# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001752724-25-210036
**Filing Date:** 2025-8
**Character Count:** 199905
**Document Hash:** 52a36c037053dc314869858634e31eb9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210036.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210036

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**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:** 251268207

**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:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $336812076.04

**Total Liabilities:** $257008.84

**Net Assets:** $336555067.20

**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 | 0.71%                | -0.19%               | 0.60%                |
| Class ID C000098399 | 0.86%                | -0.33%               | 0.60%                |
| Class ID C000002344 | 0.84%                | -0.35%               | 0.58%                |
| Class ID C000002345 | 0.62%                | -0.27%               | 0.51%                |
| Class ID C000155524 | 0.86%                | -0.33%               | 0.60%                |
| Class ID C000219862 | 0.70%                | -0.19%               | 0.59%                |
| Class ID C000002346 | 0.83%                | -0.35%               | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-575758.96              | $1995546.83                                |
| Month 2  | $-555086.47              | $-1611540.59                               |
| Month 3  | $-519202.61              | $1524281.44                                |

### 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                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206DFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       556 | PA      | $559.12       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38381RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1243788 | PA      | $1294989.92   | 0.38%             | 2049-02-20      | Variable      | 7.91%                 | 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        |   2715557 | PA      | $2896551.50   | 0.86%             | 2038-09-20      | Fixed         | 6.00%                 | 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        |    543796 | PA      | $559765.40    | 0.17%             | 2031-07-20      | 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        |    122777 | PA      | $129928.08    | 0.04%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A25X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393716 | PA      | $418335.87    | 0.12%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    375040 | PA      | $390084.65    | 0.12%             | 2035-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66014000 | PA      | $69600932.74  | 20.68%            | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7459 | PA      | $7607.51      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | 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        |       330 | PA      | $340.10       | 0.00%             | 2028-08-20      | Fixed         | 6.00%                 | 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        |    382612 | PA      | $406333.36    | 0.12%             | 2031-11-20      | Fixed         | 8.00%                 | 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        |     39451 | PA      | $41212.24     | 0.01%             | 2046-01-20      | Fixed         | 6.00%                 | 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        |     11101 | PA      | $11049.25     | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | 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        |     10240 | PA      | $10226.54     | 0.00%             | 2029-11-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    619853 | PA      | $652276.94    | 0.19%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425313 | PA      | $448029.85    | 0.13%             | 2034-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1508830 | PA      | $1579784.39   | 0.47%             | 2036-07-15      | Fixed         | 6.00%                 | 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        |      5804 | PA      | $5994.17      | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | 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        |    159241 | PA      | $164061.00    | 0.05%             | 2034-07-20      | Fixed         | 5.50%                 | 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        |    755747 | PA      | $790580.13    | 0.23%             | 2031-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4589443 | PA      | $4691217.18   | 1.39%             | 2034-12-15      | Fixed         | 5.00%                 | 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        |      7845 | PA      | $8102.45      | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | 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        |    328678 | PA      | $347891.60    | 0.10%             | 2035-02-15      | Fixed         | 7.50%                 | 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        |     16539 | PA      | $16544.37     | 0.00%             | 2030-05-20      | Fixed         | 7.30%                 | 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        |      2970 | PA      | $3015.18      | 0.00%             | 2029-12-20      | 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        |     46191 | PA      | $46186.29     | 0.01%             | 2038-04-20      | Fixed         | 6.00%                 | 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        |    106670 | PA      | $110173.86    | 0.03%             | 2038-10-20      | Fixed         | 7.00%                 | 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        |     88874 | PA      | $91757.24     | 0.03%             | 2031-09-20      | Fixed         | 6.49%                 | 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        |    537368 | PA      | $565816.88    | 0.17%             | 2032-03-15      | Fixed         | 7.50%                 | 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        |     41656 | PA      | $41785.71     | 0.01%             | 2028-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $118.51       | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | 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        |    147878 | PA      | $152242.22    | 0.05%             | 2029-09-20      | Fixed         | 7.50%                 | 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        |   1282456 | PA      | $1391987.17   | 0.41%             | 2036-09-20      | Fixed         | 6.50%                 | 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        |     38569 | PA      | $40025.89     | 0.01%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    931289 | PA      | $965294.28    | 0.29%             | 2033-07-15      | Fixed         | 5.50%                 | 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        |    148716 | PA      | $157319.53    | 0.05%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    486283 | PA      | $516496.94    | 0.15%             | 2032-02-15      | Fixed         | 7.50%                 | 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        |        82 | PA      | $84.83        | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | 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        |     13199 | PA      | $13149.44     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | 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        |    520223 | PA      | $546290.53    | 0.16%             | 2031-09-20      | 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        |     12512 | PA      | $13096.99     | 0.00%             | 2046-06-20      | 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        |      2989 | PA      | $3087.37      | 0.00%             | 2029-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36297F3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    378470 | PA      | $381604.09    | 0.11%             | 2039-11-15      | Fixed         | 5.00%                 | 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        |      7323 | PA      | $7496.64      | 0.00%             | 2030-04-20      | Fixed         | 7.50%                 | 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        |     13273 | PA      | $13215.52     | 0.00%             | 2029-05-20      | Fixed         | 6.28%                 | 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        |       463 | PA      | $478.12       | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    845999 | PA      | $878283.65    | 0.26%             | 2034-12-15      | Fixed         | 6.50%                 | 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        |   8232915 | PA      | $8511043.71   | 2.53%             | 2045-05-20      | Fixed         | 5.50%                 | 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        |     38626 | PA      | $40400.91     | 0.01%             | 2045-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $22.41        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | 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        |   4494838 | PA      | $4626233.89   | 1.37%             | 2032-09-20      | Fixed         | 6.00%                 | 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        |      4723 | PA      | $4878.39      | 0.00%             | 2029-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36176SE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    128159 | PA      | $132557.06    | 0.04%             | 2039-08-15      | Fixed         | 5.00%                 | 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        |      2010 | PA      | $2065.83      | 0.00%             | 2028-12-20      | Fixed         | 6.50%                 | 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        |      7682 | PA      | $8019.39      | 0.00%             | 2044-03-20      | Fixed         | 6.00%                 | 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        |    102516 | PA      | $105508.83    | 0.03%             | 2033-02-20      | Fixed         | 5.50%                 | 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        |      4189 | PA      | $4326.28      | 0.00%             | 2027-05-20      | Fixed         | 7.00%                 | 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        |     12948 | PA      | $13035.50     | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | 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        |     12361 | PA      | $12786.91     | 0.00%             | 2029-05-20      | Fixed         | 6.00%                 | 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        |     12099 | PA      | $12496.88     | 0.00%             | 2029-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2600 | PA      | $2652.02      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209XLB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2373 | PA      | $2375.70      | 0.00%             | 2028-08-20      | Fixed         | 6.12%                 | 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        |    681780 | PA      | $711777.33    | 0.21%             | 2032-01-20      | Fixed         | 8.00%                 | 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        |      3063 | PA      | $3186.32      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    851656 | PA      | $881356.22    | 0.26%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A9YC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    567625 | PA      | $570107.69    | 0.17%             | 2039-12-15      | Fixed         | 5.00%                 | 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        |    173555 | PA      | $180671.63    | 0.05%             | 2034-09-20      | Fixed         | 6.00%                 | 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        |    237578 | PA      | $245896.07    | 0.07%             | 2032-01-20      | Fixed         | 6.50%                 | 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        |   1217149 | PA      | $1287453.78   | 0.38%             | 2032-06-20      | 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        |    241517 | PA      | $247932.68    | 0.07%             | 2029-05-15      | Fixed         | 6.50%                 | 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        |     18160 | PA      | $18659.75     | 0.01%             | 2029-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ABAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    375372 | PA      | $389237.28    | 0.12%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3712939 | PA      | $3883004.27   | 1.15%             | 2045-11-15      | Fixed         | 5.50%                 | 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        |      1484 | PA      | $1553.91      | 0.00%             | 2048-08-20      | 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        |    703414 | PA      | $756327.70    | 0.22%             | 2039-03-15      | 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        |    781145 | PA      | $819677.01    | 0.24%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66166 | PA      | $69587.38     | 0.02%             | 2040-04-15      | Fixed         | 6.00%                 | 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        |     64437 | PA      | $66744.21     | 0.02%             | 2032-06-20      | 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        |   1282739 | PA      | $1275318.02   | 0.38%             | 2038-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1192084 | PA      | $1255251.59   | 0.37%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    623741 | PA      | $654669.34    | 0.19%             | 2038-10-15      | 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        |    281934 | PA      | $290591.60    | 0.09%             | 2049-05-15      | Fixed         | 8.00%                 | 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        |    139218 | PA      | $141477.23    | 0.04%             | 2032-03-20      | Fixed         | 5.50%                 | 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        |    209218 | PA      | $213617.27    | 0.06%             | 2033-03-20      | Fixed         | 5.50%                 | 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        |     10330 | PA      | $10815.72     | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | 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        |     76061 | PA      | $79318.15     | 0.02%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    397976 | PA      | $404720.12    | 0.12%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1028025 | PA      | $1092205.95   | 0.32%             | 2039-01-15      | 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        |       144 | PA      | $144.98       | 0.00%             | 2027-02-15      | 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        |    286296 | PA      | $301804.28    | 0.09%             | 2033-01-15      | Fixed         | 6.50%                 | 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        |    492524 | PA      | $492447.91    | 0.15%             | 2031-01-15      | Fixed         | 8.00%                 | 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        |    159725 | PA      | $160874.34    | 0.05%             | 2034-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ADWD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2346259 | PA      | $2469179.04   | 0.73%             | 2041-06-15      | Fixed         | 6.00%                 | 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        |    282334 | PA      | $290235.46    | 0.09%             | 2028-10-20      | Fixed         | 6.50%                 | 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        |    121828 | PA      | $125829.82    | 0.04%             | 2030-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3216546 | PA      | $3467407.98   | 1.03%             | 2038-06-15      | Fixed         | 6.50%                 | 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        |     15150 | PA      | $15130.09     | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2590706 | PA      | $2688431.62   | 0.80%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3416227 | PA      | $3653071.26   | 1.09%             | 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        |    265197 | PA      | $275149.12    | 0.08%             | 2038-12-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        59 | PA      | $59.33        | 0.00%             | 2026-05-15      | 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        |   1120177 | PA      | $1165072.88   | 0.35%             | 2032-10-20      | Fixed         | 6.00%                 | 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        |   1172499 | PA      | $1239973.27   | 0.37%             | 2032-01-15      | 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        |    213674 | PA      | $223345.93    | 0.07%             | 2035-03-15      | Fixed         | 7.00%                 | 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        |    267862 | PA      | $281878.13    | 0.08%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1719310 | PA      | $1704934.94   | 0.51%             | 2041-05-15      | Fixed         | 4.50%                 | 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        |      6684 | PA      | $6720.51      | 0.00%             | 2028-10-20      | Fixed         | 6.28%                 | 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        |     29035 | PA      | $30184.96     | 0.01%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    559834 | PA      | $587545.67    | 0.17%             | 2035-08-15      | Fixed         | 7.00%                 | 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        |    163596 | PA      | $169578.59    | 0.05%             | 2031-08-20      | Fixed         | 6.00%                 | 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        |    150537 | PA      | $153316.24    | 0.05%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    432430 | PA      | $443934.32    | 0.13%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    488075 | PA      | $503767.56    | 0.15%             | 2029-08-15      | Fixed         | 7.00%                 | 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        |      3663 | PA      | $3835.34      | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137617 | PA      | $141672.86    | 0.04%             | 2031-02-15      | 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        |    248660 | PA      | $258831.26    | 0.08%             | 2031-06-20      | 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        |     24140 | PA      | $24128.64     | 0.01%             | 2032-03-20      | Fixed         | 6.49%                 | 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        |   1629821 | PA      | $1706056.61   | 0.51%             | 2041-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36207B3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37 | PA      | $37.24        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | 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        |    617325 | PA      | $653102.69    | 0.19%             | 2032-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ABYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41916 | PA      | $42128.67     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | 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        |     28371 | PA      | $29704.66     | 0.01%             | 2043-01-20      | Fixed         | 6.00%                 | 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        |   3255867 | PA      | $3346678.21   | 0.99%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    193159 | PA      | $199713.57    | 0.06%             | 2035-02-15      | Fixed         | 6.50%                 | 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        |    366124 | PA      | $380222.37    | 0.11%             | 2034-02-20      | Fixed         | 6.00%                 | 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        |      2083 | PA      | $2138.95      | 0.00%             | 2029-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    455035 | PA      | $464559.95    | 0.14%             | 2031-03-15      | Fixed         | 6.00%                 | 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        |       644 | PA      | $659.08       | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36205RXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       210 | PA      | $210.89       | 0.00%             | 2026-04-15      | 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        |     15595 | PA      | $15673.04     | 0.00%             | 2031-08-15      | Fixed         | 8.50%                 | 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        |    116325 | PA      | $120651.68    | 0.04%             | 2029-11-20      | Fixed         | 7.50%                 | 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        |    108058 | PA      | $113142.17    | 0.03%             | 2047-12-20      | Fixed         | 6.00%                 | 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        |      1952 | PA      | $2042.88      | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2C67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288235 | PA      | $293910.24    | 0.09%             | 2027-09-15      | Fixed         | 8.00%                 | 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        |      8284 | PA      | $8463.62      | 0.00%             | 2031-05-20      | Fixed         | 7.50%                 | 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        |   2434140 | PA      | $2515362.67   | 0.75%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36207ECG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        67 | PA      | $67.66        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206MBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        36 | PA      | $36.62        | 0.00%             | 2026-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    941444 | PA      | $946954.87    | 0.28%             | 2040-09-15      | Fixed         | 5.00%                 | 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        |    380541 | PA      | $385217.05    | 0.11%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238575 | PA      | $249285.31    | 0.07%             | 2034-07-15      | Fixed         | 6.00%                 | 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        |   1020157 | PA      | $1133476.70   | 0.34%             | 2038-12-20      | 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        |      2997 | PA      | $3138.27      | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225058 | PA      | $236828.98    | 0.07%             | 2038-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    332928 | PA      | $345113.05    | 0.10%             | 2034-08-15      | Fixed         | 6.50%                 | 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        |    570720 | PA      | $597034.63    | 0.18%             | 2032-11-20      | 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        |    195210 | PA      | $199742.52    | 0.06%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ACUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5719037 | PA      | $5948139.36   | 1.77%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206UXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       658 | PA      | $662.62       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAB60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    452789 | PA      | $470301.31    | 0.14%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231386 | PA      | $239021.74    | 0.07%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    325145 | PA      | $337396.61    | 0.10%             | 2039-02-20      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1168541 | PA      | $1214410.95   | 0.36%             | 2036-05-15      | 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        |    400407 | PA      | $422157.93    | 0.13%             | 2035-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2331 | PA      | $2386.96      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | 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        |    308791 | PA      | $318582.02    | 0.09%             | 2032-03-20      | 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        |     37093 | PA      | $38797.49     | 0.01%             | 2044-11-20      | Fixed         | 6.00%                 | 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        |      1263 | PA      | $1304.22      | 0.00%             | 2029-04-20      | Fixed         | 7.00%                 | 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        |      4809 | PA      | $4967.08      | 0.00%             | 2027-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    587283 | PA      | $616567.77    | 0.18%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73242 | PA      | $78404.85     | 0.02%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25916 | PA      | $26696.65     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2215921 | PA      | $2313991.16   | 0.69%             | 2033-11-15      | 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        |    299973 | PA      | $299831.09    | 0.09%             | 2033-09-15      | Fixed         | 7.75%                 | 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        |      2865 | PA      | $2944.89      | 0.00%             | 2029-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378HJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    209759 | PA      | $221703.83    | 0.07%             | 2034-10-20      | Variable      | 7.33%                 | 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        |    328284 | PA      | $343479.07    | 0.10%             | 2033-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212P5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $29.28        | 0.00%             | 2030-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.34         | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | 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        |      2045 | PA      | $2111.94      | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | 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        |     51653 | PA      | $51964.91     | 0.02%             | 2031-11-20      | Fixed         | 6.49%                 | 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        |      1023 | PA      | $1051.18      | 0.00%             | 2029-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    387250 | PA      | $407693.07    | 0.12%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    925688 | PA      | $951784.09    | 0.28%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    825155 | PA      | $843649.47    | 0.25%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |    138819 | PA      | $138800.52    | 0.04%             | 2033-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142000 | PA      | $144475.18    | 0.04%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       138 | PA      | $138.71       | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | 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        |    127034 | PA      | $128937.35    | 0.04%             | 2031-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       691 | PA      | $691.01       | 0.00%             | 2025-12-15      | Fixed         | 6.50%                 | 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        |     24318 | PA      | $25398.06     | 0.01%             | 2046-07-20      | Fixed         | 6.00%                 | 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        |    432520 | PA      | $446651.51    | 0.13%             | 2033-01-20      | 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        |    755503 | PA      | $776957.98    | 0.23%             | 2029-11-15      | Fixed         | 8.00%                 | 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        |    213425 | PA      | $224704.00    | 0.07%             | 2032-10-20      | Fixed         | 6.50%                 | 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        |     24203 | PA      | $24472.48     | 0.01%             | 2029-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    712646 | PA      | $742276.68    | 0.22%             | 2036-02-15      | 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        |     87952 | PA      | $90734.03     | 0.03%             | 2036-07-15      | 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        |     37754 | PA      | $39100.62     | 0.01%             | 2031-11-20      | 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        |   1787710 | PA      | $1940355.23   | 0.58%             | 2036-10-20      | Fixed         | 6.50%                 | 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        |       869 | PA      | $909.74       | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29127 | PA      | $29210.97     | 0.01%             | 2029-10-15      | Fixed         | 7.00%                 | 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        |     20854 | PA      | $20752.56     | 0.01%             | 2031-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67601 | PA      | $69434.32     | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | 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        |   1389104 | PA      | $1440716.19   | 0.43%             | 2032-10-20      | Fixed         | 5.50%                 | 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        |     85630 | PA      | $86746.09     | 0.03%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29088 | PA      | $29420.22     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241K3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    809487 | PA      | $854526.80    | 0.25%             | 2035-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38382MP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1339153 | PA      | $1403577.12   | 0.42%             | 2051-01-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 383739LD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37646 | PA      | $37568.34     | 0.01%             | 2031-03-16      | Fixed         | 6.50%                 | 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        |     63799 | PA      | $64669.07     | 0.02%             | 2032-01-20      | Fixed         | 6.00%                 | 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        |     22018 | PA      | $22596.13     | 0.01%             | 2028-11-20      | 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        |      5730 | PA      | $5910.09      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1446752 | PA      | $1484982.54   | 0.44%             | 2038-11-15      | Fixed         | 6.50%                 | 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        |     25627 | PA      | $26421.81     | 0.01%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    624948 | PA      | $637109.86    | 0.19%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3623763 | PA      | $3772380.20   | 1.12%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    709440 | PA      | $735929.01    | 0.22%             | 2039-07-15      | 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        |   1054792 | PA      | $1108050.38   | 0.33%             | 2041-03-15      | Fixed         | 6.00%                 | 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        |      7097 | PA      | $7356.70      | 0.00%             | 2031-10-20      | 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        |   1692379 | PA      | $1776298.19   | 0.53%             | 2041-06-15      | Fixed         | 6.00%                 | 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        |       134 | PA      | $138.85       | 0.00%             | 2026-02-20      | 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        |    114625 | PA      | $119776.79    | 0.04%             | 2039-06-20      | Variable      | 7.13%                 | 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        |      9715 | PA      | $10277.12     | 0.00%             | 2031-08-20      | Fixed         | 7.00%                 | 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        |      1158 | PA      | $1196.34      | 0.00%             | 2027-11-20      | Fixed         | 7.00%                 | 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        |    567165 | PA      | $593614.83    | 0.18%             | 2031-07-15      | Fixed         | 7.00%                 | 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        |    442895 | PA      | $455289.63    | 0.14%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    540070 | PA      | $566216.25    | 0.17%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14379 | PA      | $14471.58     | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | 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        |     29141 | PA      | $29206.73     | 0.01%             | 2029-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    835902 | PA      | $868682.76    | 0.26%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    947634 | PA      | $950051.41    | 0.28%             | 2039-10-15      | Fixed         | 5.00%                 | 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        |    331269 | PA      | $344860.44    | 0.10%             | 2034-01-20      | Fixed         | 6.00%                 | 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        |      2452 | PA      | $2545.19      | 0.00%             | 2031-02-20      | Fixed         | 7.50%                 | 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        |    208961 | PA      | $218778.00    | 0.07%             | 2047-02-20      | Fixed         | 6.00%                 | 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        |    294769 | PA      | $307109.00    | 0.09%             | 2031-05-20      | Fixed         | 7.50%                 | 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        |      7186 | PA      | $7523.37      | 0.00%             | 2043-07-20      | 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        |   4273278 | PA      | $4481753.45   | 1.33%             | 2036-04-15      | Fixed         | 6.50%                 | 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        |      4647 | PA      | $4853.81      | 0.00%             | 2031-01-20      | Fixed         | 7.00%                 | 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        |     86371 | PA      | $89469.80     | 0.03%             | 2031-09-15      | Fixed         | 7.00%                 | 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        |     30386 | PA      | $32089.45     | 0.01%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94161 | PA      | $95121.33     | 0.03%             | 2029-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378A2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    258726 | PA      | $263178.92    | 0.08%             | 2031-11-20      | Variable      | 7.74%                 | 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        |    965493 | PA      | $993481.05    | 0.30%             | 2033-01-20      | Fixed         | 6.00%                 | 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        |     25511 | PA      | $26544.55     | 0.01%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2998571 | PA      | $3157734.40   | 0.94%             | 2035-01-15      | Fixed         | 6.50%                 | 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        |     63127 | PA      | $65573.48     | 0.02%             | 2031-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210TLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14215 | PA      | $14149.62     | 0.00%             | 2028-11-20      | Fixed         | 6.12%                 | 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        |        43 | PA      | $44.88        | 0.00%             | 2029-08-20      | Fixed         | 6.00%                 | 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        |     10866 | PA      | $11377.01     | 0.00%             | 2047-05-20      | Fixed         | 6.00%                 | 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        |     41642 | PA      | $41830.77     | 0.01%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        55 | PA      | $55.59        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1019272 | PA      | $1057964.77   | 0.31%             | 2037-01-15      | Fixed         | 7.50%                 | 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        |       901 | PA      | $908.57       | 0.00%             | 2030-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY BILL                 | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20485000 | PA      | $20463533.36  | 6.08%             | 2025-07-10      | None          | 0.00%                 | 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        |      6179 | PA      | $6382.07      | 0.00%             | 2028-05-20      | Fixed         | 7.00%                 | 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        |     24607 | PA      | $24777.28     | 0.01%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379MDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1622060 | PA      | $1718927.95   | 0.51%             | 2040-01-20      | Variable      | 6.92%                 | 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        |   1806442 | PA      | $1908930.32   | 0.57%             | 2035-12-15      | 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        |       319 | PA      | $323.33       | 0.00%             | 2027-11-15      | 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        |       648 | PA      | $655.47       | 0.00%             | 2033-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1733667 | PA      | $1820317.14   | 0.54%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       613 | PA      | $615.13       | 0.00%             | 2026-04-15      | 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        |      6956 | PA      | $7264.94      | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    304634 | PA      | $324884.52    | 0.10%             | 2036-03-15      | 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        |    261798 | PA      | $276099.74    | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | 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        |    115969 | PA      | $118571.54    | 0.04%             | 2031-08-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208V5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99955 | PA      | $102171.56    | 0.03%             | 2028-07-15      | Fixed         | 7.00%                 | 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        |    227119 | PA      | $233474.90    | 0.07%             | 2035-03-20      | Fixed         | 6.50%                 | 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        |      5409 | PA      | $5402.13      | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144578 | PA      | $147697.72    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | 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        |     12574 | PA      | $13165.22     | 0.00%             | 2043-02-20      | Fixed         | 6.00%                 | 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        |     19921 | PA      | $20576.52     | 0.01%             | 2032-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AABE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    383266 | PA      | $366517.89    | 0.11%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2S60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4164307 | PA      | $4266011.23   | 1.27%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    285943 | PA      | $301708.48    | 0.09%             | 2040-12-15      | Fixed         | 6.00%                 | 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        |    297244 | PA      | $305562.27    | 0.09%             | 2029-06-20      | Fixed         | 6.50%                 | 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        |      6800 | PA      | $6793.64      | 0.00%             | 2028-12-20      | Fixed         | 6.28%                 | 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        |   1139809 | PA      | $1216726.37   | 0.36%             | 2038-07-20      | Fixed         | 6.00%                 | 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        |    685259 | PA      | $720239.93    | 0.21%             | 2050-09-20      | Fixed         | 6.00%                 | 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        |    109794 | PA      | $109777.57    | 0.03%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    324695 | PA      | $318292.28    | 0.09%             | 2041-03-15      | Fixed         | 4.50%                 | 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        |    288056 | PA      | $299489.35    | 0.09%             | 2035-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1368831 | PA      | $1407868.73   | 0.42%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    741215 | PA      | $780806.22    | 0.23%             | 2038-10-15      | 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        |    342574 | PA      | $360227.08    | 0.11%             | 2032-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2SM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119305 | PA      | $122262.81    | 0.04%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14129 | PA      | $14234.39     | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | 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        |     28121 | PA      | $29217.87     | 0.01%             | 2031-06-20      | Fixed         | 7.50%                 | 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        |    161964 | PA      | $169721.71    | 0.05%             | 2032-08-20      | 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        |     79379 | PA      | $78940.49     | 0.02%             | 2033-12-15      | Fixed         | 4.50%                 | 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        |      5137 | PA      | $5319.84      | 0.00%             | 2032-01-20      | Fixed         | 6.00%                 | 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        |    176270 | PA      | $185708.62    | 0.06%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378DU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    487303 | PA      | $506094.34    | 0.15%             | 2039-11-20      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2UH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2205135 | PA      | $2152225.57   | 0.64%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83508 | PA      | $84914.79     | 0.03%             | 2029-01-15      | Fixed         | 7.50%                 | 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        |       350 | PA      | $361.52       | 0.00%             | 2026-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2TB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    188282 | PA      | $197235.10    | 0.06%             | 2038-08-15      | Fixed         | 7.00%                 | 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        |    256783 | PA      | $269879.45    | 0.08%             | 2031-10-20      | Fixed         | 6.50%                 | 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        |     11268 | PA      | $11798.45     | 0.00%             | 2047-09-20      | 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        |   2368364 | PA      | $2505032.92   | 0.74%             | 2032-05-20      | Fixed         | 6.50%                 | 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        |   1775000 | PA      | $1853132.99   | 0.55%             | 2035-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2ET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    756518 | PA      | $793649.91    | 0.24%             | 2036-06-15      | Fixed         | 7.00%                 | 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        |    336036 | PA      | $354883.56    | 0.11%             | 2038-10-20      | Fixed         | 7.00%                 | 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        |     45148 | PA      | $47571.53     | 0.01%             | 2041-06-20      | 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        |     61477 | PA      | $62289.84     | 0.02%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       825 | PA      | $829.12       | 0.00%             | 2035-09-16      | 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        |   1099230 | PA      | $1155806.79   | 0.34%             | 2036-08-15      | Fixed         | 6.00%                 | 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        |       557 | PA      | $583.19       | 0.00%             | 2047-07-20      | 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        |   1510357 | PA      | $1576447.01   | 0.47%             | 2039-10-20      | 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        |      9785 | PA      | $10244.62     | 0.00%             | 2039-09-20      | 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        |      8331 | PA      | $8288.29      | 0.00%             | 2028-09-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         8 | PA      | $7.77         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | 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        |      6025 | PA      | $6223.23      | 0.00%             | 2028-11-20      | Fixed         | 7.00%                 | 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        |     30636 | PA      | $31618.71     | 0.01%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211636 | PA      | $216585.79    | 0.06%             | 2032-03-15      | Fixed         | 7.50%                 | 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        |     16687 | PA      | $17453.70     | 0.01%             | 2040-02-20      | Fixed         | 6.00%                 | 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        |     14525 | PA      | $15180.63     | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    527817 | PA      | $550696.85    | 0.16%             | 2035-06-15      | Fixed         | 7.50%                 | 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        |     17152 | PA      | $17190.17     | 0.01%             | 2030-12-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118955 | PA      | $121505.79    | 0.04%             | 2028-12-15      | 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        |    104107 | PA      | $107379.63    | 0.03%             | 2032-08-20      | 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        |    625256 | PA      | $656235.57    | 0.19%             | 2041-06-15      | 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        |       328 | PA      | $338.79       | 0.00%             | 2028-12-20      | Fixed         | 7.00%                 | 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        |     42145 | PA      | $42655.25     | 0.01%             | 2031-11-20      | Fixed         | 6.00%                 | 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        |    313422 | PA      | $326138.10    | 0.10%             | 2032-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    384925 | PA      | $394673.76    | 0.12%             | 2029-03-15      | Fixed         | 7.00%                 | 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        |       830 | PA      | $853.62       | 0.00%             | 2029-04-20      | 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        |     28523 | PA      | $29826.42     | 0.01%             | 2045-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1322107 | PA      | $1396087.56   | 0.41%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    353073 | PA      | $372665.29    | 0.11%             | 2039-02-15      | 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        |       917 | PA      | $946.97       | 0.00%             | 2026-06-20      | Fixed         | 7.00%                 | 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        |   1463345 | PA      | $1530725.60   | 0.45%             | 2034-04-15      | Fixed         | 7.50%                 | 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        |     22606 | PA      | $22588.85     | 0.01%             | 2029-06-20      | Fixed         | 6.28%                 | 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        |     31350 | PA      | $32790.48     | 0.01%             | 2043-05-20      | Fixed         | 6.00%                 | 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        |     38767 | PA      | $38707.75     | 0.01%             | 2031-11-20      | Fixed         | 6.49%                 | 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        |     61566 | PA      | $63175.47     | 0.02%             | 2031-09-20      | Fixed         | 6.00%                 | 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        |     37033 | PA      | $38168.02     | 0.01%             | 2030-03-20      | Fixed         | 7.50%                 | 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        |      7130 | PA      | $7365.97      | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1363126 | PA      | $1419184.87   | 0.42%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    431892 | PA      | $450338.61    | 0.13%             | 2033-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215307 | PA      | $222659.92    | 0.07%             | 2034-07-15      | Fixed         | 6.50%                 | 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        |     40169 | PA      | $40855.18     | 0.01%             | 2029-02-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44196 | PA      | $45462.50     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113900 | PA      | $116129.70    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    683897 | PA      | $707874.53    | 0.21%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    959060 | PA      | $982544.67    | 0.29%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ARW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4073 | PA      | $4124.44      | 0.00%             | 2034-03-20      | Fixed         | 6.00%                 | 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        |      1599 | PA      | $1651.89      | 0.00%             | 2031-05-20      | 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        |   1200986 | PA      | $1240220.85   | 0.37%             | 2032-09-15      | Fixed         | 6.50%                 | 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        |     14411 | PA      | $15043.85     | 0.00%             | 2036-08-20      | 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        |     29687 | PA      | $30783.57     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    345419 | PA      | $363779.95    | 0.11%             | 2031-12-15      | Fixed         | 8.00%                 | 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        |     36228 | PA      | $36631.89     | 0.01%             | 2029-01-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    482770 | PA      | $491541.21    | 0.15%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36295NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27100 | PA      | $27454.54     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | 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        |    422050 | PA      | $442975.50    | 0.13%             | 2034-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206MYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       955 | PA      | $960.73       | 0.00%             | 2026-04-15      | 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        |   1089051 | PA      | $1135807.15   | 0.34%             | 2036-08-15      | Fixed         | 6.00%                 | 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        |      2145 | PA      | $2205.00      | 0.00%             | 2029-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    647460 | PA      | $692937.39    | 0.21%             | 2039-08-15      | 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        |    811265 | PA      | $837322.51    | 0.25%             | 2032-07-20      | Fixed         | 6.00%                 | 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        |   1832521 | PA      | $1905927.43   | 0.57%             | 2031-12-20      | Fixed         | 6.00%                 | 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        |     10702 | PA      | $11327.56     | 0.00%             | 2038-12-20      | 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        |     46423 | PA      | $48013.50     | 0.01%             | 2030-09-20      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    619464 | PA      | $650303.75    | 0.19%             | 2033-08-15      | Fixed         | 7.50%                 | 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        |     24600 | PA      | $24544.84     | 0.01%             | 2030-04-20      | Fixed         | 7.30%                 | 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        |     20567 | PA      | $21296.08     | 0.01%             | 2032-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    498452 | PA      | $522341.71    | 0.16%             | 2038-09-15      | Fixed         | 6.00%                 | 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        |    252028 | PA      | $263152.93    | 0.08%             | 2036-09-20      | Fixed         | 6.00%                 | 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        |     15277 | PA      | $15934.58     | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    611117 | PA      | $637944.24    | 0.19%             | 2036-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281081 | PA      | $287913.94    | 0.09%             | 2034-08-15      | Fixed         | 7.00%                 | 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        |     15850 | PA      | $16371.14     | 0.00%             | 2027-08-20      | Fixed         | 7.00%                 | 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        |     36047 | PA      | $38325.40     | 0.01%             | 2032-01-20      | Fixed         | 7.50%                 | 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        |   1373439 | PA      | $1438513.36   | 0.43%             | 2032-08-20      | Fixed         | 6.50%                 | 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        |    684290 | PA      | $725158.13    | 0.22%             | 2032-09-20      | Fixed         | 8.00%                 | 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        |       490 | PA      | $505.82       | 0.00%             | 2026-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    274040 | PA      | $287997.43    | 0.09%             | 2038-04-15      | Fixed         | 8.00%                 | 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        |    391786 | PA      | $402167.22    | 0.12%             | 2029-01-20      | 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        |       291 | PA      | $297.04       | 0.00%             | 2029-02-15      | 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        |     76265 | PA      | $80827.19     | 0.02%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152966 | PA      | $156578.20    | 0.05%             | 2031-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2T28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    369848 | PA      | $378296.77    | 0.11%             | 2030-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    554922 | PA      | $595571.77    | 0.18%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1024702 | PA      | $1054934.21   | 0.31%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52707 | PA      | $54197.66     | 0.02%             | 2038-10-15      | Fixed         | 7.00%                 | 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        |    130408 | PA      | $134538.96    | 0.04%             | 2039-09-20      | Fixed         | 6.50%                 | 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        |     65055 | PA      | $67086.68     | 0.02%             | 2033-06-20      | 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        |     47267 | PA      | $48819.57     | 0.01%             | 2031-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds: FedFund; Institutional Shares | BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    186867 | NS      | $186867.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201EKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80342 | PA      | $81765.15     | 0.02%             | 2031-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    305235 | PA      | $321441.23    | 0.10%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225A6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    329363 | PA      | $337479.08    | 0.10%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    818438 | PA      | $852590.14    | 0.25%             | 2040-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2JL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122912 | PA      | $129824.57    | 0.04%             | 2036-08-15      | Fixed         | 6.00%                 | 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        |      5773 | PA      | $6101.34      | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | 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        |   1319748 | PA      | $1367658.92   | 0.41%             | 2041-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    680452 | PA      | $694992.04    | 0.21%             | 2031-02-15      | Fixed         | 6.00%                 | 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        |   3329295 | PA      | $3433354.47   | 1.02%             | 2032-12-20      | Fixed         | 5.50%                 | 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        |    483096 | PA      | $513992.11    | 0.15%             | 2050-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11326 | PA      | $11699.59     | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | 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        |      8924 | PA      | $9216.97      | 0.00%             | 2029-08-20      | 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        |     61664 | PA      | $63652.87     | 0.02%             | 2033-10-20      | 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        |        49 | PA      | $50.45        | 0.00%             | 2026-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3090960 | PA      | $3130537.89   | 0.93%             | 2040-01-15      | Fixed         | 5.00%                 | 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        |   1177912 | PA      | $1229536.74   | 0.37%             | 2042-02-20      | Fixed         | 6.00%                 | 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        |    100926 | PA      | $105249.24    | 0.03%             | 2032-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    959938 | PA      | $984857.63    | 0.29%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59350 | PA      | $61645.28     | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    582384 | PA      | $615489.86    | 0.18%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142172 | PA      | $151053.69    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208FKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4927 | PA      | $4946.26      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379BXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20159 | PA      | $20647.63     | 0.01%             | 2044-05-16      | Variable      | 7.71%                 | 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        |    217629 | PA      | $236665.84    | 0.07%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2197205 | PA      | $2319100.45   | 0.69%             | 2041-06-15      | Fixed         | 6.00%                 | 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        |     57219 | PA      | $58071.49     | 0.02%             | 2031-09-20      | Fixed         | 6.49%                 | 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        |    538441 | PA      | $570092.69    | 0.17%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107861 | PA      | $110748.69    | 0.03%             | 2034-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67859 | PA      | $71079.46     | 0.02%             | 2038-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1851764 | PA      | $1933302.97   | 0.57%             | 2033-12-15      | Fixed         | 6.00%                 | 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        |     16345 | PA      | $16321.50     | 0.00%             | 2029-09-20      | Fixed         | 6.28%                 | 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        |       799 | PA      | $825.27       | 0.00%             | 2028-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28678 | PA      | $29436.16     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | 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        |    127477 | PA      | $129044.04    | 0.04%             | 2042-02-20      | Fixed         | 5.00%                 | 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        |     19169 | PA      | $19756.88     | 0.01%             | 2033-05-20      | Fixed         | 6.00%                 | 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        |     18263 | PA      | $18194.60     | 0.01%             | 2029-05-20      | Fixed         | 6.10%                 | 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        |       601 | PA      | $625.58       | 0.00%             | 2032-03-20      | Fixed         | 6.50%                 | 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        |    863002 | PA      | $899463.16    | 0.27%             | 2032-11-20      | Fixed         | 7.50%                 | 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        |      3531 | PA      | $3666.82      | 0.00%             | 2032-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    345147 | PA      | $357706.60    | 0.11%             | 2031-08-15      | Fixed         | 7.00%                 | 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        |    395011 | PA      | $412099.78    | 0.12%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1515841 | PA      | $1589227.99   | 0.47%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225782 | PA      | $235447.30    | 0.07%             | 2039-01-15      | Fixed         | 7.00%                 | 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        |     37705 | PA      | $39426.88     | 0.01%             | 2039-05-20      | Fixed         | 5.00%                 | 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        |       739 | PA      | $760.03       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    377311 | PA      | $388518.06    | 0.12%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        13 | PA      | $13.33        | 0.00%             | 2026-03-15      | 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        |    240598 | PA      | $246967.12    | 0.07%             | 2039-11-20      | Fixed         | 5.50%                 | 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        |      7871 | PA      | $8129.91      | 0.00%             | 2029-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1373890 | PA      | $1444311.98   | 0.43%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10547 | PA      | $10578.82     | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       357 | PA      | $360.00       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | 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        |      2052 | PA      | $2142.27      | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    417449 | PA      | $435600.91    | 0.13%             | 2033-05-15      | 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        |     82007 | PA      | $86513.59     | 0.03%             | 2034-11-20      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2B68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    920067 | PA      | $954684.72    | 0.28%             | 2039-01-15      | Fixed         | 6.50%                 | 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        |      5116 | PA      | $5259.42      | 0.00%             | 2029-09-20      | Fixed         | 6.50%                 | 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        |   3012089 | PA      | $3171687.37   | 0.94%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109495 | PA      | $113986.80    | 0.03%             | 2038-02-15      | 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        |      3248 | PA      | $3354.68      | 0.00%             | 2032-11-20      | Fixed         | 7.00%                 | 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        |      6357 | PA      | $6535.19      | 0.00%             | 2030-04-20      | Fixed         | 6.50%                 | 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        |   3857615 | PA      | $4080168.82   | 1.21%             | 2032-12-20      | Fixed         | 7.00%                 | 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        |     13767 | PA      | $14219.26     | 0.00%             | 2028-06-20      | 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        |    235382 | PA      | $246267.31    | 0.07%             | 2039-05-20      | 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        |       215 | PA      | $216.38       | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | 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        |    588490 | PA      | $604958.25    | 0.18%             | 2028-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4109878 | PA      | $4363586.69   | 1.30%             | 2032-12-15      | Fixed         | 7.00%                 | 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        |      1333 | PA      | $1376.33      | 0.00%             | 2027-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    746052 | PA      | $771277.94    | 0.23%             | 2034-12-15      | Fixed         | 6.50%                 | 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        |        67 | PA      | $67.19        | 0.00%             | 2028-05-20      | 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        |       258 | PA      | $266.29       | 0.00%             | 2026-07-20      | Fixed         | 7.00%                 | 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        |    198210 | PA      | $206120.28    | 0.06%             | 2032-11-20      | Fixed         | 6.50%                 | 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        |    374257 | PA      | $387672.10    | 0.12%             | 2031-09-20      | Fixed         | 7.00%                 | 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        |    734194 | PA      | $774674.24    | 0.23%             | 2040-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25679 | PA      | $26606.73     | 0.01%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 01N072655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    779397 | PA      | $818066.46    | 0.24%             | 2049-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225A6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    204175 | PA      | $208623.95    | 0.06%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378MSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    645799 | PA      | $665748.95    | 0.20%             | 2034-04-20      | Variable      | 6.03%                 | 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        |     19166 | PA      | $19170.98     | 0.01%             | 2031-02-20      | Fixed         | 7.30%                 | 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        |    706380 | PA      | $739599.34    | 0.22%             | 2031-12-20      | 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        |    885984 | PA      | $910777.99    | 0.27%             | 2028-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206VD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       195 | PA      | $195.98       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | 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        |     59452 | PA      | $60819.62     | 0.02%             | 2028-12-20      | Fixed         | 6.28%                 | 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        |     13759 | PA      | $13736.95     | 0.00%             | 2030-09-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1046049 | PA      | $1098794.11   | 0.33%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36290SB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       619 | PA      | $636.78       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2CK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    380386 | PA      | $399657.00    | 0.12%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    675784 | PA      | $697607.98    | 0.21%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    899511 | PA      | $927252.55    | 0.28%             | 2038-10-15      | 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        |    475566 | PA      | $491056.61    | 0.15%             | 2036-06-15      | Fixed         | 6.00%                 | 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        |     96737 | PA      | $100190.97    | 0.03%             | 2031-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    568589 | PA      | $595272.16    | 0.18%             | 2034-12-15      | Fixed         | 7.00%                 | 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        |     15296 | PA      | $15453.11     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | 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        |   1483745 | PA      | $1571679.75   | 0.47%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    545383 | PA      | $559421.60    | 0.17%             | 2031-07-15      | Fixed         | 6.50%                 | 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        |    181031 | PA      | $186426.48    | 0.06%             | 2033-04-20      | Fixed         | 6.00%                 | 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        |       626 | PA      | $646.82       | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | 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        |       880 | PA      | $908.45       | 0.00%             | 2027-01-20      | 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        |      1110 | PA      | $1158.63      | 0.00%             | 2035-08-20      | 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        |     93549 | PA      | $96639.21     | 0.03%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       235 | PA      | $237.72       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    495186 | PA      | $521266.78    | 0.15%             | 2032-09-15      | Fixed         | 8.00%                 | 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        |     28814 | PA      | $29760.77     | 0.01%             | 2029-03-20      | 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        |       264 | PA      | $266.24       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124952 | PA      | $126405.88    | 0.04%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1528421 | PA      | $1584641.22   | 0.47%             | 2039-01-15      | Fixed         | 6.50%                 | 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        |       983 | PA      | $1026.84      | 0.00%             | 2044-08-20      | 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        |   1058894 | PA      | $1114390.72   | 0.33%             | 2031-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    708310 | PA      | $733531.34    | 0.22%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153456 | PA      | $156121.91    | 0.05%             | 2029-09-15      | Fixed         | 7.50%                 | 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        |     20993 | PA      | $21710.74     | 0.01%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Victory Portfolios

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer