# EDGAR Filing Document

**Accession Number:** 0000779785
**File Stem:** 0001099263-26-004389
**Filing Date:** 2026-4
**Character Count:** 244802
**Document Hash:** 799144856655f1063012705f38a167d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004389.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004389

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price GNMA Fund, Inc.
- **CENTRAL INDEX KEY:** 0000779785

**ORGANIZATION NAME:**
- **EIN:** 521426953
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04441
- **FILM NUMBER:** 26899558

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price GNMA Fund
- **DATE OF NAME CHANGE:** 20051028

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE GNMA FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price GNMA Fund (Series ID: S000002131)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000005523 | T. Rowe Price GNMA Fund         | PRGMX           |
| C000190558 | T. Rowe Price GNMA Fund-I Class | PRXAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE GNMA FUND, INC.

- **b. Investment Company Act file number:** 811-04441

- **c. CIK number of Registrant:** 0000779785

- **d. LEI of Registrant:** 549300VU0FLX6JZM3D24

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price GNMA Fund

- **b. EDGAR series identifier (if any):** S000002131

- **c. LEI of Series:** JNJSU5UUMBJ4UKRO2C43

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $430234405.92

**Total Liabilities:** $73211742.93

**Net Assets:** $357022662.99

**Stand-by Commitments:** $65706994.07

**Cash Not Reported:** $517750.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -92.445178 | **1-Year:** -14880.815905 | **5-Year:** -95595.899738 | **10-Year:** -72319.084475 | **30-Year:** -472.180594

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005523 | 0.07%                | 0.55%                | 1.64%                |
| Class ID C000190558 | 0.21%                | 0.57%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $102731.57               | $-648566.45                                |
| Month 2  | $130656.70               | $575438.73                                 |
| Month 3  | $106197.30               | $4750258.93                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays GNMA Total Return Index Value Unhedged USD (Returns)

- **Index Identifier:** LGNMTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIM 2020-J2 B2 144A                   | CIM TRUST 2020-J2                                        | CUSIP: 12568PCG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426407 | PA      | $359564.99    | 0.10%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                   | COLT 2025-8 MORTGAGE LOAN TRUST                          | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    181855 | PA      | $183817.94    | 0.05%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H5 A1B 144A                | CROSS 2025-H5 MORTGAGE TRUST                             | CUSIP: 227920AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786849 | PA      | $793660.67    | 0.22%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1297000 | PA      | $-1222591.11  | -0.34%            | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5105000 | PA      | $5186373.70   | 1.45%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5045000 | PA      | $5067601.60   | 1.42%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F022436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651000 | PA      | $620390.63    | 0.17%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F030439<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839000 | PA      | $812100.82    | 0.23%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4030000 | PA      | $3798798.90   | 1.06%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868000 | PA      | $808452.60    | 0.23%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1755000 | PA      | $-1587544.92  | -0.44%            | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -990000 | PA      | $-962428.50   | -0.27%            | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1639000 | PA      | $-1620715.32  | -0.45%            | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1430000 | PA      | $1390174.50   | 0.39%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986000 | PA      | $816866.49    | 0.23%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090000 | PA      | $1077839.96   | 0.30%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -806000 | PA      | $-809610.88   | -0.23%            | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4080778 | PA      | $4198386.50   | 1.18%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140XLHR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539926 | PA      | $565086.45    | 0.16%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1757553 | PA      | $1795931.58   | 0.50%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262341 | PA      | $264316.44    | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140X6S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1091776 | PA      | $1035411.12   | 0.29%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1411683 | PA      | $1428960.36   | 0.40%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                          | CUSIP: 31403C3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1735 | PA      | $1766.42      | 0.00%             | 2035-11-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140QAEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78523 | PA      | $74297.26     | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271782 | PA      | $1258005.56   | 0.35%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757550 | PA      | $714790.75    | 0.20%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795647 | PA      | $830287.10    | 0.23%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3156670 | PA      | $3300396.28   | 0.92%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140H9G64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841584 | PA      | $813057.66    | 0.23%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248226 | PA      | $259401.36    | 0.07%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52149 | PA      | $53159.05     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140Y7EQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2935432 | PA      | $3031093.10   | 0.85%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1407026 | PA      | $1226545.34   | 0.34%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513823 | PA      | $533394.52    | 0.15%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140QST84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3082283 | PA      | $3194101.32   | 0.89%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63399 | PA      | $64049.81     | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774458 | PA      | $649626.20    | 0.18%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                          | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2655319 | PA      | $2746360.49   | 0.77%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-114 HE                       | FANNIE MAE REMICS                                        | CUSIP: 31396L3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384283 | PA      | $397209.16    | 0.11%             | 2036-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2023-2 EI                         | FANNIE MAE REMICS                                        | CUSIP: 3136BPVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10555616 | PA      | $1684636.02   | 0.47%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                    | CUSIP: 3128LXQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10407 | PA      | $11165.00     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                    | CUSIP: 31292HGC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       734 | PA      | $769.43       | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                    | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133467 | PA      | $140261.41    | 0.04%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49424 | PA      | $49930.93     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690427 | PA      | $626187.80    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214245 | PA      | $1243766.72   | 0.35%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227449 | PA      | $231464.95    | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735251 | PA      | $776453.63    | 0.22%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DNYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1955455 | PA      | $2013019.98   | 0.56%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554171 | PA      | $564103.91    | 0.16%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1697314 | PA      | $1732133.91   | 0.49%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DQM94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331883 | PA      | $344813.50    | 0.10%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                         | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698310 | PA      | $1716846.53   | 0.48%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHS 399 C50                           | FREDDIE MAC STRIPS                                       | CUSIP: 3142G4WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17852064 | PA      | $2254635.31   | 0.63%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 377 C1                            | FREDDIE MAC STRIPS                                       | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6734358 | PA      | $883053.81    | 0.25%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 379 C1                            | FREDDIE MAC STRIPS                                       | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10405964 | PA      | $1047547.55   | 0.29%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHS 414 C16                           | FREDDIE MAC STRIPS                                       | CUSIP: 3142G9U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14280174 | PA      | $1456303.60   | 0.41%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14860000 | PA      | $15048127.60  | 4.21%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4255000 | PA      | $3755058.78   | 1.05%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -655000 | PA      | $-629896.47   | -0.18%            | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3985000 | PA      | $-3738444.07  | -1.05%            | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3399000 | PA      | $2879663.39   | 0.81%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1314747 | PA      | $1264358.01   | 0.35%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3810000 | PA      | $3764127.60   | 1.05%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                               | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11795000 | PA      | $11834985.05  | 3.31%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290XHL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19358 | PA      | $19743.26     | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210AN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $22.25        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213UL65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       449 | PA      | $454.22       | 0.00%             | 2031-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208MX67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       567 | PA      | $568.37       | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212TVY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3940 | PA      | $4055.90      | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36225AWN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $6.13         | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209YKY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15967 | PA      | $16662.68     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241KBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6565 | PA      | $6734.06      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211P7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       868 | PA      | $869.85       | 0.00%             | 2030-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241KCL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196948 | PA      | $206540.89    | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225B4P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43018 | PA      | $44157.32     | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210U3V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3640 | PA      | $3651.02      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36206VKT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.71         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR                             | GINNIE MAE I POOL                                        | CUSIP: 36225BMZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1828 | PA      | $1897.84      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209ADJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3792 | PA      | $3835.23      | 0.00%             | 2028-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208XWU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1026 | PA      | $1031.33      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207HDD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       452 | PA      | $452.32       | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295QC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    951052 | PA      | $964753.26    | 0.27%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36292MDS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5351 | PA      | $5734.94      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36176WYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1716872 | PA      | $1665340.66   | 0.47%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36294TGV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8112 | PA      | $8540.60      | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211DQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       326 | PA      | $330.05       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36183XCV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63809 | PA      | $59344.66     | 0.02%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211DUU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $238.02       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36241KX37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       384 | PA      | $410.52       | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209HJV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6905 | PA      | $6981.52      | 0.00%             | 2028-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210MTX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       531 | PA      | $535.63       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208RFY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        39 | PA      | $39.03        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225B3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45378 | PA      | $46535.22     | 0.01%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209MDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       342 | PA      | $342.79       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4253 | PA      | $4358.81      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296DQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32178 | PA      | $34967.66     | 0.01%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209D5Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       403 | PA      | $404.53       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I NEW              | GINNIE MAE I POOL                                        | CUSIP: 36208QD29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3750 | PA      | $3757.98      | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210BUF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3235 | PA      | $3309.24      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97850 | PA      | $101387.66    | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36181AYN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2535465 | PA      | $2456051.98   | 0.69%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207J6H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        80 | PA      | $80.09        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296JJ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5361 | PA      | $5594.20      | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210TPJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1083 | PA      | $1088.77      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296Y5G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24489 | PA      | $25495.83     | 0.01%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212MXM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $16.86        | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36185BS64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3471 | PA      | $3225.26      | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207YCH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1254 | PA      | $1281.44      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211C3W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       260 | PA      | $262.17       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209KWT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $40.96        | 0.00%             | 2028-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210HUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2336 | PA      | $2350.70      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36206UVX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $30.08        | 0.00%             | 2026-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36195LX64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156629 | PA      | $143660.01    | 0.04%             | 2047-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36294PDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19250 | PA      | $20130.55     | 0.01%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209GZ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       560 | PA      | $570.68       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I NEW              | GINNIE MAE I POOL                                        | CUSIP: 36208M4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3162 | PA      | $3166.52      | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209HE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1916 | PA      | $1928.37      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212KXG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       663 | PA      | $682.17       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36225BN87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       419 | PA      | $438.41       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208QSN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       810 | PA      | $827.63       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209N4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3960 | PA      | $3994.04      | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207KF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1113 | PA      | $1142.39      | 0.00%             | 2030-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 3622A26Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379111 | PA      | $398397.07    | 0.11%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212DVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37302 | PA      | $38533.40     | 0.01%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208WCA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25094 | PA      | $25384.85     | 0.01%             | 2028-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209TRY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1415 | PA      | $1417.48      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36205SH65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2408 | PA      | $2409.42      | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212YML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       882 | PA      | $899.18       | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4339548 | PA      | $4092151.53   | 1.15%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213SMX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       404 | PA      | $416.26       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36291FH84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       276 | PA      | $277.33       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290NBL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2597 | PA      | $2658.68      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210LKH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       887 | PA      | $889.86       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212MXN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       300 | PA      | $304.48       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178GR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28210 | PA      | $26600.44     | 0.01%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212UCY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        99 | PA      | $103.70       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212DSH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73 | PA      | $74.95        | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36225BHW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       309 | PA      | $321.06       | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BX29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       164 | PA      | $167.41       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BEA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       568 | PA      | $582.49       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209YEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2872 | PA      | $2931.80      | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211ELK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1889 | PA      | $1905.24      | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212DVL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67784 | PA      | $69579.84     | 0.02%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209PTD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $40.63        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36292LBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115975 | PA      | $122716.96    | 0.03%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208WTM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14615 | PA      | $15204.72     | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208X5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       953 | PA      | $957.12       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367669 | PA      | $381529.31    | 0.11%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTG ASSN                  | GINNIE MAE I POOL                                        | CUSIP: 36208HNM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3887 | PA      | $3890.74      | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295CKS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10655 | PA      | $10031.49     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697186 | PA      | $657408.04    | 0.18%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209QMH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4625 | PA      | $4645.03      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31832 | PA      | $32290.72     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212EVT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $124.80       | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36205TP31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $110.93       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTG ASSN                  | GINNIE MAE I POOL                                        | CUSIP: 36207E3T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3915 | PA      | $3918.51      | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211C2Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $117.92       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210B4H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4025 | PA      | $4082.69      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN                    | GINNIE MAE I POOL                                        | CUSIP: 36208HM37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4714 | PA      | $4719.41      | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227094 | PA      | $233949.13    | 0.07%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BHH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13 | PA      | $13.11        | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36297AA45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36007 | PA      | $37121.04     | 0.01%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36201E4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10017 | PA      | $10316.09     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 3620AVCW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245839 | PA      | $249380.90    | 0.07%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210AS24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4939 | PA      | $4948.04      | 0.00%             | 2028-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209B5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3183 | PA      | $3202.72      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467979 | PA      | $474687.31    | 0.13%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36200H3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2440 | PA      | $2499.71      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36183X2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3837 | PA      | $3565.10      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210VHM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        86 | PA      | $86.57        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I NEW              | GINNIE MAE I POOL                                        | CUSIP: 36208UKT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4123 | PA      | $4128.15      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211SA56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       501 | PA      | $514.64       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241KUT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176638 | PA      | $186849.83    | 0.05%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241LUN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2223050 | PA      | $2255076.85   | 0.63%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36206DFC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       197 | PA      | $197.29       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290WKG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19431 | PA      | $19925.36     | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208CHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       230 | PA      | $231.31       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290QZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3363 | PA      | $3445.48      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209MTC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       281 | PA      | $281.35       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212DVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64096 | PA      | $66689.66     | 0.02%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36212UCW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $165.07       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211GXH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       540 | PA      | $551.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       242 | PA      | $250.54       | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764044 | PA      | $775051.52    | 0.22%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296Q6T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124514 | PA      | $126291.22    | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208YS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       249 | PA      | $249.53       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209LJV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       420 | PA      | $422.74       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36203T6P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       166 | PA      | $166.88       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295GLV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4577 | PA      | $4252.29      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208WCB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4779 | PA      | $4785.06      | 0.00%             | 2028-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36205SGZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3750 | PA      | $3752.55      | 0.00%             | 2026-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290WFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       535 | PA      | $548.48       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213WFZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5120 | PA      | $5185.70      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117906 | PA      | $123558.75    | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BX37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $218.32       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209VJQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $257.59       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211EKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       222 | PA      | $223.11       | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36291WTH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1585 | PA      | $1612.06      | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36225BHL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       402 | PA      | $417.46       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208CF85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       384 | PA      | $384.98       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295GVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7265 | PA      | $7461.13      | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36294VL40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25657 | PA      | $27139.37     | 0.01%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BZP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109781 | PA      | $114741.28    | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36200AG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7137 | PA      | $7338.03      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36206NJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.75         | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36180J5X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7550 | PA      | $7108.04      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211PEQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $560.84       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208YH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       313 | PA      | $315.60       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296Y5J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85761 | PA      | $90859.82     | 0.03%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208V6K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       428 | PA      | $430.76       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36297GCY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145602 | PA      | $147699.73    | 0.04%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36202SC97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31015 | PA      | $32011.26     | 0.01%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372699 | PA      | $361512.15    | 0.10%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213BDZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       198 | PA      | $200.15       | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241LLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92031 | PA      | $93344.49     | 0.03%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36200X6E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18834 | PA      | $19551.34     | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36205RXZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73 | PA      | $73.06        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209BHT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2189 | PA      | $2202.46      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210BU37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1073 | PA      | $1101.42      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1366584 | PA      | $1415307.78   | 0.40%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208FXS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1280 | PA      | $1282.42      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210QY55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14 | PA      | $13.58        | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213UMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        23 | PA      | $22.57        | 0.00%             | 2031-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207LCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        78 | PA      | $79.17        | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210ART6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       533 | PA      | $544.67       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36200WE64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       194 | PA      | $199.71       | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36184AHU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8940 | PA      | $8305.81      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208YLG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76 | PA      | $76.45        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36290VNA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12528 | PA      | $13368.85     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36201XMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3253 | PA      | $3302.59      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 3620A2XC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    968209 | PA      | $982118.43    | 0.28%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225B4F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89872 | PA      | $92124.77     | 0.03%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209ACN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7102 | PA      | $7113.91      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36294SEE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1565 | PA      | $1677.77      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       435 | PA      | $447.84       | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209S7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1007 | PA      | $1007.88      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36203VWV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       486 | PA      | $487.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369312 | PA      | $347695.50    | 0.10%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295BBQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29436 | PA      | $30939.79     | 0.01%             | 2037-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209FPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        89 | PA      | $90.02        | 0.00%             | 2029-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36201YER3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4231 | PA      | $4339.02      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36194GHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763465 | PA      | $733520.24    | 0.21%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209YYE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       208 | PA      | $210.64       | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208LPE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8833 | PA      | $9160.11      | 0.00%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210AST5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        53 | PA      | $53.62        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTG ASSN                  | GINNIE MAE I POOL                                        | CUSIP: 36208HNQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5118 | PA      | $5123.66      | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241KFD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141067 | PA      | $148876.04    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211EEE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       542 | PA      | $560.32       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178NBB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168525 | PA      | $158907.94    | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36201FW86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1265 | PA      | $1320.03      | 0.00%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36208VUP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15429 | PA      | $15519.47     | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207KCG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       502 | PA      | $503.72       | 0.00%             | 2028-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209BYJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $136.26       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213HGV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       422 | PA      | $424.00       | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36206JBC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       551 | PA      | $555.42       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36208VUQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8489 | PA      | $8521.72      | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210XGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       794 | PA      | $799.29       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241LY34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654450 | PA      | $663878.07    | 0.19%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210YWY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        75 | PA      | $75.26        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36198TTY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12820 | PA      | $11922.48     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36194X5T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157322 | PA      | $146102.61    | 0.04%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36208CHE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       632 | PA      | $636.18       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210A6A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3248 | PA      | $3300.77      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210XLP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       292 | PA      | $292.00       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213SFQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3348 | PA      | $3391.78      | 0.00%             | 2031-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BVQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1490 | PA      | $1586.80      | 0.00%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210BBZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       788 | PA      | $811.18       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 3617A5KE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58614 | PA      | $60422.81     | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36178WDR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2409746 | PA      | $2336878.40   | 0.65%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36296Q3J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89679 | PA      | $90963.79     | 0.03%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207LEW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       713 | PA      | $714.31       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36183V2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31265 | PA      | $29077.43     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36295CH95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7119 | PA      | $6702.67      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80811 | PA      | $85262.52     | 0.02%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213BWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1183 | PA      | $1188.32      | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36213FXS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4607 | PA      | $4717.81      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                        | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92298 | PA      | $97202.55     | 0.03%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36207HCE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115 | PA      | $115.30       | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 3620ASPX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149533 | PA      | $148242.29    | 0.04%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209HFC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       161 | PA      | $161.66       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36211CZ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1041 | PA      | $1061.91      | 0.00%             | 2029-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210RW22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4133 | PA      | $4219.26      | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36181AYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10637 | PA      | $10015.26     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36183QTJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18799 | PA      | $17484.03     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36208VWM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6195 | PA      | $6207.95      | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36209KBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       445 | PA      | $450.22       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210NXN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1668 | PA      | $1683.04      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I                  | GINNIE MAE I POOL                                        | CUSIP: 36208VYH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6765 | PA      | $6778.36      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210GJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       442 | PA      | $444.31       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36292NSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55336 | PA      | $57640.04     | 0.02%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE I POOL                                        | CUSIP: 36210FA71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $83.20        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2936 | PA      | $3082.26      | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12432403 | PA      | $10985391.15  | 3.08%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE II POOL                                       | CUSIP: 36202D4D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8887 | PA      | $9489.89      | 0.00%             | 2034-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441227 | PA      | $410245.07    | 0.11%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179M4F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6465 | PA      | $6403.11      | 0.00%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ELL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135896 | PA      | $144859.94    | 0.04%             | 2036-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4341358 | PA      | $4315252.17   | 1.21%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37758 | PA      | $38760.61     | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DM65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5362 | PA      | $5666.88      | 0.00%             | 2031-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1830995 | PA      | $1716481.64   | 0.48%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36184XM22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46409 | PA      | $44675.88     | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36187SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75443 | PA      | $72629.70     | 0.02%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75886 | PA      | $80891.00     | 0.02%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DZY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9389 | PA      | $9817.95      | 0.00%             | 2033-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195192 | PA      | $188608.36    | 0.05%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559593 | PA      | $576096.22    | 0.16%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DYZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177977 | PA      | $182412.37    | 0.05%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2258483 | PA      | $2321596.52   | 0.65%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313917 | PA      | $322431.24    | 0.09%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597057 | PA      | $563022.45    | 0.16%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380897 | PA      | $393336.55    | 0.11%             | 2042-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256726 | PA      | $254278.33    | 0.07%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ECN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2819 | PA      | $2895.19      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FGV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259938 | PA      | $257460.35    | 0.07%             | 2040-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28381 | PA      | $30252.93     | 0.01%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14861 | PA      | $15080.07     | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTG ASSN II               | GINNIE MAE II POOL                                       | CUSIP: 36202CV26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       541 | PA      | $543.66       | 0.00%             | 2027-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1332 | PA      | $1357.88      | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D7H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75577 | PA      | $79039.54     | 0.02%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2630419 | PA      | $2556513.35   | 0.72%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FAS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    419920 | PA      | $410076.75    | 0.11%             | 2039-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845867 | PA      | $870846.49    | 0.24%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8286 | PA      | $8239.69      | 0.00%             | 2026-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RVF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2041 | PA      | $2135.97      | 0.00%             | 2045-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5010728 | PA      | $5050411.61   | 1.41%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FKH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45627 | PA      | $46202.33     | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617MELV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1341374 | PA      | $1277339.03   | 0.36%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2749998 | PA      | $2840155.86   | 0.80%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179QT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147855 | PA      | $154707.65    | 0.04%             | 2044-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II                               | GINNIE MAE II POOL                                       | CUSIP: 3617VPNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1765931 | PA      | $1655154.66   | 0.46%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EH51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12283 | PA      | $13093.10     | 0.00%             | 2036-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144635 | PA      | $134479.01    | 0.04%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622ACB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1914456 | PA      | $2001865.17   | 0.56%             | 2033-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179QR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2683 | PA      | $2810.10      | 0.00%             | 2044-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617KF3J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176503 | PA      | $172758.74    | 0.05%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2372094 | PA      | $2010235.25   | 0.56%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RVE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1332165 | PA      | $1376039.12   | 0.39%             | 2045-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RLU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57961 | PA      | $61778.50     | 0.02%             | 2045-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36178C5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57778 | PA      | $55954.48     | 0.02%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2738147 | PA      | $2661213.97   | 0.75%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SEM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3656 | PA      | $3834.34      | 0.00%             | 2046-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6217 | PA      | $6308.11      | 0.00%             | 2035-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413028 | PA      | $419104.98    | 0.12%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3530089 | PA      | $2991239.25   | 0.84%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728549 | PA      | $1785332.84   | 0.50%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5832 | PA      | $5995.69      | 0.00%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3510598 | PA      | $3453247.15   | 0.97%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445635 | PA      | $459155.09    | 0.13%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EMA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10 | PA      | $10.65        | 0.00%             | 2037-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30773 | PA      | $32180.94     | 0.01%             | 2033-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ED48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       379 | PA      | $389.43       | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617K9GM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341079 | PA      | $332910.20    | 0.09%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72312 | PA      | $77081.47     | 0.02%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D6T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5841 | PA      | $5998.95      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494949 | PA      | $508858.90    | 0.14%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DNZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10610 | PA      | $11212.17     | 0.00%             | 2031-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2086153 | PA      | $1873970.30   | 0.52%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18523 | PA      | $18383.72     | 0.01%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2349520 | PA      | $2073922.67   | 0.58%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617WGX36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6931628 | PA      | $6094464.09   | 1.71%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1819 | PA      | $1844.56      | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4532742 | PA      | $4001053.00   | 1.12%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RGD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1481 | PA      | $1551.33      | 0.00%             | 2045-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XD37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    595186 | PA      | $571454.44    | 0.16%             | 2037-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694121 | PA      | $739902.55    | 0.21%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D6C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12334 | PA      | $12506.11     | 0.00%             | 2034-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RE88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10366 | PA      | $10269.01     | 0.00%             | 2030-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DJ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16755 | PA      | $17492.03     | 0.00%             | 2030-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EB99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247740 | PA      | $254458.83    | 0.07%             | 2035-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DCD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1861 | PA      | $1920.84      | 0.00%             | 2029-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36241LUK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27820 | PA      | $29653.54     | 0.01%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229284 | PA      | $227098.36    | 0.06%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6841 | PA      | $6941.57      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36178DZN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1828433 | PA      | $1724123.78   | 0.48%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6002 | PA      | $6089.83      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179R4J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164591 | PA      | $172373.85    | 0.05%             | 2046-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36183QY82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212161 | PA      | $204963.22    | 0.06%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II                               | GINNIE MAE II POOL                                       | CUSIP: 3617VK3Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325738 | PA      | $305936.14    | 0.09%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1922820 | PA      | $1951552.60   | 0.55%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194HHL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513422 | PA      | $493312.45    | 0.14%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370107 | PA      | $377437.61    | 0.11%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36197FN66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27160 | PA      | $26088.14     | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3579044 | PA      | $2891686.43   | 0.81%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E4J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2603 | PA      | $2731.31      | 0.00%             | 2039-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58847 | PA      | $60012.91     | 0.02%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637491 | PA      | $601152.01    | 0.17%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476239 | PA      | $471698.29    | 0.13%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EE88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52540 | PA      | $54016.12     | 0.02%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36290TAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4450 | PA      | $4776.63      | 0.00%             | 2034-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82410 | PA      | $87859.52     | 0.02%             | 2047-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3620AS4W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8020 | PA      | $8693.41      | 0.00%             | 2037-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111857 | PA      | $116973.58    | 0.03%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UED0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22362 | PA      | $23837.51     | 0.01%             | 2048-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203753 | PA      | $206364.88    | 0.06%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DY21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18421 | PA      | $19263.05     | 0.01%             | 2033-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WHW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536862 | PA      | $494049.99    | 0.14%             | 2036-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    695107 | PA      | $688479.91    | 0.19%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DH95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4995 | PA      | $5131.99      | 0.00%             | 2030-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312592 | PA      | $316237.20    | 0.09%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13995 | PA      | $13890.11     | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179Q6Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3680639 | PA      | $3622129.68   | 1.01%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2321456 | PA      | $2204791.19   | 0.62%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FB62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13042 | PA      | $13894.68     | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27863 | PA      | $27048.47     | 0.01%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52223 | PA      | $50454.80     | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482478 | PA      | $1531178.64   | 0.43%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17068502 | PA      | $15066184.57  | 4.22%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72847 | PA      | $72147.47     | 0.02%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194HAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149018 | PA      | $143178.01    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5577808 | PA      | $5127905.72   | 1.44%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UCD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176887 | PA      | $180390.74    | 0.05%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2081368 | PA      | $2016007.28   | 0.56%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617MVP90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892704 | PA      | $850088.03    | 0.24%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179N5Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343565 | PA      | $359488.94    | 0.10%             | 2044-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13584836 | PA      | $11513826.78  | 3.22%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1501 | PA      | $1558.81      | 0.00%             | 2030-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DD57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2660 | PA      | $2751.79      | 0.00%             | 2029-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144719 | PA      | $151409.31    | 0.04%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36197FQW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68518 | PA      | $65813.57     | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22494053 | PA      | $19061241.12  | 5.34%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194HAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598677 | PA      | $575216.57    | 0.16%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36183QXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84706 | PA      | $81541.09     | 0.02%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18036 | PA      | $18859.61     | 0.01%             | 2032-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520123 | PA      | $503534.80    | 0.14%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622ADBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5711170 | PA      | $5885606.93   | 1.65%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202F5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9825 | PA      | $9767.11      | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36225B5J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1235 | PA      | $1296.74      | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179REC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138352 | PA      | $147465.22    | 0.04%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3620AR2K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1784 | PA      | $1933.35      | 0.00%             | 2036-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36197FRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48056 | PA      | $46160.01     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43507 | PA      | $45500.71     | 0.01%             | 2034-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507406 | PA      | $513321.91    | 0.14%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II30Y              | GINNIE MAE II POOL                                       | CUSIP: 36202C2Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5023 | PA      | $5119.78      | 0.00%             | 2028-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                            | GINNIE MAE II POOL                                       | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522441 | PA      | $546336.47    | 0.15%             | 2034-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3620AR5K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13967 | PA      | $14887.80     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II                               | GINNIE MAE II POOL                                       | CUSIP: 3617VK2Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1439538 | PA      | $1349235.79   | 0.38%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    566197 | PA      | $519806.66    | 0.15%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229471 | PA      | $235920.40    | 0.07%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36198QUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354111 | PA      | $342110.53    | 0.10%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MEF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45955 | PA      | $45638.23     | 0.01%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815636 | PA      | $807803.78    | 0.23%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179M2U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4361 | PA      | $4562.96      | 0.00%             | 2043-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388094 | PA      | $365971.08    | 0.10%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31358 | PA      | $32841.06     | 0.01%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1129674 | PA      | $1065278.12   | 0.30%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305841 | PA      | $314436.23    | 0.09%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732405 | PA      | $747325.25    | 0.21%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63147 | PA      | $62545.44     | 0.02%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TKR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40766 | PA      | $40030.86     | 0.01%             | 2032-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EVP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226525 | PA      | $241465.68    | 0.07%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194GRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    905938 | PA      | $870455.57    | 0.24%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TZ81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1827273 | PA      | $1882710.27   | 0.53%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EF20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2990 | PA      | $3074.10      | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2538626 | PA      | $2458906.20   | 0.69%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617JHMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278341 | PA      | $269642.62    | 0.08%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D4N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6474 | PA      | $6649.45      | 0.00%             | 2034-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622ABEK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825515 | PA      | $724440.05    | 0.20%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D6U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70534 | PA      | $73765.90     | 0.02%             | 2034-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1558977 | PA      | $1593858.15   | 0.45%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37604 | PA      | $38155.73     | 0.01%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DRG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9987 | PA      | $10300.40     | 0.00%             | 2032-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288706 | PA      | $294424.63    | 0.08%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87955 | PA      | $90112.57     | 0.03%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RN21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84642 | PA      | $88769.56     | 0.02%             | 2045-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240940 | PA      | $244485.53    | 0.07%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31741 | PA      | $33834.14     | 0.01%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE II POOL                                       | CUSIP: 36225B5Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14556 | PA      | $15223.22     | 0.00%             | 2034-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6742 | PA      | $6843.09      | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1541530 | PA      | $1492367.13   | 0.42%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194GRF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463178 | PA      | $445037.08    | 0.12%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188362 | PA      | $192199.22    | 0.05%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107603 | PA      | $111137.76    | 0.03%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1587923 | PA      | $1572667.87   | 0.44%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635239 | PA      | $582666.65    | 0.16%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179REB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48311 | PA      | $50595.58     | 0.01%             | 2045-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II30Y              | GINNIE MAE II POOL                                       | CUSIP: 36202CRE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       242 | PA      | $242.10       | 0.00%             | 2026-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202CY80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       866 | PA      | $880.47       | 0.00%             | 2028-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179VN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1843553 | PA      | $1851654.09   | 0.52%             | 2050-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18985 | PA      | $19862.31     | 0.01%             | 2035-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478816 | PA      | $484398.77    | 0.14%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5874 | PA      | $6039.00      | 0.00%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617G9P54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1159338 | PA      | $1184579.82   | 0.33%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617A9GN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2751086 | PA      | $2648512.20   | 0.74%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8736 | PA      | $8857.56      | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2070951 | PA      | $2029358.92   | 0.57%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D5B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1171 | PA      | $1187.11      | 0.00%             | 2034-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13371 | PA      | $14028.56     | 0.00%             | 2039-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617VUYY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8839271 | PA      | $7771712.35   | 2.18%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212880 | PA      | $1201233.79   | 0.34%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8366406 | PA      | $7678971.59   | 2.15%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18107 | PA      | $18703.52     | 0.01%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875383 | PA      | $915487.77    | 0.26%             | 2034-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388718 | PA      | $414357.76    | 0.12%             | 2037-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DX71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26228 | PA      | $26881.53     | 0.01%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36182JHQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280445 | PA      | $271456.16    | 0.08%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6606489 | PA      | $6139799.90   | 1.72%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200172 | PA      | $188761.47    | 0.05%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FFT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1804240 | PA      | $1830702.18   | 0.51%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137518 | PA      | $143818.47    | 0.04%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EEH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    752557 | PA      | $787345.20    | 0.22%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ECP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104675 | PA      | $109470.04    | 0.03%             | 2035-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E4K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41010 | PA      | $43715.06     | 0.01%             | 2039-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SDM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2783 | PA      | $2758.54      | 0.00%             | 2031-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II                 | GINNIE MAE II POOL                                       | CUSIP: 36202D5R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159208 | PA      | $166501.82    | 0.05%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14927099 | PA      | $12649077.65  | 3.54%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2310249 | PA      | $2219078.88   | 0.62%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FE51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8731 | PA      | $8647.80      | 0.00%             | 2040-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5159534 | PA      | $5143633.78   | 1.44%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EVN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129197 | PA      | $135497.64    | 0.04%             | 2038-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179NGB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39354 | PA      | $41173.23     | 0.01%             | 2043-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D6V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88172 | PA      | $93237.73     | 0.03%             | 2034-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124575 | PA      | $128075.65    | 0.04%             | 2036-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622AAKF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    844285 | PA      | $801635.27    | 0.22%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179VL32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    908308 | PA      | $816004.68    | 0.23%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2887 | PA      | $2684.48      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9722 | PA      | $10171.76     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182986 | PA      | $187846.89    | 0.05%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DTQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1279 | PA      | $1337.13      | 0.00%             | 2032-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DM32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        63 | PA      | $64.99        | 0.00%             | 2031-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10412 | PA      | $10889.39     | 0.00%             | 2034-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3620AWTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7607 | PA      | $7666.38      | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265716 | PA      | $263183.18    | 0.07%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EZ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3140 | PA      | $3185.86      | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RTC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769922 | PA      | $795279.43    | 0.22%             | 2045-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36198RPK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296415 | PA      | $286369.57    | 0.08%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EE96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446534 | PA      | $467175.69    | 0.13%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EFP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       806 | PA      | $843.67       | 0.00%             | 2035-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FM60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9604 | PA      | $9350.08      | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1585782 | PA      | $1638871.93   | 0.46%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651703 | PA      | $661464.48    | 0.19%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40242 | PA      | $40832.67     | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1432143 | PA      | $1404745.30   | 0.39%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424505 | PA      | $435084.49    | 0.12%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TTD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172985 | PA      | $171255.69    | 0.05%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813325 | PA      | $1795904.32   | 0.50%             | 2043-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EHE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       743 | PA      | $763.67       | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II                               | GINNIE MAE II POOL                                       | CUSIP: 3617VBTV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352010 | PA      | $325006.95    | 0.09%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    941918 | PA      | $972919.05    | 0.27%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179S4E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97936 | PA      | $95883.48     | 0.03%             | 2032-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36292E2B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21487 | PA      | $22480.34     | 0.01%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FKL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619003 | PA      | $602639.07    | 0.17%             | 2040-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE II POOL                                       | CUSIP: 36225BNS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       565 | PA      | $582.97       | 0.00%             | 2031-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ESA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127189 | PA      | $131342.94    | 0.04%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EC31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12124 | PA      | $12465.05     | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36225BSN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46182 | PA      | $47416.05     | 0.01%             | 2032-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40590 | PA      | $41186.85     | 0.01%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163337 | PA      | $158127.39    | 0.04%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144902 | PA      | $132964.89    | 0.04%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194GNE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1013567 | PA      | $973868.92    | 0.27%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617NEKG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1852217 | PA      | $1764760.99   | 0.49%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EYM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112232 | PA      | $119634.75    | 0.03%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DMS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18092 | PA      | $19119.64     | 0.01%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TF34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38962 | PA      | $38066.71     | 0.01%             | 2032-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179TY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154839 | PA      | $152975.04    | 0.04%             | 2033-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E3D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8161 | PA      | $8110.44      | 0.00%             | 2039-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DSA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       422 | PA      | $433.16       | 0.00%             | 2032-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462535 | PA      | $477729.51    | 0.13%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198564 | PA      | $208247.18    | 0.06%             | 2038-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EC49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15968 | PA      | $16706.31     | 0.00%             | 2035-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688924 | PA      | $665685.74    | 0.19%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179SAA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8497 | PA      | $8911.79      | 0.00%             | 2046-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179THW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225299 | PA      | $220475.35    | 0.06%             | 2032-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 15 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179MGJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18855 | PA      | $18754.99     | 0.01%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622A2TS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697778 | PA      | $756584.16    | 0.21%             | 2039-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378449 | PA      | $351874.73    | 0.10%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9634 | PA      | $10074.58     | 0.00%             | 2033-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617G9GX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    511248 | PA      | $522379.44    | 0.15%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617UNL93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022824 | PA      | $931011.73    | 0.26%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15231 | PA      | $15980.11     | 0.00%             | 2041-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173815 | PA      | $181777.62    | 0.05%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3617AGWQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69762 | PA      | $67010.10     | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36194HHM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224820 | PA      | $216014.50    | 0.06%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36179UGG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35154 | PA      | $37451.21     | 0.01%             | 2048-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350587 | PA      | $343952.64    | 0.10%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202DZG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23953 | PA      | $25048.55     | 0.01%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39485 | PA      | $39187.46     | 0.01%             | 2039-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76023 | PA      | $78519.91     | 0.02%             | 2039-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ERD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24971 | PA      | $26189.27     | 0.01%             | 2038-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202D2W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87894 | PA      | $92311.05     | 0.03%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202ECA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       720 | PA      | $752.71       | 0.00%             | 2035-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202E7G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11831 | PA      | $12005.58     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202C5U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41880 | PA      | $42943.41     | 0.01%             | 2028-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36202FDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478515 | PA      | $502058.13    | 0.14%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                       | CUSIP: 36176HRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6715 | PA      | $6503.06      | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-23 JI                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38382NWP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6545639 | PA      | $931031.69    | 0.26%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-140 IO                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38382XYK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8714869 | PA      | $792936.44    | 0.22%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-173 MI                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15384135 | PA      | $2200061.38   | 0.62%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-8 DA                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23799 | PA      | $22812.13     | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1850000 | PA      | $1576760.83   | 0.44%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2016-21 PL                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                 | CUSIP: 38379VHW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2581385.01   | 0.72%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 A1B 144A              | HOMES 2025-AFC2 TRUST                                    | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537118 | PA      | $542532.90    | 0.15%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-INV4 A2 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV4 | CUSIP: 61776XAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458534 | PA      | $463566.91    | 0.13%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95346 | PA      | $96464.43     | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5 | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181120 | PA      | $182821.78    | 0.05%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A1B 144A               | OBX 2020-EXP1 TRUST                                      | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122875 | PA      | $1106561.48   | 0.31%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A1 144A                | OBX 2020-EXP1 TRUST                                      | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2438314 | PA      | $2402890.54   | 0.67%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A               | OBX 2025-NQM15 TRUST                                     | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    202901 | PA      | $203090.05    | 0.06%             | 2065-07-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                     | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     84542 | PA      | $85188.08     | 0.02%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RCKT 2025-CES3 A1A 144A               | RCKT MORTGAGE TRUST 2025-CES3                            | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |   1388255 | PA      | $1404645.13   | 0.39%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A               | SEQUOIA MORTGAGE TRUST 2024-HYB1                         | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2278837 | PA      | $2298421.47   | 0.64%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                    | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  13536585 | NS      | $13536585.42  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TPMT 2025-CES4 A1A 144A               | TOWD POINT MORTGAGE TRUST 2025-CES4                      | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    488121 | PA      | $492607.64    | 0.14%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR2 B 144A                  | TRICON AMERICAN HOMES 2020-SFR2 TRUST                    | CUSIP: 89613JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895000 | PA      | $1818887.70   | 0.51%             | 2039-11-17      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                    | TX TRUST 2024-HOU                                        | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $230143.73    | 0.06%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -131 | NC      | $-82061.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -26 | NC      | $-9011.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -18 | NC      | $-6238.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -39 | NC      | $-13909.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -166 | NC      | $-59202.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| USM6 US LONG BOND(CBT) JUN26          | US LONG BOND(CBT) JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        30 | NC      | $26441.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26          | US ULTRA BOND CBT JUN26                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        16 | NC      | $18477.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS 2025-8 A1F 144A                 | VERUS SECURITIZATION TRUST 2025-8                        | CUSIP: 924930AD2<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    432914 | PA      | $433338.88    | 0.12%             | 2070-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-06

**Name of Applicant:** T. ROWE PRICE GNMA FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President