# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001410368-26-019308
**Filing Date:** 2026-2
**Character Count:** 201904
**Document Hash:** 1d8ff67ecf62bfdd778dcc07775b8720
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019308.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019308

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000747677

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 26686864

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE INCOME TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS INCOME TRUST
- **DATE OF NAME CHANGE:** 20060207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER INCOME TRUST
- **DATE OF NAME CHANGE:** 20000616

## Series and Classes Contracts Data

### DWS GNMA Fund (Series ID: S000005964)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016427 | Class S             | SGINX           |
| C000075469 | Class A             | GGGGX           |
| C000075470 | Class C             | GCGGX           |
| C000075471 | Institutional Class | GIGGX           |
| C000152123 | Class R6            | GRRGX           |

## Nport-Ex

Investment Portfolio**as of December 31, 2025 (Unaudited)** 

**DWS GNMA Fund** 

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)**<br>| **Value ($)** |
| **Government National Mortgage Association 106.6%** | **Government National Mortgage Association 106.6%** |  |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 2.0%, 1/1/2056, TBA (a) | 155500000 | &nbsp;&nbsp; 128750268 |
| &nbsp;&nbsp;&nbsp; 2.0%, with various maturities from 1/20/2051 until 3/20/2052  | 10628734 | &nbsp;&nbsp; 8764533 |
| &nbsp;&nbsp;&nbsp; 2.5%, with various maturities from 10/20/2050 until 3/20/2052  | 52919300 | &nbsp;&nbsp; 45709752 |
| &nbsp;&nbsp;&nbsp; 2.5%, 1/1/2056, TBA  | 53000000 | &nbsp;&nbsp; 45728400 |
| &nbsp;&nbsp;&nbsp; 3.0%, with various maturities from 9/15/2042 until 5/20/2052  | 82188770 | &nbsp;&nbsp; 74359836 |
| &nbsp;&nbsp;&nbsp; 3.5%, with various maturities from 11/20/2041 until 5/20/2047  | 19343013 | &nbsp;&nbsp; 18189080 |
| &nbsp;&nbsp;&nbsp; 4.0%, with various maturities from 8/20/2040 until 4/20/2053  | 53610145 | &nbsp;&nbsp; 51287728 |
| &nbsp;&nbsp;&nbsp; 4.25%, 9/15/2041  | 97135 | &nbsp;&nbsp; 96230 |
| &nbsp;&nbsp;&nbsp; 4.49%, with various maturities from 6/15/2041 until 7/15/2041  | 259682 | &nbsp;&nbsp; 260024 |
| &nbsp;&nbsp;&nbsp; 4.5%, with various maturities from 8/15/2039 until 11/20/2052  | 34180874 | &nbsp;&nbsp; 33625550 |
| &nbsp;&nbsp;&nbsp; 4.55%, 1/15/2041  | 424411 | &nbsp;&nbsp; 425900 |
| &nbsp;&nbsp;&nbsp; 4.625%, 5/15/2041  | 178094 | &nbsp;&nbsp; 179007 |
| &nbsp;&nbsp;&nbsp; 5.0%, with various maturities from 3/20/2029 until 7/20/2041  | 7775045 | &nbsp;&nbsp; 7953859 |
| &nbsp;&nbsp;&nbsp; 5.0%, 1/1/2056, TBA  | 156000000 | &nbsp;&nbsp; 155568504 |
| &nbsp;&nbsp;&nbsp; 5.5%, 1/1/2056, TBA  | 90500000 | &nbsp;&nbsp; 91350700 |
| &nbsp;&nbsp;&nbsp; 5.5%, 12/20/2055  | 50000000 | &nbsp;&nbsp; 50598493 |
| &nbsp;&nbsp;&nbsp; 6.5%, with various maturities from 6/20/2032 until 3/20/2039  | 2769341 | &nbsp;&nbsp; 2971350 |
| &nbsp;&nbsp;&nbsp; 7.5%, with various maturities from 7/20/2026 until 4/20/2032  | 19914 | &nbsp;&nbsp; 21148 |
| **Total Government National Mortgage Association** (Cost $727,298,000) | **Total Government National Mortgage Association** (Cost $727,298,000) | &nbsp;&nbsp; **715840362** |
| **Asset-Backed 1.2%** | **Asset-Backed 1.2%** |  |
| **Automobile Receivables 0.3%** | **Automobile Receivables 0.3%** |  |
| Carvana Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-N3, 1.02%, 6/12/2028  | 1400275 | &nbsp;&nbsp; 1362480 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-N4, 1.72%, 9/11/2028  | 796055 | &nbsp;&nbsp; 777038 |
|  |  | &nbsp;&nbsp; **2139518** |
| **Credit Card Receivables 0.2%** | **Credit Card Receivables 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Continental Finance Credit Card ABS Master Trust, "A", Series 2024-A, 144A, 5.78%, <br> 12/15/2032 <br>| 1000000 | &nbsp;&nbsp; **1014622** |
| **Home Equity Loans 0.3%** | **Home Equity Loans 0.3%** |  |
| RCKT Mortgage Trust, "A1B", Series 2024-CES9, 144A, 5.683%, 12/25/2044  | 787822 | &nbsp;&nbsp; 794803 |
| Towd Point Mortgage Trust, "A1", Series 2025-CRM1, 144A, 5.799%, 1/25/2065  | 1211868 | &nbsp;&nbsp; 1222000 |
|  |  | &nbsp;&nbsp; **2016803** |
| **Miscellaneous 0.4%** | **Miscellaneous 0.4%** |  |
| &nbsp;&nbsp;&nbsp; 522 Funding CLO Ltd., "AR", Series 2018-3A, 144A, 3 mo. USD Term SOFR + <br> 1.302%, 5.186% (b), 10/20/2031 <br>| 964492 | &nbsp;&nbsp; 964680 |
| &nbsp;&nbsp;&nbsp; Alinea CLO Ltd., "AR", Series 2018-1A, 144A, 3 mo. USD Term SOFR + 0.9%, <br> 4.784% (b), 7/20/2031 <br>| 54759 | &nbsp;&nbsp; 54763 |
| &nbsp;&nbsp;&nbsp; CIFC Funding Ltd., "A1R", Series 2020-4A, 144A, 3 mo. USD Term SOFR + 1.3%, <br> 5.205% (b), 1/15/2040 <br>| 2000000 | &nbsp;&nbsp; 2003756 |
|  |  | &nbsp;&nbsp; **3023199** |
| **Total Asset-Backed** (Cost $8,114,853) | **Total Asset-Backed** (Cost $8,114,853) | &nbsp;&nbsp; **8194142** |

---

------

---

| | | |
|:---|:---|:---|
| **Commercial Mortgage-Backed Securities 1.1%** | **Commercial Mortgage-Backed Securities 1.1%** |  |
| BAHA Trust, "A", Series 2024-MAR, 144A, 5.972% (b), 12/10/2041  | 1286000 | &nbsp;&nbsp; 1331047 |
| &nbsp;&nbsp;&nbsp; BPR Trust, "B", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.264%, 5.015% (b), <br> 9/15/2038 <br>| 900000 | &nbsp;&nbsp; 898907 |
| &nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Mortgage Trust, "B", Series 2024-FBLU, 144A, 1 mo. USD <br> Term SOFR + 1.85%, 5.6% (b), 12/15/2039 <br>| 563000 | &nbsp;&nbsp; 564220 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase Commercial Mortgage Securities Trust, "A", Series 2016-NINE, 144A, <br> 2.854% (b), 9/6/2038 <br>| 500000 | &nbsp;&nbsp; 494474 |
| &nbsp;&nbsp;&nbsp; KIND Trust, "A", Series 2021-KIND, 144A, 1 mo. USD Term SOFR + 1.064%, 4.82% <br> (b), 8/15/2038 <br>| 991720 | &nbsp;&nbsp; 987630 |
| &nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, "A", Series 2025-DATA, 144A, 1 mo. USD Term <br> SOFR + 1.443%, 5.193% (b), 2/15/2042 <br>| 1500000 | &nbsp;&nbsp; 1486033 |
| &nbsp;&nbsp;&nbsp; U.S. Bank C&I Credit-Linked Notes, "B2", Series 2025-SUP2, 144A, 30 day USD <br> SOFR Average + 1.35%, 5.224% (b), 9/25/2032 <br>| 1837518 | &nbsp;&nbsp; 1825730 |
| **Total Commercial Mortgage-Backed Securities** (Cost $7,535,811) | **Total Commercial Mortgage-Backed Securities** (Cost $7,535,811) | &nbsp;&nbsp; **7588041** |
| **Collateralized Mortgage Obligations 44.8%** | **Collateralized Mortgage Obligations 44.8%** |  |
| &nbsp;&nbsp;&nbsp; Chase Home Lending Mortgage Trust, "A11", Series 2019-ATR1, 144A, 1 mo. USD <br> Term SOFR + 1.064%, 4.796% (b), 4/25/2049<br>| 487739 | &nbsp;&nbsp; 469345 |
| CIM Trust, "A4", Series 2018-INV1, 144A, 4.0% , 8/25/2048 | 1059902 | &nbsp;&nbsp; 998334 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; "OP", Series 5417, Principal Only, Zero Coupon , 6/25/2054 | 5865184 | &nbsp;&nbsp; 5186187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 3721, Interest Only, 4.386% minus 30 day USD SOFR Average, 0.402% <br> (b), 9/15/2040<br>| 2434976 | &nbsp;&nbsp; 110380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "IS", Series 5150, Interest Only, 4.6% minus 30 day USD SOFR Average, 0.575% (b), <br> 8/25/2051<br>| 6259000 | &nbsp;&nbsp; 451662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 5537, Interest Only, 5.28% minus 30 day USD SOFR Average, 1.406% <br> (b), 5/25/2055<br>| 36153173 | &nbsp;&nbsp; 1629015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 5598, Interest Only, 5.35% minus 30 day USD SOFR Average, 1.476% <br> (b), 11/25/2055<br>| 62277994 | &nbsp;&nbsp; 3198039 |
| &nbsp;&nbsp;&nbsp; "C11", Series 414, Interest Only, 1.5%, 1/25/2042 | 3105171 | &nbsp;&nbsp; 219265 |
| &nbsp;&nbsp;&nbsp; "IG", Series 5070, Interest Only, 1.5%, 1/25/2044 | 13731691 | &nbsp;&nbsp; 741674 |
| &nbsp;&nbsp;&nbsp; "CI", Series 5037, Interest Only, 1.5%, 11/25/2050 | 2828251 | &nbsp;&nbsp; 268256 |
| &nbsp;&nbsp;&nbsp; "ID", Series 5007, Interest Only, 1.85%, 8/25/2050 | 3200958 | &nbsp;&nbsp; 356192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "HS", Series 4616, Interest Only, 5.886% minus 30 day USD SOFR Average, 1.902% <br> (b), 9/15/2046<br>| 10340804 | &nbsp;&nbsp; 1140893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 5418, Interest Only, 5.786% minus 30 day USD SOFR Average, 1.911% <br> (b), 11/25/2046<br>| 13042733 | &nbsp;&nbsp; 950740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "S5", Series 339, Interest Only, 5.936% minus 30 day USD SOFR Average, 1.952% <br> (b), 11/15/2044<br>| 14362011 | &nbsp;&nbsp; 1575595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SH", Series 4941, Interest Only, 5.836% minus 30 day USD SOFR Average, 1.961% <br> (b), 12/25/2049<br>| 8034154 | &nbsp;&nbsp; 842986 |
| &nbsp;&nbsp;&nbsp; "JI", Series 5041, Interest Only, 2.0%, 3/25/2049 | 1938000 | &nbsp;&nbsp; 203971 |
| &nbsp;&nbsp;&nbsp; "MI", Series 5018, Interest Only, 2.0%, 10/25/2050 | 2371838 | &nbsp;&nbsp; 304630 |
| &nbsp;&nbsp;&nbsp; "IE", Series 5050, Interest Only, 2.0%, 12/25/2050 | 4738869 | &nbsp;&nbsp; 586460 |
| &nbsp;&nbsp;&nbsp; "AI", Series 5063, Interest Only, 2.0%, 1/25/2051 | 9630990 | &nbsp;&nbsp; 1305761 |
| &nbsp;&nbsp;&nbsp; "JI", Series 5058, Interest Only, 2.0%, 1/25/2051 | 3739722 | &nbsp;&nbsp; 450784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "NS", Series 4215, Interest Only, 6.036% minus 30 day USD SOFR Average, 2.052% <br> (b), 6/15/2043<br>| 2243176 | &nbsp;&nbsp; 239711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SH", Series 4900, Interest Only, 5.936% minus 30 day USD SOFR Average, 2.061% <br> (b), 7/25/2049<br>| 10404811 | &nbsp;&nbsp; 1181158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SM", Series 5004, Interest Only, 6.036% minus 30 day USD SOFR Average, 2.161% <br> (b), 8/25/2050<br>| 12901609 | &nbsp;&nbsp; 1659860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "WS", Series 3981, Interest Only, 6.436% minus 30 day USD SOFR Average, 2.452% <br> (b), 5/15/2041<br>| 628970 | &nbsp;&nbsp; 20844 |
| &nbsp;&nbsp;&nbsp; "AI", Series 5200, Interest Only, 2.5%, 5/25/2049 | 363171 | &nbsp;&nbsp; 46900 |
| &nbsp;&nbsp;&nbsp; "PI", Series 4992, Interest Only, 2.5%, 7/25/2050 | 2686325 | &nbsp;&nbsp; 377513 |
| &nbsp;&nbsp;&nbsp; "LI", Series 5132, Interest Only, 2.5%, 1/25/2051 | 19018772 | &nbsp;&nbsp; 2262691 |
| &nbsp;&nbsp;&nbsp; "DI", Series 5081, Interest Only, 2.5%, 3/25/2051 | 12061124 | &nbsp;&nbsp; 1893791 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "NS", Series 4999, Interest Only, 6.436% minus 30 day USD SOFR Average, 2.561% <br> (b), 1/25/2042<br>| 2531731 | &nbsp;&nbsp; 129927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "DS", Series 4080, Interest Only, 6.586% minus 30 day USD SOFR Average, 2.602% <br> (b), 3/15/2041<br>| 1298252 | &nbsp;&nbsp; 58087 |
| &nbsp;&nbsp;&nbsp; "CZ", Series 4113, 3.0%, 9/15/2042 | 1399632 | &nbsp;&nbsp; 1124066 |
| &nbsp;&nbsp;&nbsp; "300", Series 352, 3.0%, 10/15/2046 | 156356 | &nbsp;&nbsp; 144667 |
| &nbsp;&nbsp;&nbsp; "PA", Series 4704, 3.5%, 7/15/2047 | 756863 | &nbsp;&nbsp; 700918 |
| &nbsp;&nbsp;&nbsp; "JI", Series 5236, Interest Only, 4.0%, 2/25/2052 | 18687075 | &nbsp;&nbsp; 2000046 |
| &nbsp;&nbsp;&nbsp; "IJ", Series 4472, Interest Only, 6.0%, 11/15/2043 | 2902770 | &nbsp;&nbsp; 517240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AS", Series 5501, 15.51% minus (2.2 x 30 day USD SOFR Average), 6.987% (b), <br> 2/25/2055<br>| 7861382 | &nbsp;&nbsp; 8086360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "HS", Series 5534, 85.75% minus (17.5 x 30 day USD SOFR Average), 10.5% (b), <br> 5/25/2055<br>| 21684220 | &nbsp;&nbsp; 23508272 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SC", Series 2017-73, Interest Only, 3.486% minus 30 day USD SOFR Average, 0.0% <br> (b), 9/25/2047<br>| 6397979 | &nbsp;&nbsp; 118226 |
| &nbsp;&nbsp;&nbsp; "ET", Series 2024-105, 0.125%, 1/25/2055 | 4719494 | &nbsp;&nbsp; 3999446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "LS", Series 2012-100, Interest Only, 4.776% minus 30 day USD SOFR Average, <br> 0.901% (b), 9/25/2042<br>| 2305243 | &nbsp;&nbsp; 150983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2025-111, Interest Only, 5.45% minus 30 day USD SOFR Average, <br> 1.464% (b), 11/25/2055<br>| 24175621 | &nbsp;&nbsp; 1785806 |
| &nbsp;&nbsp;&nbsp; "TI", Series 2021-4, Interest Only, 1.5%, 12/25/2040 | 11768488 | &nbsp;&nbsp; 435795 |
| &nbsp;&nbsp;&nbsp; "C2", Series 432, Interest Only, 2.0%, 7/25/2037 | 4887264 | &nbsp;&nbsp; 320785 |
| &nbsp;&nbsp;&nbsp; "AY", Series 2013-6, 2.0%, 2/25/2043 | 1244000 | &nbsp;&nbsp; 900699 |
| &nbsp;&nbsp;&nbsp; "IA", Series 2021-21, Interest Only, 2.0%, 7/25/2047 | 24885188 | &nbsp;&nbsp; 2046319 |
| &nbsp;&nbsp;&nbsp; "AQ", Series 2020-56, 2.0%, 8/25/2050 | 198834 | &nbsp;&nbsp; 164134 |
| &nbsp;&nbsp;&nbsp; "BI", Series 2020-62, Interest Only, 2.0%, 9/25/2050 | 3116387 | &nbsp;&nbsp; 363300 |
| &nbsp;&nbsp;&nbsp; "AI", Series 2020-97, Interest Only, 2.0%, 1/25/2051 | 1471055 | &nbsp;&nbsp; 202609 |
| &nbsp;&nbsp;&nbsp; "EI", Series 2021-42, Interest Only, 2.0%, 3/25/2051 | 3527296 | &nbsp;&nbsp; 511989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "NS", Series 2011-96, Interest Only, 5.886% minus 30 day USD SOFR Average, <br> 2.011% (b), 10/25/2041<br>| 2953061 | &nbsp;&nbsp; 287828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "TS", Series 2019-71, Interest Only, 5.886% minus 30 day USD SOFR Average, <br> 2.011% (b), 11/25/2049<br>| 8785306 | &nbsp;&nbsp; 917783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "CS", Series 2016-88, Interest Only, 5.936% minus 30 day USD SOFR Average, <br> 2.061% (b), 12/25/2046<br>| 14897462 | &nbsp;&nbsp; 1218146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "BS", Series 2019-60, Interest Only, 5.936% minus 30 day USD SOFR Average, <br> 2.061% (b), 10/25/2049<br>| 6359826 | &nbsp;&nbsp; 663012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "JS", Series 2019-57, Interest Only, 5.936% minus 30 day USD SOFR Average, <br> 2.061% (b), 10/25/2049<br>| 2568070 | &nbsp;&nbsp; 286533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2020-15, Interest Only, 5.936% minus 30 day USD SOFR Average, <br> 2.061% (b), 3/25/2050<br>| 5349598 | &nbsp;&nbsp; 652155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "KS", Series 2025-88, Interest Only, 5.95% minus 30 day USD SOFR Average, <br> 2.076% (b), 9/25/2055<br>| 13604396 | &nbsp;&nbsp; 1031889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "KS", Series 2025-99, Interest Only, 6.0% minus 30 day USD SOFR Average, 2.126% <br> (b), 11/25/2055<br>| 40922415 | &nbsp;&nbsp; 3241179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "CS", Series 2013-86, Interest Only, 6.036% minus 30 day USD SOFR Average, <br> 2.161% (b), 7/25/2043<br>| 4791740 | &nbsp;&nbsp; 383308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "PS", Series 2013-81, Interest Only, 6.036% minus 30 day USD SOFR Average, <br> 2.161% (b), 7/25/2043<br>| 3140586 | &nbsp;&nbsp; 325858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "PS", Series 2013-83, Interest Only, 6.036% minus 30 day USD SOFR Average, <br> 2.161% (b), 7/25/2043<br>| 1613014 | &nbsp;&nbsp; 130800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SW", Series 2013-81, Interest Only, 6.086% minus 30 day USD SOFR Average, <br> 2.211% (b), 1/25/2043<br>| 3741533 | &nbsp;&nbsp; 346729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "KS", Series 2013-10, Interest Only, 6.086% minus 30 day USD SOFR Average, <br> 2.211% (b), 2/25/2043<br>| 4665392 | &nbsp;&nbsp; 364785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2018-44, Interest Only, 6.086% minus 30 day USD SOFR Average, <br> 2.211% (b), 6/25/2048<br>| 39082796 | &nbsp;&nbsp; 4605424 |
| &nbsp;&nbsp;&nbsp; "KL", Series 2016-83, 2.5%, 11/25/2046 | 107245 | &nbsp;&nbsp; 77018 |
| &nbsp;&nbsp;&nbsp; "IW", Series 2021-76, Interest Only, 2.5%, 2/25/2048 | 16929914 | &nbsp;&nbsp; 2366610 |
| &nbsp;&nbsp;&nbsp; "NI", Series 2020-57, Interest Only, 2.5%, 8/25/2050 | 1546167 | &nbsp;&nbsp; 249823 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; "JI", Series 2020-75, Interest Only, 2.5%, 11/25/2050 | 499802 | &nbsp;&nbsp; 81810 |
| &nbsp;&nbsp;&nbsp; "PI", Series 2020-86, Interest Only, 2.5%, 12/25/2050 | 27461696 | &nbsp;&nbsp; 4233049 |
| &nbsp;&nbsp;&nbsp; "I", Series 2021-57, Interest Only, 2.5%, 7/25/2051 | 3159454 | &nbsp;&nbsp; 494593 |
| &nbsp;&nbsp;&nbsp; "MI", Series 2021-44, Interest Only, 2.5%, 7/25/2051 | 13673930 | &nbsp;&nbsp; 2389347 |
| &nbsp;&nbsp;&nbsp; "ID", Series 2024-22, Interest Only, 2.5%, 10/25/2051 | 32411230 | &nbsp;&nbsp; 4118511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "GS", Series 2011-123, Interest Only, 6.436% minus 30 day USD SOFR Average, <br> 2.561% (b), 10/25/2041<br>| 1259758 | &nbsp;&nbsp; 88670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SC", Series 2013-130, Interest Only, 6.486% minus 30 day USD SOFR Average, <br> 2.611% (b), 1/25/2044<br>| 4081522 | &nbsp;&nbsp; 505268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "PS", Series 2011-127, Interest Only, 6.536% minus 30 day USD SOFR Average, <br> 2.661% (b), 8/25/2041<br>| 944049 | &nbsp;&nbsp; 44493 |
| &nbsp;&nbsp;&nbsp; "KI", Series 2012-146, Interest Only, 3.0%, 11/25/2042 | 2048161 | &nbsp;&nbsp; 234497 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2017-15, Interest Only, 3.0%, 3/25/2047 | 1636358 | &nbsp;&nbsp; 215285 |
| &nbsp;&nbsp;&nbsp; "IB", Series 2020-43, Interest Only, 3.0%, 10/25/2048 | 2774031 | &nbsp;&nbsp; 438529 |
| &nbsp;&nbsp;&nbsp; "PI", Series 2022-7, Interest Only, 3.0%, 7/25/2050 | 19936877 | &nbsp;&nbsp; 2417879 |
| &nbsp;&nbsp;&nbsp; "LZ", Series 2013-6, 3.5%, 2/25/2043 | 1151213 | &nbsp;&nbsp; 960358 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2016-49, Interest Only, 3.5%, 8/25/2046 | 2924111 | &nbsp;&nbsp; 533432 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2019-68, Interest Only, 3.5%, 5/25/2048 | 2053537 | &nbsp;&nbsp; 187716 |
| &nbsp;&nbsp;&nbsp; "EA", Series 2018-85, 3.5%, 12/25/2048 | 118643 | &nbsp;&nbsp; 114169 |
| &nbsp;&nbsp;&nbsp; "IA", Series 2024-7, Interest Only, 3.5%, 11/25/2049 | 1448521 | &nbsp;&nbsp; 184427 |
| &nbsp;&nbsp;&nbsp; "DB", Series 2011-111, 4.0%, 11/25/2041 | 182865 | &nbsp;&nbsp; 180003 |
| &nbsp;&nbsp;&nbsp; "PZ", Series 2010-13, 4.5%, 3/25/2040 | 56371 | &nbsp;&nbsp; 52676 |
| &nbsp;&nbsp;&nbsp; "IC", Series 2019-49, Interest Only, 4.5%, 5/25/2044 | 5912285 | &nbsp;&nbsp; 460721 |
| &nbsp;&nbsp;&nbsp; "BI", Series 2019-13, Interest Only, 4.5%, 5/25/2048 | 865882 | &nbsp;&nbsp; 104038 |
| &nbsp;&nbsp;&nbsp; "UI", Series 2010-126, Interest Only, 5.5%, 10/25/2040 | 2307054 | &nbsp;&nbsp; 206867 |
| &nbsp;&nbsp;&nbsp; "Z", Series 2025-111, 5.5%, 11/25/2055 | 6530434 | &nbsp;&nbsp; 6393937 |
| &nbsp;&nbsp;&nbsp; "2", Series 2007-W8, Interest Only, 6.0%, 9/25/2037 | 77610 | &nbsp;&nbsp; 8273 |
| &nbsp;&nbsp;&nbsp; "HI", Series 2010-2, Interest Only, 6.5%, 2/25/2040 | 1274542 | &nbsp;&nbsp; 258809 |
| &nbsp;&nbsp;&nbsp; "MU", Series 2025-33, 30 day USD SOFR Average + 4.25%, 8.124% (b), 8/25/2054 | 20221072 | &nbsp;&nbsp; 20961557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "MS", Series 2025-35, 82.915% minus (16.75 x 30 day USD SOFR Average), 10.05% <br> (b), 5/25/2055<br>| 9872769 | &nbsp;&nbsp; 10494678 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SL", Series 2021-107, Interest Only, 4.0% minus 30 day USD SOFR Average, 0.0% <br> (b), 10/20/2048<br>| 7621176 | &nbsp;&nbsp; 300985 |
| &nbsp;&nbsp;&nbsp; "JO", Series 2023-133, Principal Only, Zero Coupon , 9/20/2053 | 4632316 | &nbsp;&nbsp; 3767741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "HS", Series 2013-39, Interest Only, 4.636% minus 1 mo. USD Term SOFR, 0.902% <br> (b), 3/20/2041<br>| 9796417 | &nbsp;&nbsp; 476907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "CS", Series 2018-152, Interest Only, 4.966% minus 1 mo. USD Term SOFR, 1.232% <br> (b), 11/20/2048<br>| 5253762 | &nbsp;&nbsp; 360992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2011-69, Interest Only, 5.286% minus 1 mo. USD Term SOFR, 1.552% <br> (b), 5/20/2041<br>| 3015109 | &nbsp;&nbsp; 226964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SP", Series 2014-133, Interest Only, 5.486% minus 1 mo. USD Term SOFR, 1.751% <br> (b), 9/16/2044<br>| 6633951 | &nbsp;&nbsp; 531751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "S", Series 2013-134, Interest Only, 5.486% minus 1 mo. USD Term SOFR, 1.752% <br> (b), 9/20/2043<br>| 5366091 | &nbsp;&nbsp; 384610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "DS", Series 2010-35, Interest Only, 5.566% minus 1 mo. USD Term SOFR, 1.832% <br> (b), 3/20/2040<br>| 2212110 | &nbsp;&nbsp; 171657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "PS", Series 2022-45, Interest Only, 5.8% minus 30 day USD SOFR Average, 1.882% <br> (b), 6/20/2050<br>| 45354584 | &nbsp;&nbsp; 3392236 |
| &nbsp;&nbsp;&nbsp; "GI", Series 2020-175, Interest Only, 2.0%, 11/20/2050 | 5151304 | &nbsp;&nbsp; 647889 |
| &nbsp;&nbsp;&nbsp; "WI", Series 2020-181, Interest Only, 2.0%, 12/20/2050 | 1491071 | &nbsp;&nbsp; 185535 |
| &nbsp;&nbsp;&nbsp; "AI", Series 2021-57, Interest Only, 2.0%, 2/20/2051 | 2706051 | &nbsp;&nbsp; 317855 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2021-50, Interest Only, 2.0%, 3/20/2051 | 2255801 | &nbsp;&nbsp; 295450 |
| &nbsp;&nbsp;&nbsp; "QE", Series 2021-159, 2.0%, 9/20/2051 | 7639726 | &nbsp;&nbsp; 6347201 |
| &nbsp;&nbsp;&nbsp; "IJ", Series 2021-194, Interest Only, 2.0%, 11/20/2051 | 3321294 | &nbsp;&nbsp; 456130 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2021-194, Interest Only, 2.0%, 11/20/2051 | 607861 | &nbsp;&nbsp; 76595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SW", Series 2024-89, Interest Only, 5.93% minus 30 day USD SOFR Average, <br> 2.012% (b), 5/20/2054<br>| 34834279 | &nbsp;&nbsp; 1944614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SN", Series 2010-14, Interest Only, 5.836% minus 1 mo. USD Term SOFR, 2.101% <br> (b), 2/16/2040<br>| 2034342 | &nbsp;&nbsp; 100731 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "MS", Series 2022-153, Interest Only, 6.05% minus 30 day USD SOFR Average, <br> 2.132% (b), 12/20/2049<br>| 29516084 | &nbsp;&nbsp; 2641026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SC", Series 2025-187, Interest Only, 6.05% minus 30 day USD SOFR Average, <br> 2.132% (b), 11/20/2055<br>| 85664220 | &nbsp;&nbsp; 7256689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2019-112, Interest Only, 5.886% minus 1 mo. USD Term SOFR, 2.152% <br> (b), 9/20/2049<br>| 4074795 | &nbsp;&nbsp; 441577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2019-152, Interest Only, 5.886% minus 1 mo. USD Term SOFR, 2.152% <br> (b), 12/20/2049<br>| 9271978 | &nbsp;&nbsp; 1013242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2014-10, Interest Only, 5.936% minus 1 mo. USD Term SOFR, 2.201% <br> (b), 1/16/2044<br>| 1195130 | &nbsp;&nbsp; 120375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "XS", Series 2025-105, Interest Only, 5.936% minus 1 mo. USD Term SOFR, 2.202% <br> (b), 9/20/2049<br>| 45831929 | &nbsp;&nbsp; 5152347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "CS", Series 2020-15, Interest Only, 5.936% minus 1 mo. USD Term SOFR, 2.202% <br> (b), 2/20/2050<br>| 7290387 | &nbsp;&nbsp; 701631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SB", Series 2023-57, Interest Only, 6.15% minus 30 day USD SOFR Average, <br> 2.232% (b), 4/20/2053<br>| 27163772 | &nbsp;&nbsp; 1701868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SL", Series 2010-31, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.251% <br> (b), 11/16/2034<br>| 1531007 | &nbsp;&nbsp; 86697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SJ", Series 2019-70, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.251% <br> (b), 6/16/2038<br>| 9440459 | &nbsp;&nbsp; 696790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SE", Series 2012-84, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.251% <br> (b), 7/16/2042<br>| 2557354 | &nbsp;&nbsp; 288809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2013-110, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.251% <br> (b), 7/16/2043<br>| 3332902 | &nbsp;&nbsp; 332010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2014-60, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.251% <br> (b), 4/16/2044<br>| 8125272 | &nbsp;&nbsp; 808494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "JS", Series 2019-111, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.252% <br> (b), 9/20/2036<br>| 3523653 | &nbsp;&nbsp; 242337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2014-41, Interest Only, 5.986% minus 1 mo. USD Term SOFR, 2.252% <br> (b), 3/20/2044<br>| 3839929 | &nbsp;&nbsp; 419408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AS", Series 2019-158, Interest Only, 6.036% minus 1 mo. USD Term SOFR, 2.301% <br> (b), 9/16/2043<br>| 7544220 | &nbsp;&nbsp; 745945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SL", Series 2019-123, Interest Only, 6.036% minus 1 mo. USD Term SOFR, 2.302% <br> (b), 10/20/2049<br>| 15141015 | &nbsp;&nbsp; 1779519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "JS", Series 2020-83, Interest Only, 6.036% minus 1 mo. USD Term SOFR, 2.302% <br> (b), 6/20/2050<br>| 4273965 | &nbsp;&nbsp; 511639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SP", Series 2012-113, Interest Only, 6.086% minus 1 mo. USD Term SOFR, 2.352% <br> (b), 10/20/2041<br>| 1063644 | &nbsp;&nbsp; 59332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2023-86, Interest Only, 6.3% minus 30 day USD SOFR Average, 2.382% <br> (b), 9/20/2050<br>| 7951496 | &nbsp;&nbsp; 1044703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SA", Series 2005-84, Interest Only, 6.136% minus 1 mo. USD Term SOFR, 2.401% <br> (b), 11/16/2035<br>| 857935 | &nbsp;&nbsp; 67817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "CS", Series 2016-31, Interest Only, 6.136% minus 1 mo. USD Term SOFR, 2.402% <br> (b), 7/20/2044<br>| 2530401 | &nbsp;&nbsp; 285599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "LS", Series 2020-188, Interest Only, 6.186% minus 1 mo. USD Term SOFR, 2.452% <br> (b), 11/20/2050<br>| 4053700 | &nbsp;&nbsp; 546219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2020-167, Interest Only, 6.186% minus 1 mo. USD Term SOFR, 2.452% <br> (b), 11/20/2050<br>| 15469381 | &nbsp;&nbsp; 2237644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2021-58, Interest Only, 6.186% minus 1 mo. USD Term SOFR, 2.452% <br> (b), 4/20/2051<br>| 6994233 | &nbsp;&nbsp; 856326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "IT", Series 2021-116, Interest Only, 1 mo. USD Term SOFR minus 0.886%, 2.5% <br> (b), 10/20/2047<br>| 30403042 | &nbsp;&nbsp; 3397693 |
| &nbsp;&nbsp;&nbsp; "QB", Series 2017-180, 2.5%, 12/20/2047 | 1174000 | &nbsp;&nbsp; 1030538 |
| &nbsp;&nbsp;&nbsp; "QI", Series 2020-149, Interest Only, 2.5%, 10/20/2050 | 2402662 | &nbsp;&nbsp; 400658 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2021-49, Interest Only, 2.5%, 1/20/2051 | 2741258 | &nbsp;&nbsp; 310926 |
| &nbsp;&nbsp;&nbsp; "KI", Series 2021-24, Interest Only, 2.5%, 2/20/2051 | 10424778 | &nbsp;&nbsp; 1187057 |
| &nbsp;&nbsp;&nbsp; "EI", Series 2021-105, Interest Only, 2.5%, 5/20/2051 | 4464230 | &nbsp;&nbsp; 658676 |
| &nbsp;&nbsp;&nbsp; "MI", Series 2021-115, Interest Only, 2.5%, 5/20/2051 | 5360207 | &nbsp;&nbsp; 677721 |
| &nbsp;&nbsp;&nbsp; "BI", Series 2021-165, Interest Only, 2.5%, 9/20/2051 | 1719253 | &nbsp;&nbsp; 208349 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2025-62, Interest Only, 2.5%, 10/20/2051 | 2340885 | &nbsp;&nbsp; 314194 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SF", Series 2020-61, Interest Only, 6.326% minus 1 mo. USD Term SOFR, 2.592% <br> (b), 7/20/2043<br>| 35097181 | &nbsp;&nbsp; 3732189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2017-60, Interest Only, 6.356% minus 1 mo. USD Term SOFR, 2.622% <br> (b), 2/20/2038<br>| 5785167 | &nbsp;&nbsp; 575291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SM", Series 2008-2, Interest Only, 6.386% minus 1 mo. USD Term SOFR, 2.651% <br> (b), 1/16/2038<br>| 1218572 | &nbsp;&nbsp; 113453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2017-60, Interest Only, 6.406% minus 1 mo. USD Term SOFR, 2.672% <br> (b), 2/20/2038<br>| 3439534 | &nbsp;&nbsp; 341305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2010-68, Interest Only, 6.466% minus 1 mo. USD Term SOFR, 2.732% <br> (b), 6/20/2040<br>| 4080653 | &nbsp;&nbsp; 481033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SN", Series 2012-43, Interest Only, 6.486% minus 1 mo. USD Term SOFR, 2.751% <br> (b), 4/16/2042<br>| 485195 | &nbsp;&nbsp; 63179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "HS", Series 2012-42, Interest Only, 6.516% minus 1 mo. USD Term SOFR, 2.782% <br> (b), 3/20/2042<br>| 1801650 | &nbsp;&nbsp; 220425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SH", Series 2010-101, Interest Only, 6.536% minus 1 mo. USD Term SOFR, 2.801% <br> (b), 8/16/2040<br>| 2027238 | &nbsp;&nbsp; 249866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "S", Series 2010-147, Interest Only, 6.536% minus 1 mo. USD Term SOFR, 2.802% <br> (b), 11/20/2040<br>| 4556223 | &nbsp;&nbsp; 553638 |
| &nbsp;&nbsp;&nbsp; "CI", Series 2015-74, Interest Only, 3.0%, 10/16/2039 | 646585 | &nbsp;&nbsp; 8765 |
| &nbsp;&nbsp;&nbsp; "YI", Series 2020-1, Interest Only, 3.0%, 1/20/2050 | 2245693 | &nbsp;&nbsp; 384185 |
| &nbsp;&nbsp;&nbsp; "ID", Series 2020-32, Interest Only, 3.0%, 3/20/2050 | 355971 | &nbsp;&nbsp; 61475 |
| &nbsp;&nbsp;&nbsp; "XZ", Series 2020-122, 3.0%, 8/20/2050 | 369582 | &nbsp;&nbsp; 207609 |
| &nbsp;&nbsp;&nbsp; "KI", Series 2021-32, Interest Only, 3.0%, 2/20/2051 | 1137720 | &nbsp;&nbsp; 204011 |
| &nbsp;&nbsp;&nbsp; "IH", Series 2023-190, Interest Only, 3.0%, 11/20/2051 | 18215248 | &nbsp;&nbsp; 2425668 |
| &nbsp;&nbsp;&nbsp; "CI", Series 2024-24, Interest Only, 3.0%, 12/20/2051 | 42544439 | &nbsp;&nbsp; 7432595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2024-105, Interest Only, 7.2% minus 30 day USD SOFR Average, <br> 3.282% (b), 3/20/2051<br>| 16063204 | &nbsp;&nbsp; 3394726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "HS", Series 2014-43, Interest Only, 7.136% minus 1 mo. USD Term SOFR, 3.401% <br> (b), 3/16/2044<br>| 3442876 | &nbsp;&nbsp; 387780 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2014-102, Interest Only, 3.5%, 7/16/2029 | 17048 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2013-10, Interest Only, 3.5%, 1/20/2043 | 5337390 | &nbsp;&nbsp; 851164 |
| &nbsp;&nbsp;&nbsp; "ZG", Series 2015-99, 3.5%, 7/20/2045 | 700991 | &nbsp;&nbsp; 657962 |
| &nbsp;&nbsp;&nbsp; "EL", Series 2019-23, 3.5%, 2/20/2049 | 351500 | &nbsp;&nbsp; 318981 |
| &nbsp;&nbsp;&nbsp; Series 2020-45, Interest Only, 4.0%, 8/20/2049 | 1035137 | &nbsp;&nbsp; 209746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "MS", Series 2025-105, 20.0% minus (4 x 30 day USD SOFR Average), 4.329% (b), <br> 6/20/2055<br>| 8368447 | &nbsp;&nbsp; 7949325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "JS", Series 2023-70, 12.3% minus (2 x 30 day USD SOFR Average), 4.465% (b), <br> 5/20/2053<br>| 4475997 | &nbsp;&nbsp; 4309192 |
| &nbsp;&nbsp;&nbsp; "ZC", Series 2003-86, 4.5%, 10/20/2033 | 162628 | &nbsp;&nbsp; 164137 |
| &nbsp;&nbsp;&nbsp; "ZP", Series 2009-58, 4.5%, 7/20/2039 | 83617 | &nbsp;&nbsp; 77606 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2014-108, Interest Only, 4.5%, 12/20/2042 | 135326 | &nbsp;&nbsp; 659 |
| &nbsp;&nbsp;&nbsp; "LI", Series 2014-100, Interest Only, 4.5%, 10/16/2043 | 3811059 | &nbsp;&nbsp; 304988 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2017-177, Interest Only, 4.5%, 11/16/2047 | 3299019 | &nbsp;&nbsp; 587929 |
| &nbsp;&nbsp;&nbsp; "HI", Series 2020-5, Interest Only, 4.5%, 6/20/2049 | 1164353 | &nbsp;&nbsp; 257331 |
| &nbsp;&nbsp;&nbsp; "WI", Series 2020-191, Interest Only, 4.5%, 12/20/2050 | 2921610 | &nbsp;&nbsp; 529289 |
| &nbsp;&nbsp;&nbsp; "ZJ", Series 2022-83, 4.5%, 5/20/2052 | 1509392 | &nbsp;&nbsp; 1388858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SC", Series 2023-97, 16.35% minus (3 x 30 day USD SOFR Average), 4.597% (b), <br> 7/20/2053<br>| 9638249 | &nbsp;&nbsp; 9434170 |
| &nbsp;&nbsp;&nbsp; "UZ", Series 2010-37, 5.0%, 3/20/2040 | 662763 | &nbsp;&nbsp; 675780 |
| &nbsp;&nbsp;&nbsp; "BI", Series 2016-68, Interest Only, 5.0%, 5/20/2040 | 2163718 | &nbsp;&nbsp; 407922 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2020-5, Interest Only, 5.0%, 2/20/2048 | 2109602 | &nbsp;&nbsp; 347595 |
| &nbsp;&nbsp;&nbsp; "ID", Series 2022-60, Interest Only, 5.0%, 3/20/2052 | 9633661 | &nbsp;&nbsp; 1768082 |
| &nbsp;&nbsp;&nbsp; "LB", Series 2024-113, 5.0%, 7/20/2054 | 199158 | &nbsp;&nbsp; 199292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2025-60, 14.875% minus (2.5 x 30 day USD SOFR Average), 5.081% <br> (b), 4/20/2055<br>| 27831363 | &nbsp;&nbsp; 27636017 |
| &nbsp;&nbsp;&nbsp; "GI", Series 2015-168, Interest Only, 5.5%, 2/16/2033 | 2352484 | &nbsp;&nbsp; 265763 |
| &nbsp;&nbsp;&nbsp; "Z", Series 2006-12, 5.5%, 3/20/2036 | 132821 | &nbsp;&nbsp; 136222 |
| &nbsp;&nbsp;&nbsp; "DZ", Series 2009-106, 5.5%, 11/20/2039 | 350477 | &nbsp;&nbsp; 364633 |
| &nbsp;&nbsp;&nbsp; "IA", Series 2012-64, Interest Only, 5.5%, 5/16/2042 | 1730621 | &nbsp;&nbsp; 233114 |
| &nbsp;&nbsp;&nbsp; "CI", Series 2009-42, Interest Only, 6.0%, 8/16/2035 | 140927 | &nbsp;&nbsp; 24145 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; "IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039 | 175113 | &nbsp;&nbsp; 35785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SL", Series 2025-98, 21.083% minus (3.667 x 30 day USD SOFR Average), 6.719% <br> (b), 6/20/2055<br>| 4750564 | &nbsp;&nbsp; 4874430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "ST", Series 2025-100, 76.7% minus (13 x 30 day USD SOFR Average), 7.8% (b), <br> 4/20/2065<br>| 2320095 | &nbsp;&nbsp; 2346133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "TC", Series 2025-69, 156.667% minus (33.333 x 30 day USD SOFR Average), <br> 10.0% (b), 4/20/2055<br>| 2720950 | &nbsp;&nbsp; 2842631 |
| &nbsp;&nbsp;&nbsp; JPMorgan Mortgage Trust, "A11", Series 2019-9, 144A, 1 mo. USD Term SOFR + <br> 1.014%, 4.746% (b), 5/25/2050<br>| 1214956 | &nbsp;&nbsp; 1165490 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bank, "M1", Series 2021-CL2, 144A, 30 day USD SOFR Average + <br> 3.15%, 7.024% (b), 7/25/2059<br>| 1672108 | &nbsp;&nbsp; 1758707 |
| **Total Collateralized Mortgage Obligations** (Cost $294,107,103) | **Total Collateralized Mortgage Obligations** (Cost $294,107,103) | &nbsp;&nbsp; **300624957** |
| **U.S. Government Agency Sponsored Pass-Throughs 21.3%** | **U.S. Government Agency Sponsored Pass-Throughs 21.3%** |  |
| Federal Home Loan Mortgage Corp., 6.0%, 9/1/2055 | 23069619 | &nbsp;&nbsp; 23843232 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 2.5%, 1/1/2056,TBA  | 28250000 | &nbsp;&nbsp; 23895376 |
| &nbsp;&nbsp;&nbsp; 3.5%, 1/1/2056,TBA  | 43000000 | &nbsp;&nbsp; 39747351 |
| &nbsp;&nbsp;&nbsp; 5.0%, 7/1/2044  | 749179 | &nbsp;&nbsp; 775372 |
| &nbsp;&nbsp;&nbsp; 5.5%, 1/1/2056,TBA  | 39000000 | &nbsp;&nbsp; 39542100 |
| &nbsp;&nbsp;&nbsp; 6.0%, 1/1/2054  | 7765727 | &nbsp;&nbsp; 8147035 |
| &nbsp;&nbsp;&nbsp; 6.0%, 5/1/2055  | 6992670 | &nbsp;&nbsp; 7220780 |
| **Total U.S. Government Agency Sponsored Pass-Throughs** (Cost $142,172,335) | **Total U.S. Government Agency Sponsored Pass-Throughs** (Cost $142,172,335) | &nbsp;&nbsp; **143171246** |
| **Government & Agency Obligations 1.3%** | **Government & Agency Obligations 1.3%** |  |
| **U.S. Treasury Obligations**  | **U.S. Treasury Obligations**  |  |
| U.S. Treasury Notes, 4.0%, 1/15/2027 (c) (d) (Cost $9,032,686) | 9000000 | &nbsp;&nbsp; **9043159** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value ($)** |
| **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** |  |
| DWS Central Cash Management Government Fund, 3.77% (e) (Cost $9,159,522) | 9159522 | &nbsp;&nbsp; **9159522** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **% of Net**<br> **Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $1,197,420,310) | 177.7 | &nbsp;&nbsp; **1193621429** |
| **Other Assets and Liabilities, Net**  | (77.7)<br>| &nbsp;&nbsp; **(521788644)**<br>|
| **Net Assets** | 100.0 | &nbsp;&nbsp; **671832785** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)**<br>| **Value ($)** |
| **TBA Sale Commitments (35.9)%** |  |  |
| **U.S. Government Agency Sponsored Pass-Throughs (35.9)%** |  |  |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 2.0%, 1/1/2056, TBA  | (55000000)<br>| &nbsp;&nbsp; (44479215)<br>|
| &nbsp;&nbsp;&nbsp; 4.0%, 1/1/2056, TBA  | (49000000)<br>| &nbsp;&nbsp; (46476059)<br>|
| &nbsp;&nbsp;&nbsp; 4.5%, 1/1/2056, TBA  | (50000000)<br>| &nbsp;&nbsp; (48794300)<br>|
| &nbsp;&nbsp;&nbsp; 5.0%, 1/1/2056, TBA  | (68000000)<br>| &nbsp;&nbsp; (67818168)<br>|
| &nbsp;&nbsp;&nbsp; 6.0%, 1/1/2056, TBA  | (33000000)<br>| &nbsp;&nbsp; (33873510)<br>|
| **Total U.S. Government Agency Sponsored Pass-Throughs** (Proceeds $(240378281)) |  | &nbsp;&nbsp; **(241441252)**<br>|

---

*For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.*

------

*A summary of the Fund's transactions with affiliated investments during the period ended December 31, 2025 are as follows:* 

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**9/30/2025**<br>| &nbsp;&nbsp; **Purchases** <br>**Cost ($)**<br>| &nbsp;&nbsp; **Sales** <br>**Proceeds ($)**<br>| &nbsp;&nbsp; **Net Realized** <br>**Gain/** <br>**(Loss) ($)**<br>| &nbsp;&nbsp; **Net Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation) ($)**<br>| **Income ($)** | &nbsp;&nbsp; **Capital Gain** <br>**Distributions ($)**<br>| &nbsp;&nbsp; **Number** <br>**of Shares** <br>**at** <br>**12/31/2025**<br>| &nbsp;&nbsp; **Value ($) at** <br>**12/31/2025**<br>|
| **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** | **Cash Equivalents 1.4%** |
| DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) | DWS Central Cash Management Government Fund, 3.77% (e) |
| 37949556  | 148908823  | 177698857  | —  | —  | 243731  | —  | 9159522  | 9159522  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *U.S. Treasury Notes with a value of $528,951 received to cover collateral requirements for open forward commitments.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* *Variable or floating rate security. These securities are shown at their current rate as of December 31, 2025. For securities based* *on a published reference rate and spread, the reference rate and spread are indicated within the description above. Certain* *variable rate securities are not based on a published reference rate and spread but adjust periodically based on current market* *conditions, prepayment of underlying positions and/or other variables. Securities with a floor or ceiling feature are disclosed at* *the inherent rate, where applicable.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(c)* *At December 31, 2025, this security has been pledged, in whole or in part, as collateral for open forward commitments.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(d)* *At December 31, 2025, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures* *contracts.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(e)* *Affiliated fund managed by DWS Investment Management Americas, Inc. The rate shown is the annualized seven-day yield at* *period end.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *144A: Security exempt from registration under Rule 144A under the Securities Act of 1933. These securities may be resold in* <br> *transactions exempt from registration, normally to qualified institutional buyers.*<br>|
| *CLO: Collateralized Loan Obligation* |
| *Interest Only: Interest Only (IO) bonds represent the "interest only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.*<br>|
| *Principal Only: Principal Only (PO) bonds represent the "principal only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities.*<br>|
| *SOFR: Secured Overnight Financing Rate* |
| *TBA: To Be Announced* |

---

*Included in the portfolio are investments in mortgage or asset-backed securities which are interests in separate pools of mortgages or assets. Effective maturities of these investments may be shorter than stated maturities due to prepayments. Some separate investments in the Government National Mortgage Association issues which have similar coupon rates have been aggregated for presentation purposes in this investment portfolio.*

*At December 31, 2025, open futures contracts purchased were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Depreciation ($)**<br>|
| U.S. Treasury <br> Long Bond <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 55<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6448898 | &nbsp;&nbsp;&nbsp;&nbsp; 6357656<br>| &nbsp;&nbsp;&nbsp;&nbsp; (91242)<br>|
| Ultra Long <br> U.S. Treasury <br> Bond <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 62<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7478437 | &nbsp;&nbsp;&nbsp;&nbsp; 7316000<br>| &nbsp;&nbsp;&nbsp;&nbsp; (162437)<br>|
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | &nbsp;&nbsp;&nbsp;&nbsp; **(253679)**<br>|

---

------

*At December 31, 2025, open futures contracts sold were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation ($)**<br>|
| 10 Year <br> U.S. Treasury <br> Note <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 208<br>| &nbsp;&nbsp;&nbsp;&nbsp; 23553830 | &nbsp;&nbsp;&nbsp;&nbsp; 23387000<br>| &nbsp;&nbsp;&nbsp;&nbsp; 166830 |
| 2 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 933<br>| &nbsp;&nbsp;&nbsp;&nbsp; 194899936 | &nbsp;&nbsp;&nbsp;&nbsp; 194800195<br>| &nbsp;&nbsp;&nbsp;&nbsp; 99741 |
| 3 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 329<br>| &nbsp;&nbsp;&nbsp;&nbsp; 70186147 | &nbsp;&nbsp;&nbsp;&nbsp; 70151539<br>| &nbsp;&nbsp;&nbsp;&nbsp; 34608 |
| 5 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 1098<br>| &nbsp;&nbsp;&nbsp;&nbsp; 120477053 | &nbsp;&nbsp;&nbsp;&nbsp; 120016547<br>| &nbsp;&nbsp;&nbsp;&nbsp; 460506 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | &nbsp;&nbsp;&nbsp;&nbsp; **761685** |

---

***Currency Abbreviation(s)***

------

*USD* *United States Dollar*

***Fair Value Measurements***

*Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.*

*The following is a summary of the inputs used as of December 31, 2025 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Government National Mortgage Association  | $— | &nbsp;&nbsp; $715840362 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $715840362 |
| Asset-Backed (a) |  | &nbsp;&nbsp; 8194142 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8194142 |
| Commercial Mortgage-Backed Securities  |  | &nbsp;&nbsp; 7588041 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7588041 |
| Collateralized Mortgage Obligations  |  | &nbsp;&nbsp; 300624957 | &nbsp;&nbsp; — | &nbsp;&nbsp; 300624957 |
| U.S. Government Agency Sponsored Pass-Throughs  |  | &nbsp;&nbsp; 143171246 | &nbsp;&nbsp; — | &nbsp;&nbsp; 143171246 |
| Government & Agency Obligations  |  | &nbsp;&nbsp; 9043159 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9043159 |
| Short-Term Investments  | 9159522 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9159522 |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | 761685 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 761685 |
| **Total** | **$9921207** | &nbsp;&nbsp; **$1184461907** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1194383114** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| TBA Sale Commitments (a) | $— | &nbsp;&nbsp; $(241441252)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(241441252)<br>|
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | (253679)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (253679)<br>|
| **Total** | **$(253679)**<br>| &nbsp;&nbsp; **$(241441252)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(241694931)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *See Investment Portfolio for additional detailed categorizations.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* *Derivatives include unrealized appreciation (depreciation) on open futures contracts.* 

The brand DWS represents DWS Group GmbH & Co. KGaA and any of its subsidiaries such as DWS Distributors, Inc. which offers investment products or DWS Investment Management Americas Inc. and RREEF America L.L.C. which offer advisory services.

GNMA-PH1

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DEUTSCHE DWS INCOME TRUST

- **b. Investment Company Act file number:** 811-04049

- **c. CIK number of Registrant:** 0000747677

- **d. LEI of Registrant:** PZIHX0V87XPKPHRF7Y22

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

**Item A.2. Information about the Series.**

- **a. Name of Series:** DWS GNMA Fund

- **b. EDGAR series identifier (if any):** S000005964

- **c. LEI of Series:** 7ZTO776E5MK53FQ3GJ57

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1521478610.95

**Total Liabilities:** $849402456.05

**Net Assets:** $672076154.90

**Delayed Delivery Securities:** $105526588.55

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -100.23000000 | **1-Year:** -657.00000000 | **5-Year:** -1246.32000000 | **10-Year:** -504.80000000 | **30-Year:** -37.25000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1.22000000 | **1-Year:** -59.71000000 | **5-Year:** -300.57000000 | **10-Year:** -112.50000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016427 | 0.83%                | 0.51%                | 0.10%                |
| Class ID C000075469 | 0.81%                | 0.49%                | 0.08%                |
| Class ID C000075470 | 0.75%                | 0.42%                | 0.02%                |
| Class ID C000075471 | 0.82%                | 0.51%                | 0.10%                |
| Class ID C000152123 | 0.79%                | 0.51%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-179869.88              | $3546132.70                                |
| Month 2  | $-3379423.06             | $5141966.34                                |
| Month 3  | $945656.54               | $-3412308.54                               |

**Designated Index Information**

- **Index Name:** BBG Fixed-Rate GNMA MBS Index

- **Index Identifier:** BARGNMABRS

### Schedule of Portfolio Investments

| Name                                          | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alinea CLO LTD                                | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54759 | PA      | $54762.84     | 0.01%             | 2031-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -55000000 | PA      | $-44479215.00 | -6.62%            | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28250000 | PA      | $23895375.50  | 3.56%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43000000 | PA      | $39747351.00  | 5.91%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -49000000 | PA      | $-46476059.00 | -6.92%            | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -50000000 | PA      | $-48794300.00 | -7.26%            | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -68000000 | PA      | $-67818168.00 | -10.09%           | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55000000 | PA      | $55764500.00  | 8.30%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -16000000 | PA      | $-16222400.00 | -2.41%            | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -33000000 | PA      | $-33873510.00 | -5.04%            | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                | BAHA Trust 2024-MAR                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286000 | PA      | $1331046.78   | 0.20%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-TY                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $898906.95    | 0.13%             | 2038-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                     | CIM Trust 2018-INV1                                              | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1059902 | PA      | $998334.20    | 0.15%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2020-IV Ltd                                         | CUSIP: 12562RAJ4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003756.00   | 0.30%             | 2040-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N3                           | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400275 | PA      | $1362480.51   | 0.20%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N4                           | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796056 | PA      | $777037.67    | 0.12%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation            | Chase Home Lending Mortgage Trust 2019-ATR1                      | CUSIP: 16158RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487739 | PA      | $469345.30    | 0.07%             | 2049-04-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae                                                       | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 155500000 | PA      | $128750268.00 | 19.16%            | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae                                                       | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  53000000 | PA      | $45728400.00  | 6.80%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 156000000 | PA      | $155568504.00 | 23.15%            | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  90500000 | PA      | $91350700.00  | 13.59%            | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                              | Freddie Mac Strips                                               | CUSIP: 31325VMJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14362011 | PA      | $1575595.16   | 0.23%             | 2044-11-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                              | Freddie Mac Strips                                               | CUSIP: 3132J0KW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156356 | PA      | $144666.52    | 0.02%             | 2046-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136A1NW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2953061 | PA      | $287827.55    | 0.04%             | 2041-10-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182865 | PA      | $180003.21    | 0.03%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136A2QE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259758 | PA      | $88670.24     | 0.01%             | 2041-10-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136A2UT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944049 | PA      | $44492.92     | 0.01%             | 2041-08-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136A8MG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305243 | PA      | $150982.99    | 0.02%             | 2042-09-25      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136ABGH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2048161 | PA      | $234496.83    | 0.03%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136ABJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151213 | PA      | $960357.59    | 0.14%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136ABK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244000 | PA      | $900698.89    | 0.13%             | 2043-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136ACAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4665392 | PA      | $364785.23    | 0.05%             | 2043-02-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AE7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1613014 | PA      | $130799.95    | 0.02%             | 2043-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AF2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4791740 | PA      | $383307.60    | 0.06%             | 2043-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AFB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3741533 | PA      | $346728.85    | 0.05%             | 2043-01-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AFG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3140586 | PA      | $325857.75    | 0.05%             | 2043-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AHA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4081522 | PA      | $505268.38    | 0.08%             | 2044-01-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136ATKS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2924111 | PA      | $533432.35    | 0.08%             | 2046-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AUDF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107245 | PA      | $77017.83     | 0.01%             | 2046-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AUTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14897462 | PA      | $1218145.92   | 0.18%             | 2046-12-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AVLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636358 | PA      | $215285.33    | 0.03%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136AXZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6397979 | PA      | $118226.33    | 0.02%             | 2047-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B13G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39082796 | PA      | $4605423.66   | 0.69%             | 2048-06-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118643 | PA      | $114169.47    | 0.02%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B4HM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865882 | PA      | $104037.99    | 0.02%             | 2048-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B54X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5912285 | PA      | $460720.91    | 0.07%             | 2044-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B67K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8785306 | PA      | $917783.32    | 0.14%             | 2049-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B6R88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053537 | PA      | $187716.31    | 0.03%             | 2048-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B6RB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568070 | PA      | $286533.42    | 0.04%             | 2049-10-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B6UL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6359826 | PA      | $663012.45    | 0.10%             | 2049-10-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136B8K81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5349598 | PA      | $652155.07    | 0.10%             | 2050-03-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BAP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2774032 | PA      | $438528.61    | 0.07%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BBEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546167 | PA      | $249822.88    | 0.04%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198834 | PA      | $164134.21    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BBYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3116387 | PA      | $363300.38    | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BCJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499802 | PA      | $81810.36     | 0.01%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27461696 | PA      | $4233048.51   | 0.63%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BDC30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11768488 | PA      | $435795.23    | 0.06%             | 2040-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BDEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471055 | PA      | $202609.46    | 0.03%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BF2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24885188 | PA      | $2046318.95   | 0.30%             | 2047-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BGAW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3527296 | PA      | $511988.60    | 0.08%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BGWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3159454 | PA      | $494593.17    | 0.07%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BHD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13673930 | PA      | $2389347.36   | 0.36%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BJZC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16929914 | PA      | $2366609.86   | 0.35%             | 2048-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BLUE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19936877 | PA      | $2417879.08   | 0.36%             | 2050-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BQZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448521 | PA      | $184427.45    | 0.03%             | 2049-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BRH75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32411230 | PA      | $4118510.88   | 0.61%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BUBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4719494 | PA      | $3999446.19   | 0.60%             | 2055-01-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BVL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9872769 | PA      | $10494678.48  | 1.56%             | 2055-05-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BVQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20221072 | PA      | $20961557.29  | 3.12%             | 2054-08-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BXY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40922415 | PA      | $3241178.88   | 0.48%             | 2055-11-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BXZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13604396 | PA      | $1031889.10   | 0.15%             | 2055-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BYLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24175621 | PA      | $1785806.46   | 0.27%             | 2055-11-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 3136BYMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6530434 | PA      | $6393936.57   | 0.95%             | 2055-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137AKVS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628970 | PA      | $20843.97     | 0.00%             | 2041-05-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137ARRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298252 | PA      | $58086.71     | 0.01%             | 2041-03-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137ATUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1399632 | PA      | $1124065.56   | 0.17%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137B35P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2243176 | PA      | $239710.88    | 0.04%             | 2043-06-15      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137BJ2C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2902770 | PA      | $517240.45    | 0.08%             | 2043-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137BS3L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10340804 | PA      | $1140893.18   | 0.17%             | 2046-09-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F1HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756863 | PA      | $700917.54    | 0.10%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F6KW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2828251 | PA      | $268255.73    | 0.04%             | 2050-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F6Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1938000 | PA      | $203970.63    | 0.03%             | 2049-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F7PV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4738869 | PA      | $586459.99    | 0.09%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F8DK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3739722 | PA      | $450783.79    | 0.07%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F8UQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9630990 | PA      | $1305761.35   | 0.19%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137F9XG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13731691 | PA      | $741673.62    | 0.11%             | 2044-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FMZA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10404811 | PA      | $1181157.73   | 0.18%             | 2049-07-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FQUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8034154 | PA      | $842986.47    | 0.13%             | 2049-12-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FUHY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2686325 | PA      | $377512.74    | 0.06%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FV4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2531731 | PA      | $129927.25    | 0.02%             | 2042-01-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FVBK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12901610 | PA      | $1659860.31   | 0.25%             | 2050-08-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FVL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3200958 | PA      | $356192.03    | 0.05%             | 2050-08-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2371838 | PA      | $304629.83    | 0.05%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137FXY44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12061124 | PA      | $1893791.39   | 0.28%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137GADH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2434976 | PA      | $110379.76    | 0.02%             | 2040-09-15      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137H1SY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19018772 | PA      | $2262691.04   | 0.34%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137H2Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6259000 | PA      | $451661.96    | 0.07%             | 2051-08-25      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137H6CP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363171 | PA      | $46899.53     | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137H8B83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18687075 | PA      | $2000045.85   | 0.30%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HD5M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13042733 | PA      | $950740.00    | 0.14%             | 2046-11-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HDFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5865184 | PA      | $5186186.93   | 0.77%             | 2054-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HJQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7861382 | PA      | $8086359.94   | 1.20%             | 2055-02-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HLCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36153173 | PA      | $1629014.62   | 0.24%             | 2055-05-25      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HLF49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21684220 | PA      | $23508272.27  | 3.50%             | 2055-05-25      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                               | CUSIP: 3137HNSZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62277994 | PA      | $3198039.14   | 0.48%             | 2055-11-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                          | Fannie Mae REMIC Trust 2007-W8                                   | CUSIP: 31396XVS0<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |     77610 | PA      | $8272.68      | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 31398G5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274542 | PA      | $258808.96    | 0.04%             | 2040-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 31398MNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56371 | PA      | $52675.95     | 0.01%             | 2040-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                                | CUSIP: 31398SBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2307054 | PA      | $206866.62    | 0.03%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                  | CUSIP: 3140B42Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6992670 | PA      | $7220779.75   | 1.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                  | CUSIP: 3140FXD58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749179 | PA      | $775372.21    | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                  | CUSIP: 3140QTUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7765728 | PA      | $8147035.20   | 1.21%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                               | Fannie Mae Interest Strip                                        | CUSIP: 31423Y4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4887264 | PA      | $320784.61    | 0.05%             | 2037-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                                 | CUSIP: 31427AR90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23069619 | PA      | $23843232.06  | 3.55%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                              | Freddie Mac Strips                                               | CUSIP: 3142G9UZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3105171 | PA      | $219265.05    | 0.03%             | 2042-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                           | 522 Funding CLO 2018-3A Ltd                                      | CUSIP: 33835NAA9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    964491 | PA      | $964679.51    | 0.14%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust               | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU               | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $564220.13    | 0.08%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36176A5M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724203 | PA      | $681901.45    | 0.10%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36176D6A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178094 | PA      | $179006.55    | 0.03%             | 2041-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36176LR64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26780 | PA      | $27398.68     | 0.00%             | 2036-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36176NB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194372 | PA      | $194715.36    | 0.03%             | 2041-06-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36176SV23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97135 | PA      | $96229.86     | 0.01%             | 2041-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36176XKP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4961457 | PA      | $4673158.33   | 0.70%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36177WUC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1020847 | PA      | $961412.44    | 0.14%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36178DLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2272705 | PA      | $2140413.62   | 0.32%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36178DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1720946 | PA      | $1585075.22   | 0.24%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36178FDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245715 | PA      | $231355.80    | 0.03%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36178FZ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124928 | PA      | $117655.11    | 0.02%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36178NFK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5682608 | PA      | $5251394.74   | 0.78%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36178WN88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259735 | PA      | $244613.54    | 0.04%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179QRX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7781306 | PA      | $7203821.71   | 1.07%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2577790 | PA      | $2408269.58   | 0.36%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    814113 | PA      | $759600.05    | 0.11%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5030188 | PA      | $4841673.02   | 0.72%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5889281 | PA      | $4882214.57   | 0.73%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15167969 | PA      | $13119547.82  | 1.95%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8058714 | PA      | $7252580.09   | 1.08%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18721822 | PA      | $16857048.85  | 2.51%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15460591 | PA      | $13919453.87  | 2.07%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16109264 | PA      | $14502219.11  | 2.16%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8653518 | PA      | $7788241.74   | 1.16%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WXM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10597468 | PA      | $10114524.02  | 1.50%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37751331 | PA      | $32590204.08  | 4.85%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26997860 | PA      | $26504183.45  | 3.94%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33099789 | PA      | $31576462.27  | 4.70%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3617VHR81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    781993 | PA      | $761146.21    | 0.11%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3617VYCK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1395593 | PA      | $1358388.46   | 0.20%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3617W1H37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530513 | PA      | $519738.63    | 0.08%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3617W1H60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176931 | PA      | $172213.87    | 0.03%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3617YU3Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4739453 | PA      | $3882318.20   | 0.58%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2384848 | PA      | $2246001.47   | 0.33%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36180KB34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320175 | PA      | $301324.55    | 0.04%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36180KB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724608 | PA      | $681954.32    | 0.10%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3618N53Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $50598493.50  | 7.53%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200AGG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2871 | PA      | $2916.56      | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200H2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42837 | PA      | $43314.86     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200HZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25009 | PA      | $25197.27     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200KT49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17980 | PA      | $18376.52     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200NJ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5942 | PA      | $6084.63      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36200TTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66819 | PA      | $68233.99     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36201EBW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24310 | PA      | $24903.79     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36201LEY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9110 | PA      | $9264.99      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202CP98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $22.18        | 0.00%             | 2026-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202CQV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14 | PA      | $13.98        | 0.00%             | 2026-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202CTR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18 | PA      | $18.31        | 0.00%             | 2027-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202CX32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       148 | PA      | $150.51       | 0.00%             | 2027-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202CXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $85.06        | 0.00%             | 2027-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202D2X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3383 | PA      | $3591.44      | 0.00%             | 2033-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202D4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1687 | PA      | $1791.56      | 0.00%             | 2034-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202D6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9592 | PA      | $10271.70     | 0.00%             | 2034-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       365 | PA      | $370.71       | 0.00%             | 2029-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       346 | PA      | $350.48       | 0.00%             | 2029-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DFY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       468 | PA      | $491.00       | 0.00%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DHW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       320 | PA      | $330.62       | 0.00%             | 2030-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DMC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14972 | PA      | $15954.12     | 0.00%             | 2031-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DMT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       878 | PA      | $934.10       | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DNN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       385 | PA      | $410.00       | 0.00%             | 2031-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1533 | PA      | $1639.10      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       361 | PA      | $378.58       | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DTF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1293 | PA      | $1358.08      | 0.00%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DU90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10446 | PA      | $10970.81     | 0.00%             | 2032-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DXE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31679 | PA      | $33269.66     | 0.00%             | 2033-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202DXV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15336 | PA      | $16283.46     | 0.00%             | 2033-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202E2D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94409 | PA      | $101971.29    | 0.02%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202E3J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145259 | PA      | $156895.68    | 0.02%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202ECR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20211 | PA      | $21642.84     | 0.00%             | 2035-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6985 | PA      | $7544.88      | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42738 | PA      | $46164.71     | 0.01%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42502 | PA      | $45906.32     | 0.01%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EWF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445841 | PA      | $481555.19    | 0.07%             | 2038-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78349 | PA      | $84115.79     | 0.01%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202EZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259092 | PA      | $279847.13    | 0.04%             | 2039-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78185 | PA      | $76136.14     | 0.01%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2911888 | PA      | $2741420.22   | 0.41%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4804515 | PA      | $4678932.92   | 0.70%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36205UAC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1179794 | PA      | $1208131.17   | 0.18%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 36205UAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607061 | PA      | $621642.32    | 0.09%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36206C6P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65310 | PA      | $65309.42     | 0.01%             | 2041-07-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620A94V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111836 | PA      | $113481.79    | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620A9YU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003398 | PA      | $1006826.53   | 0.15%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620AC4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216749 | PA      | $217380.24    | 0.03%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3620AP5G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463986 | PA      | $475118.30    | 0.07%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3620AP6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238214 | PA      | $240345.16    | 0.04%             | 2029-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620AQ6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122560 | PA      | $125513.74    | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620AQYU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396171 | PA      | $397141.68    | 0.06%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620AR3L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326665 | PA      | $327420.78    | 0.05%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620ASEZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1296674 | PA      | $1299673.53   | 0.19%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620C02U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373660 | PA      | $374575.61    | 0.06%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 3620C3TJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406477 | PA      | $407473.03    | 0.06%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36213FML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34180 | PA      | $34928.91     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                               | CUSIP: 3622A2RL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3131254 | PA      | $3201546.70   | 0.48%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36241KFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276898 | PA      | $284183.78    | 0.04%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36241KZ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    988732 | PA      | $1015535.13   | 0.15%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36241LYS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424411 | PA      | $425899.83    | 0.06%             | 2041-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290NK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6558 | PA      | $6562.99      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290QU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13014 | PA      | $13193.99     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290R5P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10859 | PA      | $11111.80     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290RYU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25953 | PA      | $26547.55     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290SYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166625 | PA      | $170685.02    | 0.03%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290TTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98069 | PA      | $105774.91    | 0.02%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290UDT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268717 | PA      | $290534.30    | 0.04%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290VKX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183267 | PA      | $196410.96    | 0.03%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290WJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77858 | PA      | $79355.02     | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36290XLT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1655 | PA      | $1654.27      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36291AWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       342 | PA      | $345.19       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36291FVF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93119 | PA      | $95384.83     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36291J7H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2889 | PA      | $2898.99      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36291QYC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30607 | PA      | $32412.58     | 0.00%             | 2036-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36292DVW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97896 | PA      | $103704.20    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36294R5J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85085 | PA      | $89419.59     | 0.01%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36294RPC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27790 | PA      | $28810.20     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36294TZ24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29083 | PA      | $30144.91     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36294WPH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118245 | PA      | $125625.19    | 0.02%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36294XAF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168275 | PA      | $181381.91    | 0.03%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36295ACS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195020 | PA      | $209849.93    | 0.03%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36295HTA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15594 | PA      | $15828.20     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36295NNM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3038 | PA      | $3250.52      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36295WZF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19754 | PA      | $20659.56     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296JGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78166 | PA      | $83814.80     | 0.01%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296KP63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28810 | PA      | $30860.02     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296LF39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11432 | PA      | $12064.69     | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296MTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18511 | PA      | $19647.84     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296R2C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4660 | PA      | $4978.25      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296RWF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7222 | PA      | $7606.46      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296SAT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2866 | PA      | $2969.29      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296XFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5533 | PA      | $5834.48      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296XZY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278190 | PA      | $279387.75    | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36296YTP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25713 | PA      | $28025.25     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36297A2G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18331 | PA      | $19141.21     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36297A3G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12777 | PA      | $13004.62     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                | CUSIP: 36297AZ63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6077 | PA      | $6415.62      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38374CF63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162628 | PA      | $164136.91    | 0.02%             | 2033-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38374DPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1218572 | PA      | $113452.78    | 0.02%             | 2038-01-16      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38374MC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132821 | PA      | $136222.40    | 0.02%             | 2036-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38374MEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    857935 | PA      | $67817.09     | 0.01%             | 2035-11-16      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38374UT27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140927 | PA      | $24145.26     | 0.00%             | 2035-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38375CWH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485195 | PA      | $63179.26     | 0.01%             | 2042-04-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38375DL89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83617 | PA      | $77605.52     | 0.01%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38375GMQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2557354 | PA      | $288808.65    | 0.04%             | 2042-07-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376JAY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350477 | PA      | $364632.51    | 0.05%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175113 | PA      | $35785.23     | 0.01%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376UEH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3439534 | PA      | $341304.88    | 0.05%             | 2038-02-20      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376UEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5785167 | PA      | $575290.85    | 0.09%             | 2038-02-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376WKH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2034342 | PA      | $100731.29    | 0.01%             | 2040-02-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376WS30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2212110 | PA      | $171657.32    | 0.03%             | 2040-03-20      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376XA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531007 | PA      | $86697.36     | 0.01%             | 2034-11-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38376XKB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    662763 | PA      | $675780.41    | 0.10%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38377DKF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2027238 | PA      | $249865.96    | 0.04%             | 2040-08-16      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38377GWS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4080654 | PA      | $481032.86    | 0.07%             | 2040-06-20      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38377MF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4556223 | PA      | $553638.35    | 0.08%             | 2040-11-20      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38377VG91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3015109 | PA      | $226964.44    | 0.03%             | 2041-05-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378DPS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1801650 | PA      | $220425.14    | 0.03%             | 2042-03-20      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378EB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1730621 | PA      | $233113.51    | 0.03%             | 2042-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378FBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5337390 | PA      | $851163.87    | 0.13%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378HSA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1063644 | PA      | $59331.93     | 0.01%             | 2041-10-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378JUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9796417 | PA      | $476907.20    | 0.07%             | 2041-03-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378PZQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195130 | PA      | $120374.89    | 0.02%             | 2044-01-16      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378T3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3332902 | PA      | $332010.10    | 0.05%             | 2043-07-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38378W2U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5366091 | PA      | $384609.58    | 0.06%             | 2043-09-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379AG79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3442876 | PA      | $387779.57    | 0.06%             | 2044-03-16      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379AR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3839929 | PA      | $419408.11    | 0.06%             | 2044-03-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379BMC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8125272 | PA      | $808494.19    | 0.12%             | 2044-04-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379CS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17048 | PA      | $205.48       | 0.00%             | 2029-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379DHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135326 | PA      | $659.03       | 0.00%             | 2042-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379DLJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3811060 | PA      | $304988.23    | 0.05%             | 2043-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379F2J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2352484 | PA      | $265763.23    | 0.04%             | 2033-02-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379GQP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6633951 | PA      | $531750.77    | 0.08%             | 2044-09-16      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379NT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700991 | PA      | $657961.80    | 0.10%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379PAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    646585 | PA      | $8765.43      | 0.00%             | 2039-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379VVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2530401 | PA      | $285599.07    | 0.04%             | 2044-07-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38379XBX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2163718 | PA      | $407921.93    | 0.06%             | 2040-05-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38380KXH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3299019 | PA      | $587928.88    | 0.09%             | 2047-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38380UFA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1174000 | PA      | $1030537.69   | 0.15%             | 2047-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381AR65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5253762 | PA      | $360991.59    | 0.05%             | 2048-11-20      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381NHS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8368447 | PA      | $7949325.03   | 1.18%             | 2055-06-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381NKG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45831929 | PA      | $5152347.08   | 0.77%             | 2049-09-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381NMR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4750564 | PA      | $4874430.03   | 0.73%             | 2055-06-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381RPP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351500 | PA      | $318981.28    | 0.05%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381VX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9440459 | PA      | $696790.27    | 0.10%             | 2038-06-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381YMW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3523653 | PA      | $242337.24    | 0.04%             | 2036-09-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38381YP57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4074795 | PA      | $441577.31    | 0.07%             | 2049-09-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382AJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15141016 | PA      | $1779519.31   | 0.26%             | 2049-10-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382BDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7544220 | PA      | $745945.21    | 0.11%             | 2043-09-16      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382BXF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9271978 | PA      | $1013241.77   | 0.15%             | 2049-12-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382CDX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2245693 | PA      | $384184.76    | 0.06%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382CFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2109602 | PA      | $347595.05    | 0.05%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382CMZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1164353 | PA      | $257330.83    | 0.04%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382CRX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7290387 | PA      | $701630.77    | 0.10%             | 2050-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382DRR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355971 | PA      | $61474.51     | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382DWQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1035137 | PA      | $209745.83    | 0.03%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382ET64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35097181 | PA      | $3732189.31   | 0.56%             | 2043-07-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382GEN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4273965 | PA      | $511639.35    | 0.08%             | 2050-06-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382HRK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369582 | PA      | $207609.47    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382KGF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2402662 | PA      | $400658.26    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382L2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4053700 | PA      | $546218.91    | 0.08%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382LAW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15469381 | PA      | $2237643.70   | 0.33%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382LLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5151304 | PA      | $647889.32    | 0.10%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1491071 | PA      | $185534.56    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382MMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2921611 | PA      | $529289.48    | 0.08%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382NMU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137720 | PA      | $204010.50    | 0.03%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382NPU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10424778 | PA      | $1187056.81   | 0.18%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382P2H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2741258 | PA      | $310925.61    | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382PJ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2255801 | PA      | $295449.95    | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2706051 | PA      | $317855.39    | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382RBE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6994233 | PA      | $856325.83    | 0.13%             | 2051-04-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382T4P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5360207 | PA      | $677720.55    | 0.10%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382TZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4464230 | PA      | $658676.00    | 0.10%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382UAZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7621176 | PA      | $300984.55    | 0.04%             | 2048-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382WRT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30403042 | PA      | $3397692.56   | 0.51%             | 2047-10-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38382XR56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7639727 | PA      | $6347200.83   | 0.94%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383AAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1719253 | PA      | $208349.34    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383DEV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3321294 | PA      | $456129.63    | 0.07%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383DFA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607861 | PA      | $76594.98     | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383MC89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45354584 | PA      | $3392236.25   | 0.50%             | 2050-06-20      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383PCG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9633661 | PA      | $1768082.08   | 0.26%             | 2052-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383RA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1509392 | PA      | $1388857.69   | 0.21%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383XKB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27163772 | PA      | $1701867.61   | 0.25%             | 2053-04-20      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38383YJT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29516084 | PA      | $2641026.27   | 0.39%             | 2049-12-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384A3D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7951496 | PA      | $1044703.07   | 0.16%             | 2050-09-20      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384AFP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4475997 | PA      | $4309192.00   | 0.64%             | 2053-05-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384B3R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9638249 | PA      | $9434170.40   | 1.40%             | 2053-07-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384ENB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4632316 | PA      | $3767741.19   | 0.56%             | 2053-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384GKV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18215248 | PA      | $2425667.50   | 0.36%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384JX41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42544439 | PA      | $7432594.69   | 1.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384MU88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16063204 | PA      | $3394725.98   | 0.51%             | 2051-03-20      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384N4E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34834279 | PA      | $1944613.50   | 0.29%             | 2054-05-20      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38384QTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199158 | PA      | $199291.89    | 0.03%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38385FCQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2720950 | PA      | $2842631.40   | 0.42%             | 2055-04-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38385FE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27831363 | PA      | $27636017.04  | 4.11%             | 2055-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38385FQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2340885 | PA      | $314194.17    | 0.05%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38385GS67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2320095 | PA      | $2346133.01   | 0.35%             | 2065-04-20      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                         | CUSIP: 38385JAQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  85664220 | PA      | $7256688.89   | 1.08%             | 2055-11-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494473.70    | 0.07%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2019-9                                  | CUSIP: 46651YBB5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1214956 | PA      | $1165490.10   | 0.17%             | 2050-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                          | KIND Trust 2021-KIND                                             | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991720 | PA      | $987630.54    | 0.15%             | 2038-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                   | Continental Finance Credit Card ABS Master Trust                 | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014622.30   | 0.15%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2024-CES9                                    | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787822 | PA      | $794803.15    | 0.12%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                | SWCH Commercial Mortgage Trust 2025-DATA                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1486033.65   | 0.22%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2025-CRM1                              | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1211868 | PA      | $1221999.83   | 0.18%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                | US Bank C&I Credit-Linked Notes Series 2025-2                    | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1837518 | PA      | $1825729.93   | 0.27%             | 2032-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                              | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9043158.69   | 1.35%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                         | Western Alliance Bank                                            | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1672108 | PA      | $1758706.73   | 0.26%             | 2059-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| DWS                                           | DWS Central Cash Management Government Fund                      | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   9049980 | NS      | $9049980.33   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        55 | NC      | $-91241.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -208 | NC      | $166829.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        62 | NC      | $-162437.33   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1098 | NC      | $460505.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -933 | NC      | $99741.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 3YR NOTE (CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -329 | NC      | $34608.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** DEUTSCHE DWS INCOME TRUST

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer