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1000000.00000000 PA USD 994048.40000000 1.864894761711 Long ABS-O CORP US N 2 2038-05-17 Floating 6.16919000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F050650 507000.00000000 PA USD 499559.58000000 0.937203906675 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N OBX 2021-NQM4 TRUST N/A 67115DAA0 491221.97000000 PA USD 421959.62000000 0.791621700705 Long ABS-O CORP US N 2 2061-10-25 Fixed 1.95700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374DNW5 100000.00000000 PA USD 99532.43000000 0.186728842707 Long ABS-O USGA US N 2 2038-01-16 Fixed 5.50000000 N N N N N N PRIORITY 1 ISSUER LOGISTICS DAC 635400FLODFXG5M9HI42 74448NAD6 1250000.00000000 PA USD 1147103.75000000 2.152035830966 Long ABS-O CORP IE N 2 2055-05-25 Variable 3.00000000 N N N N N N 2026-06-22 First Trust Mortgage Income Fund Derek Maltbie Derek Maltbie Treasurer, Chief Financial Officer and Chief Accounting Officer