG FLOAT 2/25/36 | 421,485.086 | $353,341.32 | 0.69% |
| 07386HVV | 07386HVV0 | BALTA 2005-7 09/25/2035 FLOAT | 420,533.269 | $349,455.37 | 0.69% |
| 161546FP | 161546FP6 | CFAB 2003-3 11/25/2032 FLOAT | 350,304.448 | $346,226.87 | 0.68% |
| 362341FR | 362341FR5 | GSR 2005-AR4 FLOAT 07/25/2035 | 333,957.859 | $338,846.07 | 0.67% |
| 251510LF | 251510LF8 | DEUTSCHE ALT-A SEC FLOAT 2/25/36 | 367,892.968 | $336,504.49 | 0.66% |
| 12544EAA | 12544EAA5 | CWHL 2007-HY1 1A1 4/25/2037 VAR | 331,369.080 | $334,117.99 | 0.66% |
| 45660N3N | 45660N3N3 | INDX 2004-AR9 1A 11/25/2034 FLOAT | 328,113.403 | $333,197.19 | 0.65% |
| 059529AK | 059529AK3 | BAFC 2007-7 3A3 9/25/2037 FLOAT | 361,746.146 | $327,960.21 | 0.64% |
| 004375AJ | 004375AJ0 | ACCREDITED MORT LOAN 01/25/2033 FLOAT | 331,146.655 | $320,138.78 | 0.63% |
| 46628BBF | 46628BBF6 | JP Morgan Mtg 2006 10/25/2036 VARABLE | 371,897.100 | $316,877.12 | 0.62% |
| 004421FY | 004421FY4 | ACE 2004-RM1 07/25/2034 FLOAT | 342,627.800 | $312,922.35 | 0.61% |
| 65535VCM | 65535VCM8 | NAA 2004-AP1 A5 3/25/2034 VAR | 299,949.080 | $308,213.64 | 0.61% |
| 12637HAX | 12637HAX6 | CREDIT SUISSE 7% 05/25/2036 | 754,607.457 | $305,222.57 | 0.60% |
| 92925VAJ | 92925VAJ9 | WAMU 2007-HY 02/25/2037 FLOAT | 303,868.981 | $303,251.28 | 0.60% |
| 929227XB | 929227XB7 | WAMU Mtg Cert 2002 11/25/42 VARABLE | 314,688.881 | $300,925.43 | 0.59% |
| 863579YS | 863579YS1 | STRUCTURED ADJ RATE FLOAT 10/25/35 | 311,289.920 | $300,626.40 | 0.59% |
| 32056CAA | 32056CAA7 | FHASI 2007-4 1A1 8/25/2037 6.0% | 372,013.909 | $300,043.28 | 0.59% |
| 05946XRT | 05946XRT2 | BANK OF AMERICA FUND FLOAT 4/20/35 | 317,658.975 | $299,752.63 | 0.59% |
| 61748HBJ | 61748HBJ9 | MORGAN STANLEY CAP 2 FLOAT 7/25/34 | 291,791.260 | $294,498.21 | 0.58% |
| 05949AY8 | 05949AY87 | BOAMS 2005-C 2A2 04/25/2035 FLOAT | 302,586.219 | $289,964.86 | 0.57% |
| 92977YBN | 92977YBN0 | WACHOVIA MTG LN TR FLOAT 10/20/35 | 292,488.680 | $289,388.15 | 0.57% |
| 05948KV5 | 05948KV55 | BOAA 2005-11 2CB1 12/25/2035 6.0% | 282,576.650 | $287,318.06 | 0.56% |
| 126670QU | 126670QU5 | Countrywide Asset-Ba FLOAT 5/25/36 | 287,375.391 | $285,795.89 | 0.56% |
| 02147TAQ | 02147TAQ9 | CWALT 2006-28CB A15 10/25/2036 6.5% | 761,940.630 | $277,072.09 | 0.54% |
| 76112BUZ | 76112BUZ1 | Residential Asset Mt FLOAT 10/25/31 | 356,203.250 | $276,342.84 | 0.54% |
| 61915RAF | 61915RAF3 | MORTGAGE IT TR 5/25/35 FLOAT | 278,067.400 | $275,059.27 | 0.54% |
| 12669F2H | 12669F2H5 | CWHL 2004-20 2A1 FLOAT 09/25/2034 | 326,417.929 | $272,997.41 | 0.54% |
| 00764MCW | 00764MCW5 | AEGIS ASSET BACKED VAR RATE 10/25/2034 | 254,814.028 | $254,284.50 | 0.50% |
| 02660TAS | 02660TAS2 | AHM 2004-1 4M1 04/25/2044 VAR | 247,842.180 | $242,670.13 | 0.48% |
| 07384MG8 | 07384MG89 | BSARM 2004-1 124M 4/25/2034 FLOAT | 240,301.989 | $240,787.74 | 0.47% |
| 16678RDL | 16678RDL8 | CCMFC 2005-2A A2 5/25/2036 VAR | 249,860.751 | $237,241.43 | 0.47% |
| 23332UDV | 23332UDV3 | DSLA MTG LN TR FLOAT 7/19/45 | 271,377.177 | $237,015.94 | 0.47% |
| 61746WYV | 61746WYV6 | MSDWC 2003-NC1 M2 11/25/2032 FLOAT | 230,148.547 | $231,402.95 | 0.45% |
| 12669GJF | 12669GJF9 | CWHL 02/25/2035 FLOAT | 278,193.888 | $231,381.70 | 0.45% |
| 12667GJ4 | 12667GJ46 | CWALT 2005-J8 1A5 7/25/2035 5.5% | 238,556.900 | $230,123.58 | 0.45% |
| 02150JAU | 02150JAU6 | CWALT 2007-9T1 2A2 5/25/2037 6.0% | 330,912.344 | $223,463.82 | 0.44% |
| 93363PAD | 93363PAD2 | WAMU 2006-AR14 1A 11/25/2036 VAR | 216,506.299 | $219,738.11 | 0.43% |
| 74924VAE | 74924VAE9 | RASC 2006-EMX9 FLOAT 11/25/2036 | 234,528.539 | $213,124.69 | 0.42% |
| 07386HMW | 07386HMW8 | BALTA 2004-11 2A2 11/25/2034 FLOAT | 214,227.827 | $212,324.20 | 0.42% |
| 02146VAC | 02146VAC6 | CWALT 2006-30T1 1A3 11/25/2036 6.25% | 215,023.667 | $201,664.68 | 0.40% |
| 32027NDK | 32027NDK4 | FFML 2003-FF3 M1 7/25/2033 VAR | 231,682.550 | $195,705.03 | 0.38% |
| 61915RAS | 61915RAS5 | MHL 2005-3 B2 8/25/2035 VAR | 190,953.159 | $194,751.98 | 0.38% |
| 93363NAH | 93363NAH8 | WAMU 2006-AR12 2A 10/25/2036 VAR | 196,924.412 | $194,041.22 | 0.38% |
| 32053LAQ | 32053LAQ5 | FHAMS 2007-FA2 04/25/2022 | 231,165.441 | $193,636.82 | 0.38% |
| 41165AAB | 41165AAB8 | HARBORVIEW MTG LN FLOAT 9/19/37 | 208,249.440 | $193,071.78 | 0.38% |
| 32027NGE | 32027NGE5 | FFML 2004-FF1 B1 11/25/2034 VAR | 192,056.760 | $191,762.47 | 0.38% |
| 466247TU | 466247TU7 | JPMMT 2005-A6 08.25/2035 4.63728% | 191,390.190 | $191,005.84 | 0.38% |
| 21075WDE | 21075WDE2 | CONTIMTG HOME EQ LN FLOATING 9/15/2027 | 205,755.250 | $189,179.61 | 0.37% |
| 22540VLG | 22540VLG5 | WAMU 2001-AR5 B1 12/19/2039 VAR | 182,100.000 | $178,483.64 | 0.35% |
| 073879FJ | 073879FJ2 | BSABS 2004-FR2 M4 6/25/2034 VAR | 177,898.074 | $176,875.93 | 0.35% |
| 576433G4 | 576433G42 | MARM 2006-0A1 FLOAT 4/25/2046 | 197,215.170 | $176,805.92 | 0.35% |
| 02660TEL | 02660TEL3 | American Home Mtg FLOAT 9/25/2045 | 208,064.343 | $175,198.83 | 0.34% |
| 61915RAR | 61915RAR7 | MHL 2005-3 B1 8/25/2035 VAR | 166,370.684 | $167,470.96 | 0.33% |
| 939336DA | 939336DA8 | WAMU MORTGAGE FLOAT 11/25/2032 | 169,712.405 | $166,817.79 | 0.33% |
| 12668AJS | 12668AJS5 | CWALT 2005-J11 11/25/2020 5% | 180,181.200 | $158,599.01 | 0.31% |
| 57643MFP | 57643MFP4 | MASTR 2004-9 3A7 7/25/2034 5.25% | 155,585.318 | $157,771.68 | 0.31% |
| 161631AL | 161631AL0 | CHASE 2007-S5 6% 7/25/37 | 199,740.160 | $156,382.34 | 0.31% |
| 69338AAA | 69338AAA3 | PHHMC 2008-CIM2 1A1 7/25/2038 FLOAT | 158,658.380 | $156,058.60 | 0.31% |
| 05948X4B | 05948X4B4 | BOAMS 2004-2 1A7 03/25/2034 5.50% | 135,105.125 | $141,459.43 | 0.28% |
| 576438AF | 576438AF2 | MARM 2006-2 FLOAT 2/25/36 | 139,090.931 | $138,880.92 | 0.27% |
| 29445FAL | 29445FAL2 | EMLT 2003-2 09/25/2033 FLOAT | 138,243.442 | $137,697.41 | 0.27% |
| 07820QCD | 07820QCD5 | Bella Vista Mtg Tr VARIABLE 5-20-2045 | 181,355.328 | $137,569.46 | 0.27% |
| 57643LEZ | 57643LEZ5 | MABS 2004-OPT2 M4 9/25/2034 FLOAT | 132,935.940 | $135,535.87 | 0.27% |
| 45660NX7 | 45660NX75 | INDYMAC MBS 2004-AR FLOAT 10/25/34 | 129,179.635 | $129,488.21 | 0.25% |
| 86360JAA | 86360JAA9 | STRUCTURED ASSET MTG FLOAT 5/25/2036 | 140,304.880 | $125,955.54 | 0.25% |
| 76114CAC | 76114CAC0 | RAST 2007-A6 06/25/2037 FLOAT | 145,256.355 | $124,989.00 | 0.25% |
| 07384M2B | 07384M2B7 | BSARM 2004-8 12A1 11/25/2034 FLOAT | 123,150.359 | $120,516.67 | 0.24% |
| 17309FAE | 17309FAE8 | CMLTI 2006-AR5 1A3A 7/25/2036 VAR | 147,280.239 | $114,015.26 | 0.22% |
| 054967AA | 054967AA2 | BAMLL 2018-DSNY 09/15/2034 FLOAT | 110,000.000 | $109,629.31 | 0.22% |
| 05948X4C | 05948X4C2 | BOAMS 2004-2 1A8 03/25/2034 5.50% | 105,764.445 | $104,135.36 | 0.20% |
| 22541QWZ | 22541QWZ1 | CSFB 2003-23 5A1 9/25/2033 6% | 96,001.100 | $104,001.22 | 0.20% |
| 36250GAM | 36250GAM7 | GSMS 2015 05/10/2050 FLOAT | 100,890.753 | $100,908.66 | 0.20% |
| 761118PY | 761118PY8 | RALI 2005-QS17 A9 12/25/2035 6% | 91,113.687 | $92,328.93 | 0.18% |
| 45660LAS | 45660LAS8 | INDYMAC MBS 2004-IP2 FLOAT 12/25/34 | 91,215.894 | $91,889.76 | 0.18% |
| 67087TDC | 67087TDC2 | Oakwood Mortgage Inv FLOATING 3/15/2032 | 93,875.446 | $91,047.22 | 0.18% |
| 05949ADR | 05949ADR8 | BOAMS 2004-D B1 05/25/2034 FLOAT | 94,556.605 | $90,874.81 | 0.18% |
| 59020UCD | 59020UCD5 | MLCC 2004-B B3 5/25/2029 FLOAT | 121,126.950 | $90,074.89 | 0.18% |
| 12668AU4 | 12668AU45 | CWALT 2005-73CB 1A7 1/25/2036 5.5% | 83,922.862 | $89,880.64 | 0.18% |
| 007036FR | 007036FR2 | ARMT 2005-1 2A22 05/25/2035 FLOAT | 88,991.322 | $89,484.69 | 0.18% |
| 466247PA | 466247PA5 | JP MORGAN ACCEPT FLOAT 4/25/35 | 84,757.179 | $85,372.57 | 0.17% |
| 05948K3J | 05948K3J6 | BOAMS 2006-1 5A5 03/25/2036 6% | 84,060.765 | $82,180.07 | 0.16% |
| 12667GL7 | 12667GL76 | COUNTRYWIDE ALT LOAN FLOAT 8/25/35 | 103,278.389 | $81,515.67 | 0.16% |
| 362341WJ | 362341WJ4 | GSR 2005-8F 5.5% 10/25/20 | 75,697.250 | $75,106.36 | 0.15% |
| 41161UAE | 41161UAE2 | HVMLT 2006-6 08/19/2036 FLOAT | 79,585.680 | $73,264.64 | 0.14% |
| 86359B7K | 86359B7K1 | STRUCTURED ASSET SEC FLOAT 4/25/35 | 73,126.872 | $72,860.95 | 0.14% |
| 07384MYX | 07384MYX4 | BSARM 2003-7 7A 10/25/2033 FLOAT | 67,713.595 | $66,604.04 | 0.13% |
| 32052NAA | 32052NAA7 | FHAMS 2006-AA4 1A1 7/25/2036 | 69,619.105 | $63,497.33 | 0.12% |
| 05948XYD | 05948XYD7 | BOAMS 2003-J 2A2 11/25/2033 | 62,164.907 | $62,599.62 | 0.12% |
| 225470RY | 225470RY1 | CSFB 2005-12 6A1 1/25/2036 6% | 66,516.297 | $61,731.31 | 0.12% |
| 06051GAJ | 06051GAJ8 | BAFC 2002-1 B1 4/20/2032 7% | 55,769.620 | $56,075.57 | 0.11% |
| 02147TAE | 02147TAE6 | CWALT 2006-28CB A5 10/25/2036 6.5% | 149,753.170 | $55,953.77 | 0.11% |
| 058928AF | 058928AF9 | BAFC 2006-B 3A1 3/20/2036 | 57,604.512 | $55,217.61 | 0.11% |
| 126694H6 | 126694H68 | CWHL 2006-J2 1A6 4/25/2036 6% | 62,686.041 | $54,634.48 | 0.11% |
| 576433EE | 576433EE2 | MARM 2003-3 3A4 9/25/2033 FLOAT | 53,963.923 | $53,102.87 | 0.10% |
| 126694YJ | 126694YJ1 | CWMBS CHL MTG TR FLOAT 3/25/36 | 49,856.075 | $47,748.72 | 0.09% |
| 05946XHV | 05946XHV8 | BAFC 2004-B 1A1 12/20/2034 | 66,886.331 | $47,623.16 | 0.09% |
| 05946XGT | 05946XGT4 | BAFC 2004-3 1A5 10/25/2034 5.75% | 44,061.745 | $45,276.66 | 0.09% |
| 41161PGH | 41161PGH0 | HVMLT 2004-7 2A2 11/19/2034 FLOAT | 44,179.824 | $43,980.25 | 0.09% |
| 45661SAD | 45661SAD5 | INDA 2006-AR2 4A1 9/25/2036 FLOAT | 42,676.608 | $42,306.40 | 0.08% |
| 170255AN | 170255AN3 | CWHL 2007-1 A4 MTGE 03/25/2037 6% | 48,075.478 | $40,741.57 | 0.08% |
| 294751FA | 294751FA5 | EQABS 2004-3 M2 MTGE 07/25/34 FLOAT | 40,018.788 | $40,497.66 | 0.08% |
| 929227L9 | 929227L95 | WAMU 2003-AR4 A7 5/25/2033 FLOAT | 39,169.863 | $39,910.49 | 0.08% |
| 79549AYU | 79549AYU7 | SALOMON BROS MTG 7% 6/25/26 | 105,877.328 | $39,136.39 | 0.08% |
| 36242DCN | 36242DCN1 | GSR 2004-8F B1 9/25/2034 FLOAT | 42,505.740 | $38,287.07 | 0.08% |
| 17307G3C | 17307G3C0 | CITIGROUP MTG LN TR FLOAT 3/25/36 | 38,523.812 | $38,278.10 | 0.08% |
| 12666RAC | 12666RAC4 | CWL 2006-9 1AF3 10/25/2046 FLOAT | 36,532.573 | $36,707.82 | 0.07% |
| 9393366P | 9393366P3 | WASHINGTON MUTUAL MO 06/25/2020 5.50% | 40,631.580 | $36,701.53 | 0.07% |
| 12667GZX | 12667GZX4 | CWALT 2005-36 3A1 8/25/2035 FLOAT | 35,472.435 | $35,622.34 | 0.07% |
| 617505AA | 617505AA0 | MSAC 2007-NC1 A1 11/25/2036 FLOAT | 63,805.698 | $35,595.28 | 0.07% |
| 02660TAX | 02660TAX1 | AHM 2004-2 3A 2/25/2044 4.00125% | 35,061.026 | $35,015.65 | 0.07% |
| 93363EAJ | 93363EAJ4 | WAMU 2006-AR10 3A2 8/25/2046 FLOAT | 31,860.901 | $32,631.87 | 0.06% |
| 32051GQ9 | 32051GQ99 | FHAMS 2005-AA12 3A1 2/25/2036 | 31,125.728 | $29,640.24 | 0.06% |
| 59020UAA | 59020UAA3 | MLMI 2004-A1 1A 2/25/2034 FLOAT | 27,197.568 | $26,747.29 | 0.05% |
| 12667F5C | 12667F5C5 | CWALT 2006-6CB 04/25/2035 7.5% | 24,864.707 | $26,045.28 | 0.05% |
| 52522XAA | 52522XAA5 | LEHMAN MTG TR 6% 10/25/2037 | 22,619.214 | $25,028.00 | 0.05% |
| 92922FLD | 92922FLD8 | WAMU MTG CERT FLOAT 3/25/34 | 23,427.854 | $23,536.92 | 0.05% |
| 589929W8 | 589929W87 | MLMI 2003-A4 FLOAT 5/25/2033 | 16,477.201 | $16,767.67 | 0.03% |
| 52520MDP | 52520MDP5 | LMT 2005-3 1A3 1/25/2036 5.5% | 17,581.561 | $15,134.58 | 0.03% |
| 17307GMJ | 17307GMJ4 | CMLTI 2004-HYB4 WA 12/25/2034 FLOAT | 13,926.406 | $14,061.69 | 0.03% |
| 93936AAA | 93936AAA9 | WMALT 2007-HY1 A1 2/25/2037 FLOAT | 20,813.911 | $13,667.61 | 0.03% |
| 41161PJ3 | 41161PJ38 | HVMLT 2006-2 1A 2/25/2036 FLOAT | 17,780.052 | $10,465.20 | 0.02% |
| 576433SW | 576433SW7 | MARM 2004-10 2A2 10/25/2034 FLOAT | 10,181.040 | $10,038.39 | 0.02% |
| 74927XAF | 74927XAF9 | RBSGC 2007-B 2A1 11/25/2021 FLOAT | 7,106.929 | $6,247.51 | 0.01% |
| 466247BM | 466247BM4 | JPMMT 2004-A1 2A1 2/25/2034 FLOAT | 5,547.856 | $5,675.66 | 0.01% |
| 576434JU | 576434JU9 | MALT 2003-8 3A1 12/25/2033 5.5% | 5,341.746 | $5,548.71 | 0.01% |
| Totals | 53,403,023.535 | $50,891,943.20 | |||