| 1 | | BLACKROCK CASH CL INST SL AGENCY | 4.42% |
| 2 | | USD CASH | 3.42% |
| 3 | | GNMA2 SINGLE FAMILY 30YR | 0.05% |
| 4 | | GNMA II 30YR | 0.05% |
| 5 | | UMBS 15YR TBA(REG B) | 0.03% |
| 6 | | UMBS 30YR TBA(REG A) | 0.02% |
| 7 | | FNMA 15YR UMBS MEGA REMIC SUPER | 0.02% |
| 8 | | FNMA 30YR REPERFORMING NON MODIFIE | 0.01% |
| 9 | | FNMA 40YR MODIFIED STEP RATE | 0.01% |
| 10 | | FNMA 30YR UMBS MEGA REMIC SUPER | 0.01% |
| 11 | | FNMA 40YR REPERFORMING MODIFIED | 0.01% |
| 12 | | FHLMC GOLD 30YR - JUMBO-CONFORMING | 0.01% |
| 13 | | GNMA2 30YR TBA(REG C) | 0% |
| 14 | | GNMA2 30YR | 0% |
| 15 | | FHLMC 30YR UMBS SUPER | 0% |
| 16 | | FNMA 30YR UMBS | 0% |
| 17 | | FHLMC 30YR UMBS | 0% |
| 18 | | FNMA 15YR UMBS | 0% |
| 19 | | FNMA 30YR UMBS SUPER | 0% |
| 20 | | FHLMC 15YR UMBS SUPER | 0% |
| 21 | | FGOLD 30YR GIANT | 0% |
| 22 | | FNMA 30YR | 0% |
| 23 | | FHLMC 30YR UMBS MIRROR | 0% |
| 24 | | FHLMC 15YR UMBS | 0% |
| 25 | | FNMA 15YR UMBS SUPER | 0% |
| 26 | | FGOLD 15YR GIANT | 0% |
| 27 | | FNMA 20YR | 0% |
| 28 | | FNMA 15YR | 0% |
| 29 | | FHLMC GOLD 30YR | 0% |
| 30 | | GNMA2 30YR PLATINUM | 0% |
| 31 | | GNMA 30YR | 0% |
| 32 | | FGOLD 30YR | 0% |
| 33 | | FGOLD 15YR | 0% |
| 34 | | FNMA CONV LONG TERM 30YR - JUMBO-C | 0% |
| 35 | | FHLMC 15YR UMBS MIRROR | 0% |
| 36 | | FNMA CONV INT TERM 15YR OR LESS LT | 0% |
| 37 | | GNMA 15YR | 0% |
| 38 | | FNMA 10YR | 0% |
| 39 | | FNMA CONV LONG TERM 30YR OR LESS L | 0% |
| 40 | | GNMA II 30YR SF - JUMBO-CONFORMING | 0% |
| 41 | | FNMA MEGA 30YR REMIC-BACKED LTV >1 | 0% |
| 42 | | FHLMC GOLD 20YR LTV >105 | 0% |
| 43 | | FNMA CONV LONG TERM 30YR LTV >105 | 0% |
| 44 | | FNMA CONV INTERMEDIATE TERM 15YR - | 0% |
| 45 | | FH 10/1 1Y CMT ARM | 0% |
| 46 | | FHLMC GOLD 20YR LTV >125 | 0% |
| 47 | | FNMA 20YR | 0% |
| 48 | | FNMA 30YR | 0% |
| 49 | | FNMA 15YR | 0% |
| 50 | | GNMA 30YR | 0% |
| 51 | | GNMA 30YR PLATINUM | 0% |
| 52 | | GNMA 15YR | 0% |
| 53 | | FN 5/1 CONS 12M SOFR NF ARM | 0% |
| 54 | | FN 7/1 CONS 12M SOFR NF ARM | 0% |
| 55 | | FH 10/1 CONS 12M SOFR NF ARM | 0% |
| 56 | | FH 5/1 CONS 12M SOFR NF ARM | 0% |
| 57 | | FH 7/1 CONS 12M SOFR NF ARM | 0% |
| 58 | | BLK CSH FND TREASURY SL AGENCY | 0% |
| 59 | | GNMA2 SF 30YR | 0% |
| 60 | | FHLMC 30YR UMBS RVS REMIC SUPER | 0% |
| 61 | | FGOLD 20YR | 0% |
| 62 | | FHLMC GOLD 15YR LTV >105 | 0% |
| 63 | | FHLMC GOLD 20YR | 0% |
| 64 | | FHLMC GOLD 30YR CASH ISSUANCE | 0% |
| 65 | | FHLMC GOLD 30YR GIANT | 0% |
| 66 | | FGOLD 20YR GIANT | 0% |
| 67 | | GNMA 30YR PLATINUM | 0% |
| 68 | | FHLMC GOLD 15YR CASH ISSUANCE | 0% |
| 69 | | GNMA2 15YR | 0% |
| 70 | | FGOLD 15YR | 0% |
| 71 | | FHLMC GOLD 15YR REVERSE REMIC GIAN | 0% |
| 72 | | FHLMC GOLD 30YR REVERSE REMIC GIAN | 0% |
| 73 | | FN30 ARM | 0% |
| 74 | | CASH COLLATERAL USD NOM | 0% |
