Uniform Mortgage-Backed Security, TBA

NPORT-P false 0000701039 XXXXXXXX S000076002 C000235421 C000235422 C000235423 C000235424 Calvert Fund 811-03416 0000701039 549300SAFDT1VZ80RP53 2050 M Street NW STE 1000N Washington 20036 202-238-2200 Calvert Mortgage Access Fund S000076002 549300O2JSVSVL35QD76 2026-09-30 2025-12-31 N 172690337.98 65920130.83 106770207.15 0.00000000 0.00000000 10642157.85000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 37687136.25000000 0.00000000 0.00000000 628179.32000000 USD N BB US MBS LEH_MBS UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F030611 6180000.00000000 PA USD 5463988.91000000 5.117522065236 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F030629 1600000.00000000 PA USD 1413624.96000000 1.323988215190 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050619 11300000.00000000 PA USD 11273515.63000000 10.55867168466 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F052615 8100000.00000000 PA USD 8214222.56000000 7.693365761162 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 Angel Oak Mortgage Trust 2021-5 03465HAB0 48616.78000000 PA USD 43202.22000000 0.040462804328 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.20800000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 BRAVO Residential Funding Trust 2021-NQM3 105690AC5 68567.67000000 PA USD 65402.77000000 0.061255636516 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.95600000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 BRAVO Residential Funding Trust 2021-NQM1 10569TAC2 46545.10000000 PA USD 44068.26000000 0.041273929475 Long ABS-MBS CORP US N 2 2049-02-25 Variable 1.33200000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 BRAVO Residential Funding Trust 2024-NQM1 10570FAE5 112000.00000000 PA USD 114098.56000000 0.106863668288 Long ABS-MBS CORP US N 2 2063-12-01 Fixed 8.04200000 N N N N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 2023-1 12547QAA5 129999.25000000 PA USD 129983.16000000 0.121741039443 Long ABS-MBS CORP US N 2 2058-03-25 Variable 7.06500000 N N N N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 2022-NQM1 12569CAC5 60681.45000000 PA USD 60652.22000000 0.056806314812 Long ABS-MBS CORP US N 2 2067-06-25 Variable 5.82000000 N N N N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 2022-NQM1 12569CAD3 500000.00000000 PA USD 499775.20000000 0.468084883733 Long ABS-MBS CORP US N 2 2067-06-25 Variable 5.82000000 N N N N N N CHNGE Mortgage Trust N/A CHNGE Mortgage Trust 2023-4 12569QAC4 377162.18000000 PA USD 383285.03000000 0.358981255381 Long ABS-MBS CORP US N 2 2058-09-25 Variable 8.38000000 N N N N N N Cascade MH Asset Trust N/A Cascade MH Asset Trust 2022-MH1 14732KAA9 801008.81000000 PA USD 785052.95000000 0.735273416578 Long ABS-O CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N Champs Trust N/A Champs Trust 2024-1 15878AAA2 1137956.00000000 PA USD 1173887.98000000 1.099452751225 Long ABS-MBS CORP US N 2 2059-07-25 Variable 8.46500000 N N N N N N Champs Trust N/A Champs Trust 2024-2 15878BAA0 1187198.41000000 PA USD 1229412.45000000 1.151456462262 Long ABS-MBS CORP US N 2 2059-11-25 Variable 9.60000000 N N N N N N Champs Trust N/A CHAMPS TRUST 2024-3 15878CAA8 1455369.88000000 PA USD 1512137.16000000 1.416253841182 Long ABS-MBS CORP US N 2 2060-01-25 Variable 8.46300000 N N N N N N Champs Trust N/A Champs Trust 2025-2 15878DAA6 2019992.45000000 PA USD 2098804.27000000 1.965720893518 Long ABS-MBS CORP US N 2 2060-10-25 Variable 6.98100000 N N N N N N Champs Trust N/A Champs Trust 2025-1 158926AA3 1708880.25000000 PA USD 1779001.25000000 1.666196308395 Long ABS-MBS CORP US N 2 2060-04-25 Variable 7.41200000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 Fannie Mae Connecticut Avenue Securities 20753AAA2 500000.00000000 PA USD 527318.50000000 0.493881686732 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.77400000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 Fannie Mae Connecticut Avenue Securities 20754JAC8 177810.95000000 PA USD 181139.11000000 0.169653234582 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 7.73900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030617 7780000.00000000 PA USD 6995300.64000000 6.551734633400 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030617 -7780000.00000000 PA USD -6995300.64000000 -6.55173463340 Short ABS-MBS USGA US N 2 2055-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030625 3300000.00000000 PA USD 2963291.10000000 2.775391355977 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030625 -7780000.00000000 PA USD -6986183.26000000 -6.54319537863 Short ABS-MBS USGA US N 2 2056-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030633 -3300000.00000000 PA USD -2960712.81000000 -2.77297655313 Short ABS-MBS USGA US N 2 2056-03-20 Fixed 3.00000000 N N N N N N Cross Mortgage Trust N/A Cross 2024-H2 Mortgage Trust 22757BAF1 470000.00000000 PA USD 476944.25000000 0.446701624667 Long ABS-MBS CORP US N 2 2069-04-25 Variable 8.23400000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 2022-1 Mortgage Trust 30328CAC9 2010896.89000000 PA USD 1537147.28000000 1.439678090949 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.95500000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 2024-1 Mortgage Trust 30335JAE1 848331.67000000 PA USD 763666.13000000 0.715242716469 Long ABS-MBS CORP US N 2 2053-10-01 Variable 5.08400000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 2023-1 Mortgage Trust 30767YAC9 890928.50000000 PA USD 681109.76000000 0.637921174998 Long ABS-MBS CORP US N 2 2052-03-25 Variable 3.03600000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 2025-2 Mortgage Trust 30768BAE4 500000.00000000 PA USD 441018.60000000 0.413053989284 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.69000000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 2025-1 Mortgage Trust 30768CAE2 1157484.90000000 PA USD 1035800.94000000 0.970121691854 Long ABS-MBS CORP US N 2 2055-08-01 Variable 5.62700000 N N N N N N Farmer Mac Agricultural Real Estate Trust N/A FARM 21-1 Mortgage Trust 30768WAC2 1481282.79000000 PA USD 1163910.40000000 1.090107841005 Long ABS-MBS CORP US N 2 2051-07-25 Variable 3.22700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133BW5R0 159793.69000000 PA USD 168645.73000000 0.157952049079 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BPM81 500000.00000000 PA USD 519204.60000000 0.486282282163 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BUJD3 1081804.07000000 PA USD 1144947.89000000 1.072347727481 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 7.09700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HHWT4 1122506.02000000 PA USD 1183139.92000000 1.108118033655 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 7.09700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HJG92 431558.32000000 PA USD 486127.16000000 0.455302254230 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 9.37700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HJH59 824493.71000000 PA USD 923085.60000000 0.864553534773 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 9.37700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140ARS92 492424.57000000 PA USD 503064.31000000 0.471165434092 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140N7KF6 82489.81000000 PA USD 84375.27000000 0.079025106583 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140NAP98 241232.76000000 PA USD 249754.85000000 0.233918109430 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140NMHR1 388838.91000000 PA USD 403942.52000000 0.378328871679 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140NNS97 99218.38000000 PA USD 105901.70000000 0.099186564142 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140NQQX9 376778.41000000 PA USD 396914.79000000 0.371746764003 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140NQVE5 486946.01000000 PA USD 513122.30000000 0.480585655583 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31425XXT1 1129132.63000000 PA USD 1162405.74000000 1.088698590204 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 Freddie Mac STACR REMIC Trust 2023-HQA2 35564K2G3 750000.00000000 PA USD 774936.00000000 0.725797973690 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.22400000 N N N N N N Freddie Mac - STACR 5493000IRLADKYZNON28 Freddie Mac STACR REMIC Trust 2022-HQA2 35564KB32 500000.00000000 PA USD 523703.30000000 0.490495723459 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 7.87400000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 Freddie Mac STACR REMIC Trust 2021-HQA1 35564KCP2 2250000.00000000 PA USD 2621256.98000000 2.455045325815 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 8.87400000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 Freddie Mac STACR REMIC Trust 2021-HQA2 35564KGS2 1300000.00000000 PA USD 1551287.14000000 1.452921354569 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 9.32400000 N N N N N N Freddie Mac - STACR 549300EUJICRX5L38Y52 Freddie Mac STACR Trust 2019-HQA3 35564XBE0 250000.00000000 PA USD 280613.93000000 0.262820441666 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 11.48900000 N N N N N N GCAT N/A GCAT 2023-NQM2 Trust 36169DAB8 308014.28000000 PA USD 308145.46000000 0.288606220991 Long ABS-MBS CORP US N 2 2067-11-25 Variable 6.24300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617F0X48 79457.83000000 PA USD 80228.67000000 0.075141438929 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617F2PK7 407870.82000000 PA USD 410533.95000000 0.384502344762 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617F2VE4 478563.05000000 PA USD 488379.22000000 0.457411513039 Long ABS-MBS USGA US N 2 2052-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617F9V33 66431.85000000 PA USD 67114.73000000 0.062859042603 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617F9V41 82399.29000000 PA USD 82963.05000000 0.077702434241 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FEEQ0 453176.96000000 PA USD 457835.32000000 0.428804375509 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FGQJ8 237850.91000000 PA USD 239582.31000000 0.224390601456 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FLP33 478202.76000000 PA USD 491563.24000000 0.460393637065 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FMCA9 375437.36000000 PA USD 394564.64000000 0.369545634996 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FMCE1 139096.36000000 PA USD 146223.25000000 0.136951359281 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FMCF8 277493.54000000 PA USD 291544.19000000 0.273057623266 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FMCQ4 363205.90000000 PA USD 376602.11000000 0.352722093599 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FMVY6 206697.19000000 PA USD 208821.90000000 0.195580682639 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FQTK0 206164.98000000 PA USD 207704.38000000 0.194534023623 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FTMJ4 192730.95000000 PA USD 194531.41000000 0.182196340339 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FUXT7 214182.48000000 PA USD 219042.06000000 0.205152791070 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FV5C3 64060.03000000 PA USD 65053.05000000 0.060928091961 Long ABS-MBS USGA US N 2 2062-08-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FXLR8 857379.67000000 PA USD 881333.96000000 0.825449330412 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FYN94 193297.90000000 PA USD 197698.72000000 0.185162813932 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FYPB7 509119.28000000 PA USD 512443.50000000 0.479949897708 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FYPC5 1338717.21000000 PA USD 1347458.16000000 1.262016995159 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FYPD3 418148.75000000 PA USD 427636.11000000 0.400520071483 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617FYPE1 473217.25000000 PA USD 492297.72000000 0.461081544319 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617UBU32 188422.35000000 PA USD 189829.27000000 0.177792358998 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617W1W63 236275.09000000 PA USD 232028.44000000 0.217315715866 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617W1W71 201476.20000000 PA USD 202602.82000000 0.189755949162 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617XR5T5 367910.23000000 PA USD 370657.36000000 0.347154295092 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617XR6C1 566473.38000000 PA USD 570703.15000000 0.534515353330 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617XRDC3 110312.55000000 PA USD 108398.81000000 0.101525334541 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617XRGF3 95050.20000000 PA USD 95492.60000000 0.089437496235 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617Y6B89 179292.27000000 PA USD 181135.28000000 0.169649647439 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617YTXT9 568499.70000000 PA USD 573277.57000000 0.536926531569 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617YTXU6 238590.54000000 PA USD 245569.66000000 0.229998298734 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617YWB90 153113.94000000 PA USD 145114.92000000 0.135913307535 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617YXQV3 358761.60000000 PA USD 362449.44000000 0.339466832251 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618A84C8 159028.60000000 PA USD 163282.85000000 0.152929224695 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618A85F0 409473.86000000 PA USD 429439.09000000 0.402208726069 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618A9EW1 186996.62000000 PA USD 191999.05000000 0.179824555112 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AE3R3 197277.59000000 PA USD 204981.19000000 0.191983508762 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AEBD5 148952.26000000 PA USD 152331.83000000 0.142672599469 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AECE2 236194.24000000 PA USD 245643.96000000 0.230067887435 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AFV40 80715.97000000 PA USD 83867.89000000 0.078549899113 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AFV57 136623.46000000 PA USD 141958.54000000 0.132957070880 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AFWU1 128148.85000000 PA USD 133153.00000000 0.124709882610 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AGCT4 276299.68000000 PA USD 287089.06000000 0.268884989233 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AGXT1 212626.98000000 PA USD 222391.78000000 0.208290108201 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AGXU8 209635.78000000 PA USD 220185.00000000 0.206223258226 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AP6M6 47782.90000000 PA USD 48523.60000000 0.045446760192 Long ABS-MBS USGA US N 2 2062-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AP6P9 45570.55000000 PA USD 47364.30000000 0.044360970409 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618ATRV5 277364.42000000 PA USD 289258.71000000 0.270917063590 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AUEZ7 46561.73000000 PA USD 48394.50000000 0.045325846312 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AVMN3 179258.55000000 PA USD 187304.42000000 0.175427607569 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AVMP8 196193.58000000 PA USD 210292.45000000 0.196957986327 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618AWZW7 486173.25000000 PA USD 503497.18000000 0.471570856177 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618B3DN4 195690.02000000 PA USD 206022.36000000 0.192958659067 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618B3DQ7 71565.53000000 PA USD 75323.38000000 0.070547189155 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618B7SX7 98465.05000000 PA USD 102310.07000000 0.095822676316 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618B7SY5 62531.54000000 PA USD 65287.41000000 0.061147591395 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BCJT5 416826.72000000 PA USD 436099.56000000 0.408446861386 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BCZC4 484732.84000000 PA USD 501338.94000000 0.469549468322 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDJ97 205860.85000000 PA USD 213903.99000000 0.200340521677 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDJW6 449691.73000000 PA USD 466277.82000000 0.436711543834 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDJX4 313928.08000000 PA USD 328345.09000000 0.307525009798 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDKA2 242444.98000000 PA USD 250856.79000000 0.234950176361 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDKC8 211508.13000000 PA USD 222609.57000000 0.208494088324 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BDKD6 243609.86000000 PA USD 254873.66000000 0.238712340083 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BKME6 65129.04000000 PA USD 68426.79000000 0.064087906005 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BKMN6 431691.04000000 PA USD 447073.59000000 0.418725037567 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BKMQ9 573386.00000000 PA USD 601689.51000000 0.563536894851 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BVGL3 445273.84000000 PA USD 466539.34000000 0.436956481075 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BVGM1 482491.92000000 PA USD 506459.49000000 0.474345328644 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BVQF5 443526.59000000 PA USD 465558.57000000 0.436037900859 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BWMD2 389717.39000000 PA USD 406904.73000000 0.381103250486 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618BWMF7 181174.14000000 PA USD 189164.29000000 0.177169544809 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618F22X2 415181.92000000 PA USD 434257.76000000 0.406721848342 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618F2J97 196997.43000000 PA USD 211898.96000000 0.198462628907 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618F3TL7 529970.93000000 PA USD 556639.94000000 0.521343879400 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618F5VL9 364239.80000000 PA USD 380303.52000000 0.356188800369 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618F6XF8 449024.51000000 PA USD 469655.28000000 0.439874841996 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618FGD35 406662.39000000 PA USD 423813.19000000 0.396939559557 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618FGD43 489337.26000000 PA USD 512738.18000000 0.480225892303 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618FGDR2 244390.51000000 PA USD 254697.57000000 0.238547415799 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618FGDS0 244970.39000000 PA USD 255383.87000000 0.239190198105 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618GRYQ6 594222.38000000 PA USD 619482.27000000 0.580201431219 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618GRZZ5 997941.74000000 PA USD 1035685.54000000 0.970013609269 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618H9TF5 491177.09000000 PA USD 507604.88000000 0.475418090448 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618H9TG3 435307.08000000 PA USD 456114.56000000 0.427192727423 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618HS5R3 240791.00000000 PA USD 249419.71000000 0.233604220369 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618J8GT9 985262.87000000 PA USD 1015752.57000000 0.951344571780 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618J8GU6 493046.26000000 PA USD 513686.19000000 0.481113789803 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618J8GV4 246990.55000000 PA USD 258493.31000000 0.242102471185 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618LRH48 597854.99000000 PA USD 626992.68000000 0.587235612570 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381NAG3 979121.95000000 PA USD 1023547.50000000 0.958645231962 Long ABS-MBS USGA US N 2 2055-06-20 Floating 8.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381QYK1 841330.43000000 PA USD 858267.08000000 0.803845101465 Long ABS-MBS USGA US N 2 2055-04-20 Floating 7.21800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383AVL5 512114.09000000 PA USD 88947.43000000 0.083307349844 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383BK92 997275.28000000 PA USD 1034945.31000000 0.969320316617 Long ABS-MBS USGA US N 2 2055-10-20 Floating 7.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383BN40 992382.03000000 PA USD 1022617.58000000 0.957774277391 Long ABS-MBS USGA US N 2 2055-09-20 Floating 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383HMV8 747415.05000000 PA USD 34594.63000000 0.032401014218 Long ABS-MBS USGA US N 2 2053-01-20 Floating 1.48200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383LBU3 187316.64000000 PA USD 212211.51000000 0.198755360380 Long ABS-MBS USGA US N 2 2052-11-20 Floating 8.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383LGB0 129979.33000000 PA USD 135788.81000000 0.127178558162 Long ABS-MBS USGA US N 2 2052-11-20 Floating 6.91800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383TP56 652118.05000000 PA USD 9489.95000000 0.008888200419 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383U4S6 161364.87000000 PA USD 177943.51000000 0.166660264833 Long ABS-MBS USGA US N 2 2052-10-20 Floating 8.36900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383U7L8 663130.19000000 PA USD 696756.63000000 0.652575890408 Long ABS-MBS USGA US N 2 2052-10-20 Floating 8.36900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383V2Z0 514832.56000000 PA USD 32309.78000000 0.030261044595 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.38200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383VVC9 507093.48000000 PA USD 32449.39000000 0.030391802044 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.38200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383WAQ9 507093.48000000 PA USD 31610.13000000 0.029605758800 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.38200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383WCX2 1014186.97000000 PA USD 36151.20000000 0.033858883451 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.23200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383WHX7 508573.07000000 PA USD 31201.49000000 0.029223030312 Long ABS-MBS USGA US N 2 2053-03-20 Floating 2.38200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383WK54 254283.68000000 PA USD 15405.22000000 0.014428388228 Long ABS-MBS USGA US N 2 2053-03-20 Floating 2.33200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383WN93 178000.57000000 PA USD 10920.52000000 0.010228059204 Long ABS-MBS USGA US N 2 2053-03-20 Floating 2.38200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384AGR8 382427.10000000 PA USD 419167.58000000 0.392588523698 Long ABS-MBS USGA US N 2 2053-05-20 Floating 8.18500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384B2C4 750000.00000000 PA USD 782391.60000000 0.732780820496 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384B4A6 2000000.00000000 PA USD 2085967.60000000 1.953698185739 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384B4Q1 500000.00000000 PA USD 521221.45000000 0.488171245437 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384BLX7 1765773.98000000 PA USD 92771.47000000 0.086888910751 Long ABS-MBS USGA US N 2 2053-06-20 Floating 2.13200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384BS69 1000000.00000000 PA USD 1043174.20000000 0.977027419769 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384BXQ9 250000.00000000 PA USD 260718.95000000 0.244186985264 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384BY39 202403.22000000 PA USD 218371.95000000 0.204525172170 Long ABS-MBS USGA US N 2 2053-07-20 Floating 7.94600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384BY62 650000.00000000 PA USD 677813.24000000 0.634833684501 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384D3W5 1500000.00000000 PA USD 1563898.95000000 1.464733460526 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384D7E1 1000000.00000000 PA USD 1053588.80000000 0.986781638926 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384D7J0 1000000.00000000 PA USD 1035623.85000000 0.969955830979 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384DFS1 255004.29000000 PA USD 284956.95000000 0.266888074497 Long ABS-MBS USGA US N 2 2053-10-20 Floating 9.69700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384E8K4 163143.48000000 PA USD 191947.08000000 0.179775880485 Long ABS-MBS USGA US N 2 2053-10-20 Floating 12.32900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384ELZ6 385500.85000000 PA USD 432431.92000000 0.405011783289 Long ABS-MBS USGA US N 2 2053-09-20 Floating 9.84700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384GBJ8 1500000.00000000 PA USD 1563907.95000000 1.464741889844 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384GQP8 500000.00000000 PA USD 520666.50000000 0.487651484340 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384H5M6 500000.00000000 PA USD 521057.00000000 0.488017223070 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384KQ95 1000000.00000000 PA USD 1043014.20000000 0.976877565231 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384MG68 2000000.00000000 PA USD 2086536.00000000 1.954230543983 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384MLP0 742472.38000000 PA USD 115945.79000000 0.108593767020 Long ABS-MBS USGA US N 2 2064-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384NMW2 1010261.09000000 PA USD 865969.24000000 0.811058874114 Long ABS-MBS USGA US N 2 2053-06-20 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384UBB4 544243.25000000 PA USD 568020.01000000 0.532002348934 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384WJ71 2142000.28000000 PA USD 2188369.12000000 2.049606513290 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384XWU3 1600479.30000000 PA USD 1670729.86000000 1.564790314261 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385BEX4 584087.00000000 PA USD 617746.39000000 0.578575621879 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385BNP1 528203.92000000 PA USD 531745.50000000 0.498027974463 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385CDE5 733046.00000000 PA USD 777919.04000000 0.728591861685 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385E2E3 680237.57000000 PA USD 698764.93000000 0.654456845829 Long ABS-MBS USGA US N 2 2055-04-20 Floating 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385EJ21 1144914.36000000 PA USD 1185813.45000000 1.110622037413 Long ABS-MBS USGA US N 2 2055-03-20 Floating 7.81800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385ENX8 520780.33000000 PA USD 528692.34000000 0.495168412717 Long ABS-MBS USGA US N 2 2065-03-20 Floating 6.85100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385EP24 638983.37000000 PA USD 660231.29000000 0.618366590852 Long ABS-MBS USGA US N 2 2055-04-20 Floating 8.17800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385EPG3 525768.71000000 PA USD 538890.27000000 0.504719700733 Long ABS-MBS USGA US N 2 2055-03-20 Floating 6.85100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385EQE7 564824.42000000 PA USD 585001.30000000 0.547906869917 Long ABS-MBS USGA US N 2 2055-03-20 Floating 7.81800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385F3W9 965852.42000000 PA USD 998492.73000000 0.935179163413 Long ABS-MBS USGA US N 2 2055-05-20 Floating 8.41800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385FCX7 680237.57000000 PA USD 709503.67000000 0.664514651548 Long ABS-MBS USGA US N 2 2055-04-20 Floating 10.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385FNY3 573827.26000000 PA USD 592836.95000000 0.555245668079 Long ABS-MBS USGA US N 2 2055-04-20 Floating 8.11800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385GQB8 908866.76000000 PA USD 929677.35000000 0.870727307566 Long ABS-MBS USGA US N 2 2055-04-20 Floating 8.21800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385GYJ2 908866.76000000 PA USD 930871.06000000 0.871845325440 Long ABS-MBS USGA US N 2 2055-05-20 Floating 8.21800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385K5F3 1000000.00000000 PA USD 1106363.10000000 1.036209565881 Long ABS-MBS USGA US N 2 2055-11-20 Floating 8.06400000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 JP Morgan Mortgage Trust Series 2025-NQM2 46590SAG2 583333.00000000 PA USD 593327.13000000 0.555704766186 Long ABS-MBS CORP US N 2 2065-09-25 Variable 6.90200000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 Morgan Stanley Institutional Liquidity Funds - Government Portfolio 61747C707 1680804.68000000 NS USD 1680804.68000000 1.574226298576 Long STIV RF US N 1 N N N Mello Warehouse Securitization Trust N/A Mello Warehouse Securitization Trust 2025-1 58550CAF2 1000000.00000000 PA USD 1024388.40000000 0.959432811215 Long ABS-MBS CORP US N 2 2059-05-25 Floating 10.23200000 N N N N N N NRZ Excess Spread Collateralized Notes N/A NRM FNT1 Excess LLC 62956YAA7 917272.44000000 PA USD 934430.57000000 0.875179129967 Long ABS-O CORP US N 2 2031-11-25 Variable 7.39800000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 New Residential Mortgage Loan Trust 2021-NQM2R 64831EAD2 130000.00000000 PA USD 120007.85000000 0.112398255284 Long ABS-MBS CORP US N 2 2058-10-25 Variable 2.20100000 N N N N N N NOMURA CORPORATE FDG AMERS LLC N/A NOMURA CORPORATE FDG AMERS LLC 65538RAJ3 3763313.77000000 PA USD 3773474.72000000 3.534201928351 Long DBT CORP US N 2 2059-01-01 Fixed 5.45000000 N N N N N N Pnmac Gmsr Issuer Trust 5493007JEN3QN6CZC711 PNMAC GMSR ISSUER TRUST 2025-GT1 69354WAK2 1000000.00000000 PA USD 1004489.90000000 0.940796058013 Long ABS-O CORP US N 2 2030-08-26 Floating 6.18200000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2024-NQM4 Trust 69381UAF4 1440000.00000000 PA USD 1481755.68000000 1.387798824739 Long ABS-MBS CORP US N 2 2069-12-26 Variable 7.59500000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2025-NQM2 Trust 693983AE8 1000000.00000000 PA USD 1021674.80000000 0.956891278261 Long ABS-MBS CORP US N 2 2070-04-25 Variable 7.07700000 N N N N N N Preston Ridge Partners Mortgage Trust N/A PRPM 2023-NQM2 Trust 74390KAD0 1600000.00000000 PA USD 1608607.52000000 1.506607098495 Long ABS-MBS CORP US N 2 2068-08-25 Variable 6.89200000 N N N N N N MUFG Securities EMEA PLC U7M81AY481YLIOR75625 RRP GNR 23 96 REPO 000000000 -754296.23000000 PA USD -754296.23000000 -0.70646695378 Short RA CORP US N 2 Reverse repurchase N 3.88000000 2026-12-11 754296.23000000 USD 754296.23000000 USD AMBS N N N MUFG Securities EMEA PLC U7M81AY481YLIOR75625 RRP GNMA 23 99A REPO 000000000 -1005728.30000000 PA USD -1005728.30000000 -0.94195593213 Short RA CORP US N 2 Reverse repurchase N 3.88000000 2026-12-11 1005728.30000000 USD 1005728.30000000 USD AMBS N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 RRP GNR 23 165 REPO 000000000 -1002239.01000000 PA USD -1002239.01000000 -0.93868789501 Short RA CORP US N 2 Reverse repurchase N 3.88000000 2026-12-11 1002239.01000000 USD 1002239.01000000 USD AMBS N N N MUFG Securities EMEA PLC U7M81AY481YLIOR75625 RRP GNR 23 173 REPO 000000000 -1483606.12000000 PA USD -1483606.12000000 -1.38953192992 Short RA CORP US N 2 Reverse repurchase N 4.30000000 2026-12-29 1483606.12000000 USD 1483606.12000000 USD ACMO N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797SD0 2040000.00000000 PA USD 2021902.24000000 1.893695155203 Long STIV UST US N 2 2026-04-02 None 0.00000000 N N N N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 RRP GNMA2 30YR REPO 000000000 -1305409.21000000 PA USD -1305409.21000000 -1.22263433297 Short RA CORP US N 2 Reverse repurchase N 3.83000000 2026-12-11 1305409.21000000 USD 1305409.21000000 USD AMBS N N N MUFG Securities EMEA PLC U7M81AY481YLIOR75625 RRP GNR CASH/RRP REPO 000000000 -1980117.68000000 PA USD -1980117.68000000 -1.85456011827 Short RA CORP US N 2 Reverse repurchase N 4.30000000 2026-12-29 1980117.68000000 USD 1980117.68000000 USD EQT N N N MUFG Securities EMEA PLC U7M81AY481YLIOR75625 RRP GNR 24 59 REPO 000000000 -1980636.95000000 PA USD -1980636.95000000 -1.85504646180 Short RA CORP US N 2 Reverse repurchase N 4.30000000 2026-12-29 1980636.95000000 USD 1980636.95000000 USD AMBS N N N TD Securities USA LLC SUVUFHICNZMP2WKHG940 FED HM LN PC POOL REPO 000000000 -1130124.35000000 PA USD -1130124.35000000 -1.05846413542 Short RA CORP US N 2 Reverse repurchase N 3.83000000 2026-12-11 1130124.35000000 USD 1130124.35000000 USD AMBS N N N Bank of America Mortgage Trust N/A Bank of America Mortgage Trust 000000000 1788924.70000000 PA USD 1787441.68000000 1.674101537977 Long ABS-MBS CORP US N 2 2027-09-10 Variable 7.95000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long: BMIFNBTB4 CDS USD R F 5.50000 / Short: BMIFNBTB4 CDS USD P V 01MEVENT 000000000 2000000.00000000 OU Notional Amount USD 5528.00000000 0.005177474266 N/A DCR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2029-10-10 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 5528.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR26 000000000 -26.00000000 NC USD 74694.88000000 0.069958541800 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 -3142694.88000000 USD 74694.88000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) MAR26 000000000 459.00000000 NC USD -211921.68000000 -0.19848390825 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 50382773.47000000 USD -211921.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 BMIF9XF27 EATON VANCE 000000000 7000000.00000000 NC USD 4515.70000000 0.004229363340 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 IRS Swap N/A 7000000.00000000 OU Notional Amount N/A 4515.70000000 0.00000000 DIR US N/A N/A 2028-05-06 0.00000000 N/A 0.00000000 N/A 7000000.00000000 USD 1.00000000 3.64000000 USD 2026-05-04 XXXX -13484.30000000 N N N 2026-01-29 Calvert Fund James Kirchner James Kirchner Treasurer XXXX