# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001004726-25-002150
**Filing Date:** 2025-11
**Character Count:** 199123
**Document Hash:** e569173d46a63a9b9e5b15b602863b2b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-002150.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001004726-25-002150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04852
- **FILM NUMBER:** 251520048

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $331913169.53

**Total Liabilities:** $265474.20

**Net Assets:** $331647695.33

**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 | -0.03%               | 0.95%                | 0.28%                |
| Class ID C000098399 | -0.03%               | 0.96%                | 0.29%                |
| Class ID C000002344 | -0.05%               | 0.94%                | 0.26%                |
| Class ID C000002345 | -0.11%               | 0.74%                | 0.34%                |
| Class ID C000155524 | -0.02%               | 0.96%                | 0.29%                |
| Class ID C000219862 | -0.03%               | 0.80%                | 0.42%                |
| Class ID C000002346 | -0.05%               | 0.93%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-504386.78              | $-885576.88                                |
| Month 2  | $-512214.70              | $2366325.48                                |
| Month 3  | $-463509.00              | $455029.98                                 |

### 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        |       373 | PA      | $375.36       | 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        |   1079603 | PA      | $1118805.09   | 0.34%             | 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        |   2630805 | PA      | $2810441.66   | 0.85%             | 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        |    635096 | PA      | $656457.83    | 0.20%             | 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        |    111743 | PA      | $118271.80    | 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        |    368635 | PA      | $391755.05    | 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        |    322953 | PA      | $336290.01    | 0.10%             | 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      | $69317278.51  | 20.90%            | 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        |      6123 | PA      | $6245.52      | 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        |       303 | PA      | $312.70       | 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        |    358581 | PA      | $380255.06    | 0.11%             | 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        |     36761 | PA      | $38536.46     | 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        |     10231 | PA      | $10188.72     | 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        |      9535 | PA      | $9535.59      | 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        |    593937 | PA      | $626801.99    | 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        |    390332 | PA      | $411036.70    | 0.12%             | 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        |   1452116 | PA      | $1522098.68   | 0.46%             | 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        |      5124 | PA      | $5253.54      | 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        |    151687 | PA      | $156621.99    | 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        |    711328 | PA      | $744303.12    | 0.22%             | 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        |   4321482 | PA      | $4419470.30   | 1.33%             | 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        |      7496 | PA      | $7744.12      | 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        |    310059 | PA      | $328047.55    | 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        |     15769 | PA      | $15804.80     | 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        |      2814 | PA      | $2872.09      | 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        |     45530 | PA      | $45635.95     | 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        |    103917 | PA      | $106549.23    | 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        |     85859 | PA      | $88808.45     | 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        |    501151 | PA      | $529741.55    | 0.16%             | 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        |     34045 | PA      | $34120.31     | 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        |        66 | PA      | $66.19        | 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        |    137455 | PA      | $140648.67    | 0.04%             | 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        |   1248483 | PA      | $1356290.15   | 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        |     36096 | PA      | $37551.79     | 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        |    882433 | PA      | $915191.24    | 0.28%             | 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        |    141050 | PA      | $149288.15    | 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        |    434892 | PA      | $462271.85    | 0.14%             | 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        |        77 | PA      | $79.78        | 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        |     12485 | PA      | $12447.86     | 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        |    484960 | PA      | $509304.46    | 0.15%             | 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        |     12260 | PA      | $12883.29     | 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        |      2441 | PA      | $2503.32      | 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        |    364160 | PA      | $371644.58    | 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        |      6716 | PA      | $6885.32      | 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        |     12508 | PA      | $12461.86     | 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        |       419 | PA      | $434.05       | 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        |    795112 | PA      | $825974.58    | 0.25%             | 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        |   7910513 | PA      | $8236698.56   | 2.48%             | 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        |     36691 | PA      | $38528.79     | 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        |        20 | PA      | $20.61        | 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        |   4274001 | PA      | $4420481.21   | 1.33%             | 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        |      4125 | PA      | $4229.96      | 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        |    125667 | PA      | $131536.08    | 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        |      1814 | PA      | $1862.78      | 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        |      6870 | PA      | $7198.56      | 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        |     96287 | PA      | $99179.47     | 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        |      3358 | PA      | $3442.64      | 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        |     11517 | PA      | $11629.24     | 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        |     11391 | PA      | $11795.20     | 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        |     11200 | PA      | $11556.25     | 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        |      2292 | PA      | $2337.06      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | 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        |    630994 | PA      | $662063.67    | 0.20%             | 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        |      2321 | PA      | $2420.85      | 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        |    810880 | PA      | $839887.46    | 0.25%             | 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        |    553071 | PA      | $562319.84    | 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        |    167160 | PA      | $174099.03    | 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        |    215016 | PA      | $222769.21    | 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        |   1161242 | PA      | $1228201.80   | 0.37%             | 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        |    220253 | PA      | $226272.06    | 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        |     16651 | PA      | $17161.24     | 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        |    340572 | PA      | $355420.04    | 0.11%             | 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        |   3506407 | PA      | $3671884.49   | 1.11%             | 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        |      1456 | PA      | $1530.39      | 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        |    658062 | PA      | $711444.23    | 0.21%             | 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        |    737926 | PA      | $774488.17    | 0.23%             | 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        |     63194 | PA      | $66535.51     | 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        |     60887 | PA      | $63395.89     | 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        |   1256620 | PA      | $1266521.57   | 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        |   1119549 | PA      | $1179088.84   | 0.36%             | 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        |    589752 | PA      | $629253.09    | 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        |    243779 | PA      | $251475.52    | 0.08%             | 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        |    133338 | PA      | $135642.36    | 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        |    197606 | PA      | $202165.28    | 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        |      9954 | PA      | $10460.76     | 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        |     72856 | PA      | $76041.80     | 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        |    359173 | PA      | $365660.89    | 0.11%             | 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        |    987592 | PA      | $1052232.44   | 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        |        79 | PA      | $78.75        | 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        |    271886 | PA      | $286510.66    | 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        |    475092 | PA      | $475230.30    | 0.14%             | 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        |    153519 | PA      | $154907.31    | 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        |   2219738 | PA      | $2342706.37   | 0.71%             | 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        |    245188 | PA      | $251743.38    | 0.08%             | 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        |    102417 | PA      | $105011.14    | 0.03%             | 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        |   3091621 | PA      | $3336280.24   | 1.01%             | 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        |     13964 | PA      | $13965.62     | 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        |   2371996 | PA      | $2463105.97   | 0.74%             | 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        |   3299543 | PA      | $3532827.76   | 1.07%             | 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        |    244702 | PA      | $252187.42    | 0.08%             | 2038-12-20      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36206PUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $35.37        | 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        |   1044741 | PA      | $1087196.02   | 0.33%             | 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        |   1097634 | PA      | $1164641.46   | 0.35%             | 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        |    193989 | PA      | $203018.25    | 0.06%             | 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        |    240853 | PA      | $253559.89    | 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        |   1652376 | PA      | $1665230.79   | 0.50%             | 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        |      6188 | PA      | $6241.34      | 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        |     27720 | PA      | $28844.16     | 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        |    520692 | PA      | $546822.80    | 0.16%             | 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        |    151035 | PA      | $157283.58    | 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        |    143650 | PA      | $146461.99    | 0.04%             | 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        |    386783 | PA      | $398616.29    | 0.12%             | 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        |    437371 | PA      | $453318.44    | 0.14%             | 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        |      3515 | PA      | $3694.63      | 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        |    130314 | PA      | $134364.79    | 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        |    228561 | PA      | $237982.54    | 0.07%             | 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        |     23420 | PA      | $23458.75     | 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        |   1531969 | PA      | $1603935.18   | 0.48%             | 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        |        18 | PA      | $18.20        | 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        |    593097 | PA      | $627488.04    | 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        |     39596 | PA      | $39885.63     | 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        |     26756 | PA      | $28118.19     | 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        |   3075576 | PA      | $3164054.88   | 0.95%             | 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        |    171303 | PA      | $177383.90    | 0.05%             | 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        |    350510 | PA      | $364909.17    | 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        |      1840 | PA      | $1894.33      | 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        |    396819 | PA      | $405513.14    | 0.12%             | 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        |       623 | PA      | $642.01       | 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        |       148 | PA      | $148.52       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY BILL                 | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27664000 | PA      | $27334102.37  | 8.24%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13586 | PA      | $13693.44     | 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        |    108687 | PA      | $114312.32    | 0.03%             | 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        |    105823 | PA      | $111217.04    | 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        |      1915 | PA      | $2010.94      | 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        |    231575 | PA      | $235727.60    | 0.07%             | 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        |      6947 | PA      | $7113.26      | 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        |   2287686 | PA      | $2365914.28   | 0.71%             | 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        |        46 | PA      | $46.14        | 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        |        20 | PA      | $20.11        | 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        |    914045 | PA      | $930711.56    | 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        |    367911 | PA      | $377431.33    | 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        |    228219 | PA      | $238592.80    | 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        |    986318 | PA      | $1096952.19   | 0.33%             | 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        |      2713 | PA      | $2851.17      | 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        |    202531 | PA      | $213426.92    | 0.06%             | 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        |    313798 | PA      | $325491.15    | 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        |    540616 | PA      | $567194.08    | 0.17%             | 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        |    187303 | PA      | $191907.00    | 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        |   5452230 | PA      | $5671473.65   | 1.71%             | 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        |       463 | PA      | $465.63       | 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        |    418938 | PA      | $439026.62    | 0.13%             | 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        |    194964 | PA      | $201771.42    | 0.06%             | 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        |    304136 | PA      | $313300.35    | 0.09%             | 2039-02-20      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1118456 | PA      | $1163502.65   | 0.35%             | 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        |    375914 | PA      | $397583.79    | 0.12%             | 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        |      1946 | PA      | $1993.71      | 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        |    259634 | PA      | $268287.84    | 0.08%             | 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        |     36113 | PA      | $37913.00     | 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        |      1166 | PA      | $1198.64      | 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        |      4050 | PA      | $4152.91      | 0.00%             | 2027-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1  | CUSIP: 3622ADN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250315 | PA      | $259944.68    | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    560478 | PA      | $590093.40    | 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        |     68979 | PA      | $73820.19     | 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        |     23378 | PA      | $24084.58     | 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        |   2092891 | PA      | $2186653.35   | 0.66%             | 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        |    293554 | PA      | $293549.13    | 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        |      2623 | PA      | $2697.15      | 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        |    194943 | PA      | $205168.47    | 0.06%             | 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        |    314331 | PA      | $330028.08    | 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        |        28 | PA      | $27.86        | 0.00%             | 2030-09-15      | Fixed         | 9.00%                 | 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        |      1482 | PA      | $1519.16      | 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        |     49937 | PA      | $50540.90     | 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        |       930 | PA      | $955.18       | 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        |    356813 | PA      | $376254.98    | 0.11%             | 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        |    816282 | PA      | $843027.00    | 0.25%             | 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        |    711292 | PA      | $728395.03    | 0.22%             | 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        |    135962 | PA      | $136006.12    | 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        |     22741 | PA      | $22791.42     | 0.01%             | 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        |        93 | PA      | $93.24        | 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        |    117789 | PA      | $119810.13    | 0.04%             | 2031-08-20      | Fixed         | 7.00%                 | 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        |     23688 | PA      | $24825.88     | 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        |    413210 | PA      | $429036.96    | 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        |    623394 | PA      | $641330.85    | 0.19%             | 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        |    195825 | PA      | $206321.11    | 0.06%             | 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        |     22285 | PA      | $22565.00     | 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        |    646336 | PA      | $673663.00    | 0.20%             | 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        |     72463 | PA      | $74946.76     | 0.02%             | 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        |     35414 | PA      | $36690.11     | 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        |   1713470 | PA      | $1861387.51   | 0.56%             | 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        |       854 | PA      | $897.00       | 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        |     26956 | PA      | $27117.21     | 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        |     20055 | PA      | $19967.50     | 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        |     62348 | PA      | $64072.86     | 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        |   1309389 | PA      | $1358843.23   | 0.41%             | 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        |     66001 | PA      | $66863.67     | 0.02%             | 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        |     20756 | PA      | $20863.56     | 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        |    752508 | PA      | $794683.19    | 0.24%             | 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        |   1182976 | PA      | $1238273.24   | 0.37%             | 2051-01-20      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 383739LD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34377 | PA      | $34307.69     | 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        |     59173 | PA      | $60473.81     | 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        |     19688 | PA      | $20257.52     | 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        |      5160 | PA      | $5340.28      | 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        |   1326237 | PA      | $1363690.96   | 0.41%             | 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        |     22726 | PA      | $23469.01     | 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        |    591406 | PA      | $604385.37    | 0.18%             | 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        |   3363957 | PA      | $3525217.91   | 1.06%             | 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        |    648835 | PA      | $674061.04    | 0.20%             | 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        |   1027424 | PA      | $1082653.69   | 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        |      6576 | PA      | $6849.00      | 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        |   1635146 | PA      | $1721070.78   | 0.52%             | 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        |        55 | PA      | $56.42        | 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        |    101866 | PA      | $105762.90    | 0.03%             | 2039-06-20      | Variable      | 6.99%                 | 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        |      9269 | PA      | $9802.92      | 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        |       983 | PA      | $1008.03      | 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        |    534462 | PA      | $561523.35    | 0.17%             | 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        |    386890 | PA      | $397234.45    | 0.12%             | 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        |    508914 | PA      | $535905.91    | 0.16%             | 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        |     12704 | PA      | $12729.75     | 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        |     22459 | PA      | $22554.81     | 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        |    766822 | PA      | $801732.64    | 0.24%             | 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        |    918050 | PA      | $931673.32    | 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        |    320256 | PA      | $334317.08    | 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        |      2306 | PA      | $2396.33      | 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        |    204490 | PA      | $214896.00    | 0.06%             | 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        |    265374 | PA      | $276735.38    | 0.08%             | 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        |      6855 | PA      | $7204.14      | 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        |   3993016 | PA      | $4191044.84   | 1.26%             | 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        |      4356 | PA      | $4550.46      | 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        |     80138 | PA      | $83719.17     | 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        |     29617 | PA      | $31375.93     | 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        |     78980 | PA      | $79884.58     | 0.02%             | 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        |    236249 | PA      | $240248.39    | 0.07%             | 2031-11-20      | Variable      | 7.75%                 | 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        |    899520 | PA      | $929607.65    | 0.28%             | 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        |     24355 | PA      | $25394.93     | 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        |   2791654 | PA      | $2941431.20   | 0.89%             | 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        |     59671 | PA      | $62296.22     | 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        |     13111 | PA      | $13057.22     | 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        |        40 | PA      | $41.67        | 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        |     10604 | PA      | $11144.14     | 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        |     25974 | PA      | $26070.99     | 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        |        35 | PA      | $34.95        | 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        |    918192 | PA      | $960389.69    | 0.29%             | 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        |       846 | PA      | $856.48       | 0.00%             | 2030-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5343 | PA      | $5478.31      | 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        |     23401 | PA      | $23679.24     | 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        |   1515571 | PA      | $1608662.36   | 0.49%             | 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        |   1680387 | PA      | $1781430.01   | 0.54%             | 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        |       215 | PA      | $216.88       | 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        |       632 | PA      | $640.87       | 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        |   1660644 | PA      | $1746085.60   | 0.53%             | 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        |       394 | PA      | $395.49       | 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        |      6818 | PA      | $7146.96      | 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        |    287857 | PA      | $307104.65    | 0.09%             | 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        |    218108 | PA      | $230501.02    | 0.07%             | 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        |    111291 | PA      | $113943.69    | 0.03%             | 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        |     90554 | PA      | $92631.55     | 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        |    201552 | PA      | $206941.21    | 0.06%             | 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        |      4827 | PA      | $4826.50      | 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        |    127956 | PA      | $130835.31    | 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        |     11874 | PA      | $12478.19     | 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        |     18675 | PA      | $19382.45     | 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        |    371894 | PA      | $360247.84    | 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        |   3678743 | PA      | $3775221.03   | 1.14%             | 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        |    278814 | PA      | $295023.40    | 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        |    266719 | PA      | $274015.44    | 0.08%             | 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        |      6218 | PA      | $6220.57      | 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        |   1093624 | PA      | $1169329.92   | 0.35%             | 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        |    646938 | PA      | $680655.06    | 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        |    106368 | PA      | $106400.27    | 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        |    311022 | PA      | $309262.36    | 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        |    264032 | PA      | $274751.05    | 0.08%             | 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        |   1251540 | PA      | $1294405.45   | 0.39%             | 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        |    691512 | PA      | $728342.96    | 0.22%             | 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        |    325369 | PA      | $342194.74    | 0.10%             | 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        |     97004 | PA      | $99441.30     | 0.03%             | 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        |      8732 | PA      | $8798.09      | 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        |     26748 | PA      | $27818.60     | 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        |    154815 | PA      | $162273.59    | 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        |     73927 | PA      | $73651.10     | 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        |      4797 | PA      | $4995.78      | 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        |    170745 | PA      | $177962.37    | 0.05%             | 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        |    427304 | PA      | $441346.58    | 0.13%             | 2039-11-20      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2UH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2160513 | PA      | $2141095.69   | 0.65%             | 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        |     70365 | PA      | $71613.69     | 0.02%             | 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        |       167 | PA      | $171.65       | 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        |    185002 | PA      | $194908.50    | 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        |    242258 | PA      | $254616.08    | 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        |     10771 | PA      | $11319.43     | 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        |   2251756 | PA      | $2381728.40   | 0.72%             | 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        |   1691735 | PA      | $1781341.16   | 0.54%             | 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        |    673658 | PA      | $706753.40    | 0.21%             | 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        |    315203 | PA      | $334282.10    | 0.10%             | 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        |     42522 | PA      | $44946.22     | 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        |     59183 | PA      | $60697.21     | 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        |       606 | PA      | $606.81       | 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        |   1053034 | PA      | $1107942.63   | 0.33%             | 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        |       526 | PA      | $552.61       | 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        |   1415144 | PA      | $1480205.25   | 0.45%             | 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        |      9534 | PA      | $10019.46     | 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        |      7572 | PA      | $7536.69      | 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        |         4 | PA      | $4.39         | 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        |      5216 | PA      | $5348.52      | 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        |     29025 | PA      | $30003.59     | 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        |    177221 | PA      | $181433.10    | 0.05%             | 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        |     15798 | PA      | $16585.80     | 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        |     14253 | PA      | $14952.25     | 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        |    481183 | PA      | $502338.57    | 0.15%             | 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        |     16491 | PA      | $16570.03     | 0.00%             | 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        |     99690 | PA      | $101823.33    | 0.03%             | 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        |     94689 | PA      | $98163.05     | 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        |    598068 | PA      | $629468.82    | 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        |       292 | PA      | $299.51       | 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        |     40609 | PA      | $41412.22     | 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        |    288541 | PA      | $300124.18    | 0.09%             | 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        |    331016 | PA      | $339711.78    | 0.10%             | 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        |       734 | PA      | $753.25       | 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        |     27958 | PA      | $29344.65     | 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        |   1212001 | PA      | $1279626.38   | 0.39%             | 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        |    331442 | PA      | $350250.24    | 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        |       586 | PA      | $600.60       | 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        |   1332935 | PA      | $1402011.37   | 0.42%             | 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        |     21098 | PA      | $21111.56     | 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        |     28222 | PA      | $29620.75     | 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        |     37391 | PA      | $37416.77     | 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        |     58770 | PA      | $60551.36     | 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        |     32834 | PA      | $33903.13     | 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        |      6598 | PA      | $6825.31      | 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        |   1227648 | PA      | $1285929.15   | 0.39%             | 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        |    396967 | PA      | $414126.73    | 0.12%             | 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        |    200444 | PA      | $207475.18    | 0.06%             | 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        |     37062 | PA      | $37596.52     | 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        |     39163 | PA      | $40507.30     | 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        |    107692 | PA      | $109914.84    | 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        |    649803 | PA      | $672995.38    | 0.20%             | 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        |    874788 | PA      | $897855.34    | 0.27%             | 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        |      3931 | PA      | $3999.59      | 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        |      1522 | PA      | $1573.03      | 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        |   1120468 | PA      | $1158325.38   | 0.35%             | 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        |     13625 | PA      | $14275.81     | 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        |     27597 | PA      | $28648.00     | 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        |    307796 | PA      | $325196.31    | 0.10%             | 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        |     33456 | PA      | $33776.44     | 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        |    390786 | PA      | $397893.01    | 0.12%             | 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        |     26121 | PA      | $26581.84     | 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        |    393379 | PA      | $412915.56    | 0.12%             | 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        |       291 | PA      | $291.98       | 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        |   1033670 | PA      | $1084603.95   | 0.33%             | 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        |      1963 | PA      | $2015.22      | 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        |    621903 | PA      | $666264.87    | 0.20%             | 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        |    778902 | PA      | $808017.95    | 0.24%             | 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        |   1709053 | PA      | $1781985.07   | 0.54%             | 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        |     10485 | PA      | $11120.07     | 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        |     40449 | PA      | $41633.62     | 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        |    560318 | PA      | $588429.64    | 0.18%             | 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        |     23455 | PA      | $23432.69     | 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        |     19795 | PA      | $20515.12     | 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        |    459237 | PA      | $484838.58    | 0.15%             | 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        |    241253 | PA      | $252839.31    | 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        |     14576 | PA      | $15209.10     | 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        |    529635 | PA      | $553874.68    | 0.17%             | 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        |    250871 | PA      | $257257.07    | 0.08%             | 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        |     13615 | PA      | $13959.51     | 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        |     33629 | PA      | $35715.17     | 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        |   1286852 | PA      | $1348085.28   | 0.41%             | 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        |    640905 | PA      | $679138.59    | 0.20%             | 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        |       357 | PA      | $366.05       | 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        |    249935 | PA      | $263105.09    | 0.08%             | 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        |    343197 | PA      | $353227.36    | 0.11%             | 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        |       237 | PA      | $242.55       | 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        |     68907 | PA      | $73235.15     | 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        |    121006 | PA      | $124047.82    | 0.04%             | 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        |    258960 | PA      | $266039.76    | 0.08%             | 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        |    532494 | PA      | $571933.91    | 0.17%             | 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        |    901051 | PA      | $932861.19    | 0.28%             | 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        |     47187 | PA      | $48586.87     | 0.01%             | 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        |    120167 | PA      | $124095.82    | 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        |     62844 | PA      | $65160.95     | 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        |     45305 | PA      | $46497.03     | 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        |    128799 | NS      | $128799.33    | 0.04%             |  |  |  | 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        |     77778 | PA      | $79760.41     | 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        |    288154 | PA      | $303409.45    | 0.09%             | 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        |    280933 | PA      | $287933.43    | 0.09%             | 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        |    777165 | PA      | $810840.02    | 0.24%             | 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        |    117433 | PA      | $124121.04    | 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        |      5381 | PA      | $5681.06      | 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        |   1276636 | PA      | $1332308.39   | 0.40%             | 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        |    618029 | PA      | $632335.36    | 0.19%             | 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        |   3151002 | PA      | $3254242.42   | 0.98%             | 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        |    444988 | PA      | $473573.39    | 0.14%             | 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        |      9518 | PA      | $9829.11      | 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        |      8154 | PA      | $8385.20      | 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        |     58757 | PA      | $61001.24     | 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        |        17 | PA      | $16.96        | 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        |   3030124 | PA      | $3106256.92   | 0.94%             | 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        |   1122239 | PA      | $1175774.51   | 0.35%             | 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        |     93842 | PA      | $98087.40     | 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        |    856417 | PA      | $883380.47    | 0.27%             | 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        |     51476 | PA      | $53476.96     | 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        |    534054 | PA      | $564595.06    | 0.17%             | 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        |    129130 | PA      | $138099.06    | 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        |      3907 | PA      | $3926.47      | 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        |     15676 | PA      | $16023.92     | 0.00%             | 2044-05-16      | Variable      | 7.65%                 | 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        |    210538 | PA      | $229203.85    | 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        |   6508676 | PA      | $6889388.11   | 2.08%             | 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        |     55294 | PA      | $56536.73     | 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        |    509757 | PA      | $542088.95    | 0.16%             | 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        |     90715 | PA      | $93297.51     | 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        |     62948 | PA      | $65982.53     | 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        |   1738119 | PA      | $1815626.36   | 0.55%             | 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        |     15465 | PA      | $15465.89     | 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        |       697 | PA      | $714.57       | 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        |     25140 | PA      | $25843.22     | 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        |    122505 | PA      | $125675.66    | 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        |     18496 | PA      | $19164.95     | 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        |     17099 | PA      | $17047.64     | 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        |       573 | PA      | $596.30       | 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        |    796106 | PA      | $830131.89    | 0.25%             | 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        |      3348 | PA      | $3478.62      | 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        |    305668 | PA      | $317017.59    | 0.10%             | 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        |    375514 | PA      | $391887.66    | 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        |   1388420 | PA      | $1461412.01   | 0.44%             | 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        |    209876 | PA      | $221055.68    | 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        |     36345 | PA      | $38456.09     | 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        |       682 | PA      | $700.08       | 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        |    324325 | PA      | $334297.91    | 0.10%             | 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        |         8 | PA      | $8.16         | 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        |    234412 | PA      | $242341.48    | 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        |      7028 | PA      | $7228.12      | 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        |   1294299 | PA      | $1361509.93   | 0.41%             | 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        |      7761 | PA      | $7797.41      | 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        |       191 | PA      | $191.96       | 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        |      1900 | PA      | $1990.63      | 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        |    384027 | PA      | $400894.79    | 0.12%             | 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        |     75171 | PA      | $79325.26     | 0.02%             | 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        |    866595 | PA      | $900123.63    | 0.27%             | 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        |      4346 | PA      | $4462.64      | 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        |   2850422 | PA      | $3000972.62   | 0.90%             | 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        |     94685 | PA      | $98680.56     | 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        |      3153 | PA      | $3233.16      | 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        |      5960 | PA      | $6118.99      | 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        |   3612699 | PA      | $3822082.04   | 1.15%             | 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        |     12267 | PA      | $12577.77     | 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        |    214140 | PA      | $220755.38    | 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        |       147 | PA      | $147.79       | 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        |    504737 | PA      | $518232.31    | 0.16%             | 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        |   3795681 | PA      | $4027281.34   | 1.21%             | 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        |      1052 | PA      | $1078.63      | 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        |    705822 | PA      | $730476.00    | 0.22%             | 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        |        48 | PA      | $48.60        | 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        |       189 | PA      | $193.52       | 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        |    189044 | PA      | $196774.02    | 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        |    357129 | PA      | $370065.63    | 0.11%             | 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        |    689336 | PA      | $727224.12    | 0.22%             | 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        |     23968 | PA      | $24867.52     | 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        |    721700 | PA      | $761253.75    | 0.23%             | 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        |    168844 | PA      | $172589.80    | 0.05%             | 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        |    609345 | PA      | $626017.77    | 0.19%             | 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        |     18343 | PA      | $18383.70     | 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        |    662275 | PA      | $693563.77    | 0.21%             | 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        |    772368 | PA      | $793018.48    | 0.24%             | 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        |       114 | PA      | $114.55       | 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        |     54134 | PA      | $55433.46     | 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        |     12450 | PA      | $12443.49     | 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        |   1014646 | PA      | $1069110.65   | 0.32%             | 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        |       566 | PA      | $582.88       | 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        |    351951 | PA      | $369838.17    | 0.11%             | 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        |    650260 | PA      | $675266.78    | 0.20%             | 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        |    822469 | PA      | $849125.20    | 0.26%             | 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        |    430754 | PA      | $445168.53    | 0.13%             | 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        |     90821 | PA      | $94537.23     | 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        |    519674 | PA      | $548084.40    | 0.17%             | 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        |     14424 | PA      | $14642.15     | 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        |   1415356 | PA      | $1500989.52   | 0.45%             | 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        |    496518 | PA      | $511312.33    | 0.15%             | 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        |    173372 | PA      | $179507.79    | 0.05%             | 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        |       545 | PA      | $558.68       | 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        |       698 | PA      | $715.64       | 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        |      1067 | PA      | $1117.83      | 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        |     87118 | PA      | $90142.63     | 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        |       212 | PA      | $215.29       | 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        |    440269 | PA      | $463519.72    | 0.14%             | 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        |     26520 | PA      | $27191.84     | 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        |       237 | PA      | $240.66       | 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        |     87873 | PA      | $89014.04     | 0.03%             | 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        |   1405875 | PA      | $1457648.18   | 0.44%             | 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        |       953 | PA      | $998.90       | 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        |    954490 | PA      | $1007120.44   | 0.30%             | 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        |    665509 | PA      | $689762.53    | 0.21%             | 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        |    118305 | PA      | $120280.68    | 0.04%             | 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        |     18584 | PA      | $19243.24     | 0.01%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Victory Portfolios

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer