# EDGAR Filing Document

**Accession Number:** 0000802716
**File Stem:** 0001004726-26-004287
**Filing Date:** 2026-5
**Character Count:** 196747
**Document Hash:** 36f8c83e72ac421730e26c2ef642d24d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004287.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004287

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**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:** 261032951

**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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $338024581.69

**Total Liabilities:** $260309.05

**Net Assets:** $337764272.64

**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 | 0.18%                | 0.79%                | -0.57%               |
| Class ID C000098399 | 0.18%                | 0.64%                | -0.56%               |
| Class ID C000002344 | 0.03%                | 0.77%                | -0.59%               |
| Class ID C000002345 | 0.17%                | 0.57%                | -0.67%               |
| Class ID C000155524 | 0.18%                | 0.65%                | -0.56%               |
| Class ID C000219862 | 0.18%                | 0.78%                | -0.57%               |
| Class ID C000002346 | 0.03%                | 0.77%                | -0.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-248398.12              | $-272841.91                                |
| Month 2  | $-448340.39              | $1817719.28                                |
| Month 3  | $-466244.20              | $-2713944.08                               |

### Schedule of Portfolio Investments

| Name                                                     | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ARW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3613 | PA      | $3671.31      | 0.00%             | 2034-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    856479 | PA      | $865195.11    | 0.26%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225B5Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137451 | PA      | $140777.36    | 0.04%             | 2034-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BES3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10072 | PA      | $10150.88     | 0.00%             | 2029-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31202 | PA      | $32123.75     | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36179RXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98813 | PA      | $101731.76    | 0.03%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202D3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139875 | PA      | $140903.17    | 0.04%             | 2034-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | CUSIP: 36202DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8130 | PA      | $8530.47      | 0.00%             | 2031-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14683 | PA      | $15412.86     | 0.00%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189724 | PA      | $199358.93    | 0.06%             | 2047-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36241KHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    670148 | PA      | $694201.17    | 0.21%             | 2032-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200S3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51360 | PA      | $51982.17     | 0.02%             | 2031-09-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17215 | PA      | $17616.06     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2C67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126318 | PA      | $127773.11    | 0.04%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    168396 | PA      | $174917.32    | 0.05%             | 2035-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3216 | PA      | $3310.52      | 0.00%             | 2029-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    658228 | PA      | $675425.62    | 0.20%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202E7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    195992 | PA      | $201781.26    | 0.06%             | 2039-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AA6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98496 | PA      | $99877.67     | 0.03%             | 2031-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52595 | PA      | $54494.72     | 0.02%             | 2031-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY BILL                 | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32374000 | PA      | $32144316.83  | 9.52%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211BQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14711 | PA      | $14681.24     | 0.00%             | 2029-05-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179S5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9670 | PA      | $10161.11     | 0.00%             | 2047-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    240247 | PA      | $247777.79    | 0.07%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    517365 | PA      | $543582.83    | 0.16%             | 2032-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28957 | PA      | $30548.38     | 0.01%             | 2032-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    535826 | PA      | $554850.27    | 0.16%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11020 | PA      | $10999.77     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71642 | PA      | $73758.37     | 0.02%             | 2030-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       996 | PA      | $1043.14      | 0.00%             | 2035-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DXD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156806 | PA      | $162860.67    | 0.05%             | 2033-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212V2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15129 | PA      | $15420.23     | 0.00%             | 2030-12-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       560 | PA      | $581.73       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6537 | PA      | $6851.41      | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228384 | PA      | $234024.53    | 0.07%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81145 | PA      | $84197.14     | 0.02%             | 2032-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AACG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    542795 | PA      | $567856.15    | 0.17%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210N7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27770 | PA      | $28110.98     | 0.01%             | 2029-01-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238130 | PA      | $249966.13    | 0.07%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1976193 | PA      | $2041714.59   | 0.60%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ACUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4920467 | PA      | $5080681.83   | 1.50%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    449631 | PA      | $470315.64    | 0.14%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179204 | PA      | $184618.78    | 0.05%             | 2032-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2V82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18968 | PA      | $19374.30     | 0.01%             | 2035-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113341 | PA      | $115322.08    | 0.03%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2495690 | PA      | $2611923.49   | 0.77%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326371 | PA      | $341203.21    | 0.10%             | 2034-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 01N072655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600874 | PA      | $626219.69    | 0.19%             | 2049-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    308328 | PA      | $324157.43    | 0.10%             | 2031-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       113 | PA      | $114.18       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       414 | PA      | $425.96       | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    526707 | PA      | $537062.09    | 0.16%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25790 | PA      | $27078.88     | 0.01%             | 2045-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       500 | PA      | $514.79       | 0.00%             | 2028-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    479865 | PA      | $497887.67    | 0.15%             | 2032-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152854 | PA      | $158136.41    | 0.05%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66363 | PA      | $67011.12     | 0.02%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378MSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    485908 | PA      | $496543.44    | 0.15%             | 2034-04-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    387725 | PA      | $402707.00    | 0.12%             | 2028-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       587 | PA      | $609.30       | 0.00%             | 2029-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    681412 | PA      | $702587.63    | 0.21%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    438420 | PA      | $458701.67    | 0.14%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44402 | PA      | $44878.81     | 0.01%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    195227 | PA      | $210463.11    | 0.06%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    909956 | PA      | $969908.92    | 0.29%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2435097 | PA      | $2548787.64   | 0.75%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378A2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    195854 | PA      | $195381.09    | 0.06%             | 2031-11-20      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5026996 | PA      | $5468324.20   | 1.62%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2TB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178275 | PA      | $188628.83    | 0.06%             | 2038-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2980 | PA      | $3074.80      | 0.00%             | 2032-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213NH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99296 | PA      | $99394.48     | 0.03%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1371810 | PA      | $1435057.20   | 0.42%             | 2035-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AA3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22307 | PA      | $22368.34     | 0.01%             | 2028-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219995 | PA      | $228495.02    | 0.07%             | 2029-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    232161 | PA      | $235265.30    | 0.07%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202C6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4103 | PA      | $4224.64      | 0.00%             | 2028-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170805 | PA      | $179884.28    | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ABAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273306 | PA      | $282000.81    | 0.08%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36213MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85050 | PA      | $86708.64     | 0.03%             | 2031-08-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187000 | PA      | $194226.03    | 0.06%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208FKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1865 | PA      | $1868.14      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    347348 | PA      | $355233.41    | 0.11%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213BJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    439100 | PA      | $439531.81    | 0.13%             | 2031-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2854146 | PA      | $3054303.88   | 0.90%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A2UH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2057560 | PA      | $2031644.52   | 0.60%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101206 | PA      | $106353.46    | 0.03%             | 2047-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207470 | PA      | $216767.35    | 0.06%             | 2038-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104492 | PA      | $110660.12    | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    726745 | PA      | $755339.82    | 0.22%             | 2037-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    470525 | PA      | $491117.52    | 0.15%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    561743 | PA      | $597564.14    | 0.18%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36205XCV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       600 | PA      | $606.59       | 0.00%             | 2033-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1882 | PA      | $1937.33      | 0.00%             | 2029-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378DU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    360271 | PA      | $370459.96    | 0.11%             | 2039-11-20      | Variable      | 6.84%                 | 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        |     11400 | PA      | $11979.15     | 0.00%             | 2043-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    617862 | PA      | $646890.79    | 0.19%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1152046 | PA      | $1239417.53   | 0.37%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    983805 | PA      | $1029063.72   | 0.30%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A25X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339480 | PA      | $358081.09    | 0.11%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212FG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21096 | PA      | $21159.79     | 0.01%             | 2030-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54222 | PA      | $56088.06     | 0.02%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84099 | PA      | $87445.19     | 0.03%             | 2032-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176927 | PA      | $185173.29    | 0.05%             | 2032-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2E57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    540176 | PA      | $560285.09    | 0.17%             | 2036-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11156 | PA      | $11374.50     | 0.00%             | 2031-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    388413 | PA      | $407011.27    | 0.12%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3503190 | PA      | $3652372.56   | 1.08%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2872834 | PA      | $2987856.63   | 0.88%             | 2034-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2T28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155378 | PA      | $159540.21    | 0.05%             | 2030-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200SH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37462 | PA      | $38062.39     | 0.01%             | 2031-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    296732 | PA      | $293996.57    | 0.09%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12636 | PA      | $12876.14     | 0.00%             | 2029-08-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4634 | PA      | $4670.33      | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DDP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115153 | PA      | $117349.91    | 0.03%             | 2029-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212P5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $25.14        | 0.00%             | 2030-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    793387 | PA      | $816513.66    | 0.24%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209ECY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8447 | PA      | $8409.08      | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       981 | PA      | $1009.54      | 0.00%             | 2029-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2918602 | PA      | $3013413.51   | 0.89%             | 2033-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1336509 | PA      | $1390805.34   | 0.41%             | 2041-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10926 | PA      | $10888.34     | 0.00%             | 2029-05-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211586 | PA      | $219301.58    | 0.06%             | 2031-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378PQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32044 | PA      | $32907.43     | 0.01%             | 2030-09-20      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378HJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161627 | PA      | $169002.33    | 0.05%             | 2034-10-20      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18047 | PA      | $18306.04     | 0.01%             | 2029-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6730 | PA      | $6928.65      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31676000 | PA      | $34476108.99  | 10.21%            | 2030-05-15      | Fixed         | 6.25%                 | 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        |   3585337 | PA      | $3718580.75   | 1.10%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200S3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18417 | PA      | $18322.11     | 0.01%             | 2031-07-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    240362 | PA      | $245198.98    | 0.07%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2495 | PA      | $2583.80      | 0.00%             | 2029-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202C7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1445 | PA      | $1501.21      | 0.00%             | 2028-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        63 | PA      | $62.74        | 0.00%             | 2026-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000591 | PA      | $1038998.35   | 0.31%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31143 | PA      | $31279.61     | 0.01%             | 2028-12-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3712996 | PA      | $3832781.06   | 1.13%             | 2032-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8852 | PA      | $9115.35      | 0.00%             | 2029-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        68 | PA      | $70.23        | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38384GA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    743610 | PA      | $783957.39    | 0.23%             | 2031-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176159 | PA      | $184390.40    | 0.05%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25015 | PA      | $25879.43     | 0.01%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2ET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    560023 | PA      | $583650.92    | 0.17%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2051678 | PA      | $2108369.09   | 0.62%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13698 | PA      | $14372.01     | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    443594 | PA      | $466272.49    | 0.14%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RN39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       578 | PA      | $595.80       | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179N6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6369 | PA      | $6672.78      | 0.00%             | 2044-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1172 | PA      | $1177.37      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26047 | PA      | $26805.34     | 0.01%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42579 | PA      | $42931.51     | 0.01%             | 2029-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12533 | PA      | $13129.70     | 0.00%             | 2036-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620ABYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34824 | PA      | $35381.49     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4651 | PA      | $4879.78      | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208TYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       181 | PA      | $185.64       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ADWD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2009826 | PA      | $2122019.65   | 0.63%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    444282 | PA      | $468278.56    | 0.14%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139819 | PA      | $143786.01    | 0.04%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50565 | PA      | $51729.11     | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    269650 | PA      | $283441.01    | 0.08%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ACUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3391787 | PA      | $3489606.24   | 1.03%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225AN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4419 | PA      | $4421.26      | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ABMF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7334316 | PA      | $7619745.00   | 2.26%             | 2045-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179NDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25804 | PA      | $27086.92     | 0.01%             | 2043-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210THN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30688 | PA      | $31071.78     | 0.01%             | 2029-02-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266766 | PA      | $282388.90    | 0.08%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89203 | PA      | $93519.66     | 0.03%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379BXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9318 | PA      | $9530.74      | 0.00%             | 2044-05-16      | Variable      | 7.31%                 | 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        |    241763 | PA      | $250183.98    | 0.07%             | 2032-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    732879 | PA      | $757689.46    | 0.22%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6690 | PA      | $6887.15      | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    933695 | PA      | $981380.65    | 0.29%             | 2032-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174035 | PA      | $180759.85    | 0.05%             | 2032-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8271 | PA      | $8691.25      | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    673996 | PA      | $700710.90    | 0.21%             | 2040-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210H2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5169 | PA      | $5204.05      | 0.00%             | 2028-10-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    348919 | PA      | $369478.85    | 0.11%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    274266 | PA      | $282823.20    | 0.08%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3641 | PA      | $3693.14      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    328985 | PA      | $341696.51    | 0.10%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11168 | PA      | $11735.26     | 0.00%             | 2046-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1269 | PA      | $1292.17      | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    936237 | PA      | $977454.00    | 0.29%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211BRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5023 | PA      | $5044.22      | 0.00%             | 2028-12-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241K3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    655473 | PA      | $687238.62    | 0.20%             | 2035-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31473 | PA      | $32659.25     | 0.01%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    171037 | PA      | $174469.86    | 0.05%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2140 | PA      | $2232.87      | 0.00%             | 2049-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    732299 | PA      | $748702.95    | 0.22%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    496799 | PA      | $539695.42    | 0.16%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201JVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21942 | PA      | $22197.91     | 0.01%             | 2032-03-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22381 | PA      | $22693.51     | 0.01%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57358 | PA      | $60126.94     | 0.02%             | 2040-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36207B3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2 | PA      | $2.45         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60424 | PA      | $63990.16     | 0.02%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2117 | PA      | $2198.69      | 0.00%             | 2029-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1069882 | PA      | $1123374.37   | 0.33%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1429 | PA      | $1465.83      | 0.00%             | 2029-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1231856 | PA      | $1283006.41   | 0.38%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7716 | PA      | $7915.72      | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    226415 | PA      | $237263.74    | 0.07%             | 2036-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $219.73       | 0.00%             | 2028-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620A9YC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    526290 | PA      | $532811.30    | 0.16%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200GSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130768 | PA      | $132775.25    | 0.04%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       852 | PA      | $876.65       | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AABP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    520165 | PA      | $545122.36    | 0.16%             | 2032-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       338 | PA      | $337.01       | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179REC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1768 | PA      | $1857.47      | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225A6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186651 | PA      | $189994.24    | 0.06%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63350 | PA      | $64178.42     | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1307949 | PA      | $1375837.20   | 0.41%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1177813 | PA      | $1215294.54   | 0.36%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225A6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106937 | PA      | $108726.89    | 0.03%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9517 | PA      | $9797.77      | 0.00%             | 2029-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       848 | PA      | $889.22       | 0.00%             | 2044-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202ESK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44177 | PA      | $44278.22     | 0.01%             | 2038-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2SH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    397089 | PA      | $406722.23    | 0.12%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179S2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9307 | PA      | $9779.77      | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69076 | PA      | $71569.55     | 0.02%             | 2038-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209XLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3633 | PA      | $3641.10      | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5449 | PA      | $5542.91      | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1753 | PA      | $1837.21      | 0.00%             | 2044-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8637 | PA      | $8892.33      | 0.00%             | 2028-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287347 | PA      | $302397.04    | 0.09%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2488 | PA      | $2561.55      | 0.00%             | 2027-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211TFK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13661 | PA      | $13739.52     | 0.00%             | 2029-09-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202DGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27780 | PA      | $28533.07     | 0.01%             | 2030-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    639324 | PA      | $663948.11    | 0.20%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36295NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22893 | PA      | $23069.37     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    598081 | PA      | $617287.57    | 0.18%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36176SE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120580 | PA      | $125326.09    | 0.04%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28051 | PA      | $29712.62     | 0.01%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38381RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    813880 | PA      | $842665.53    | 0.25%             | 2049-02-20      | Variable      | 7.90%                 | 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        |        68 | PA      | $70.05        | 0.00%             | 2026-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166115 | PA      | $170288.41    | 0.05%             | 2049-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       713 | PA      | $733.75       | 0.00%             | 2027-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2CK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298314 | PA      | $310645.82    | 0.09%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C3Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    286836 | PA      | $297919.36    | 0.09%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    514221 | PA      | $541605.28    | 0.16%             | 2040-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.99         | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2428 | PA      | $2445.95      | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    749557 | PA      | $773930.46    | 0.23%             | 2032-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36200TNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130064 | PA      | $130197.20    | 0.04%             | 2033-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    403767 | PA      | $413502.09    | 0.12%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36297F3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    348705 | PA      | $354507.06    | 0.10%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $35.10        | 0.00%             | 2029-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212LDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       733 | PA      | $757.59       | 0.00%             | 2030-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1296565 | PA      | $1356510.18   | 0.40%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36296UVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53467 | PA      | $54582.83     | 0.02%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3885731 | PA      | $3944124.17   | 1.17%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200TCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34568 | PA      | $34785.23     | 0.01%             | 2031-11-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13521 | PA      | $13869.26     | 0.00%             | 2029-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A27A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1502107 | PA      | $1581679.75   | 0.47%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1247 | PA      | $1309.36      | 0.00%             | 2048-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    333223 | PA      | $345572.15    | 0.10%             | 2033-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1496863 | PA      | $1556215.78   | 0.46%             | 2031-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34021 | PA      | $35747.63     | 0.01%             | 2045-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2TX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    242851 | PA      | $251433.27    | 0.07%             | 2035-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    630680 | PA      | $655172.74    | 0.19%             | 2031-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1307 | PA      | $1345.92      | 0.00%             | 2031-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201689 | PA      | $209481.72    | 0.06%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51239 | PA      | $52572.93     | 0.02%             | 2032-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1063930 | PA      | $1107862.01   | 0.33%             | 2034-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379MDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1282316 | PA      | $1353212.54   | 0.40%             | 2040-01-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92694 | PA      | $94806.95     | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163823 | PA      | $171326.41    | 0.05%             | 2038-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3CF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    765016 | PA      | $785995.89    | 0.23%             | 2033-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23364 | PA      | $24262.68     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    435379 | PA      | $447009.90    | 0.13%             | 2033-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1187077 | PA      | $1233367.83   | 0.37%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1603934 | PA      | $1726230.09   | 0.51%             | 2036-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202FCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    220065 | PA      | $227101.70    | 0.07%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98038 | PA      | $99781.60     | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    667222 | PA      | $684018.91    | 0.20%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3620AAYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20414 | PA      | $20613.69     | 0.01%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275858 | PA      | $279809.08    | 0.08%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4893861 | PA      | $5104930.44   | 1.51%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344680 | PA      | $351233.55    | 0.10%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202C5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184421 | PA      | $191546.75    | 0.06%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16609 | PA      | $17267.30     | 0.01%             | 2033-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       368 | PA      | $379.34       | 0.00%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1525 | PA      | $1584.36      | 0.00%             | 2029-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243466 | PA      | $255153.58    | 0.08%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36193SQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       383 | PA      | $397.04       | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A3BA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    325418 | PA      | $341507.86    | 0.10%             | 2035-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    317360 | PA      | $326733.84    | 0.10%             | 2031-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30206 | PA      | $30978.69     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                           | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31749000 | PA      | $33999954.57  | 10.07%            | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5739 | PA      | $5861.08      | 0.00%             | 2031-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51618 | PA      | $52913.29     | 0.02%             | 2031-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1015429 | PA      | $1066069.37   | 0.32%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66621 | PA      | $66082.60     | 0.02%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAA46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    524301 | PA      | $539110.83    | 0.16%             | 2031-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DNN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22909 | PA      | $23713.91     | 0.01%             | 2031-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 383739LD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26231 | PA      | $26177.95     | 0.01%             | 2031-03-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DVM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3339062 | PA      | $3424262.97   | 1.01%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22597 | PA      | $23685.52     | 0.01%             | 2046-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294405 | PA      | $307939.03    | 0.09%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3539948 | PA      | $3751011.27   | 1.11%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67570 | PA      | $70067.13     | 0.02%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AASS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    581415 | PA      | $608083.32    | 0.18%             | 2050-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16250 | PA      | $16686.24     | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41237 | PA      | $42454.56     | 0.01%             | 2031-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212X5T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16648 | PA      | $16843.43     | 0.00%             | 2031-02-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179UMQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3188 | PA      | $3274.16      | 0.00%             | 2049-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1548658 | PA      | $1622858.72   | 0.48%             | 2035-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511072 | PA      | $541318.32    | 0.16%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251321 | PA      | $263266.64    | 0.08%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    937396 | PA      | $987451.36    | 0.29%             | 2041-06-15      | Fixed         | 6.00%                 | 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        |    918165 | PA      | $951939.61    | 0.28%             | 2032-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200GSQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20933 | PA      | $21196.79     | 0.01%             | 2032-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179NJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6137 | PA      | $6448.27      | 0.00%             | 2043-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C4N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       236 | PA      | $240.33       | 0.00%             | 2028-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3080572 | PA      | $3267505.31   | 0.97%             | 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        |    205038 | PA      | $210330.37    | 0.06%             | 2038-12-20      | Variable      | 6.49%                 | 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        |    913386 | PA      | $1004393.34   | 0.30%             | 2038-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5910339 | PA      | $6258543.78   | 1.85%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209A5W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11534 | PA      | $11581.37     | 0.00%             | 2028-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95866 | PA      | $97034.39     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       715 | PA      | $742.20       | 0.00%             | 2029-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2879043 | PA      | $2939042.37   | 0.87%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    606809 | PA      | $627956.97    | 0.19%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2RQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100765 | PA      | $104658.48    | 0.03%             | 2039-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116157 | PA      | $118366.04    | 0.04%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AABE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    349561 | PA      | $337096.52    | 0.10%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $58.56        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12977 | PA      | $13478.51     | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CVX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1897 | PA      | $1952.72      | 0.00%             | 2027-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250907 | PA      | $265978.25    | 0.08%             | 2036-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1011870 | PA      | $1071409.77   | 0.32%             | 2038-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4259 | PA      | $4332.18      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1138880 | PA      | $1135145.09   | 0.34%             | 2038-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 | CUSIP: 36202DEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84649 | PA      | $88211.22     | 0.03%             | 2029-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186988 | PA      | $195491.26    | 0.06%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3588 | PA      | $3727.13      | 0.00%             | 2029-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4183 | PA      | $4343.44      | 0.00%             | 2032-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19553 | PA      | $20088.92     | 0.01%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1562839 | PA      | $1626011.52   | 0.48%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36213NGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    280314 | PA      | $280505.87    | 0.08%             | 2033-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13948 | PA      | $14110.61     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16114 | PA      | $16679.65     | 0.00%             | 2032-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    297756 | PA      | $304392.75    | 0.09%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179RXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33924 | PA      | $35557.72     | 0.01%             | 2046-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211HDC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18005 | PA      | $18108.57     | 0.01%             | 2029-06-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202D3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    289666 | PA      | $301755.10    | 0.09%             | 2034-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds: FedFund; Institutional Shares | BLACKROCK LIQUIDITY FEDFUND                 | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    100297 | NS      | $100296.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    357760 | PA      | $373846.47    | 0.11%             | 2032-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202EYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10010 | PA      | $10488.52     | 0.00%             | 2038-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158121 | PA      | $163682.60    | 0.05%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38382MP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    908503 | PA      | $949414.67    | 0.28%             | 2051-01-20      | Variable      | 7.93%                 | 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        |      3775 | PA      | $3886.34      | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36290SB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       466 | PA      | $469.38       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    635030 | PA      | $653022.24    | 0.19%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAB60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    343797 | PA      | $357761.75    | 0.11%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10319 | PA      | $10843.65     | 0.00%             | 2047-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241KLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1146933 | PA      | $1197868.36   | 0.35%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    190082 | PA      | $193773.91    | 0.06%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212FRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14184 | PA      | $14344.85     | 0.00%             | 2030-05-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1875 | PA      | $1936.48      | 0.00%             | 2031-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5691 | PA      | $5813.50      | 0.00%             | 2030-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36225BUB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    426864 | PA      | $447234.49    | 0.13%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2Q54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132441 | PA      | $136480.12    | 0.04%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A3AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52329 | PA      | $54544.36     | 0.02%             | 2038-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    409345 | PA      | $426830.45    | 0.13%             | 2031-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214426 | PA      | $223880.76    | 0.07%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    921223 | PA      | $960547.04    | 0.28%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ABFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    870911 | PA      | $882642.94    | 0.26%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179SU21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       769 | PA      | $807.91       | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2NR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1134635 | PA      | $1180730.08   | 0.35%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179TC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       494 | PA      | $518.92       | 0.00%             | 2047-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2JL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107825 | PA      | $113105.07    | 0.03%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5665 | PA      | $5831.94      | 0.00%             | 2029-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53101 | PA      | $54872.43     | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36210H2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6017 | PA      | $5983.48      | 0.00%             | 2028-09-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    482398 | PA      | $491310.48    | 0.15%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35964 | PA      | $36818.91     | 0.01%             | 2038-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622ADWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3544635 | PA      | $3676158.73   | 1.09%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    690046 | PA      | $709575.18    | 0.21%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179MX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25304 | PA      | $26589.58     | 0.01%             | 2043-01-20      | 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        |    372433 | PA      | $387871.47    | 0.11%             | 2033-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34488 | PA      | $34737.01     | 0.01%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14775 | PA      | $15079.69     | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2SM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69072 | PA      | $70414.21     | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201EWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48670 | PA      | $48991.73     | 0.01%             | 2032-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AANR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3184708 | PA      | $3312020.86   | 0.98%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1552636 | PA      | $1622478.84   | 0.48%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $6.95         | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2958 | PA      | $3045.62      | 0.00%             | 2032-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379PLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90045 | PA      | $92838.78     | 0.03%             | 2039-06-20      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $10.60        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAB86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43785 | PA      | $45125.64     | 0.01%             | 2036-07-15      | Fixed         | 8.00%                 | 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        |    126216 | PA      | $132539.62    | 0.04%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38379BF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61366 | PA      | $64472.54     | 0.02%             | 2034-11-20      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAF41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1085956 | PA      | $1120276.60   | 0.33%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200129 | PA      | $208357.22    | 0.06%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622ADB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    851674 | PA      | $914538.14    | 0.27%             | 2039-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136981 | PA      | $142673.55    | 0.04%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    701270 | PA      | $726011.81    | 0.21%             | 2032-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2YE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221911 | PA      | $230485.76    | 0.07%             | 2035-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    336458 | PA      | $345651.53    | 0.10%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3145703 | PA      | $3302499.65   | 0.98%             | 2032-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DSC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       514 | PA      | $533.48       | 0.00%             | 2032-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36201EKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72481 | PA      | $73052.91     | 0.02%             | 2031-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2B68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    735697 | PA      | $760129.57    | 0.23%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3802 | PA      | $3914.56      | 0.00%             | 2028-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2D66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    643242 | PA      | $671299.53    | 0.20%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36297KHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34670 | PA      | $36027.48     | 0.01%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5469 | PA      | $5650.38      | 0.00%             | 2031-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8742 | PA      | $9000.01      | 0.00%             | 2027-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36205RXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        20 | PA      | $20.08        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21106 | PA      | $21729.12     | 0.01%             | 2029-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1  | CUSIP: 3622ADN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231347 | PA      | $240490.78    | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244632 | PA      | $256462.17    | 0.08%             | 2035-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36179QWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32634 | PA      | $34240.14     | 0.01%             | 2044-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    381793 | PA      | $403718.90    | 0.12%             | 2050-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18311 | PA      | $18874.15     | 0.01%             | 2032-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    985641 | PA      | $1014980.29   | 0.30%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    286794 | PA      | $299485.00    | 0.09%             | 2032-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B5F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    534294 | PA      | $541619.35    | 0.16%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157476 | PA      | $163560.60    | 0.05%             | 2035-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    327899 | PA      | $339949.06    | 0.10%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AC6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    601140 | PA      | $624888.27    | 0.19%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       165 | PA      | $168.77       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AEDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4699437 | PA      | $4828302.98   | 1.43%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622AAJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    391164 | PA      | $406945.71    | 0.12%             | 2036-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202CYF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       659 | PA      | $678.38       | 0.00%             | 2027-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3920 | PA      | $4069.44      | 0.00%             | 2031-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1 | CUSIP: 36241KZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    333802 | PA      | $348015.34    | 0.10%             | 2034-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3300418 | PA      | $3477035.73   | 1.03%             | 2032-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    548546 | PA      | $579135.68    | 0.17%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2194 | PA      | $2288.70      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38777 | PA      | $40069.73     | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LL61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    547536 | PA      | $575005.41    | 0.17%             | 2032-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393383 | PA      | $408267.58    | 0.12%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BSN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115545 | PA      | $116829.64    | 0.03%             | 2032-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58631 | PA      | $60986.20     | 0.02%             | 2033-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225B3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1868172 | PA      | $1942674.13   | 0.58%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    272218 | PA      | $279052.66    | 0.08%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64482 | PA      | $65905.96     | 0.02%             | 2034-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2QC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    711433 | PA      | $734357.55    | 0.22%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65357 | PA      | $66430.81     | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64376 | PA      | $68447.34     | 0.02%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209K6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8482 | PA      | $8564.93      | 0.00%             | 2028-06-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202D4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    318336 | PA      | $329333.42    | 0.10%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36208V5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71218 | PA      | $72429.09     | 0.02%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1010021 | PA      | $1034437.81   | 0.31%             | 2038-10-15      | 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        |     79669 | PA      | $82124.10     | 0.02%             | 2031-09-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241L4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1182367 | PA      | $1231800.01   | 0.36%             | 2041-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36209BYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $33.44        | 0.00%             | 2028-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    971558 | PA      | $1023515.57   | 0.30%             | 2041-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450884 | PA      | $470656.92    | 0.14%             | 2035-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38378TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    264878 | PA      | $271014.27    | 0.08%             | 2039-02-20      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46934 | PA      | $47465.13     | 0.01%             | 2029-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    128289 | PA      | $132688.43    | 0.04%             | 2031-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36200SFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46346 | PA      | $47045.33     | 0.01%             | 2031-11-20      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241LWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34478 | PA      | $36438.73     | 0.01%             | 2041-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    559579 | PA      | $576265.16    | 0.17%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    561776 | PA      | $584282.48    | 0.17%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2S60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2800576 | PA      | $2855577.14   | 0.85%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202C5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    602927 | PA      | $626223.81    | 0.19%             | 2028-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAK45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1019798 | PA      | $1067549.78   | 0.32%             | 2042-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BD54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       154 | PA      | $156.34       | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    604397 | PA      | $634552.19    | 0.19%             | 2040-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622A2SJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    345315 | PA      | $354538.76    | 0.10%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A22L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20836 | PA      | $21509.87     | 0.01%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277225 | PA      | $287751.86    | 0.09%             | 2033-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1985672 | PA      | $2084463.18   | 0.62%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179905 | PA      | $183772.00    | 0.05%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5142 | PA      | $5341.05      | 0.00%             | 2030-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202CP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        47 | PA      | $47.89        | 0.00%             | 2026-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AA6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1033849 | PA      | $1074704.48   | 0.32%             | 2036-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211YCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7461 | PA      | $7492.91      | 0.00%             | 2029-11-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36212QUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9754 | PA      | $9775.44      | 0.00%             | 2030-09-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79635 | PA      | $82403.27     | 0.02%             | 2031-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36241LK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164059 | PA      | $168663.52    | 0.05%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AAFS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69007 | PA      | $70443.22     | 0.02%             | 2031-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    368742 | PA      | $374098.50    | 0.11%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36211PFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $16.93        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36202DUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1147526 | PA      | $1186513.50   | 0.35%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 38374L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9544 | PA      | $9520.05      | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 36225BMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    331942 | PA      | $337820.25    | 0.10%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 36202DWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1843398 | PA      | $1897120.78   | 0.56%             | 2033-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION    | CUSIP: 3622A2EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    472060 | PA      | $492641.87    | 0.15%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE CORPORATION    | CUSIP: 3622AARD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1550794 | PA      | $1557215.95   | 0.46%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Victory Portfolios

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer