# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001004726-26-001316
**Filing Date:** 2026-2
**Character Count:** 201504
**Document Hash:** 9223772c4f0323040b2e376b20e24bb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001316.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001004726-26-001316

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000802716

**ORGANIZATION NAME:**
- **EIN:** 316364605
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04852
- **FILM NUMBER:** 26694490

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 6144708000

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SOCIETY FUNDS
- **DATE OF NAME CHANGE:** 19940906

## Series and Classes Contracts Data

### Victory Fund for Income, formerly Victory INCORE Fund for Income (Series ID: S000000792)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002344 | Class A      | IPFIX           |
| C000002345 | Class C      | VFFCX           |
| C000002346 | Class R      | GGIFX           |
| C000098399 | Class I      | VFFIX           |
| C000111273 | Class Y      | VFFYX           |
| C000155524 | Class R6     | VFFRX           |
| C000219862 | Member Class | VFFMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios

- **b. Investment Company Act file number:** 811-04852

- **c. CIK number of Registrant:** 0000802716

- **d. LEI of Registrant:** 549300V07N3HJP1EW330

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

  - **Street Address 1:** 15935 La Cantera Parkway Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory Fund for Income

- **b. EDGAR series identifier (if any):** S000000792

- **c. LEI of Series:** 549300Q6NPQ3FQP3QL05

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $328138099.42

**Total Liabilities:** $254652.43

**Net Assets:** $327883446.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111273 | 0.40%                | 0.42%                | 0.15%                |
| Class ID C000098399 | 0.40%                | 0.43%                | 0.31%                |
| Class ID C000002344 | 0.38%                | 0.40%                | 0.29%                |
| Class ID C000002345 | 0.17%                | 0.34%                | 0.22%                |
| Class ID C000155524 | 0.40%                | 0.43%                | 0.31%                |
| Class ID C000219862 | 0.25%                | 0.56%                | 0.15%                |
| Class ID C000002346 | 0.38%                | 0.40%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-483770.07              | $396819.73                                 |
| Month 2  | $-475760.74              | $971166.43                                 |
| Month 3  | $28789.80                | $-453638.47                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ARW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3789 | PA      | $3906.81      | 0.00%             | 2034-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $10.92        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    888485 | PA      | $904428.06    | 0.28%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225B5Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144235 | PA      | $148575.43    | 0.05%             | 2034-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BES3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15652 | PA      | $15787.70     | 0.00%             | 2029-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33072 | PA      | $34309.46     | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36179RXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101284 | PA      | $104128.88    | 0.03%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.95         | 0.00%             | 2026-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202D3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147731 | PA      | $149639.66    | 0.05%             | 2034-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | CUSIP: 36202DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8708 | PA      | $9209.14      | 0.00%             | 2031-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15214 | PA      | $15997.63     | 0.00%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196370 | PA      | $206693.51    | 0.06%             | 2047-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36241KHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    735383 | PA      | $766414.55    | 0.23%             | 2032-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200S3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53344 | PA      | $54108.54     | 0.02%             | 2031-09-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19610 | PA      | $20154.52     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2C67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182706 | PA      | $185422.40    | 0.06%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182753 | PA      | $191461.60    | 0.06%             | 2035-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3665 | PA      | $3768.26      | 0.00%             | 2029-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    756162 | PA      | $779175.51    | 0.24%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202E7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    204945 | PA      | $210702.35    | 0.06%             | 2039-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AA6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108232 | PA      | $110111.81    | 0.03%             | 2031-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55988 | PA      | $58582.04     | 0.02%             | 2031-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14 | PA      | $13.92        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY BILL                 | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19909000 | PA      | $19601015.14  | 5.98%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211BQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15915 | PA      | $15896.15     | 0.00%             | 2029-05-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179S5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10270 | PA      | $10810.27     | 0.00%             | 2047-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    278214 | PA      | $288376.34    | 0.09%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    550982 | PA      | $583567.09    | 0.18%             | 2032-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31400 | PA      | $33326.40     | 0.01%             | 2032-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    583823 | PA      | $607410.12    | 0.19%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11758 | PA      | $11748.41     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86413 | PA      | $88840.41     | 0.03%             | 2030-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1043 | PA      | $1094.33      | 0.00%             | 2035-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DXD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166157 | PA      | $172785.41    | 0.05%             | 2033-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212V2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15817 | PA      | $16112.69     | 0.00%             | 2030-12-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       619 | PA      | $640.00       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6677 | PA      | $7010.99      | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    270903 | PA      | $278776.62    | 0.09%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87138 | PA      | $91458.82     | 0.03%             | 2032-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AACG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    564479 | PA      | $595297.34    | 0.18%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210N7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30637 | PA      | $31073.60     | 0.01%             | 2029-01-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    268196 | PA      | $283070.76    | 0.09%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2173734 | PA      | $2259621.60   | 0.69%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ACUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5175404 | PA      | $5389327.98   | 1.64%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    480879 | PA      | $506599.51    | 0.15%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    218215 | PA      | $225708.79    | 0.07%             | 2032-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22104 | PA      | $22670.29     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140997 | PA      | $144062.25    | 0.04%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2669107 | PA      | $2812933.23   | 0.86%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356991 | PA      | $375867.03    | 0.11%             | 2034-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 01N072655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    666732 | PA      | $703460.76    | 0.21%             | 2049-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    331407 | PA      | $350958.17    | 0.11%             | 2031-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       150 | PA      | $152.57       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       469 | PA      | $481.80       | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    619070 | PA      | $633285.64    | 0.19%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27047 | PA      | $28448.13     | 0.01%             | 2045-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       593 | PA      | $609.34       | 0.00%             | 2028-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    513403 | PA      | $541008.23    | 0.17%             | 2032-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160012 | PA      | $166895.58    | 0.05%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80590 | PA      | $81629.46     | 0.02%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378MSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    555209 | PA      | $572081.10    | 0.17%             | 2034-04-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    445155 | PA      | $460177.37    | 0.14%             | 2028-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       656 | PA      | $678.28       | 0.00%             | 2029-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    718690 | PA      | $747252.66    | 0.23%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    478216 | PA      | $504587.45    | 0.15%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62203 | PA      | $63042.75     | 0.02%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203196 | PA      | $221122.59    | 0.07%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    946736 | PA      | $1010734.63   | 0.31%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2607961 | PA      | $2748796.20   | 0.84%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206MYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       119 | PA      | $119.36       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378A2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216891 | PA      | $219290.34    | 0.07%             | 2031-11-20      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2TB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181660 | PA      | $191880.78    | 0.06%             | 2038-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3183 | PA      | $3310.72      | 0.00%             | 2032-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213NH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102869 | PA      | $102963.84    | 0.03%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1513864 | PA      | $1605843.32   | 0.49%             | 2035-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AA3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28080 | PA      | $28179.11     | 0.01%             | 2028-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $34.73        | 0.00%             | 2026-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244683 | PA      | $252940.55    | 0.08%             | 2029-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    303324 | PA      | $308279.07    | 0.09%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202C6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4706 | PA      | $4838.34      | 0.00%             | 2028-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    190393 | PA      | $201181.81    | 0.06%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ABAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    307399 | PA      | $320732.06    | 0.10%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36213MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89314 | PA      | $91504.53     | 0.03%             | 2031-08-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203271 | PA      | $210828.27    | 0.06%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208FKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2896 | PA      | $2907.62      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    357977 | PA      | $369645.56    | 0.11%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213BJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    457286 | PA      | $457701.17    | 0.14%             | 2031-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2970048 | PA      | $3207583.36   | 0.98%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2UH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2098591 | PA      | $2088921.45   | 0.64%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104245 | PA      | $109733.96    | 0.03%             | 2047-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225792 | PA      | $237315.20    | 0.07%             | 2038-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115901 | PA      | $123603.31    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    817585 | PA      | $854204.70    | 0.26%             | 2037-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    501685 | PA      | $527629.53    | 0.16%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    593365 | PA      | $636402.51    | 0.19%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36205XCV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       616 | PA      | $625.66       | 0.00%             | 2033-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2165 | PA      | $2225.42      | 0.00%             | 2029-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378DU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    392542 | PA      | $405864.92    | 0.12%             | 2039-11-20      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179M2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11638 | PA      | $12250.08     | 0.00%             | 2043-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    655152 | PA      | $690754.32    | 0.21%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1186758 | PA      | $1289445.26   | 0.39%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1049754 | PA      | $1106057.78   | 0.34%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A25X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    355201 | PA      | $377642.80    | 0.12%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212FG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22287 | PA      | $22370.67     | 0.01%             | 2030-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60689 | PA      | $63215.93     | 0.02%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87975 | PA      | $91585.24     | 0.03%             | 2032-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187425 | PA      | $197596.35    | 0.06%             | 2032-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    591004 | PA      | $617213.20    | 0.19%             | 2036-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12352 | PA      | $12612.09     | 0.00%             | 2031-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    422669 | PA      | $446824.90    | 0.14%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3754472 | PA      | $3943462.07   | 1.20%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22004000 | PA      | $22999337.30  | 7.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3115300 | PA      | $3267943.84   | 1.00%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2T28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    195383 | PA      | $201184.33    | 0.06%             | 2030-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200SH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39048 | PA      | $40354.92     | 0.01%             | 2031-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    304804 | PA      | $304392.84    | 0.09%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13537 | PA      | $13792.44     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5890 | PA      | $5948.57      | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DDP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126743 | PA      | $129672.20    | 0.04%             | 2029-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212P5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.75        | 0.00%             | 2030-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    841278 | PA      | $873040.88    | 0.27%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209ECY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9347 | PA      | $9311.07      | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1075 | PA      | $1104.69      | 0.00%             | 2029-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3089728 | PA      | $3213693.09   | 0.98%             | 2033-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1433967 | PA      | $1503251.76   | 0.46%             | 2041-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11731 | PA      | $11701.35     | 0.00%             | 2029-05-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    236339 | PA      | $246229.38    | 0.08%             | 2031-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378PQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36190 | PA      | $37274.97     | 0.01%             | 2030-09-20      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378HJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178928 | PA      | $188540.25    | 0.06%             | 2034-10-20      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20233 | PA      | $20717.28     | 0.01%             | 2029-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7531 | PA      | $7742.28      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21111000 | PA      | $23275702.10  | 7.10%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2 | PA      | $2.02         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3744793 | PA      | $3905011.91   | 1.19%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200S3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19242 | PA      | $19171.34     | 0.01%             | 2031-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    283571 | PA      | $290300.22    | 0.09%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2656 | PA      | $2758.24      | 0.00%             | 2029-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202C7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1619 | PA      | $1674.12      | 0.00%             | 2028-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       281 | PA      | $289.18       | 0.00%             | 2026-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1054199 | PA      | $1098013.14   | 0.33%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48509 | PA      | $48991.94     | 0.01%             | 2028-12-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4021317 | PA      | $4178255.07   | 1.27%             | 2032-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9763 | PA      | $10105.06     | 0.00%             | 2029-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        72 | PA      | $74.90        | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38384GA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    843335 | PA      | $892518.45    | 0.27%             | 2031-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196318 | PA      | $206982.95    | 0.06%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26387 | PA      | $27448.80     | 0.01%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2ET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    618085 | PA      | $648303.55    | 0.20%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2161449 | PA      | $2238747.15   | 0.68%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        32 | PA      | $31.79        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13981 | PA      | $14694.30     | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    487802 | PA      | $516406.93    | 0.16%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RN39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       589 | PA      | $608.44       | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179N6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6602 | PA      | $6928.31      | 0.00%             | 2044-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1991 | PA      | $2007.96      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27548 | PA      | $28502.83     | 0.01%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53952 | PA      | $54500.68     | 0.02%             | 2029-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13191 | PA      | $13843.71     | 0.00%             | 2036-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ABYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37232 | PA      | $37889.88     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4903 | PA      | $5180.26      | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208TYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       211 | PA      | $216.83       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ADWD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2109122 | PA      | $2230472.72   | 0.68%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    478985 | PA      | $509225.78    | 0.16%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155231 | PA      | $160859.87    | 0.05%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57077 | PA      | $58660.41     | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294986 | PA      | $313035.74    | 0.10%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ACUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3600949 | PA      | $3727675.87   | 1.14%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225AN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12718 | PA      | $12746.94     | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ABMF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7617494 | PA      | $7948021.12   | 2.42%             | 2045-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179NDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26869 | PA      | $28246.82     | 0.01%             | 2043-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210THN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33903 | PA      | $34431.82     | 0.01%             | 2029-02-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    272583 | PA      | $289009.87    | 0.09%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100162 | PA      | $105596.80    | 0.03%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379BXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12276 | PA      | $12588.72     | 0.00%             | 2044-05-16      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    264062 | PA      | $275045.68    | 0.08%             | 2032-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    773511 | PA      | $802543.38    | 0.24%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206UXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       264 | PA      | $264.05       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7142 | PA      | $7384.43      | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1017640 | PA      | $1079239.68   | 0.33%             | 2032-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181269 | PA      | $188954.98    | 0.06%             | 2032-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9142 | PA      | $9622.51      | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    725299 | PA      | $757920.74    | 0.23%             | 2040-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210H2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5683 | PA      | $5778.71      | 0.00%             | 2028-10-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    390884 | PA      | $416134.48    | 0.13%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    293249 | PA      | $304658.59    | 0.09%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4735 | PA      | $4822.08      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356434 | PA      | $372243.07    | 0.11%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11660 | PA      | $12272.72     | 0.00%             | 2046-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1569 | PA      | $1602.66      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    999472 | PA      | $1052511.66   | 0.32%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211BRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5626 | PA      | $5654.12      | 0.00%             | 2028-12-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241K3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    704919 | PA      | $745063.12    | 0.23%             | 2035-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33572 | PA      | $35067.62     | 0.01%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179247 | PA      | $183770.57    | 0.06%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2363 | PA      | $2471.76      | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800048 | PA      | $822142.52    | 0.25%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    513284 | PA      | $554715.31    | 0.17%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201JVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22688 | PA      | $22954.65     | 0.01%             | 2032-03-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24743 | PA      | $25100.63     | 0.01%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60090 | PA      | $63324.58     | 0.02%             | 2040-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36207B3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10 | PA      | $10.36        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64712 | PA      | $69094.50     | 0.02%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2306 | PA      | $2383.95      | 0.00%             | 2029-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1136243 | PA      | $1200826.21   | 0.37%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1619 | PA      | $1663.60      | 0.00%             | 2029-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1322375 | PA      | $1389093.71   | 0.42%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8469 | PA      | $8728.78      | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    233491 | PA      | $245102.08    | 0.07%             | 2036-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       257 | PA      | $264.51       | 0.00%             | 2028-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A9YC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    542805 | PA      | $553575.57    | 0.17%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200GSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136658 | PA      | $139595.51    | 0.04%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1172 | PA      | $1205.42      | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AABP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    572814 | PA      | $604141.09    | 0.18%             | 2032-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       457 | PA      | $456.16       | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179REC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1878 | PA      | $1975.44      | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225A6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    229469 | PA      | $234647.85    | 0.07%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86295 | PA      | $87614.50     | 0.03%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1363052 | PA      | $1446615.54   | 0.44%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1285990 | PA      | $1334642.79   | 0.41%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225A6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137646 | PA      | $140579.52    | 0.04%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10378 | PA      | $10704.03     | 0.00%             | 2029-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       895 | PA      | $939.99       | 0.00%             | 2044-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202ESK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44859 | PA      | $45057.37     | 0.01%             | 2038-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2SH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    502094 | PA      | $515666.66    | 0.16%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179S2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9718 | PA      | $10228.81     | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82271 | PA      | $85591.31     | 0.03%             | 2038-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209XLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4235 | PA      | $4248.14      | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5915 | PA      | $6025.92      | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1848 | PA      | $1940.30      | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10397 | PA      | $10688.98     | 0.00%             | 2028-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    310326 | PA      | $328464.27    | 0.10%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3277 | PA      | $3368.79      | 0.00%             | 2027-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211TFK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14571 | PA      | $14661.97     | 0.00%             | 2029-09-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202DGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29720 | PA      | $30667.70     | 0.01%             | 2030-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    702750 | PA      | $735330.33    | 0.22%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36295NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23923 | PA      | $24154.98     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    636537 | PA      | $660585.86    | 0.20%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36176SE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123141 | PA      | $129148.41    | 0.04%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28842 | PA      | $30600.44     | 0.01%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38381RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    946055 | PA      | $982842.40    | 0.30%             | 2049-02-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $111.30       | 0.00%             | 2026-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201340 | PA      | $207089.54    | 0.06%             | 2049-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       893 | PA      | $917.73       | 0.00%             | 2027-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2CK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    323689 | PA      | $339015.89    | 0.10%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    332241 | PA      | $343453.29    | 0.10%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    533933 | PA      | $563271.16    | 0.17%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $32.78        | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4828 | PA      | $4863.15      | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    801775 | PA      | $835110.48    | 0.25%             | 2032-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36200TNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133044 | PA      | $133170.03    | 0.04%             | 2033-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    448844 | PA      | $461915.72    | 0.14%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36297F3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    354114 | PA      | $362498.17    | 0.11%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37 | PA      | $38.01        | 0.00%             | 2029-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212LDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       790 | PA      | $816.15       | 0.00%             | 2030-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1376958 | PA      | $1444814.00   | 0.44%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36296UVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56193 | PA      | $57805.51     | 0.02%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4100715 | PA      | $4197041.50   | 1.28%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200TCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35992 | PA      | $36275.76     | 0.01%             | 2031-11-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14921 | PA      | $15343.41     | 0.00%             | 2029-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A27A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1573641 | PA      | $1659642.98   | 0.51%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1324 | PA      | $1393.73      | 0.00%             | 2048-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    364183 | PA      | $380089.41    | 0.12%             | 2033-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1579457 | PA      | $1652972.87   | 0.50%             | 2031-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35255 | PA      | $37098.85     | 0.01%             | 2045-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281354 | PA      | $292779.51    | 0.09%             | 2035-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    661622 | PA      | $692736.90    | 0.21%             | 2031-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1427 | PA      | $1475.54      | 0.00%             | 2031-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213602 | PA      | $222691.91    | 0.07%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54461 | PA      | $56043.30     | 0.02%             | 2032-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1195037 | PA      | $1258544.51   | 0.38%             | 2034-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379MDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1394055 | PA      | $1485309.93   | 0.45%             | 2040-01-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123789 | PA      | $127661.56    | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182242 | PA      | $191750.77    | 0.06%             | 2038-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    827285 | PA      | $856776.26    | 0.26%             | 2033-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25266 | PA      | $26427.82     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    460354 | PA      | $475957.09    | 0.15%             | 2033-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1291826 | PA      | $1361071.21   | 0.42%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1651774 | PA      | $1794668.45   | 0.55%             | 2036-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202FCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228703 | PA      | $236949.96    | 0.07%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111925 | PA      | $114359.09    | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    742682 | PA      | $767545.18    | 0.23%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21585 | PA      | $21803.94     | 0.01%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    307719 | PA      | $313155.48    | 0.10%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356100 | PA      | $366396.53    | 0.11%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202C5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214153 | PA      | $221379.72    | 0.07%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17243 | PA      | $17950.84     | 0.01%             | 2033-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       503 | PA      | $517.52       | 0.00%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1723 | PA      | $1781.14      | 0.00%             | 2029-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    256912 | PA      | $270769.59    | 0.08%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36193SQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       412 | PA      | $427.68       | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    350877 | PA      | $371325.18    | 0.11%             | 2035-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    341782 | PA      | $354638.93    | 0.11%             | 2031-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34645 | PA      | $35801.03     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21157000 | PA      | $22946254.05  | 7.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6516 | PA      | $6671.64      | 0.00%             | 2031-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56133 | PA      | $58079.70     | 0.02%             | 2031-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1094111 | PA      | $1157391.80   | 0.35%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69839 | PA      | $69736.32     | 0.02%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAA46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    582128 | PA      | $602225.99    | 0.18%             | 2031-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DNN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25363 | PA      | $26394.90     | 0.01%             | 2031-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 383739LD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29247 | PA      | $29191.07     | 0.01%             | 2031-03-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DVM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3513211 | PA      | $3627944.77   | 1.11%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23138 | PA      | $24288.92     | 0.01%             | 2046-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    328606 | PA      | $346548.72    | 0.11%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2894900 | PA      | $3092176.28   | 0.94%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74139 | PA      | $77510.29     | 0.02%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AASS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    613883 | PA      | $646434.20    | 0.20%             | 2050-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17646 | PA      | $18332.47     | 0.01%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43313 | PA      | $44530.18     | 0.01%             | 2031-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212X5T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17504 | PA      | $17711.22     | 0.01%             | 2031-02-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UMQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3359 | PA      | $3458.13      | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1617999 | PA      | $1705242.10   | 0.52%             | 2035-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    543849 | PA      | $580103.55    | 0.18%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266237 | PA      | $280618.40    | 0.09%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    966993 | PA      | $1020982.49   | 0.31%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36207ECG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $24.15        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    979825 | PA      | $1023037.97   | 0.31%             | 2032-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200GSQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22177 | PA      | $22713.24     | 0.01%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179NJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6309 | PA      | $6640.99      | 0.00%             | 2043-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C4N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       262 | PA      | $266.67       | 0.00%             | 2028-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3193198 | PA      | $3419520.93   | 1.04%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378MH99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    223361 | PA      | $230782.66    | 0.07%             | 2038-12-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    964129 | PA      | $1070855.92   | 0.33%             | 2038-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6223767 | PA      | $6601099.85   | 2.01%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209A5W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12759 | PA      | $12820.40     | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102206 | PA      | $104381.57    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       810 | PA      | $836.85       | 0.00%             | 2029-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2986780 | PA      | $3071158.48   | 0.94%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $104.42       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    664230 | PA      | $692163.35    | 0.21%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2RQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    110320 | PA      | $114044.67    | 0.03%             | 2039-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118982 | PA      | $122423.11    | 0.04%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AABE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    358568 | PA      | $348875.34    | 0.11%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       106 | PA      | $107.51       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13719 | PA      | $14335.09     | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CVX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2673 | PA      | $2748.36      | 0.00%             | 2027-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    268584 | PA      | $286775.58    | 0.09%             | 2036-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1054588 | PA      | $1127276.40   | 0.34%             | 2038-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4756 | PA      | $4937.80      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1230255 | PA      | $1245333.71   | 0.38%             | 2038-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202DEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97171 | PA      | $101981.00    | 0.03%             | 2029-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    212104 | PA      | $223007.60    | 0.07%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3972 | PA      | $4106.34      | 0.00%             | 2029-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4465 | PA      | $4667.32      | 0.00%             | 2032-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21022 | PA      | $21705.66     | 0.01%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1641239 | PA      | $1716921.56   | 0.52%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213NGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287002 | PA      | $287175.61    | 0.09%             | 2033-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15906 | PA      | $16107.41     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17547 | PA      | $18281.99     | 0.01%             | 2032-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    341962 | PA      | $352363.06    | 0.11%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34675 | PA      | $36408.09     | 0.01%             | 2046-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HDC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19564 | PA      | $19686.72     | 0.01%             | 2029-06-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202D3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    305009 | PA      | $319883.16    | 0.10%             | 2034-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds: FedFund; Institutional Shares | BLACKROCK LIQUIDITY FEDFUND                 | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     99750 | NS      | $99750.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    396047 | PA      | $416009.21    | 0.13%             | 2032-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10246 | PA      | $10865.49     | 0.00%             | 2038-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164556 | PA      | $171708.84    | 0.05%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38382MP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1040249 | PA      | $1091979.52   | 0.33%             | 2051-01-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4497 | PA      | $4623.82      | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36290SB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       517 | PA      | $521.61       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    728254 | PA      | $751359.80    | 0.23%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAB60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    382676 | PA      | $400694.89    | 0.12%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10483 | PA      | $11035.14     | 0.00%             | 2047-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1210394 | PA      | $1274867.94   | 0.39%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221254 | PA      | $226391.40    | 0.07%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212FRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14984 | PA      | $15157.35     | 0.00%             | 2030-05-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2113 | PA      | $2195.10      | 0.00%             | 2031-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6128 | PA      | $6286.84      | 0.00%             | 2030-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BUB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    463926 | PA      | $490325.56    | 0.15%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159662 | PA      | $165163.19    | 0.05%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58681 | PA      | $61605.26     | 0.02%             | 2038-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    445749 | PA      | $468354.42    | 0.14%             | 2031-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    227869 | PA      | $239595.92    | 0.07%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    982002 | PA      | $1031908.56   | 0.31%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    893841 | PA      | $912932.26    | 0.28%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SU21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       820 | PA      | $863.16       | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1197996 | PA      | $1256605.05   | 0.38%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       505 | PA      | $531.67       | 0.00%             | 2047-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1 | PA      | $1.04         | 0.00%             | 2026-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2JL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112639 | PA      | $119185.96    | 0.04%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6477 | PA      | $6658.95      | 0.00%             | 2029-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55626 | PA      | $58014.75     | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210H2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6801 | PA      | $6767.07      | 0.00%             | 2028-09-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    546546 | PA      | $559098.46    | 0.17%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41059 | PA      | $42221.82     | 0.01%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    796250 | PA      | $823143.43    | 0.25%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179MX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26066 | PA      | $27437.12     | 0.01%             | 2043-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206DFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       188 | PA      | $187.83       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    388079 | PA      | $404681.42    | 0.12%             | 2033-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48655 | PA      | $49186.65     | 0.02%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17330 | PA      | $17804.70     | 0.01%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2SM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81197 | PA      | $83109.84     | 0.03%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201EWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53465 | PA      | $53934.14     | 0.02%             | 2032-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3324942 | PA      | $3486470.04   | 1.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1592494 | PA      | $1676802.96   | 0.51%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $48.44        | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3057 | PA      | $3142.59      | 0.00%             | 2032-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379PLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96095 | PA      | $99944.61     | 0.03%             | 2039-06-20      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $29.93        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAB86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56175 | PA      | $57977.98     | 0.02%             | 2036-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.90         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133084 | PA      | $140862.61    | 0.04%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379BF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67754 | PA      | $71718.26     | 0.02%             | 2034-11-20      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1202015 | PA      | $1236307.80   | 0.38%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216881 | PA      | $226969.45    | 0.07%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ADB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    616808 | PA      | $667477.10    | 0.20%             | 2039-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143867 | PA      | $150993.80    | 0.05%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    740318 | PA      | $771169.12    | 0.24%             | 2032-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2YE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    242560 | PA      | $252757.70    | 0.08%             | 2035-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    385337 | PA      | $398554.48    | 0.12%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3370499 | PA      | $3565328.88   | 1.09%             | 2032-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       541 | PA      | $563.60       | 0.00%             | 2032-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201EKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75173 | PA      | $75942.95     | 0.02%             | 2031-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2B68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    797566 | PA      | $830057.71    | 0.25%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4589 | PA      | $4718.16      | 0.00%             | 2028-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2D66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    682300 | PA      | $717406.19    | 0.22%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36297KHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35240 | PA      | $36942.98     | 0.01%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5954 | PA      | $6225.23      | 0.00%             | 2031-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11423 | PA      | $11744.12     | 0.00%             | 2027-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36205RXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $84.56        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23402 | PA      | $24059.18     | 0.01%             | 2029-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1  | CUSIP: 3622ADN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    241659 | PA      | $251531.72    | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287696 | PA      | $304426.91    | 0.09%             | 2035-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34296 | PA      | $36045.34     | 0.01%             | 2044-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    412605 | PA      | $439428.25    | 0.13%             | 2050-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19056 | PA      | $19774.31     | 0.01%             | 2032-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1053968 | PA      | $1090807.09   | 0.33%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    308238 | PA      | $324384.76    | 0.10%             | 2032-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    562233 | PA      | $575315.70    | 0.18%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178920 | PA      | $184957.75    | 0.06%             | 2035-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    357482 | PA      | $373386.45    | 0.11%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    629854 | PA      | $655573.70    | 0.20%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       189 | PA      | $193.47       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AEDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5001000 | PA      | $5181779.00   | 1.58%             | 2045-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450496 | PA      | $469870.85    | 0.14%             | 2036-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CYF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       809 | PA      | $831.72       | 0.00%             | 2027-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4135 | PA      | $4323.54      | 0.00%             | 2031-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    358653 | PA      | $376938.37    | 0.11%             | 2034-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3525178 | PA      | $3742809.20   | 1.14%             | 2032-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    569332 | PA      | $602062.71    | 0.18%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2258 | PA      | $2359.38      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44580 | PA      | $46252.77     | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LL61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    595662 | PA      | $629728.81    | 0.19%             | 2032-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    435328 | PA      | $454469.12    | 0.14%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BSN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122321 | PA      | $124571.38    | 0.04%             | 2032-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60740 | PA      | $63260.02     | 0.02%             | 2033-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1981162 | PA      | $2072011.66   | 0.63%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    307825 | PA      | $316369.84    | 0.10%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76339 | PA      | $78305.62     | 0.02%             | 2034-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    759561 | PA      | $789961.17    | 0.24%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83350 | PA      | $84982.54     | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67157 | PA      | $71518.38     | 0.02%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209K6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10057 | PA      | $10236.35     | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202D4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    335228 | PA      | $350640.22    | 0.11%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208V5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80976 | PA      | $82656.39     | 0.03%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1133645 | PA      | $1171387.80   | 0.36%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        45 | PA      | $45.53        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200S6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82791 | PA      | $85730.89     | 0.03%             | 2031-09-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1221439 | PA      | $1277601.08   | 0.39%             | 2041-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209BYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37 | PA      | $37.18        | 0.00%             | 2028-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    995421 | PA      | $1051080.82   | 0.32%             | 2041-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    484877 | PA      | $510013.44    | 0.16%             | 2035-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    280693 | PA      | $289300.70    | 0.09%             | 2039-02-20      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57191 | PA      | $58055.28     | 0.02%             | 2029-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143485 | PA      | $149919.21    | 0.05%             | 2031-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200SFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48124 | PA      | $48959.26     | 0.01%             | 2031-11-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35585 | PA      | $37670.65     | 0.01%             | 2041-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    613948 | PA      | $636873.90    | 0.19%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    613820 | PA      | $643158.82    | 0.20%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2S60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3218382 | PA      | $3300929.02   | 1.01%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    680282 | PA      | $703239.06    | 0.21%             | 2028-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1069200 | PA      | $1122027.51   | 0.34%             | 2042-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BD54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $196.08       | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    644970 | PA      | $681093.27    | 0.21%             | 2040-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    390216 | PA      | $403848.04    | 0.12%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22425 | PA      | $23302.18     | 0.01%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294602 | PA      | $310412.61    | 0.09%             | 2033-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2107168 | PA      | $2229648.04   | 0.68%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    198649 | PA      | $203914.16    | 0.06%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5555 | PA      | $5742.16      | 0.00%             | 2030-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $121.64       | 0.00%             | 2026-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1131862 | PA      | $1185977.61   | 0.36%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211YCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8197 | PA      | $8238.00      | 0.00%             | 2029-11-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212QUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11115 | PA      | $11147.06     | 0.00%             | 2030-09-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85612 | PA      | $89463.09     | 0.03%             | 2031-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176442 | PA      | $182745.85    | 0.06%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91215 | PA      | $93446.60     | 0.03%             | 2031-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    385610 | PA      | $394467.90    | 0.12%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        19 | PA      | $18.90        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1197402 | PA      | $1246891.77   | 0.38%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11201 | PA      | $11174.41     | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365876 | PA      | $374216.29    | 0.11%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1936608 | PA      | $2006706.96   | 0.61%             | 2033-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    516802 | PA      | $542713.15    | 0.17%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1603808 | PA      | $1623314.84   | 0.50%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Victory Portfolios

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer