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8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202VS85 19433.43000000 PA USD 21520.83000000 0.000416548047 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2032 GNMA 549300M8ZYFG0OCMTT87 36200FKL1 104787.25000000 PA USD 116925.68000000 0.002263163816 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36295P3E0 72061.05000000 PA USD 81630.02000000 0.001579996007 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223VUR5 596.52000000 PA USD 598.66000000 0.000011587408 Long ABS-MBS USGA US N 2 2022-01-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203GSW4 6308.53000000 PA USD 6388.15000000 0.000123646319 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N GOVT NATL 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GNMA II 549300M8ZYFG0OCMTT87 36202EG52 246896.64000000 PA USD 281957.68000000 0.005457453136 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36200Q5H3 61884.63000000 PA USD 71716.35000000 0.001388111220 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202SXH6 28438.46000000 PA USD 31640.88000000 0.000612427438 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203GRL9 5017.66000000 PA USD 5311.19000000 0.000102801138 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182R5E0 154026.38000000 PA USD 164093.01000000 0.003176114628 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36200AJD2 181525.26000000 PA USD 206733.92000000 0.004001453977 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 07/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205A6M1 225.90000000 PA USD 244.66000000 0.000004735535 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.00000000 N N N N N N 2020-04-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer