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06/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36225AA34 4.31000000 PA USD 4.32000000 0.000000088425 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 10.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201YHH2 58312.29000000 PA USD 62571.68000000 0.001280776464 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 06/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36295QC32 10293994.10000000 PA USD 11254492.10000000 0.230367613690 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203V2Z2 3787.32000000 PA USD 3794.43000000 0.000077667990 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36291ADK2 35933.71000000 PA USD 40278.68000000 0.000824462206 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213YM41 48038.70000000 PA USD 52955.44000000 0.001083942148 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 07/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36209T7M5 17253.29000000 PA USD 17293.19000000 0.000353973407 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 9.00% 11/15/2021 GNMA SF 549300M8ZYFG0OCMTT87 36223AH54 1667.01000000 PA USD 1683.45000000 0.000034458450 Long ABS-MBS USGA US N 2 2021-11-15 Fixed 9.00000000 N N N N N N 2020-01-29 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer XXXX