# EDGAR Filing Document

**Accession Number:** 0001078195
**File Stem:** 0001752724-25-182415
**Filing Date:** 2025-7
**Character Count:** 1114039
**Document Hash:** 51589282b2ff24392849a70ed32985b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182415.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182415

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Community Capital Trust
- **CENTRAL INDEX KEY:** 0001078195

**ORGANIZATION NAME:**
- **EIN:** 650876594
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09221
- **FILM NUMBER:** 251160848

**BUSINESS ADDRESS:**
- **STREET 1:** 261 N UNIVERSITY DR
- **STREET 2:** SUITE 520
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33324
- **BUSINESS PHONE:** 954-217-7999

**MAIL ADDRESS:**
- **STREET 1:** 261 N UNIVERSITY DR
- **STREET 2:** SUITE 520
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33324

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMMUNITY REINVESTMENT ACT QUALIFIED INVESTMENT FUND
- **DATE OF NAME CHANGE:** 19990202

## Series and Classes Contracts Data

### CCM Community Impact Bond Fund (Series ID: S000001913)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000005044 | CRA Shares           | CRAIX           |
| C000048038 | Institutional Shares | CRANX           |
| C000048039 | Retail Shares        | CRATX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COMMUNITY CAPITAL TRUST

- **b. Investment Company Act file number:** 811-09221

- **c. CIK number of Registrant:** 0001078195

- **d. LEI of Registrant:** 549300YLQ4STUVR7R137

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

  - **Street Address 1:** 261 North University Drive

  - **City:** Plantation

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33324

  - **Telephone number:** 9542177999

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

- **a. Name of Series:** CCM Community Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000001913

- **c. LEI of Series:** 549300KJ18MBZHHGBG66

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $3706158818.01

**Total Liabilities:** $22497915.01

**Net Assets:** $3683660903.00

**Cash Not Reported:** $1811.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5541.57551247 | **1-Year:** -135240.24048917 | **5-Year:** -415145.17016353 | **10-Year:** -449197.99740429 | **30-Year:** -96379.40134783

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

- **3-Month:** -3609.05614286 | **1-Year:** -45996.32359087 | **5-Year:** -91024.34817581 | **10-Year:** -60704.00689903 | **30-Year:** -6262.42380538

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048038 | -0.55%               | 0.50%                | 0.20%                |
| Class ID C000048039 | -0.58%               | 0.47%                | 0.27%                |
| Class ID C000005044 | -0.59%               | 0.46%                | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1651494.44             | $-29098763.01                              |
| Month 2  | $-5767331.20             | $13553625.26                               |
| Month 3  | $-150565.24              | $-1959934.12                               |

### 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                               | GINNIE MAE I POOL GN 646750                                                       | CUSIP: 36292EQB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48905 | PA      | $49234.64     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0228                                                         | CUSIP: 3140KKHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1383083 | PA      | $1144933.01   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2174                                                         | CUSIP: 3140LQMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    958218 | PA      | $788154.33    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 A1                   | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    591045 | PA      | $568958.24    | 0.02%             | 2032-02-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60213                                                   | CUSIP: 3132VLGX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    420590 | PA      | $393008.65    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7611                                                        | CUSIP: 3133KPN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1296010 | PA      | $1159421.25   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $389218.58    | 0.01%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4877                                                         | CUSIP: 3140KQM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    656885 | PA      | $545510.12    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6926                                                         | CUSIP: 3138LKVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    897164 | PA      | $816778.93    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0179                                                         | CUSIP: 3140LAFV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    753411 | PA      | $622647.55    | 0.02%             | 2033-01-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6627                                                         | CUSIP: 3140QSLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8560879 | PA      | $8086056.79   | 0.22%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6235                                                         | CUSIP: 3140JN4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54607 | PA      | $49265.34     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141404.70    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-162 BA                          | CUSIP: 38381HSQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2144980 | PA      | $1874987.66   | 0.05%             | 2054-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $159673.08    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122295.70    | 0.00%             | 2029-09-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54877                                                   | CUSIP: 3132XXM30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    317882 | PA      | $298890.92    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-88 AH                           | CUSIP: 38378N7B3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     55263 | PA      | $51304.42     | 0.00%             | 2054-06-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9535                                                         | CUSIP: 3140KHSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    504244 | PA      | $436514.70    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $497422.75    | 0.01%             | 2032-07-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-183 AB                          | CUSIP: 38381D7W4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1391578 | PA      | $1032327.62   | 0.03%             | 2063-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 763042                                                      | CUSIP: 36176DP31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46078 | PA      | $43692.00     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-222 AP                          | CUSIP: 38381EKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5204662 | PA      | $4059906.60   | 0.11%             | 2056-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103212.05    | 0.00%             | 2030-10-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-72 AE                           | CUSIP: 38380PJT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1553887 | PA      | $1261836.21   | 0.03%             | 2062-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $309583.29    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC0200                                                         | CUSIP: 3140AMGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1002764 | PA      | $1047269.49   | 0.03%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437JZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253342.08    | 0.01%             | 2028-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $287076.72    | 0.01%             | 2029-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A A                                     | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2411584 | PA      | $2263653.99   | 0.06%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-56 AD                           | CUSIP: 38379UPS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    690601 | PA      | $605868.20    | 0.02%             | 2049-06-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737576                                                       | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10466 | PA      | $9872.19      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD7042                                                         | CUSIP: 3140FEZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337099 | PA      | $294203.24    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC4722                                                         | CUSIP: 3140F0G81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286555 | PA      | $250727.74    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4663                                                         | CUSIP: 3140N9FD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    734962 | PA      | $695185.76    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-58 A                            | CUSIP: 38381MAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    997996 | PA      | $966625.30    | 0.03%             | 2057-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178859.65    | 0.00%             | 2030-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2021-C OPTN 2021-C A                                       | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6228673 | PA      | $6095560.11   | 0.17%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69911.52     | 0.00%             | 2033-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-150 AE                          | CUSIP: 38381HNY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1214197 | PA      | $1100654.72   | 0.03%             | 2055-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A58653                                                   | CUSIP: 3128KMTJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44403 | PA      | $45569.50     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5273                                                         | CUSIP: 3138LH2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362462 | PA      | $354039.95    | 0.01%             | 2027-05-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 AH                           | CUSIP: 38379UMH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2107723 | PA      | $1837568.98   | 0.05%             | 2050-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1004                                                         | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2532336 | PA      | $1992831.78   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                      | COUNCIL OF EUROPE DEVELOPMENT BANK 3.000000% 06/16/2025                           | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2998300.22   | 0.08%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6718961 | PA      | $6945081.72   | 0.19%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56253                                                   | CUSIP: 3132XY5P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    503176 | PA      | $470784.92    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0540                                                        | CUSIP: 31425US63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1738056 | PA      | $1640952.64   | 0.04%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8885                                                         | CUSIP: 3140JR2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211627 | PA      | $182755.43    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509967                                    | CUSIP: 83164MCC1<br>LEI: N/A                  | Long             |  |  | US        |     85016 | PA      | $88742.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110627.27    | 0.00%             | 2032-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4331                                                         | CUSIP: 3140QBY51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2320575 | PA      | $2003983.89   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH REV                                | PENNSYLVANIA ST ECON DEV FING PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHOR  | CUSIP: 70869PRB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $367193.89    | 0.01%             | 2029-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD8209                                                        | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1240730 | PA      | $1062046.33   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ7639                                                         | CUSIP: 3140KTPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2213085 | PA      | $1830025.29   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD1888                                                         | CUSIP: 3140B2C28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    675979 | PA      | $673011.92    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5361                                                         | CUSIP: 3140GT5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401471 | PA      | $374780.88    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R5X7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $368634.62    | 0.01%             | 2028-04-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9007                                                         | CUSIP: 3140K5AH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    238474 | PA      | $222690.00    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7885                                                         | CUSIP: 3140AVXP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680319 | PA      | $658764.32    | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-110 CA                          | CUSIP: 38380MDG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132471 | PA      | $118185.93    | 0.00%             | 2059-09-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH0723                                                         | CUSIP: 3140GNYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149413 | PA      | $139614.65    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8815                                                         | CUSIP: 3140HNYM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76686 | PA      | $73716.59     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2018-1 MSAIC 2018-1A A                                    | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1649930 | PA      | $1557139.38   | 0.04%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3874                                                         | CUSIP: 3140QBJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    188647 | PA      | $169673.23    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5278                                                         | CUSIP: 3140HJ2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608353 | PA      | $584045.85    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4717                                                         | CUSIP: 3140QQG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7525040 | PA      | $7118361.46   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58366                                                   | CUSIP: 3132Y2JL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121726 | PA      | $114121.88    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5447                                                         | CUSIP: 3140KDBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    369693 | PA      | $307287.02    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1282110.84   | 0.03%             | 2030-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MUR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $568333.26    | 0.02%             | 2028-04-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6232                                                         | CUSIP: 3138LJ4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4606185 | PA      | $4418330.81   | 0.12%             | 2029-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR SD8454                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  18546672 | PA      | $18732026.87  | 0.51%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81178.59     | 0.00%             | 2030-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9538                                                         | CUSIP: 3140LLS44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4115554 | PA      | $4180187.83   | 0.11%             | 2033-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 693900                                                      | CUSIP: 36296K3H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111334 | PA      | $116780.22    | 0.00%             | 2038-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-93 A                            | CUSIP: 38384NNQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3448834 | PA      | $3387893.45   | 0.09%             | 2054-04-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074Q5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101318.40    | 0.00%             | 2028-07-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-35 AC                           | CUSIP: 38380JUC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2135084 | PA      | $1822379.28   | 0.05%             | 2059-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR SD8491                                                        | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  19307339 | PA      | $18695619.35  | 0.51%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174368L4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $564496.09    | 0.02%             | 2050-01-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                           | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7840000 | PA      | $6643710.72   | 0.18%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $53940.54     | 0.00%             | 2027-07-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120299.40    | 0.00%             | 2026-01-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-197 AE                          | CUSIP: 38380RHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3084781 | PA      | $2296161.57   | 0.06%             | 2062-10-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0596                                                         | CUSIP: 3140LAUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $170110.11    | 0.00%             | 2031-01-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA HSG FIN AUTH REV                                   | MIAMI-DADE CNTY FL HSG FIN AUT MIAMI-DADE COUNTY HOUSING FINANCE AUTHORITY        | CUSIP: 59334HFU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    358865 | PA      | $314067.86    | 0.01%             | 2038-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507070.31    | 0.01%             | 2034-07-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90658.64     | 0.00%             | 2028-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1301                                                         | CUSIP: 3140ANNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231374 | PA      | $224248.17    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MQQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $382871.10    | 0.01%             | 2029-04-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GM93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $450359.66    | 0.01%             | 2030-12-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6906                                                        | CUSIP: 3133ARU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2293228 | PA      | $1791013.56   | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $558219.34    | 0.02%             | 2029-04-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3N9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1329329.28   | 0.04%             | 2031-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK7669                                                         | CUSIP: 3140HMQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    667600 | PA      | $622941.50    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5607                                                         | CUSIP: 3140QRGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2351741 | PA      | $2338023.20   | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101272.89    | 0.00%             | 2031-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0801                                                         | CUSIP: 3140EU3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    364009 | PA      | $329654.21    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3782                                                        | CUSIP: 3133BRFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637106 | PA      | $602387.89    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176417.16    | 0.00%             | 2029-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $347662.70    | 0.01%             | 2027-03-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY8271                                                         | CUSIP: 3138YNFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71762 | PA      | $65329.71     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-154 MK                          | CUSIP: 38378K7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    529116 | PA      | $479355.02    | 0.01%             | 2053-09-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5950                                                         | CUSIP: 3140QRTG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4277991 | PA      | $4041709.60   | 0.11%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $419380.76    | 0.01%             | 2030-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QN8332                                                        | CUSIP: 3133GFHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    240006 | PA      | $217623.18    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759436                                                      | CUSIP: 36230UPV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34031 | PA      | $32266.12     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0008                                                         | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197506 | PA      | $181450.73    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TU74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121009.25    | 0.00%             | 2028-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC9422                                                        | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1660363 | PA      | $1371866.22   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5748                                                         | CUSIP: 3140GUL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    775138 | PA      | $723596.98    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522194                                    | CUSIP: 83165AUT9<br>LEI: N/A                  | Long             |  |  | US        |     36007 | PA      | $37669.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0265                                                        | CUSIP: 3133A6JJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    235856 | PA      | $204246.88    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $238219.99    | 0.01%             | 2033-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3976                                                        | CUSIP: 3133AAMZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1463182 | PA      | $1212989.46   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-190 AD                          | CUSIP: 38380JJX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    579520 | PA      | $474786.17    | 0.01%             | 2060-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8431                                                        | CUSIP: 3133C9LL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    766496 | PA      | $760093.09    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5743                                                        | CUSIP: 3133BTLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    708210 | PA      | $717579.03    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1415                                                         | CUSIP: 3140Q8SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1380887 | PA      | $1244588.16   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $385918.60    | 0.01%             | 2029-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5916                                                         | CUSIP: 3140LGSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9683844 | PA      | $9115136.59   | 0.25%             | 2032-06-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR SD5485                                                        | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7479776 | PA      | $6115011.26   | 0.17%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $443664.63    | 0.01%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AV9479                                                       | CUSIP: 36195LQ88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7345164 | PA      | $7345163.56   | 0.20%             | 2051-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509793                                    | CUSIP: 83164L3A7<br>LEI: N/A                  | Long             |  |  | US        |    617515 | PA      | $635839.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-125 AB                          | CUSIP: 38379KR83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1064011 | PA      | $971058.78    | 0.03%             | 2047-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $727924.63    | 0.02%             | 2027-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-3 AJ                            | CUSIP: 38379RKW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    983339 | PA      | $776699.81    | 0.02%             | 2058-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $285508.72    | 0.01%             | 2027-11-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P011 A1              | CUSIP: 3137H2NN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    414914 | PA      | $379843.94    | 0.01%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR5455                                                         | CUSIP: 3140L4BZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824148 | PA      | $683361.84    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7194                                                         | CUSIP: 3140FS7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    491945 | PA      | $459234.33    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8468                                                         | CUSIP: 3140NRMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1223180 | PA      | $1185544.76   | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1545                                                         | CUSIP: 3140KLWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2706742 | PA      | $2125106.13   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QVL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $275422.64    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0446                                                         | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    748332 | PA      | $757277.93    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509748                                    | CUSIP: 83164LZM6<br>LEI: N/A                  | Long             |  |  | US        |     39310 | PA      | $39040.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A1              | CUSIP: 3137HDJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13692278 | PA      | $13764684.00  | 0.37%             | 2029-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1468                                                         | CUSIP: 3140K8T27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    271398 | PA      | $245766.38    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8736                                                         | CUSIP: 3138LMV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3882632 | PA      | $3799446.71   | 0.10%             | 2028-05-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-17 AD                           | CUSIP: 38381JU39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    537110 | PA      | $523233.14    | 0.01%             | 2064-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3982                                                        | CUSIP: 31339UM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    234283 | PA      | $211366.90    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-2 AC                            | CUSIP: 38383GQL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    546419 | PA      | $421251.46    | 0.01%             | 2062-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1136444.61   | 0.03%             | 2028-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD2416                                                         | CUSIP: 3140F9VJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    738220 | PA      | $666695.00    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 BA                          | CUSIP: 38378XYQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45630 | PA      | $45136.02     | 0.00%             | 2052-09-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4207                                                         | CUSIP: 3140QPU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4036684 | PA      | $3709540.08   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH1338                                                       | CUSIP: 36182HPX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    448178 | PA      | $445988.66    | 0.01%             | 2055-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20D 1                       | CUSIP: 83162CSL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163544 | PA      | $162811.13    | 0.00%             | 2029-04-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4885                                                        | CUSIP: 31346YNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    246953 | PA      | $223207.91    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6834                                                        | CUSIP: 3133A1SX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    368718 | PA      | $320569.23    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9536                                                         | CUSIP: 3140KHS28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    832767 | PA      | $722122.13    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $408476.55    | 0.01%             | 2028-01-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4231                                                        | CUSIP: 31339UVY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1318854 | PA      | $1138925.12   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1100801.33   | 0.03%             | 2029-01-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4092                                                        | CUSIP: 3133WARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    821136 | PA      | $813568.28    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2781                                                         | CUSIP: 3140LRCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2884153 | PA      | $2381034.85   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126784.57    | 0.00%             | 2028-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP7434                                                         | CUSIP: 3140KFHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    805852 | PA      | $632468.48    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH HSG AUTH REV                                            | KING CNTY WA HSG AUTH KING COUNTY HOUSING AUTHORITY                               | CUSIP: 494762JQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3390000 | PA      | $3394777.53   | 0.09%             | 2046-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH0713                                                         | CUSIP: 3140GNYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55832 | PA      | $52230.89     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ5814                                                         | CUSIP: 3140KRN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1844188 | PA      | $1446899.90   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5471                                                         | CUSIP: 3140KDCH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    165385 | PA      | $143124.22    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3978                                                        | CUSIP: 3133AAM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2862496 | PA      | $2246614.14   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q43158                                                   | CUSIP: 3132WGQL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493206 | PA      | $432080.69    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN5174                                                        | CUSIP: 3132XKXC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4775000 | PA      | $4747420.55   | 0.13%             | 2029-10-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU9998                                                         | CUSIP: 3138XADC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46755 | PA      | $44390.09     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0408                                                         | CUSIP: 3140Q7N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124365 | PA      | $112640.62    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8905                                                         | CUSIP: 3140HN3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    314755 | PA      | $302304.18    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $407888.53    | 0.01%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3454                                                         | CUSIP: 3140NXZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3914000 | PA      | $3793233.97   | 0.10%             | 2035-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-85 A                            | CUSIP: 38378KUB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100168 | PA      | $94681.49     | 0.00%             | 2046-09-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-39 A                            | CUSIP: 38379RHG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1165777 | PA      | $960989.39    | 0.03%             | 2056-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-22 EA                           | CUSIP: 38379RMX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2237414 | PA      | $1817653.21   | 0.05%             | 2057-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-102 A                           | CUSIP: 38381HEX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2971493 | PA      | $2439435.26   | 0.07%             | 2064-06-16      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4373                                                         | CUSIP: 3140JL2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    631039 | PA      | $586185.01    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A7F                                | CUSIP: 30320VAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    945204 | PA      | $870151.44    | 0.02%             | 2028-04-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0312                                                         | CUSIP: 3140NUK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2950548 | PA      | $3000644.41   | 0.08%             | 2029-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5228                                                         | CUSIP: 3140QQY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14552217 | PA      | $14468335.27  | 0.39%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q53325                                                   | CUSIP: 3132XVVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    522143 | PA      | $474815.35    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $686708.27    | 0.02%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304136.19    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437GY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $159322.04    | 0.00%             | 2030-07-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-49 AD                           | CUSIP: 38381MEV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1895742 | PA      | $1882819.00   | 0.05%             | 2054-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6722                                                         | CUSIP: 3140JPPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    415670 | PA      | $358961.06    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FANNIE MAE POOL SUNRISE SR VGE                                                    | CUSIP: BCCJ08DC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5013000 | PA      | $4878275.63   | 0.13%             | 2032-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2021-SB82 MORTGAGE TRUST FRESB 2021-SB82 A5F                                | CUSIP: 30318CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1716946 | PA      | $1689776.01   | 0.05%             | 2025-11-25      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $247388.90    | 0.01%             | 2027-11-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1149738.18   | 0.03%             | 2047-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T3V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $215744.34    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MSH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $580285.78    | 0.02%             | 2026-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2073                                                         | CUSIP: 3140QMJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7590563 | PA      | $6213620.42   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AR6415                                                         | CUSIP: 3138W4DV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    193633 | PA      | $173152.88    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3541                                                         | CUSIP: 3140NX5B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2997650 | PA      | $3003303.19   | 0.08%             | 2035-04-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $887943.69    | 0.02%             | 2030-08-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VFN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492157.52    | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AH                          | CUSIP: 38382AS89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    139733 | PA      | $116404.82    | 0.00%             | 2060-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2611                                                        | CUSIP: 3133BB3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1130673 | PA      | $1039214.85   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX4856                                                         | CUSIP: 3138Y6ME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45526 | PA      | $43037.00     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469D3Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45732.62     | 0.00%             | 2030-01-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $423686.82    | 0.01%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4141                                                        | CUSIP: 3133B1S69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    886847 | PA      | $733170.33    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750VZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200888.24    | 0.01%             | 2026-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7877                                                         | CUSIP: 3140M9XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1207528 | PA      | $998281.93    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3112                                                         | CUSIP: 3140KNN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1795315 | PA      | $1408555.65   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-123 A                           | CUSIP: 38381LLR1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2367630 | PA      | $2353625.37   | 0.06%             | 2055-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SMALL BUSINESS ADMINISTRATION SBA SBAPREMIE                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    550447 | PA      | $587673.39    | 0.02%             | 2038-08-29      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TWB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249329.19    | 0.01%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB6583                                                        | CUSIP: 3133ADJ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1113118 | PA      | $872718.68    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5137                                                         | CUSIP: 3140A5V70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1567570 | PA      | $1608876.88   | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-88 A                            | CUSIP: 38380NGE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    497402 | PA      | $433465.33    | 0.01%             | 2059-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $659029.00    | 0.02%             | 2027-06-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1660599.81   | 0.05%             | 2029-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196479A58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     82596 | PA      | $65060.89     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6467                                                         | CUSIP: 3138WGFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    597103 | PA      | $543580.46    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4551                                                         | CUSIP: 3140H6BV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    660841 | PA      | $596597.23    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4132                                                         | CUSIP: 3140HVSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5741582 | PA      | $5659641.23   | 0.15%             | 2031-04-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN0876                                                         | CUSIP: 3138LC6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1220569 | PA      | $1204165.63   | 0.03%             | 2026-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2624                                                        | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    944315 | PA      | $842133.37    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4558                                                         | CUSIP: 3140HWB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    787245 | PA      | $677512.15    | 0.02%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS A                  | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1704371 | PA      | $1363556.48   | 0.04%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX0902                                                         | CUSIP: 3138Y2AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23841 | PA      | $22538.20     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812U4S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $384758.90    | 0.01%             | 2029-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6963                                                         | CUSIP: 3140LHWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4653074 | PA      | $4684322.99   | 0.13%             | 2029-10-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0787                                                         | CUSIP: 3140A92V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150956 | PA      | $146303.15    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2016-10B 1                                 | CUSIP: 831641FG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1961273 | PA      | $1912013.10   | 0.05%             | 2026-09-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-128 AB                          | CUSIP: 38378KU31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    758002 | PA      | $651446.93    | 0.02%             | 2051-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4611                                                         | CUSIP: 3140H6DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    851692 | PA      | $767626.10    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q40627                                                   | CUSIP: 3132WDVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1524988 | PA      | $1335990.17   | 0.04%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $599988.18    | 0.02%             | 2028-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 A1                   | CUSIP: 3137FMTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2925668 | PA      | $2831987.27   | 0.08%             | 2029-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83815                                                   | CUSIP: 3132L9GY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    625459 | PA      | $566243.00    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $752034.88    | 0.02%             | 2030-07-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $571766.96    | 0.02%             | 2029-07-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7797                                                         | CUSIP: 3140M9UX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    846011 | PA      | $694267.82    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 947771                                                         | CUSIP: 31413KMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25666 | PA      | $27344.11     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $252555.06    | 0.01%             | 2028-07-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC5139                                                        | CUSIP: 3133APV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3602324 | PA      | $2837794.91   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3154                                                        | CUSIP: 3133A9QF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2207233 | PA      | $1732334.25   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6010                                                         | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1646447 | PA      | $1462760.92   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143065.28    | 0.00%             | 2031-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6614                                                         | CUSIP: 3140JPK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205818 | PA      | $177738.90    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7080                                                        | CUSIP: 3133BU2M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    870270 | PA      | $864181.76    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-120 A                           | CUSIP: 38378BM48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    597427 | PA      | $504493.38    | 0.01%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $729069.45    | 0.02%             | 2025-11-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $883942.11    | 0.02%             | 2031-12-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509391                                    | CUSIP: 83164LNG2<br>LEI: N/A                  | Long             |  |  | US        |    192388 | PA      | $193635.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522387                                    | CUSIP: 83165A2U7<br>LEI: N/A                  | Long             |  |  | US        |     54507 | PA      | $56329.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-144 AB                          | CUSIP: 38381JTD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2339304 | PA      | $2248103.37   | 0.06%             | 2057-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303315.35    | 0.01%             | 2030-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1482                                                         | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1365695 | PA      | $1184216.36   | 0.03%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA HSG FIN AGY HOM NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90234.28     | 0.00%             | 2029-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                          | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PMP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1747844.83   | 0.05%             | 2030-06-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8921                                                         | CUSIP: 3140JR4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33757 | PA      | $29430.03     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QWY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3437042.52   | 0.09%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MPF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    107959 | PA      | $96802.32     | 0.00%             | 2043-01-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8923                                                         | CUSIP: 3140JR4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479412 | PA      | $446271.90    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-104 AC                          | CUSIP: 38381JLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9585098 | PA      | $9231839.10   | 0.25%             | 2062-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AT8470                                                       | CUSIP: 36194HMT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1657909 | PA      | $1591009.28   | 0.04%             | 2051-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $269671.50    | 0.01%             | 2029-07-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8924                                                         | CUSIP: 3140JR4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273163 | PA      | $261843.84    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB3721                                                         | CUSIP: 3140ADD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287733 | PA      | $292636.01    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8430                                                        | CUSIP: 3133C9LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    774217 | PA      | $750681.11    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $592167.71    | 0.02%             | 2025-11-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $104840.57    | 0.00%             | 2030-01-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2046                                                        | CUSIP: 3133A8HX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    942759 | PA      | $815276.28    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-219 AJ                          | CUSIP: 38381EMT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1109603 | PA      | $861057.50    | 0.02%             | 2059-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $281816.09    | 0.01%             | 2029-07-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4244                                                         | CUSIP: 3140QBWE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260394 | PA      | $224868.99    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN2590                                                        | CUSIP: 3132XG2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1805000 | PA      | $1830101.80   | 0.05%             | 2029-04-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3113                                                         | CUSIP: 3140KNN79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1352476 | PA      | $1112168.24   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-98 A                            | CUSIP: 38380MBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68165 | PA      | $65788.51     | 0.00%             | 2050-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9779                                                         | CUSIP: 3140LL2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3593000 | PA      | $3664706.01   | 0.10%             | 2030-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN0360                                                         | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $81635.59     | 0.00%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5289                                                         | CUSIP: 3140HJ2X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    585856 | PA      | $547437.95    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR7692                                                         | CUSIP: 3140L6RN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1071954 | PA      | $886550.74    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-91 AC                           | CUSIP: 38381JJR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5655839 | PA      | $5431338.13   | 0.15%             | 2055-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750VD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85065.45     | 0.00%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5498                                                         | CUSIP: 3140KDDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    719910 | PA      | $592888.96    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $274256.25    | 0.01%             | 2027-01-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                               | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882724K48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143609.83    | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2069                                                        | CUSIP: 31334YJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    461038 | PA      | $398139.49    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 MB                          | CUSIP: 38379KVZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2095973.17   | 0.06%             | 2052-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5904                                                        | CUSIP: 3133ACRZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1427575 | PA      | $1180504.17   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6159                                                         | CUSIP: 3140HXZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1699511 | PA      | $1539047.54   | 0.04%             | 2030-03-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192914.20    | 0.01%             | 2029-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9901                                                        | CUSIP: 31426HAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    369374 | PA      | $366225.15    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QF39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153151.63    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137492.81    | 0.00%             | 2029-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0929                                                         | CUSIP: 3138WAA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137532 | PA      | $130574.14    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082S8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $431832.84    | 0.01%             | 2029-11-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $533805.90    | 0.01%             | 2030-11-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14290712.07  | 0.39%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB8043                                                        | CUSIP: 3133AE5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1661169 | PA      | $1313206.78   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AE                          | CUSIP: 38379R3X9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1912889 | PA      | $1564090.09   | 0.04%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF133 AS                  | CUSIP: 3137H6MJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    428864 | PA      | $427679.23    | 0.01%             | 2029-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 720208                                                       | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     96014 | PA      | $94502.96     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                             | BRIDGE HOUSING CORP 3.250000% 07/15/2030                                          | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4545541.95   | 0.12%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.375000% 11/30/2030                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5000000 | PA      | $5085546.88   | 0.14%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS4667                                                         | CUSIP: 3140LFFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3402355 | PA      | $3093734.32   | 0.08%             | 2029-03-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| METRO ORE                                                              | METRO OR METRO/OR                                                                 | CUSIP: 59163PLF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $531235.24    | 0.01%             | 2028-06-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5218                                                         | CUSIP: 3140LFYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5777000 | PA      | $5080463.71   | 0.14%             | 2032-04-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-94 AG                           | CUSIP: 38380NHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    296024 | PA      | $276442.32    | 0.01%             | 2060-07-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SFM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $736860.81    | 0.02%             | 2031-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AJ4024                                                         | CUSIP: 3138AVPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58305 | PA      | $56181.44     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2904                                                         | CUSIP: 3138YUGN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73898 | PA      | $67274.25     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0525                                                         | CUSIP: 3140NUSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2806556 | PA      | $2824345.47   | 0.08%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509900                                    | CUSIP: 83164L7M7<br>LEI: N/A                  | Long             |  |  | US        |    804701 | PA      | $839720.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $917697.15    | 0.02%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX7551                                                         | CUSIP: 3138Y9L97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79958 | PA      | $73209.33     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC8223                                                        | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2252741 | PA      | $1773414.58   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2707                                                         | CUSIP: 3140LRAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4623587 | PA      | $3800015.47   | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ2363                                                         | CUSIP: 3140KMTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1448224 | PA      | $1191352.81   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ9235                                                         | CUSIP: 3140HBHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1238707 | PA      | $1153975.18   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-47 B                            | CUSIP: 38379KJQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400000 | PA      | $364323.37    | 0.01%             | 2055-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD1136                                                        | CUSIP: 3133AXHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1386500 | PA      | $1141569.02   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57029                                                   | CUSIP: 3132Y0Y38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224394 | PA      | $209948.65    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $746357.52    | 0.02%             | 2025-11-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW5904                                                         | CUSIP: 3140MXR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    332243 | PA      | $314338.97    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101724.43    | 0.00%             | 2030-05-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4106                                                        | CUSIP: 3133WAR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    759815 | PA      | $768415.45    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM0414                                                         | CUSIP: 3138L0N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5692006 | PA      | $5519037.69   | 0.15%             | 2027-09-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4981                                                         | CUSIP: 3140A5RB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    928844 | PA      | $971275.20    | 0.03%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UHS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $967039.78    | 0.03%             | 2032-03-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                              | MAINE ST HSG AUTH MTGE PURCHAS MAINE STATE HOUSING AUTHORITY                      | CUSIP: 56052FWU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $962631.91    | 0.03%             | 2026-11-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1320                                                         | CUSIP: 3140JVPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172730 | PA      | $165580.00    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5351                                                         | CUSIP: 3138WE5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69913 | PA      | $63646.30     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH5339                                                       | CUSIP: 36182M4Y8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1138447 | PA      | $1111694.96   | 0.03%             | 2050-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                         | PROLOGIS LP 4.625000% 01/15/2033                                                  | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  42672000 | PA      | $41751451.96  | 1.13%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40130.25     | 0.00%             | 2026-01-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0995                                                        | CUSIP: 3133CRC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    286178 | PA      | $284358.88    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1283205.84   | 0.03%             | 2032-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A                                           | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6544703 | PA      | $6041102.16   | 0.16%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $257710.50    | 0.01%             | 2031-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-87 AB                           | CUSIP: 38381LHC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3174593 | PA      | $3125232.95   | 0.08%             | 2065-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58271                                                   | CUSIP: 3132Y2FM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    352942 | PA      | $330221.45    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 AB                           | CUSIP: 38381EW87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1266083 | PA      | $1157758.51   | 0.03%             | 2043-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1                                 | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4523228 | PA      | $4580837.69   | 0.12%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-12 AB                           | CUSIP: 38378B6A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78907 | PA      | $74089.96     | 0.00%             | 2052-11-16      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GW92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1800230.54   | 0.05%             | 2033-06-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $364113.62    | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59454                                                   | CUSIP: 3132Y3QG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100080 | PA      | $96474.56     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7521                                                         | CUSIP: 3138WHLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    802054 | PA      | $701774.88    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4113                                                        | CUSIP: 3133WASA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    715351 | PA      | $693621.70    | 0.02%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-80 AB                           | CUSIP: 38380NCT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33368 | PA      | $29151.88     | 0.00%             | 2060-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83540                                                   | CUSIP: 3132L84Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    110459 | PA      | $103517.73    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3110                                                        | CUSIP: 31339SN35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    464449 | PA      | $416774.03    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141724.28    | 0.00%             | 2027-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1787                                                         | CUSIP: 3140MS6Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118755 | PA      | $109676.69    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2045                                                        | CUSIP: 3133A8HW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1707970 | PA      | $1405557.39   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5448                                                         | CUSIP: 3140KDBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115316 | PA      | $99832.08     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0191                                                         | CUSIP: 3138XBF90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33771 | PA      | $32062.51     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 700671                                                      | CUSIP: 36296TMU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     59634 | PA      | $61502.46     | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO4660                                                         | CUSIP: 3140K0FA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    480297 | PA      | $414771.44    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55631                                                   | CUSIP: 3132XYHH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    815242 | PA      | $762761.68    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2122111 | PA      | $2076653.41   | 0.06%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4163                                                         | CUSIP: 3140N8TV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    930411 | PA      | $926632.76    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA8322                                                         | CUSIP: 3140QGG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1999979 | PA      | $1568044.17   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX2151                                                        | CUSIP: 31425WL90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450982 | PA      | $436693.89    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UEB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1193077.75   | 0.03%             | 2031-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522328                                    | CUSIP: 83165AYZ1<br>LEI: N/A                  | Long             |  |  | US        |      6709 | PA      | $6852.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 722944                                                       | CUSIP: 3620A9ER8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49003 | PA      | $49221.08     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $143512.57    | 0.00%             | 2035-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB7487                                                         | CUSIP: 3140AHJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    478462 | PA      | $474987.90    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF0540                                                        | CUSIP: 3133BMS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    837609 | PA      | $792406.94    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UBF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500052.64   | 0.07%             | 2027-05-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $536237.38    | 0.01%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50393                                                   | CUSIP: 3132XSNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1083395 | PA      | $980475.03    | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8913                                                         | CUSIP: 3140JR3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231793 | PA      | $216531.71    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0248                                                         | CUSIP: 3140KKH23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    881123 | PA      | $729748.00    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2021-B OPTN 2021-B A                                       | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2735210 | PA      | $2674404.79   | 0.07%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1090                                                         | CUSIP: 3140M2F80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223201 | PA      | $196641.69    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8936                                                         | CUSIP: 3140K44W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1202792 | PA      | $1038697.63   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2532                                                         | CUSIP: 3140Q9Y64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1121821 | PA      | $1045189.24   | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4384                                                         | CUSIP: 3140JL2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49786 | PA      | $47764.52     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3017                                                         | CUSIP: 3140MGK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    975104 | PA      | $802561.53    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0436                                                        | CUSIP: 3133C0PV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1400900 | PA      | $1415313.65   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $138557.37    | 0.00%             | 2031-01-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK4815                                                         | CUSIP: 3140HJK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    601013 | PA      | $559957.41    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH HOMEOWNERSHIP MTG REV                         | VIRGINIA ST HSG DEV AUTH HOMEO VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92813TEE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     61110 | PA      | $56070.26     | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738630                                                       | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    222114 | PA      | $209853.05    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654XB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $289055.29    | 0.01%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9912                                                         | CUSIP: 3140QWAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13425815 | PA      | $13349598.89  | 0.36%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45643.85     | 0.00%             | 2027-05-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2377                                                         | CUSIP: 3140HTUB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2670923 | PA      | $2522915.30   | 0.07%             | 2031-05-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $189249.76    | 0.01%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $679567.86    | 0.02%             | 2027-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3152                                                        | CUSIP: 3133A9QD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1506290 | PA      | $1239119.61   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8759                                                         | CUSIP: 3140KGWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    954653 | PA      | $786214.44    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                            | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    137556 | PA      | $120177.45    | 0.00%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5892                                                         | CUSIP: 3140B6RN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    831946 | PA      | $823846.84    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-88 AB                           | CUSIP: 38381LFA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1968919 | PA      | $1937645.59   | 0.05%             | 2064-02-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AT0343                                                         | CUSIP: 3138WMLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24243 | PA      | $21678.59     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7878                                                         | CUSIP: 3140M9XG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1540020 | PA      | $1274769.39   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ML25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000936.58   | 0.03%             | 2029-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 688636                                                      | CUSIP: 36296EBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57333 | PA      | $59129.71     | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-75 AC                           | CUSIP: 38380PKQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    476872 | PA      | $398349.56    | 0.01%             | 2061-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR2232                                                         | CUSIP: 3140L0PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    736067 | PA      | $575269.06    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5951                                                         | CUSIP: 3140QRTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6940815 | PA      | $6743783.57   | 0.18%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1977                                                         | CUSIP: 3140LCFT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3640000 | PA      | $3171981.29   | 0.09%             | 2031-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654UT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212366.23    | 0.01%             | 2026-06-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522440                                    | CUSIP: 83165A4Z4<br>LEI: N/A                  | Long             |  |  | US        |     81403 | PA      | $82986.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49605                                                   | CUSIP: 3132WPU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43337 | PA      | $39520.83     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BH0075                                                      | CUSIP: 3617GWCL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172969 | PA      | $166477.12    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 463997                                                         | CUSIP: 31381LNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824395 | PA      | $824394.82    | 0.02%             | 2027-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227488.08    | 0.01%             | 2030-01-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419TWS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $571218.58    | 0.02%             | 2028-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-75 BC                           | CUSIP: 38378N3S0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    407362 | PA      | $378010.44    | 0.01%             | 2054-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9566                                                         | CUSIP: 3140KHTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272870 | PA      | $226076.02    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WES2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $942525.56    | 0.03%             | 2028-08-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 12/31/2026                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19000000 | PA      | $19072734.38  | 0.52%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HS20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1459660.35   | 0.04%             | 2030-05-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FPA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230672 | PA      | $213318.98    | 0.01%             | 2047-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW0985                                                         | CUSIP: 3138XQCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47645 | PA      | $45040.64     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 637911                                                       | CUSIP: 36291TVC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    256489 | PA      | $256489.42    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509688                                    | CUSIP: 83164LXR7<br>LEI: N/A                  | Long             |  |  | US        |    264941 | PA      | $266703.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7296                                                         | CUSIP: 3140QFDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    602037 | PA      | $495253.54    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5521                                                         | CUSIP: 3140MKD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    526795 | PA      | $430418.95    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH6769                                                         | CUSIP: 3138A8QX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60640 | PA      | $59630.34     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522124                                    | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             |  |  | US        |    143772 | PA      | $148756.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5153                                                        | CUSIP: 3133CHWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1145415 | PA      | $1158335.67   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609BXZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $186033.20    | 0.01%             | 2037-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5648                                                        | CUSIP: 3133WCHZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1255669 | PA      | $1293954.65   | 0.04%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0478                                                        | CUSIP: 3133CCQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1770471 | PA      | $1790443.02   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $972669.45    | 0.03%             | 2031-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6127                                                         | CUSIP: 3138WFYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    279754 | PA      | $255069.22    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $88046.53     | 0.00%             | 2031-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD6358                                                        | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    714508 | PA      | $585908.09    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $478923.56    | 0.01%             | 2033-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1706253.56   | 0.05%             | 2032-05-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $491938.71    | 0.01%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1                       | CUSIP: 83162CZL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2787684 | PA      | $2655189.19   | 0.07%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-10F 1                       | CUSIP: 83162CU92<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3145380 | PA      | $3231246.96   | 0.09%             | 2033-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 AB                          | CUSIP: 38380JFT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73004 | PA      | $59074.14     | 0.00%             | 2059-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5792                                                         | CUSIP: 3138LJNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    862610 | PA      | $775399.21    | 0.02%             | 2034-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4662                                                         | CUSIP: 3140N9FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    684412 | PA      | $668946.34    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GX26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1523177.39   | 0.04%             | 2033-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-135 AC                          | CUSIP: 38378BS59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    601434 | PA      | $482157.76    | 0.01%             | 2053-01-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101000.65    | 0.00%             | 2026-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2990000 | PA      | $2809670.42   | 0.08%             | 2027-09-01      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $428667.62    | 0.01%             | 2026-11-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1606480.22   | 0.04%             | 2026-06-01      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1319                                                         | CUSIP: 3140JVPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1151234 | PA      | $1032830.74   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-174 AE                          | CUSIP: 38381JG84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7623939 | PA      | $7066446.89   | 0.19%             | 2046-09-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9567                                                         | CUSIP: 3140KHTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610317 | PA      | $528340.01    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-77 AD                           | CUSIP: 38381E6J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1193732 | PA      | $946146.19    | 0.03%             | 2062-01-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3781                                                        | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    348724 | PA      | $321796.70    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-7 AC                            | CUSIP: 38381ENW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1789112 | PA      | $1331852.61   | 0.04%             | 2064-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5536                                                         | CUSIP: 3138LJEJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2926942 | PA      | $2854228.67   | 0.08%             | 2027-05-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3340                                                        | CUSIP: 3133C3V94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1188914 | PA      | $1202460.95   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-124 GK                          | CUSIP: 38381JQS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5680772 | PA      | $5381660.41   | 0.15%             | 2055-03-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2070                                                        | CUSIP: 31334YJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    411531 | PA      | $371328.37    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-61 AC                           | CUSIP: 38379RSN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    385881 | PA      | $327518.11    | 0.01%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBACHICAGOTAXIPARTS MONTHLY ADJUSTMENT                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    186696 | PA      | $192359.12    | 0.01%             | 2034-04-29      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1258969.30   | 0.03%             | 2030-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $496196.90    | 0.01%             | 2033-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1427                                                         | CUSIP: 3138WASR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88636 | PA      | $84150.16     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV7087                                                         | CUSIP: 3138XJ2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118217 | PA      | $111743.97    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-193 AB                          | CUSIP: 38381LE99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1496659 | PA      | $1451844.29   | 0.04%             | 2056-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1573                                                         | CUSIP: 3140KLXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1365950 | PA      | $1181652.66   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9862                                                         | CUSIP: 3140MB5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649175 | PA      | $535799.49    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MG88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1260441.68   | 0.03%             | 2030-10-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7233                                                         | CUSIP: 3140QTBB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11923676 | PA      | $11818993.17  | 0.32%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0443                                                         | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1783523 | PA      | $1686997.02   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K137 A2                   | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3500000 | PA      | $3076673.63   | 0.08%             | 2031-11-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6159                                                         | CUSIP: 3140QDZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1098044 | PA      | $904645.76    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF135 AS                  | CUSIP: 3137H7KA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    406055 | PA      | $404904.42    | 0.01%             | 2029-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2031                                                         | CUSIP: 3140HFHH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206182 | PA      | $197944.33    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $467695.22    | 0.01%             | 2026-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2018-2-GS MSAIC 2018-2GS A                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6483209 | PA      | $5983372.15   | 0.16%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL0478                                                         | CUSIP: 3140HRQ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1862915 | PA      | $1851090.08   | 0.05%             | 2025-10-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8569                                                         | CUSIP: 3140LKQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1228942 | PA      | $1233230.24   | 0.03%             | 2030-05-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG G06072                                                   | CUSIP: 3128M8CH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111295 | PA      | $115997.55    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ2676                                                         | CUSIP: 3140H36N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160389 | PA      | $149660.18    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $676302.36    | 0.02%             | 2032-01-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502448.73    | 0.01%             | 2026-04-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7028                                                         | CUSIP: 3140AUY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    436165 | PA      | $440929.85    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD7968                                                        | CUSIP: 3133B5Z96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2383493 | PA      | $1858923.45   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2085662.30   | 0.06%             | 2030-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7898                                                         | CUSIP: 3140J0X47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3800000 | PA      | $3056807.49   | 0.08%             | 2032-08-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $297669.00    | 0.01%             | 2029-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-157 AC                          | CUSIP: 38380JBH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    358806 | PA      | $319261.12    | 0.01%             | 2056-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q012 A2                   | CUSIP: 3137FVNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4040637 | PA      | $3759084.35   | 0.10%             | 2030-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-88 CA                           | CUSIP: 38380J3J5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    836950 | PA      | $734398.09    | 0.02%             | 2058-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203404.25    | 0.01%             | 2028-03-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58952.24     | 0.00%             | 2029-01-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI5362                                                         | CUSIP: 3138AJ5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79925 | PA      | $78594.50     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9387                                                         | CUSIP: 3140NEND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1261782 | PA      | $1222398.59   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4126                                                         | CUSIP: 3140MHSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    353061 | PA      | $288866.12    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH2979                                                         | CUSIP: 3138A4JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21298 | PA      | $20455.88     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GA21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1812071.11   | 0.05%             | 2027-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX7550                                                         | CUSIP: 3138Y9L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44325 | PA      | $41899.06     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-81 AC                           | CUSIP: 38380NFC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45783 | PA      | $38831.32     | 0.00%             | 2060-08-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KDC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $798924.80    | 0.02%             | 2025-06-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5334                                                         | CUSIP: 3140GT4U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5329 | PA      | $4993.12      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P0 FHMR 2020-P003 A1              | CUSIP: 3137FWHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3865800 | PA      | $3440641.20   | 0.09%             | 2031-02-25      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66038.06     | 0.00%             | 2029-06-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157290.34    | 0.00%             | 2030-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-171 EA                          | CUSIP: 38379K6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33879 | PA      | $28637.81     | 0.00%             | 2052-12-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1285                                                         | CUSIP: 3140JVNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419468 | PA      | $391226.07    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-9 A                             | CUSIP: 38379U4D5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    485844 | PA      | $391778.33    | 0.01%             | 2056-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9597                                                         | CUSIP: 3140KHUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    447518 | PA      | $387137.95    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH7097                                                         | CUSIP: 3140GV3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1479285 | PA      | $1335960.25   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1536                                                        | CUSIP: 3133A7V55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649086 | PA      | $534359.81    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERYVILLE CALIF                                                       | EMERYVILLE CA CITY OF EMERYVILLE CA                                               | CUSIP: 291180AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $325069.31    | 0.01%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9333                                                        | CUSIP: 31426GLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    609342 | PA      | $592664.63    | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5694                                                         | CUSIP: 3140QDKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1352329 | PA      | $1166064.71   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $371040.61    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $396079.62    | 0.01%             | 2029-05-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 684677                                                       | CUSIP: 36295YUA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65420 | PA      | $66698.47     | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-46 A                            | CUSIP: 38379U7H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1548205 | PA      | $1245728.39   | 0.03%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202199.39    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AN95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $289740.01    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5452                                                         | CUSIP: 3140HXBW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3150112 | PA      | $2910108.71   | 0.08%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-106 AC                          | CUSIP: 38379RS95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     71353 | PA      | $65499.44     | 0.00%             | 2051-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 439079                                                       | CUSIP: 36207QXG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     64352 | PA      | $64863.20     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45201YF36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24942.62     | 0.00%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2792                                                         | CUSIP: 3140QNC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3364920 | PA      | $2751388.67   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143175.72    | 0.00%             | 2029-09-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20685000 | PA      | $20487846.09  | 0.56%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DLX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120826.43    | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5309                                                         | CUSIP: 3140GT3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875998 | PA      | $817760.04    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8522                                                         | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1666205 | PA      | $1495753.28   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8470                                                         | CUSIP: 3140NRMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    815937 | PA      | $826772.89    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV5020                                                         | CUSIP: 3138XGSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134668 | PA      | $127855.26    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-47 AD                           | CUSIP: 38380RZY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4584382 | PA      | $3278408.02   | 0.09%             | 2061-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254972.88    | 0.01%             | 2029-07-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7456                                                         | CUSIP: 3140QTJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8237695 | PA      | $8164862.95   | 0.22%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $480522.50    | 0.01%             | 2026-11-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1714                                                        | CUSIP: 3133BA3X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1383803 | PA      | $1179235.99   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2784                                                         | CUSIP: 3140ACCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    315756 | PA      | $306059.38    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0369                                                        | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    759297 | PA      | $681104.51    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-199 A                           | CUSIP: 38381HZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    616664 | PA      | $578419.52    | 0.02%             | 2054-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                     | MILL CITY SOLAR LOAN 2019-2 LTD MCSLT 2019-2GS A                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1431801 | PA      | $1205660.93   | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-165 AB                          | CUSIP: 38380MZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373298 | PA      | $1212152.78   | 0.03%             | 2060-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5579                                                        | CUSIP: 3133A0FU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    961515 | PA      | $830337.23    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $394210.30    | 0.01%             | 2027-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3987                                                         | CUSIP: 3140QPND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7718388 | PA      | $7092868.06   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW8968                                                         | CUSIP: 3138XY6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15223 | PA      | $14390.39     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $370780.96    | 0.01%             | 2026-05-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ3298                                                        | CUSIP: 3133CTUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    467858 | PA      | $453731.96    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509735                                    | CUSIP: 83164LY88<br>LEI: N/A                  | Long             |  |  | US        |    535639 | PA      | $539146.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-170 AC                          | CUSIP: 38381DU73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    723838 | PA      | $541956.68    | 0.01%             | 2062-12-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2209                                                         | CUSIP: 3140JWN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    727620 | PA      | $628352.55    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2015-10B 1                                 | CUSIP: 831641FE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76197 | PA      | $75717.40     | 0.00%             | 2025-09-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1534                                                        | CUSIP: 3133A7V30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    792863 | PA      | $656579.43    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ML33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999702.07    | 0.03%             | 2029-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5427                                                        | CUSIP: 3133C6A41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    483090 | PA      | $479110.43    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SPY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9695.10      | 0.00%             | 2031-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3143                                                         | CUSIP: 3140QAP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304002 | PA      | $282614.93    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $424797.36    | 0.01%             | 2027-06-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812Q3W5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1975856.63   | 0.05%             | 2026-10-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50366.63     | 0.00%             | 2027-03-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-16 AK                           | CUSIP: 38379U4P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    556611 | PA      | $453361.21    | 0.01%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2518                                                         | CUSIP: 3140QMYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3649874 | PA      | $2985517.81   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249146.25    | 0.01%             | 2032-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $245689.25    | 0.01%             | 2030-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI0785                                                        | CUSIP: 3133W62S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    466150 | PA      | $480227.69    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                     | DIST OF COLUMBIA HSG FIN AGY M DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY        | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2107025 | PA      | $1876880.53   | 0.05%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $351780.59    | 0.01%             | 2027-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN3584                                                         | CUSIP: 3138LF6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    935689 | PA      | $885439.70    | 0.02%             | 2028-11-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0092                                                         | CUSIP: 3138W9C65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92363 | PA      | $85373.57     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR0679                                                         | CUSIP: 3140KXXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2721133 | PA      | $2133450.73   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD2417                                                        | CUSIP: 3133AYVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    422793 | PA      | $333616.95    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $572766.27    | 0.02%             | 2027-06-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200091.37    | 0.01%             | 2026-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0421                                                        | CUSIP: 3133C0PE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1917130 | PA      | $1864903.11   | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50946.72     | 0.00%             | 2027-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60215                                                   | CUSIP: 3132VLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    451117 | PA      | $433445.34    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH7046                                                         | CUSIP: 3140GVZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2016679 | PA      | $1821286.67   | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4562                                                         | CUSIP: 3140H6B81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    343212 | PA      | $310457.55    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122004.69    | 0.00%             | 2028-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48279                                                   | CUSIP: 3132WNFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    555499 | PA      | $503605.26    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8524                                                         | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1391422 | PA      | $1293404.02   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1216238.73   | 0.03%             | 2028-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BV1491                                                      | CUSIP: 3617NEUQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    371627 | PA      | $322839.69    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $326955.24    | 0.01%             | 2033-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q014 A1                   | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2396171 | PA      | $1971942.01   | 0.05%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2531                                                        | CUSIP: 3133KHY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1630339 | PA      | $1356943.87   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3064                                                         | CUSIP: 3140KNMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2257614 | PA      | $1771875.82   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9581                                                         | CUSIP: 3140QVUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1305991 | PA      | $1294585.12   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 467914                                                         | CUSIP: 31381QYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430138 | PA      | $432411.60    | 0.01%             | 2041-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-157 AB                          | CUSIP: 38378XUC3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5676 | PA      | $5625.27      | 0.00%             | 2054-08-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RH73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1172929 | PA      | $938185.87    | 0.03%             | 2058-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-36 A                            | CUSIP: 38379RGT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    119253 | PA      | $101620.11    | 0.00%             | 2057-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-191 AE                          | CUSIP: 38380JJT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2163952 | PA      | $1733642.59   | 0.05%             | 2059-07-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1807                                                         | CUSIP: 3140NJAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    627788 | PA      | $634412.51    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5368                                                         | CUSIP: 3140MJ6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    974082 | PA      | $873770.87    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ7060                                                        | CUSIP: 3133CXZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153545 | PA      | $145048.61    | 0.00%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2658470.67   | 0.07%             | 2028-05-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $707458.88    | 0.02%             | 2028-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AC                           | CUSIP: 38380JWA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103633 | PA      | $97090.12     | 0.00%             | 2058-12-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-30 AB                           | CUSIP: 38379U7A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1050142 | PA      | $922212.82    | 0.03%             | 2051-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-50 AB                           | CUSIP: 38378KHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    141601 | PA      | $133766.49    | 0.00%             | 2045-05-16      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759466                                                      | CUSIP: 36230UQT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132735 | PA      | $125852.11    | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4589                                                         | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1013189 | PA      | $942033.48    | 0.03%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50943                                                   | CUSIP: 3132XTBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    217834 | PA      | $197133.98    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1968                                                         | CUSIP: 3140HFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    255668 | PA      | $238203.43    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200036.79    | 0.01%             | 2028-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5245                                                         | CUSIP: 3140JMZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370839 | PA      | $335367.59    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522327                                    | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             |  |  | US        |    126531 | PA      | $130886.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8938                                                         | CUSIP: 3140K44Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390129 | PA      | $364307.64    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4155000 | PA      | $3980233.04   | 0.11%             | 2026-10-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0707                                                         | CUSIP: 3140NUYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2110000 | PA      | $2153357.19   | 0.06%             | 2031-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465588                                                         | CUSIP: 31381NF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    475092 | PA      | $473863.60    | 0.01%             | 2028-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5350                                                         | CUSIP: 3140JM5L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281178 | PA      | $261397.01    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ9195                                                         | CUSIP: 3140E2GD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26340 | PA      | $24747.56     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1272                                                         | CUSIP: 3140JVMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    431975 | PA      | $373041.56    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9943                                                         | CUSIP: 3138WLBM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1565027 | PA      | $1413394.61   | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2674                                                        | CUSIP: 3133A86K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    830457 | PA      | $715044.69    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9388                                                         | CUSIP: 3140NENE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3441175 | PA      | $3336232.98   | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 DD4718                                                      | CUSIP: 3618HXG33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1106830 | PA      | $1133099.81   | 0.03%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $470926.21    | 0.01%             | 2026-02-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MK91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2596682.66   | 0.07%             | 2028-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC4341                                                        | CUSIP: 3133ANZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1079734 | PA      | $890276.52    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HS38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1439185.06   | 0.04%             | 2030-11-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| U.S. Department of Housing and Urban Development                       | HOUSING URBAN DEVELOPMNT 5.770000% 08/01/2026                                     | CUSIP: 911759JH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    328000 | PA      | $328654.00    | 0.01%             | 2026-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3873                                                         | CUSIP: 3140QBJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    558743 | PA      | $482542.73    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0520                                                         | CUSIP: 3140NUSJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3975000 | PA      | $3842217.89   | 0.10%             | 2034-03-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0210                                                         | CUSIP: 3140KKGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1557148 | PA      | $1293361.31   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN0034                                                        | CUSIP: 3132XEBC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    820294 | PA      | $606708.87    | 0.02%             | 2037-04-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                         | PROLOGIS LP 1.250000% 10/15/2030                                                  | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  53216000 | PA      | $44951155.03  | 1.22%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6245                                                         | CUSIP: 3140JN5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23865 | PA      | $21530.36     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48819                                                   | CUSIP: 3132WNYR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    933073 | PA      | $873297.54    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4177                                                         | CUSIP: 3140N8UB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1248822 | PA      | $1266988.94   | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY REV                                            | NEW YORK ST HSG FIN AGY AFFORD NEW YORK STATE HOUSING FINANCE AGENCY              | CUSIP: 64987JSH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1735065.21   | 0.05%             | 2027-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $413122.31    | 0.01%             | 2029-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0071                                                         | CUSIP: 3140Y6CH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1482765 | PA      | $1481801.67   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UHH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300035.04    | 0.01%             | 2031-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47221                                                   | CUSIP: 3132WMAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    324775 | PA      | $293616.11    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF97 AS                   | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    791370 | PA      | $785340.62    | 0.02%             | 2030-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0983                                                        | CUSIP: 3133CRCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1520042 | PA      | $1535517.20   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG1 A2                   | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3850000 | PA      | $3344762.88   | 0.09%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-74 AG                           | CUSIP: 38380JK72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     77176 | PA      | $76410.58     | 0.00%             | 2050-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300119.64    | 0.01%             | 2027-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CE25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $680370.29    | 0.02%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5372                                                         | CUSIP: 3140K06J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267986 | PA      | $240423.96    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-24 AB                           | CUSIP: 38380N6P9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    833282 | PA      | $677361.22    | 0.02%             | 2061-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q53883                                                   | CUSIP: 3132XWJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    424870 | PA      | $398181.70    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3776                                                        | CUSIP: 31426NFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3007582 | PA      | $3039613.89   | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56469                                                   | CUSIP: 3132Y0FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    337020 | PA      | $315325.12    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6592                                                         | CUSIP: 3140AGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5390169 | PA      | $5534642.67   | 0.15%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-49 AD                           | CUSIP: 38379RQW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1293955 | PA      | $1078395.05   | 0.03%             | 2058-05-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 AC                          | CUSIP: 38381DME7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    133861 | PA      | $100772.79    | 0.00%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $946903.13    | 0.03%             | 2026-04-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3322                                                        | CUSIP: 3133KJVP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    425676 | PA      | $350306.23    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                     | TRICOLOR AUTO SECURITIZATION TRUST 2024-2 TAST 2024-2A A                          | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    534984 | PA      | $536651.94    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $489839.14    | 0.01%             | 2031-07-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GFZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15104.28     | 0.00%             | 2027-05-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15149.13     | 0.00%             | 2026-11-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $889550.33    | 0.02%             | 2028-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-62 AE                           | CUSIP: 38379RTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    722439 | PA      | $628332.92    | 0.02%             | 2057-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-42 AJ                           | CUSIP: 38381EYS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    930920 | PA      | $740221.15    | 0.02%             | 2062-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8930                                                         | CUSIP: 3140JR4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    720050 | PA      | $647361.37    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $218599.45    | 0.01%             | 2029-11-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-25 AB                           | CUSIP: 38380JQR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4373364 | PA      | $3768618.64   | 0.10%             | 2059-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7198                                                         | CUSIP: 3140FS7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299229 | PA      | $271330.88    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC4910                                                         | CUSIP: 3140ASN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    864586 | PA      | $858486.26    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MQR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82967.32     | 0.00%             | 2029-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3687                                                         | CUSIP: 3140FPCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    473350 | PA      | $428725.94    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY3458                                                         | CUSIP: 3138YGZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126789 | PA      | $115774.39    | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $512946.99    | 0.01%             | 2031-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SCF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $281547.36    | 0.01%             | 2030-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2024-1 MSAIC 2024-1A A                                    | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1212274 | PA      | $1158433.51   | 0.03%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1357                                                         | CUSIP: 3140ANQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2017670 | PA      | $2073809.53   | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $894842.14    | 0.02%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC3549                                                        | CUSIP: 3133AM5J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    625064 | PA      | $492956.18    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A5H                              | CUSIP: 30329QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1911717 | PA      | $1752748.81   | 0.05%             | 2042-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AC                           | CUSIP: 38381H7U9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3717962 | PA      | $3478849.66   | 0.09%             | 2062-10-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0168                                                         | CUSIP: 3140NGFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    632838 | PA      | $597786.80    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $288992.83    | 0.01%             | 2028-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1535084.27   | 0.04%             | 2027-02-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8108                                                         | CUSIP: 3140J1AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2676334 | PA      | $2172282.99   | 0.06%             | 2032-09-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6626                                                         | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7016539 | PA      | $6433113.90   | 0.17%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELAWARE ST HSG AUTH REV                                               | DELAWARE ST HSG AUTH REVENUE DELAWARE STATE HOUSING AUTHORITY                     | CUSIP: 246395YF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2966023 | PA      | $2692473.50   | 0.07%             | 2048-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $238954.60    | 0.01%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2962                                                         | CUSIP: 3140JXJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1315337 | PA      | $1135888.55   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ2362                                                         | CUSIP: 3140KMTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2912387 | PA      | $2285770.87   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4308                                                         | CUSIP: 3140JLYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174981 | PA      | $168624.91    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2025-SB121 MORTGAGE TRUST FRESB 2025-SB121 A7F                              | CUSIP: 30341EAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1479649.56   | 0.04%             | 2032-04-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0768                                                        | CUSIP: 3133A6Z95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82306 | PA      | $68648.09     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5746                                                         | CUSIP: 3140GUL47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    866211 | PA      | $782285.78    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3788                                                        | CUSIP: 31426NF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2221249 | PA      | $2200645.60   | 0.06%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                      | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991873.84    | 0.03%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-94 AH                           | CUSIP: 38379RC76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    167920 | PA      | $139270.10    | 0.00%             | 2059-02-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $716733.23    | 0.02%             | 2030-12-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4132                                                        | CUSIP: 3133B1SV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1482442 | PA      | $1220586.84   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                  | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5206772.52   | 0.14%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1929                                                         | CUSIP: 3140NWEB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1988130 | PA      | $1992949.40   | 0.05%             | 2034-08-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-107 A                           | CUSIP: 38380NKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    504846 | PA      | $405254.67    | 0.01%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $649473.70    | 0.02%             | 2028-07-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AF3781                                                       | CUSIP: 36181KFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    267994 | PA      | $252768.89    | 0.01%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-158 AB                          | CUSIP: 38380RCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2411757 | PA      | $1785241.15   | 0.05%             | 2062-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3 GOOD 2023-3C A                   | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2286366 | PA      | $2122609.35   | 0.06%             | 2055-07-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-50 AB                           | CUSIP: 38381KBL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3937428 | PA      | $3806322.48   | 0.10%             | 2055-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOCAL INITIATIVES SUPPORT CORPORATION                                  | LOCAL INITIATIVES SUPPORT CORP MTN 5.350000% 06/15/2027                           | CUSIP: 53961LBJ7<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500363.06    | 0.01%             | 2027-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-119 AB                          | CUSIP: 38381LMW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1832976 | PA      | $1794638.83   | 0.05%             | 2053-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-125 HA                          | CUSIP: 38379Y6P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    356422 | PA      | $281038.54    | 0.01%             | 2057-12-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $577267.87    | 0.02%             | 2027-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7876                                                         | CUSIP: 3140M9XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1939816 | PA      | $1586727.03   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0169                                                         | CUSIP: 3140NGFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    777610 | PA      | $753912.02    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9379                                                         | CUSIP: 3140GYM55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110390 | PA      | $103436.13    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FZD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302322.60    | 0.01%             | 2026-09-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $326573.75    | 0.01%             | 2028-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 696843                                                      | CUSIP: 36296PEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     47812 | PA      | $50150.76     | 0.00%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0116                                                         | CUSIP: 3140Q7DW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    566513 | PA      | $513106.34    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3689                                                         | CUSIP: 3140FPC31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1988101 | PA      | $1855905.93   | 0.05%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-186 AK                          | CUSIP: 38383CT83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4513974 | PA      | $3612351.22   | 0.10%             | 2052-05-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC6853                                                       | CUSIP: 36179GTJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    801933 | PA      | $801933.33    | 0.02%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $820102.84    | 0.02%             | 2029-07-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 661707                                                       | CUSIP: 36294WDL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    790716 | PA      | $790715.96    | 0.02%             | 2054-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.625000% 02/15/2035                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  59600000 | PA      | $60745437.50  | 1.65%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| N/A                                                                    | CCMTRISTATE FL.CD 11/1/20 FLOATING RATE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  23265180 | PA      | $23265168.52  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45762.83     | 0.00%             | 2030-03-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CM67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7327820 | PA      | $6211691.86   | 0.17%             | 2046-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55002                                                   | CUSIP: 3132XXRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    995723 | PA      | $898192.92    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QLZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     54913 | PA      | $51563.53     | 0.00%             | 2034-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $703586.68    | 0.02%             | 2028-05-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $946379.93    | 0.03%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0789                                                         | CUSIP: 3140A92X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1303051 | PA      | $1292701.32   | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2162550.03   | 0.06%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q028 A                    | CUSIP: 3137HFPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8286991 | PA      | $8292967.09   | 0.23%             | 2029-07-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9871                                                         | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    554971 | PA      | $496481.14    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56476                                                   | CUSIP: 3132Y0FS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    300241 | PA      | $288841.67    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4676                                                         | CUSIP: 3138LHFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1155278 | PA      | $1028200.56   | 0.03%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-72 A                            | CUSIP: 38379RWP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    386476 | PA      | $311490.66    | 0.01%             | 2057-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461Q35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1313952.55   | 0.04%             | 2050-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6907                                                        | CUSIP: 3133ARU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    794564 | PA      | $650920.67    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY1387                                                         | CUSIP: 3138YERH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37208 | PA      | $34003.76     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4980                                                         | CUSIP: 3140A5RA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    511026 | PA      | $524835.67    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN5212                                                        | CUSIP: 3132XKYJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17303000 | PA      | $17305587.68  | 0.47%             | 2029-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN9844                                                         | CUSIP: 3138LN5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728782 | PA      | $710600.64    | 0.02%             | 2030-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1275267.70   | 0.03%             | 2028-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5097                                                         | CUSIP: 3140QCUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331317 | PA      | $286115.98    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $342651.69    | 0.01%             | 2033-02-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-86 AC                           | CUSIP: 38379KRM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    270006 | PA      | $256505.98    | 0.01%             | 2050-03-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772251.49    | 0.02%             | 2032-06-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0978                                                        | CUSIP: 3133CRCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    913942 | PA      | $941824.09    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5348                                                         | CUSIP: 3140K05J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1401511 | PA      | $1210305.40   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75799.96     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8789                                                         | CUSIP: 3140KGXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    689381 | PA      | $572205.53    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-49 AH                           | CUSIP: 38381EQ43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5459740 | PA      | $4153462.19   | 0.11%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 411116                                                       | CUSIP: 36206GVH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    118308 | PA      | $121297.09    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TJ82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $276886.01    | 0.01%             | 2027-01-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0017                                                         | CUSIP: 3140NUAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5235000 | PA      | $5483373.83   | 0.15%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4505                                                         | CUSIP: 3138LHAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    907107 | PA      | $849113.40    | 0.02%             | 2032-02-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $305938.37    | 0.01%             | 2027-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $331492.27    | 0.01%             | 2031-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-49 AB                           | CUSIP: 38381MEU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    997759 | PA      | $974715.00    | 0.03%             | 2054-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $444718.84    | 0.01%             | 2029-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1204784.45   | 0.03%             | 2026-05-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7899                                                         | CUSIP: 3138WHX56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    627612 | PA      | $549142.99    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5365                                                         | CUSIP: 3140MJ6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    996780 | PA      | $849542.27    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0361                                                        | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    302208 | PA      | $259362.55    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1934                                                         | CUSIP: 3140Q9EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1224235 | PA      | $1140606.63   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2791                                                         | CUSIP: 3140ACC50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2416479 | PA      | $2483981.27   | 0.07%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB7486                                                         | CUSIP: 31417EJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557578 | PA      | $501274.87    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9119                                                         | CUSIP: 3140QVDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12847660 | PA      | $12779694.58  | 0.35%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54464                                                   | CUSIP: 3132XW6A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    184807 | PA      | $173387.47    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.375000% 01/31/2032                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8000000 | PA      | $8106250.00   | 0.22%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $991758.88    | 0.03%             | 2034-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7W5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $333885.75    | 0.01%             | 2032-01-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1804                                                         | CUSIP: 3140NJAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570341 | PA      | $539818.33    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4855                                                         | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507037 | PA      | $414275.38    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1795                                                         | CUSIP: 3140JV7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    384524 | PA      | $345850.04    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7085                                                         | CUSIP: 3140LH2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11219000 | PA      | $11241514.58  | 0.31%             | 2029-11-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI9871                                                         | CUSIP: 3138AP6H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23216 | PA      | $22371.57     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-217 AB                          | CUSIP: 38381EMF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1317924 | PA      | $1089779.38   | 0.03%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-126 A                           | CUSIP: 38381JPU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1976852 | PA      | $1925439.16   | 0.05%             | 2050-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-75 AC                           | CUSIP: 38380JX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    649035 | PA      | $573295.95    | 0.02%             | 2059-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0249                                                         | CUSIP: 3140KKH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    491169 | PA      | $426426.26    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5478                                                         | CUSIP: 3140K1CQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994265 | PA      | $895375.22    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 723006                                                       | CUSIP: 3620A9GP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    116639 | PA      | $117492.59    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1274                                                         | CUSIP: 3140JVMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    171105 | PA      | $159839.48    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $409759.08    | 0.01%             | 2028-07-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0769                                                        | CUSIP: 3133A62A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1225913 | PA      | $1009613.35   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9534                                                         | CUSIP: 3140KHSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1031134 | PA      | $856765.46    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    901564 | PA      | $687227.46    | 0.02%             | 2049-10-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3214                                                         | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    598235 | PA      | $489157.93    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5488                                                         | CUSIP: 3140K1C20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561936 | PA      | $504141.49    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                         | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $297259.14    | 0.01%             | 2026-12-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7612                                                        | CUSIP: 3133KPN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1946977 | PA      | $1789188.46   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1785                                                         | CUSIP: 3140MS6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    864030 | PA      | $705956.80    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.11%             | 2055-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LBZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $282251.46    | 0.01%             | 2029-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2C4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79212.17     | 0.00%             | 2030-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5367                                                         | CUSIP: 3140MJ6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570217 | PA      | $508965.31    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8816                                                         | CUSIP: 3140QUYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6351089 | PA      | $6547353.23   | 0.18%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2025-SB118 MORTGAGE TRUST FRESB 2025-SB118 A7F                              | CUSIP: 357912AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1424021 | PA      | $1420328.74   | 0.04%             | 2031-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 AB                           | CUSIP: 38380R4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1224054 | PA      | $950856.86    | 0.03%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4161                                                         | CUSIP: 3140N8TT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    539288 | PA      | $509865.40    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD2419                                                         | CUSIP: 3140F9VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    984742 | PA      | $919263.34    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48294                                                   | CUSIP: 3132WNGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    163038 | PA      | $157325.90    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1961994.92   | 0.05%             | 2027-08-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2957                                                         | CUSIP: 3140JXJB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    781925 | PA      | $675248.29    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AK8205                                                       | CUSIP: 36183SDJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2074136 | PA      | $2040041.33   | 0.06%             | 2055-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9863                                                         | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1127304 | PA      | $932804.71    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH5671                                                         | CUSIP: 3138A7JR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41145 | PA      | $39646.60     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6285                                                         | CUSIP: 3140JN6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287987 | PA      | $267516.81    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $453718.68    | 0.01%             | 2031-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-124 AC                          | CUSIP: 38380NNQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    191379 | PA      | $170989.78    | 0.00%             | 2060-09-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-15 AP                           | CUSIP: 38381ESB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1230575 | PA      | $960163.45    | 0.03%             | 2055-12-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $196533.35    | 0.01%             | 2027-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8840                                                        | CUSIP: 31426FZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1137240 | PA      | $1149351.63   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0444                                                         | CUSIP: 3140N4P68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2503461 | PA      | $2427687.42   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $743647.60    | 0.02%             | 2031-10-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                         | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $243234.20    | 0.01%             | 2028-12-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q52610                                                   | CUSIP: 3132XU3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1013541 | PA      | $921673.27    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8695                                                         | CUSIP: 3140AJUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1614101 | PA      | $1602155.01   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1321183.70   | 0.04%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $479423.34    | 0.01%             | 2025-10-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-8 AL                            | CUSIP: 38380NM55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    274688 | PA      | $231430.02    | 0.01%             | 2061-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6563                                                         | CUSIP: 3140JPJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85618 | PA      | $79532.13     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8239                                                         | CUSIP: 3140LKEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8388000 | PA      | $8275345.36   | 0.22%             | 2033-04-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1432770.36   | 0.04%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC4922                                                         | CUSIP: 3140ASPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425172 | PA      | $430606.78    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU6721                                                         | CUSIP: 3138X6PF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67348 | PA      | $63940.49     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1314                                                         | CUSIP: 3140JVN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    981785 | PA      | $847841.92    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5136                                                         | CUSIP: 3140A5V62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    727135 | PA      | $734859.08    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ1663                                                         | CUSIP: 3140H2Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    647309 | PA      | $586957.36    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1167                                                         | CUSIP: 3140GPJM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95442 | PA      | $89372.62     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203602.01    | 0.01%             | 2029-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD3897                                                         | CUSIP: 3140B4KK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1527962 | PA      | $1518462.62   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6236                                                         | CUSIP: 3140JN4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16115 | PA      | $15071.68     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1316                                                         | CUSIP: 3140JVPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86240 | PA      | $80628.53     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 463895                                                         | CUSIP: 31381LKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298749 | PA      | $298281.06    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC0192                                                         | CUSIP: 3140AMGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2194477 | PA      | $2255503.43   | 0.06%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6011                                                         | CUSIP: 3140MXVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    810679 | PA      | $747771.82    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5042                                                        | CUSIP: 3133ABS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3244137 | PA      | $2667719.64   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522158                                    | CUSIP: 83165ATP9<br>LEI: N/A                  | Long             |  |  | US        |      2696 | PA      | $2709.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9270                                                         | CUSIP: 3140GYJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1080951 | PA      | $976220.04    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3065                                                         | CUSIP: 3140KNMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2378010 | PA      | $1971389.36   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1708                                                        | CUSIP: 3133BA3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1654959 | PA      | $1538376.50   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $996953.84    | 0.03%             | 2031-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027530.90   | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 AH                          | CUSIP: 38378XV24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83987 | PA      | $76332.42     | 0.00%             | 2054-08-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8894                                                         | CUSIP: 3140JR3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    612076 | PA      | $569016.09    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5477                                                         | CUSIP: 3140K1CP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    837737 | PA      | $725754.32    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7340                                                         | CUSIP: 3138WHEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1053606 | PA      | $921876.03    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7338                                                         | CUSIP: 3140J0EL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1625391 | PA      | $1375690.32   | 0.04%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4064                                                        | CUSIP: 31339UQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    279308 | PA      | $260000.05    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 AD                          | CUSIP: 38378BE96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61029 | PA      | $51467.05     | 0.00%             | 2053-02-16      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI6155                                                         | CUSIP: 3138AKZV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100101 | PA      | $98431.79     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $372808.53    | 0.01%             | 2035-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199630.00    | 0.01%             | 2032-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480FR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148565.25    | 0.00%             | 2025-11-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 DD4719                                                      | CUSIP: 3618HXG41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1502829 | PA      | $1520782.43   | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q44395                                                   | CUSIP: 3132WH3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1247994 | PA      | $1093358.73   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1953                                                        | CUSIP: 3133ALE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1540938 | PA      | $1275478.73   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $525683.37    | 0.01%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-135 A                           | CUSIP: 38380P5E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1120568 | PA      | $804859.74    | 0.02%             | 2063-01-16      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.375000% 12/31/2029                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16940000 | PA      | $17241743.75  | 0.47%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AA8479                                                       | CUSIP: 36178GM43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    458169 | PA      | $458169.29    | 0.01%             | 2035-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $129069.26    | 0.00%             | 2025-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6794                                                        | CUSIP: 3133KNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    886314 | PA      | $724711.12    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q07121                                                   | CUSIP: 3132GSG60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18735 | PA      | $17353.49     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465260                                                         | CUSIP: 31381MZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1234970 | PA      | $1234970.36   | 0.03%             | 2028-06-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3337                                                         | CUSIP: 3140QNV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1038495 | PA      | $848504.19    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1877                                                         | CUSIP: 3138WBCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15361 | PA      | $14520.98     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GR80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111205.39    | 0.00%             | 2031-12-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 02/28/2031                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4622000 | PA      | $4668581.09   | 0.13%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $513039.51    | 0.01%             | 2027-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3562                                                        | CUSIP: 31339S5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    525633 | PA      | $456762.21    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1415101.97   | 0.04%             | 2033-01-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105692.86    | 0.00%             | 2026-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $736706.85    | 0.02%             | 2028-09-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151226.91    | 0.00%             | 2027-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HFL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $772724.35    | 0.02%             | 2041-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU2995                                                         | CUSIP: 3140M4KH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1118610 | PA      | $880976.75    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1326                                                         | CUSIP: 3140JVPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    697421 | PA      | $648356.74    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0193                                                         | CUSIP: 3140KKGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    364857 | PA      | $315519.41    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AR5591                                                         | CUSIP: 3138W3F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21030 | PA      | $18906.25     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q51685                                                   | CUSIP: 3132XT2T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    625149 | PA      | $567537.65    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $752939.93    | 0.02%             | 2030-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4347                                                         | CUSIP: 3140JLZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204427 | PA      | $191021.68    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $649795.36    | 0.02%             | 2026-02-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3496557 | PA      | $3234678.02   | 0.09%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1572                                                         | CUSIP: 3140KLXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2659560 | PA      | $2187834.26   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2532                                                        | CUSIP: 3133KHY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    556205 | PA      | $462010.29    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5470                                                         | CUSIP: 3140KDCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    360204 | PA      | $299091.25    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GBA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $512948.36    | 0.01%             | 2026-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $434238.52    | 0.01%             | 2029-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 757173                                                      | CUSIP: 36230R6J0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67548 | PA      | $64045.42     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F122 AS                 | CUSIP: 3137H3K84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    152522 | PA      | $150757.23    | 0.00%             | 2031-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO3017                                                         | CUSIP: 3140JXK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1240782 | PA      | $1071504.80   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9000000 | PA      | $8382768.01   | 0.23%             | 2028-11-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4080                                                        | CUSIP: 3133WAQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448781 | PA      | $461240.94    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5579                                                         | CUSIP: 3138WFFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87226 | PA      | $79648.90     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1324                                                         | CUSIP: 3140JVPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1596534 | PA      | $1378722.06   | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH8879                                                         | CUSIP: 3138AA2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85092 | PA      | $85431.35     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-64 HA                           | CUSIP: 38379USR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    730034 | PA      | $592960.53    | 0.02%             | 2057-12-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2405                                                        | CUSIP: 31334YU62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    317882 | PA      | $275508.09    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249414.63    | 0.01%             | 2029-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8922                                                         | CUSIP: 3140JR4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    458375 | PA      | $412273.39    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-202 AB                          | CUSIP: 38381HXW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4782082 | PA      | $4401738.28   | 0.12%             | 2053-07-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5117                                                         | CUSIP: 3138WEVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325582 | PA      | $296853.76    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-12 AB                           | CUSIP: 38381JX28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4440286 | PA      | $4328954.07   | 0.12%             | 2064-08-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WA4420                                                        | CUSIP: 3132XDAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3276930 | PA      | $3148343.55   | 0.09%             | 2029-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AG                           | CUSIP: 38380NQ77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2122091 | PA      | $1810376.31   | 0.05%             | 2060-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $769330.73    | 0.02%             | 2028-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $462362.86    | 0.01%             | 2028-05-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F118 AS                 | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1085093 | PA      | $1079990.03   | 0.03%             | 2028-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN1096                                                        | CUSIP: 3132XFGE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6120000 | PA      | $5694412.07   | 0.15%             | 2028-01-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $962115.94    | 0.03%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB1941                                                         | CUSIP: 3140QMEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8069458 | PA      | $6300065.82   | 0.17%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8907                                                         | CUSIP: 3140JR3R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    201816 | PA      | $175197.20    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1517094.71   | 0.04%             | 2027-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8469                                                         | CUSIP: 3140NRMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1745459 | PA      | $1729169.62   | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521860                                    | CUSIP: 83165AJD7<br>LEI: N/A                  | Long             |  |  | US        |     98780 | PA      | $104118.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $352298.58    | 0.01%             | 2030-06-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654WV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15000.00     | 0.00%             | 2025-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250201.55    | 0.01%             | 2027-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6403                                                         | CUSIP: 3140B7DH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129737 | PA      | $131110.23    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4182                                                         | CUSIP: 3140N8UG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608077 | PA      | $589950.94    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.625000% 05/31/2031                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15193000 | PA      | $15628611.80  | 0.42%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8900                                                         | CUSIP: 3140K43J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    676222 | PA      | $585829.99    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $678045.48    | 0.02%             | 2031-07-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBACLEBURNE MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    384680 | PA      | $388437.15    | 0.01%             | 2038-07-15      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $346355.48    | 0.01%             | 2033-01-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-115 AE                          | CUSIP: 38381HGA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9201668 | PA      | $8010928.60   | 0.22%             | 2048-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1119494.09   | 0.03%             | 2029-05-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737222                                                       | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102395 | PA      | $100304.08    | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $567420.63    | 0.02%             | 2026-06-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X CLASS X                        | CUSIP: 31846V336<br>LEI: N/A                  | Long             | STIV             |  | US        |  21605820 | PA      | $21605819.55  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AC                           | CUSIP: 38380NQ44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1263758 | PA      | $1021946.21   | 0.03%             | 2062-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q07398                                                   | CUSIP: 3132GSRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36261 | PA      | $33587.20     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247957.57    | 0.01%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30631.48     | 0.00%             | 2029-07-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8432                                                        | CUSIP: 3133C9LM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    206566 | PA      | $208970.53    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461P28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1115699.96   | 0.03%             | 2030-01-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $878664.88    | 0.02%             | 2032-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9121                                                        | CUSIP: 31426GD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    933194 | PA      | $946130.27    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $765000.00    | 0.02%             | 2025-06-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 636413                                                       | CUSIP: 36291SAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    463426 | PA      | $463425.98    | 0.01%             | 2036-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7738                                                         | CUSIP: 3140LJS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2147000 | PA      | $2077720.06   | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0009                                                         | CUSIP: 3140N4AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    477435 | PA      | $451669.90    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS                                                | CAPITAL IMPACT PARTNERS MTN 5.700000% 07/15/2026                                  | CUSIP: 14020AD76<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000643.56   | 0.03%             | 2026-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5794                                                         | CUSIP: 3140QRNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13579984 | PA      | $13197638.76  | 0.36%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1033                                                         | CUSIP: 3140LBEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6810202 | PA      | $6242870.58   | 0.17%             | 2028-02-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEOWNERSHIP FIN                             | MINNESOTA ST HSG FIN AGY HOMEO MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416QGK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    129921 | PA      | $107473.48    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KDA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1065369.50   | 0.03%             | 2031-05-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4040                                                        | CUSIP: 31425YP27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2753072 | PA      | $2727712.96   | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100942.29    | 0.00%             | 2030-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $917643.13    | 0.02%             | 2030-02-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69824.53     | 0.00%             | 2034-01-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522029                                    | CUSIP: 83165APN8<br>LEI: N/A                  | Long             |  |  | US        |     11168 | PA      | $11878.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8817                                                         | CUSIP: 3140HNYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84873 | PA      | $83890.68     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7954                                                         | CUSIP: 3140LJZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    858268 | PA      | $874635.54    | 0.02%             | 2033-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8290                                                         | CUSIP: 3138WJF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1140187 | PA      | $997632.16    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $749721.96    | 0.02%             | 2028-11-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $555171.73    | 0.02%             | 2026-12-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-31 AC                           | CUSIP: 38380RVH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2101840 | PA      | $1495088.40   | 0.04%             | 2061-01-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4386                                                         | CUSIP: 3140JL2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206747 | PA      | $192051.52    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 A                            | CUSIP: 38380JNP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3007272 | PA      | $2714457.64   | 0.07%             | 2050-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522317                                    | CUSIP: 83165AYN8<br>LEI: N/A                  | Long             |  |  | US        |     49489 | PA      | $50367.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1284                                                         | CUSIP: 3140JVNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    872968 | PA      | $787580.03    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-124 AC                          | CUSIP: 38379RV75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    420109 | PA      | $346265.49    | 0.01%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB9466                                                        | CUSIP: 3133AGQT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4258747 | PA      | $3347337.03   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $660149.47    | 0.02%             | 2031-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                               | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  14399000 | PA      | $12970953.08  | 0.35%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1139                                                         | CUSIP: 3140GPHR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24290 | PA      | $22101.14     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5203                                                         | CUSIP: 3140LFX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1098244 | PA      | $969076.52    | 0.03%             | 2032-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 AB                           | CUSIP: 38380PSS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    392996 | PA      | $289372.24    | 0.01%             | 2062-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $214559.08    | 0.01%             | 2029-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5767                                                         | CUSIP: 3138WFMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125725 | PA      | $114455.70    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX3165                                                         | CUSIP: 3138Y4QT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20559 | PA      | $19435.34     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $455652.94    | 0.01%             | 2030-01-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $308365.05    | 0.01%             | 2025-08-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6247                                                         | CUSIP: 3140JN5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60193 | PA      | $56209.18     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7532                                                        | CUSIP: 3133CLLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128607 | PA      | $132286.35    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK7934                                                         | CUSIP: 3140HMY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    916259 | PA      | $853669.08    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303326.87    | 0.01%             | 2030-07-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4133                                                         | CUSIP: 3138LGSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208917 | PA      | $192487.42    | 0.01%             | 2033-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1018139.40   | 0.03%             | 2027-01-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $658764.71    | 0.02%             | 2028-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI8167                                                         | CUSIP: 3138ANCD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39635 | PA      | $38974.53     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2274                                                         | CUSIP: 3138YTQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118413 | PA      | $108126.68    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0391                                                         | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4589378 | PA      | $3776077.10   | 0.10%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                   | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245970.13    | 0.01%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738397                                                       | CUSIP: 3620ASKJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    222448 | PA      | $217685.22    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UPQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151264.87    | 0.00%             | 2029-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1371572.89   | 0.04%             | 2029-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8870                                                         | CUSIP: 3140HN2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281031 | PA      | $275605.48    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HR88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1390660.40   | 0.04%             | 2029-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q51686                                                   | CUSIP: 3132XT2U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    508523 | PA      | $476580.58    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UPB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2732197.02   | 0.07%             | 2030-03-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161077.04    | 0.00%             | 2027-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KEX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140799.46    | 0.00%             | 2026-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5594                                                        | CUSIP: 3133KMGB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1053179 | PA      | $823105.82    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4134                                                         | CUSIP: 3140HVSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618298 | PA      | $533231.06    | 0.01%             | 2034-02-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7910                                                         | CUSIP: 3140J0YG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4630878 | PA      | $4326618.30   | 0.12%             | 2027-08-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WER4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $712883.15    | 0.02%             | 2028-02-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1269                                                         | CUSIP: 3140LPMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3716608 | PA      | $3065570.13   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-159 AH                          | CUSIP: 38380RCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1405123 | PA      | $1070376.55   | 0.03%             | 2062-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1145                                                         | CUSIP: 3140GPHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     97366 | PA      | $93833.62     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $590873.48    | 0.02%             | 2029-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                             | TORONTO-DOMINION BANK/THE 5.264000% 12/11/2026                                    | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   7539000 | PA      | $7623597.22   | 0.21%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6426                                                         | CUSIP: 3140B7D83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1010709 | PA      | $1039699.92   | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4876                                                         | CUSIP: 3140KQM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1892552 | PA      | $1484845.45   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6619                                                         | CUSIP: 3140JPK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561930 | PA      | $504135.74    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2327703.47   | 0.06%             | 2025-10-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3762                                                         | CUSIP: 3140FPFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    621131 | PA      | $579720.45    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $679100.82    | 0.02%             | 2029-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-24 AE                           | CUSIP: 38379UFP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    105199 | PA      | $94126.52     | 0.00%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-184 A                           | CUSIP: 38381HWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3495480 | PA      | $3255371.35   | 0.09%             | 2054-01-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2025-SB121 MORTGAGE TRUST FRESB 2025-SB121 A10F                             | CUSIP: 30341EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    955000 | PA      | $932178.20    | 0.03%             | 2035-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL # FHA ST MICH                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |   5137521 | PA      | $4723308.40   | 0.13%             | 2050-09-01      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9911                                                         | CUSIP: 3140QWAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4467989 | PA      | $4337410.96   | 0.12%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YTS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256115.36    | 0.01%             | 2029-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-114 A                           | CUSIP: 38378BE21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    144956 | PA      | $123149.67    | 0.00%             | 2053-01-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A91756                                                   | CUSIP: 3129395R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75229 | PA      | $74357.68     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1329440.12   | 0.04%             | 2029-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU1769                                                         | CUSIP: 3138X06F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98454 | PA      | $91009.98     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $751768.24    | 0.02%             | 2025-11-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0821                                                        | CUSIP: 3133A64E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    469006 | PA      | $389081.13    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 AN                          | CUSIP: 38378XZH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    481473 | PA      | $424157.65    | 0.01%             | 2055-03-16      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-65 AH                           | CUSIP: 38380R2X7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    379839 | PA      | $283500.20    | 0.01%             | 2062-12-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202212.75    | 0.01%             | 2028-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $727931.36    | 0.02%             | 2028-10-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AS2544                                                       | CUSIP: 36193LZH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    651449 | PA      | $624402.08    | 0.02%             | 2042-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3013                                                         | CUSIP: 3140NXK36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8964000 | PA      | $8894451.62   | 0.24%             | 2035-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5335                                                         | CUSIP: 3140GT4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166755 | PA      | $156151.01    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW5358                                                         | CUSIP: 3138XU5U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46457 | PA      | $43916.76     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437ML6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $617741.95    | 0.02%             | 2030-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7278                                                         | CUSIP: 3140LJCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7585000 | PA      | $7613340.09   | 0.21%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $259903.55    | 0.01%             | 2029-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $782319.90    | 0.02%             | 2030-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $271946.24    | 0.01%             | 2025-10-01      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0437                                                        | CUSIP: 3133C0PW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    804536 | PA      | $796844.30    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $546256.95    | 0.01%             | 2029-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                           | WALMART INC 1.800000% 09/22/2031                                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  15336000 | PA      | $13205409.55  | 0.36%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51437.77     | 0.00%             | 2027-12-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KDA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273267.35    | 0.01%             | 2028-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0361                                                         | CUSIP: 3140Y6MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2448203 | PA      | $2427548.97   | 0.07%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166296.07    | 0.00%             | 2028-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1671                                                         | CUSIP: 3138WA2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34475 | PA      | $32730.08     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-127 AC                          | CUSIP: 38380NQK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    309521 | PA      | $248947.32    | 0.01%             | 2053-08-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-76 AC                           | CUSIP: 38381MGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3181608 | PA      | $3108097.08   | 0.08%             | 2055-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-11 AB                           | CUSIP: 38381LY89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    727086 | PA      | $719075.63    | 0.02%             | 2065-03-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 729017                                                       | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    179092 | PA      | $176929.98    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4065                                                        | CUSIP: 3133AAQS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1049287 | PA      | $823526.91    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $731550.29    | 0.02%             | 2028-11-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AUSTIN TEX ELEC UTIL SYS REV                                           | AUSTIN TX ELEC UTILITY SYS REV CITY OF AUSTIN TX ELECTRIC UTILITY REVENUE         | CUSIP: 052414RU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $822730.56    | 0.02%             | 2028-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-9 AD                            | CUSIP: 38380JME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    975483 | PA      | $802958.64    | 0.02%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0167                                                         | CUSIP: 3140NUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2566000 | PA      | $2566842.61   | 0.07%             | 2028-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8575                                                         | CUSIP: 3140YWQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1234060 | PA      | $1268156.60   | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q02377                                                   | CUSIP: 3132GFUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115432 | PA      | $113649.14    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8732                                                         | CUSIP: 3140KGV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1321722 | PA      | $1088517.20   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $388482.89    | 0.01%             | 2029-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS2826                                                         | CUSIP: 3138WCD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68552 | PA      | $64798.13     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51660.51     | 0.00%             | 2028-07-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3109                                                        | CUSIP: 31339SN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    624416 | PA      | $540948.68    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3986                                                         | CUSIP: 3140QPNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3958061 | PA      | $3516480.05   | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166387.87    | 0.00%             | 2028-01-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-75 AC                           | CUSIP: 38381MKJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1484556 | PA      | $1467944.77   | 0.04%             | 2056-07-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0025                                                         | CUSIP: 3140LAA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7212258 | PA      | $6225109.02   | 0.17%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                            | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11905474 | PA      | $11900731.12  | 0.32%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8000                                                         | CUSIP: 3140J03J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4871706 | PA      | $4175864.26   | 0.11%             | 2030-09-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7570                                                        | CUSIP: 3133KPMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    722696 | PA      | $664015.16    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $592440.31    | 0.02%             | 2034-01-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB5325                                                         | CUSIP: 3140AE4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    777758 | PA      | $774249.16    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5437                                                        | CUSIP: 3133C6BE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    962544 | PA      | $973402.00    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2155                                                        | CUSIP: 3133BBMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1077197 | PA      | $917955.79    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $339086.16    | 0.01%             | 2031-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7X3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $146859.89    | 0.00%             | 2032-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH MULTI FAMILY REV                                 | ILLINOIS ST HSG DEV AUTH MF RE ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45202BCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    881301 | PA      | $663902.73    | 0.02%             | 2043-12-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5366                                                         | CUSIP: 3140MJ6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000633 | PA      | $860616.44    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9120                                                        | CUSIP: 31426GD28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    385360 | PA      | $383066.63    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $507994.82    | 0.01%             | 2029-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509573                                    | CUSIP: 83164LT68<br>LEI: N/A                  | Long             |  |  | US        |    753213 | PA      | $758193.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 6472004S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1245672.89   | 0.03%             | 2040-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-36 AE                           | CUSIP: 38381JBT3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1296166 | PA      | $1198866.48   | 0.03%             | 2063-03-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q44344                                                   | CUSIP: 3132WHZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    173174 | PA      | $151716.38    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20J 1                       | CUSIP: 83162CSV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    969938 | PA      | $960072.31    | 0.03%             | 2029-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KPC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64623.43     | 0.00%             | 2034-07-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890230                                                         | CUSIP: 31410LA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2048522 | PA      | $2057755.80   | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-220 AC                          | CUSIP: 38381ELJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4563994 | PA      | $3412835.73   | 0.09%             | 2063-11-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082R0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182596.92    | 0.00%             | 2029-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147801.11    | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A76444                                                   | CUSIP: 3128LAER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88000 | PA      | $90282.69     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50514                                                   | CUSIP: 3132XSSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27874 | PA      | $25382.98     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 688626                                                       | CUSIP: 36296EA30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     90784 | PA      | $93801.96     | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50397                                                   | CUSIP: 3132XSNP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1054764 | PA      | $987223.25    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM9393                                                         | CUSIP: 3138LANK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    815875 | PA      | $812530.23    | 0.02%             | 2025-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| LOCAL INITIATIVES SUPPORT CORPORATION                                  | LOCAL INITIATIVES SUPPORT CORP MTN 1.000000% 11/15/2025                           | CUSIP: 53961LAA7<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4929443.62   | 0.13%             | 2025-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160438.16    | 0.00%             | 2026-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-140 AC                          | CUSIP: 38379KG77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    427378 | PA      | $383362.09    | 0.01%             | 2056-11-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $128565.40    | 0.00%             | 2025-10-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 469854                                                         | CUSIP: 31381S5P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1440182 | PA      | $1474697.64   | 0.04%             | 2026-12-01      | Fixed         | 8.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                               | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  44114000 | PA      | $43838989.44  | 1.19%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $826155.08    | 0.02%             | 2029-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1489                                                         | CUSIP: 3140A1UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    778610 | PA      | $786766.46    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2675                                                        | CUSIP: 3133A86L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    959782 | PA      | $795934.39    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0367                                                        | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    378543 | PA      | $337611.04    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9533                                                         | CUSIP: 3140KHSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1445389 | PA      | $1189916.45   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SFL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $108585.04    | 0.00%             | 2031-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6591                                                         | CUSIP: 3140QSKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9764515 | PA      | $9222933.77   | 0.25%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4531                                                         | CUSIP: 3140QCA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2928029 | PA      | $2528563.59   | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47775                                                   | CUSIP: 3132WMT95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    558324 | PA      | $522572.27    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253867.76    | 0.01%             | 2029-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-152 EA                          | CUSIP: 38379UX84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1036644 | PA      | $814399.33    | 0.02%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 AG                          | CUSIP: 38381EJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    778914 | PA      | $578951.40    | 0.02%             | 2059-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5876                                                         | CUSIP: 3140LGQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6000000 | PA      | $5629468.74   | 0.15%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CYA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $972314.68    | 0.03%             | 2027-05-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2603                                                         | CUSIP: 3140HT3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5125754 | PA      | $4911731.26   | 0.13%             | 2029-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIVIDEND SOLAR LOANS LLC                                               | DIVIDEND SOLAR LOANS 2019-1 LLC DIV 2019-1 A                                      | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2682761 | PA      | $2393682.19   | 0.06%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-40 AH                           | CUSIP: 38380RC73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    691765 | PA      | $511310.66    | 0.01%             | 2063-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-2 AE                            | CUSIP: 38381JQ59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4873051 | PA      | $4515110.28   | 0.12%             | 2064-07-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756Q5A1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117403.90    | 0.00%             | 2028-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2792                                                         | CUSIP: 3140ACC68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295615 | PA      | $309752.62    | 0.01%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBAAMERICAN MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    508603 | PA      | $512353.52    | 0.01%             | 2038-04-11      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A91363                                                   | CUSIP: 312939QQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68466 | PA      | $67672.91     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8790                                                         | CUSIP: 3140KGXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    472111 | PA      | $408697.28    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $688092.22    | 0.02%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8742                                                         | CUSIP: 3140KGWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507022 | PA      | $417562.95    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU7007                                                         | CUSIP: 3138X6YD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74250 | PA      | $70494.19     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58775                                                   | CUSIP: 3132Y2XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    702478 | PA      | $674959.21    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61151                                                   | CUSIP: 3132VMH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    333726 | PA      | $311337.12    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175279.41    | 0.00%             | 2032-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $504031.70    | 0.01%             | 2028-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2396112.52   | 0.07%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020-AA A                                       | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2206381 | PA      | $1924498.43   | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0226                                                         | CUSIP: 3140EUHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96582 | PA      | $88134.19     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TW87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $380971.54    | 0.01%             | 2026-01-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.125000% 03/31/2032                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5945000 | PA      | $5934782.03   | 0.16%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7135                                                         | CUSIP: 3138WG4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96192 | PA      | $87143.67     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC3520                                                         | CUSIP: 3140AQ4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1920761 | PA      | $1862729.60   | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8101                                                         | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    692494 | PA      | $570491.72    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54585                                                   | CUSIP: 3132XXCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    517542 | PA      | $470296.18    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7636                                                         | CUSIP: 3140J0PW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1100000 | PA      | $903284.46    | 0.02%             | 2032-07-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7077                                                        | CUSIP: 3133BU2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    429221 | PA      | $416737.04    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $526813.62    | 0.01%             | 2032-01-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-69 AB                           | CUSIP: 38380PLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    941375 | PA      | $692285.63    | 0.02%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4812                                                         | CUSIP: 3140KQK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2851213 | PA      | $2236985.02   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-41 AD                           | CUSIP: 38381EXJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1678522 | PA      | $1356126.58   | 0.04%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772294.81    | 0.02%             | 2029-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-159 AC                          | CUSIP: 38380JAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    466368 | PA      | $383144.38    | 0.01%             | 2059-01-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7000                                                         | CUSIP: 3140AUX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1260090 | PA      | $1222043.69   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9596                                                         | CUSIP: 3140KHUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    415340 | PA      | $345960.32    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2477                                                        | CUSIP: 3133KHXE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    862531 | PA      | $711148.10    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8574                                                         | CUSIP: 3140YWQ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1482521 | PA      | $1498089.42   | 0.04%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3399                                                         | CUSIP: 3140QAX54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834084 | PA      | $750194.95    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6156                                                         | CUSIP: 3140NAZW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820456 | PA      | $813717.20    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1374                                                         | CUSIP: 3140K8Q46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1155723 | PA      | $997254.09    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1898395.72   | 0.05%             | 2028-05-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49898                                                   | CUSIP: 3132WP7L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    192625 | PA      | $180589.49    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $780765.74    | 0.02%             | 2029-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q39359                                                   | CUSIP: 3132QWMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    816025 | PA      | $740028.76    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q45623                                                   | CUSIP: 3132WKG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2213333 | PA      | $1946044.84   | 0.05%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1717                                                        | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1309640 | PA      | $1127961.35   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-113 A                           | CUSIP: 38379UG59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    532171 | PA      | $422140.97    | 0.01%             | 2058-02-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95620.91     | 0.00%             | 2027-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-94 AL                           | CUSIP: 38381MNH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3938565.81   | 0.11%             | 2057-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH6772                                                         | CUSIP: 3138A8Q25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45725 | PA      | $45907.50     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH4063                                                         | CUSIP: 3140GSQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    381938 | PA      | $345931.82    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-139 AE                          | CUSIP: 38380P5V2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    746473 | PA      | $552537.91    | 0.01%             | 2062-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    177328 | PA      | $156393.66    | 0.00%             | 2046-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5522                                                         | CUSIP: 3140MKD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282182 | PA      | $219553.04    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61986                                                   | CUSIP: 3132VNF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    798412 | PA      | $742732.97    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1051280.23   | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-62 HA                           | CUSIP: 38380JD54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75564 | PA      | $71439.32     | 0.00%             | 2050-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A A                                    | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3564022 | PA      | $2994226.10   | 0.08%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $291885.38    | 0.01%             | 2026-04-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3780                                                        | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1636509 | PA      | $1630687.94   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1131459.79   | 0.03%             | 2028-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $845921.99    | 0.02%             | 2030-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $390995.05    | 0.01%             | 2032-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-108 AE                          | CUSIP: 38379RL84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    389872 | PA      | $324807.56    | 0.01%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7351                                                         | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4545114 | PA      | $3549739.30   | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738735                                                       | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61021 | PA      | $57652.36     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-125 AB                          | CUSIP: 38378BP78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    108675 | PA      | $87761.72     | 0.00%             | 2053-02-16      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F105 AS                 | CUSIP: 3137FYTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1069932 | PA      | $1060506.67   | 0.03%             | 2031-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $196079.97    | 0.01%             | 2030-02-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 690974                                                       | CUSIP: 36296GT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34659 | PA      | $35158.62     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR4749                                                         | CUSIP: 3140L3H38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1353525 | PA      | $1067731.47   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2590000 | PA      | $2515263.43   | 0.07%             | 2031-11-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509661                                    | CUSIP: 83164LWW7<br>LEI: N/A                  | Long             |  |  | US        |    400797 | PA      | $403448.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7287                                                         | CUSIP: 3140QFCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1899663 | PA      | $1490939.69   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM9780                                                         | CUSIP: 3138LA2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348744 | PA      | $329516.59    | 0.01%             | 2031-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4913                                                         | CUSIP: 3138WEN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    405625 | PA      | $369265.76    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MX48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5082.09      | 0.00%             | 2028-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512993.89    | 0.01%             | 2031-04-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6583                                                         | CUSIP: 3140AGJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1322321 | PA      | $1314019.88   | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738152                                                       | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    275562 | PA      | $269653.04    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-185 AD                          | CUSIP: 38380JGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102495 | PA      | $83612.18     | 0.00%             | 2059-04-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5696                                                         | CUSIP: 3138YXKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20244 | PA      | $18545.19     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $858043.98    | 0.02%             | 2030-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2140000 | PA      | $2087558.80   | 0.06%             | 2029-01-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1006690.46   | 0.03%             | 2029-11-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1310                                                         | CUSIP: 3140K8N49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    293428 | PA      | $265303.93    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 508506                                    | CUSIP: 83164KNX7<br>LEI: N/A                  | Long             |  |  | US        |     40273 | PA      | $40119.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4339                                                         | CUSIP: 3140JLZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    187030 | PA      | $179786.99    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $114728.79    | 0.00%             | 2029-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $807032.20    | 0.02%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 A1                   | CUSIP: 3137F9CR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2587714 | PA      | $2356823.00   | 0.06%             | 2030-08-25      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q62396                                                   | CUSIP: 3132VNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    109713 | PA      | $99375.85     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9006                                                         | CUSIP: 3140K5AG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114568 | PA      | $103919.08    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9764                                                         | CUSIP: 3140AXZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1953368 | PA      | $1935885.07   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC9073                                                         | CUSIP: 3140F5CK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1376257 | PA      | $1204187.44   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-141 CD                          | CUSIP: 38380NUW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    812587 | PA      | $657312.30    | 0.02%             | 2060-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ0616                                                         | CUSIP: 3140H1VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1423616 | PA      | $1283099.23   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WET0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2195000 | PA      | $2050315.75   | 0.06%             | 2029-02-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8463                                                         | CUSIP: 3138WJMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1411158 | PA      | $1234724.13   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KEZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187178.20    | 0.01%             | 2027-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 AJ                          | CUSIP: 38379KK80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1416203 | PA      | $1248395.22   | 0.03%             | 2055-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19689.71     | 0.00%             | 2030-02-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6590                                                         | CUSIP: 3140AGKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1472598 | PA      | $1488172.05   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59058                                                   | CUSIP: 3132Y3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    337833 | PA      | $316075.87    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX4858                                                         | CUSIP: 3138Y6MG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112555 | PA      | $103055.44    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $293242.11    | 0.01%             | 2031-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A10F                               | CUSIP: 30306LAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    364995 | PA      | $354114.18    | 0.01%             | 2027-10-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305226.43    | 0.01%             | 2031-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-30 A                            | CUSIP: 38381H2J9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1558824 | PA      | $1455426.54   | 0.04%             | 2057-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $580170.26    | 0.02%             | 2027-12-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521919                                    | CUSIP: 83165AK86<br>LEI: N/A                  | Long             |  |  | US        |     21089 | PA      | $22328.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1603                                                         | CUSIP: 3140KLX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1166594 | PA      | $923494.66    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K140 A1                   | CUSIP: 3137H6LY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    464512 | PA      | $429406.04    | 0.01%             | 2031-07-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RD69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $373421.23    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-75 AC                           | CUSIP: 38380NDP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365894 | PA      | $345359.75    | 0.01%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $237600.80    | 0.01%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $68249.56     | 0.00%             | 2026-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-187 AF                          | CUSIP: 38378XR45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    576157 | PA      | $518250.98    | 0.01%             | 2055-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $660953.18    | 0.02%             | 2029-01-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49902                                                   | CUSIP: 3132WQAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80835 | PA      | $77774.03     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9814                                                         | CUSIP: 3138WK3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    789120 | PA      | $712663.88    | 0.02%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLONY TEX LOC DEV CORP SALES TAX INCREMENT CONTRACT REV               | COLONY TX LOCAL DEV CORP SALES COLONY LOCAL DEVELOPMENT CORP                      | CUSIP: 19625AAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $484606.94    | 0.01%             | 2028-10-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TZJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125061.50    | 0.00%             | 2027-01-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55004                                                   | CUSIP: 3132XXR27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    405156 | PA      | $379074.52    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469D3T6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50304.07     | 0.00%             | 2027-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1268020.02   | 0.03%             | 2034-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7533                                                        | CUSIP: 3133CLLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    701843 | PA      | $735169.03    | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115854.91    | 0.00%             | 2030-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC9420                                                        | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1480758 | PA      | $1166191.68   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 783418                                                      | CUSIP: 36241LYP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    986914 | PA      | $993361.79    | 0.03%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6657                                                         | CUSIP: 3140LHMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5610483 | PA      | $5498936.02   | 0.15%             | 2029-09-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2254553 | PA      | $1948387.83   | 0.05%             | 2041-06-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-72 AD                           | CUSIP: 38381E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    456757 | PA      | $358900.40    | 0.01%             | 2063-04-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-135 AC                          | CUSIP: 38381LRZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    716540 | PA      | $703459.38    | 0.02%             | 2050-01-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $676246.29    | 0.02%             | 2030-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-19 B                            | CUSIP: 38379KAR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    508351 | PA      | $458132.47    | 0.01%             | 2056-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509575                                    | CUSIP: 83164LT84<br>LEI: N/A                  | Long             |  |  | US        |    814001 | PA      | $819415.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-14 AG                           | CUSIP: 38381ERV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2096413 | PA      | $1593355.03   | 0.04%             | 2058-01-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9386                                                         | CUSIP: 3140NENC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1520139 | PA      | $1537023.83   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5570                                                        | CUSIP: 3133KMFK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1416051 | PA      | $1106705.99   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS3009                                                         | CUSIP: 3138WCKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94195 | PA      | $89037.07     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-102 AH                          | CUSIP: 38379RQ63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    947080 | PA      | $761190.80    | 0.02%             | 2058-12-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-144 AE                          | CUSIP: 38381HPL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    706214 | PA      | $594032.73    | 0.02%             | 2064-10-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 5.118000% 07/13/2028                                            | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |   5690000 | PA      | $5815824.70   | 0.16%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4824                                                         | CUSIP: 3140QQLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6727117 | PA      | $6363561.22   | 0.17%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737837                                                       | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    171224 | PA      | $161513.29    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7079                                                        | CUSIP: 3133BU2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    495503 | PA      | $502543.28    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7D4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15039.81     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1074937.16   | 0.03%             | 2027-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58774                                                   | CUSIP: 3132Y2XC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    560882 | PA      | $525370.53    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8487                                                        | CUSIP: 3133WFNC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2091058 | PA      | $2149177.48   | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120553.45    | 0.00%             | 2026-01-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1113903.35   | 0.03%             | 2029-05-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-33 AB                           | CUSIP: 38381JAK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2945615 | PA      | $2599013.50   | 0.07%             | 2056-06-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1318                                                         | CUSIP: 3140JVPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    848431 | PA      | $732681.21    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-90 AE                           | CUSIP: 38381DJG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1874651 | PA      | $1399130.99   | 0.04%             | 2061-05-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $243452.69    | 0.01%             | 2028-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD1137                                                        | CUSIP: 3133AXHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1087805 | PA      | $855757.41    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2094                                                         | CUSIP: 3140Q9KG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1259744 | PA      | $1173690.43   | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6309                                                         | CUSIP: 3138WGAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190965 | PA      | $173847.36    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT9012                                                         | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549678 | PA      | $450306.38    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5138                                                         | CUSIP: 3140A5V88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    545356 | PA      | $572671.87    | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5371                                                         | CUSIP: 3140K06H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    505852 | PA      | $439133.32    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662MR51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $429657.49    | 0.01%             | 2028-11-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2173                                                        | CUSIP: 31334YMW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230410 | PA      | $200020.54    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-30 HA                           | CUSIP: 38380JRN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8974 | PA      | $8918.03      | 0.00%             | 2048-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3153                                                        | CUSIP: 3133A9QE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252076 | PA      | $1081104.62   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201300.29    | 0.01%             | 2031-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $994111.00    | 0.03%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4010                                                        | CUSIP: 31425YN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    683956 | PA      | $691698.39    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1187944.72   | 0.03%             | 2026-06-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76007.19     | 0.00%             | 2029-03-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9895                                                        | CUSIP: 31426G7H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    548455 | PA      | $563738.21    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0264                                                        | CUSIP: 3133A6JH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    780466 | PA      | $642760.29    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2786                                                         | CUSIP: 3140ACCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3300287 | PA      | $3334958.89   | 0.09%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H4W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115631.00    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-50 PT                           | CUSIP: 38379RVE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1934748 | PA      | $1537741.64   | 0.04%             | 2057-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-112 AC                          | CUSIP: 38381DQX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1306688 | PA      | $1017568.20   | 0.03%             | 2063-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4176                                                         | CUSIP: 3140N8UA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617045 | PA      | $612728.64    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8079                                                         | CUSIP: 3138WH6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1264079 | PA      | $1106034.38   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2173                                                         | CUSIP: 3140LQMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1816985 | PA      | $1422709.25   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG04 A1                   | CUSIP: 3137F84R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8132747 | PA      | $7422836.61   | 0.20%             | 2030-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CITY & CNTY CA CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 7976465D4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399776.52    | 0.01%             | 2025-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $727849.95    | 0.02%             | 2029-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3677                                                        | CUSIP: 3133KKCN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1658119 | PA      | $1301365.35   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0192                                                         | CUSIP: 3140KKGA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1197158 | PA      | $992786.96    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $330472.83    | 0.01%             | 2036-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1309                                                         | CUSIP: 3140K8N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    371292 | PA      | $322520.45    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ2963                                                         | CUSIP: 3140NXJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4940000 | PA      | $5047835.46   | 0.14%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY5019                                                         | CUSIP: 3138YJSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70452 | PA      | $64137.25     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509460                                    | CUSIP: 83164LQM6<br>LEI: N/A                  | Long             |  |  | US        |    508762 | PA      | $512112.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4125                                                         | CUSIP: 3140MHSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    450771 | PA      | $354798.80    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2842                                                         | CUSIP: 3140QAEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    377388 | PA      | $362178.01    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TT73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145260.08    | 0.00%             | 2026-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0171                                                         | CUSIP: 3140NGFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1236534 | PA      | $1252955.01   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6096                                                        | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1895409 | PA      | $1557203.98   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-3 AG                            | CUSIP: 38380JNJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2549950 | PA      | $2135282.59   | 0.06%             | 2058-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                         | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868HG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $700391.14    | 0.02%             | 2025-09-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3815                                                        | CUSIP: 31426NGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    962232 | PA      | $932191.96    | 0.03%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204234.42    | 0.01%             | 2030-01-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6616                                                         | CUSIP: 3138WGK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    442648 | PA      | $402970.66    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201328.46    | 0.01%             | 2027-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| The J. Paul Getty Trust                                                | J PAUL GETTY TRUST/THE 4.905000% 04/01/2035                                       | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1392352.68   | 0.04%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5261                                                         | CUSIP: 3140HWZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1777580 | PA      | $1622179.45   | 0.04%             | 2030-03-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1016617.53   | 0.03%             | 2026-05-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-134 KQ                          | CUSIP: 38381DVW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    328648 | PA      | $240431.65    | 0.01%             | 2060-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-56 AD                           | CUSIP: 38380JYZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1794751 | PA      | $1617917.33   | 0.04%             | 2058-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-139 AG                          | CUSIP: 38381JUR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4919623 | PA      | $4466197.39   | 0.12%             | 2064-06-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1628114.23   | 0.04%             | 2029-12-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1                       | CUSIP: 83162CRR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1455 | PA      | $1467.76      | 0.00%             | 2028-03-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125403.58    | 0.00%             | 2026-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-167 AB                          | CUSIP: 38383YCV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373082 | PA      | $1250373.28   | 0.03%             | 2050-10-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $395558.76    | 0.01%             | 2033-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1091565.49   | 0.03%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9384                                                         | CUSIP: 3140NENA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266697 | PA      | $252897.02    | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $532313.40    | 0.01%             | 2032-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 508206                                    | CUSIP: 83164KDK6<br>LEI: N/A                  | Long             |  |  | US        |     10133 | PA      | $10086.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW3597                                                         | CUSIP: 3138XS7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84348 | PA      | $79737.36     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BI3170                                                      | CUSIP: 3617HCQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     85865 | PA      | $80027.02     | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-96 AC                           | CUSIP: 38380MBE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    460978 | PA      | $429533.22    | 0.01%             | 2049-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1093                                                         | CUSIP: 3140M2GB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2849249 | PA      | $2332390.17   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AP7482                                                         | CUSIP: 3138MBJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27285 | PA      | $24529.63     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AV5053                                                      | CUSIP: 36195FTJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    276199 | PA      | $243894.77    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD0456                                                         | CUSIP: 3140F7QJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16250 | PA      | $14859.44     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57389                                                   | CUSIP: 3132Y1F78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    409550 | PA      | $393846.92    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                            | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2056831 | PA      | $1591769.10   | 0.04%             | 2057-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FRETE 2021-ML08 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   1319400 | PA      | $1041694.00   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA4957                                                        | CUSIP: 3133KLQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1885751 | PA      | $1481671.50   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1347                                                         | CUSIP: 3140LPP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3093849 | PA      | $2437234.15   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0408                                                         | CUSIP: 3140NUN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3866472 | PA      | $3833267.70   | 0.10%             | 2034-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-90 AB                           | CUSIP: 38379RZM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1966048 | PA      | $1710737.54   | 0.05%             | 2057-07-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-31 AB                           | CUSIP: 38381HY54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1693999 | PA      | $1539406.97   | 0.04%             | 2056-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-136 AE                          | CUSIP: 38380MQB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    823752 | PA      | $771634.44    | 0.02%             | 2058-09-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-79 AC                           | CUSIP: 38381DBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    974794 | PA      | $764951.45    | 0.02%             | 2057-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5395                                                         | CUSIP: 3140GT7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419964 | PA      | $393036.47    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A2                   | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $6912689.61   | 0.19%             | 2030-06-25      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2021-SB83 MORTGAGE TRUST FRESB 2021-SB83 A5F                                | CUSIP: 30318NAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2544507 | PA      | $2486515.17   | 0.07%             | 2026-01-25      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19641.61     | 0.00%             | 2031-12-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R6Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61656.45     | 0.00%             | 2028-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1612212 | PA      | $1492763.13   | 0.04%             | 2037-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $458766.93    | 0.01%             | 2030-07-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $978050.99    | 0.03%             | 2026-11-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $88471.63     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7201                                                         | CUSIP: 3140LJAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4537556 | PA      | $4680819.13   | 0.13%             | 2032-11-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $324140.11    | 0.01%             | 2033-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-2 AB                            | CUSIP: 38380JLL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    398783 | PA      | $323165.96    | 0.01%             | 2059-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-31 AB                           | CUSIP: 38381L5Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    741282 | PA      | $733592.31    | 0.02%             | 2066-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0223                                                         | CUSIP: 3140EUG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    606338 | PA      | $551987.78    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                   | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  12798000 | PA      | $12814773.07  | 0.35%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GWD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $2009200.28   | 0.05%             | 2025-12-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1617695.21   | 0.04%             | 2029-11-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5646                                                        | CUSIP: 3133WCHX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    348408 | PA      | $345954.84    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F100 AS                 | CUSIP: 3137FF3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111360 | PA      | $110793.78    | 0.00%             | 2028-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-48 AT                           | CUSIP: 38380PGY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1546868 | PA      | $1202861.70   | 0.03%             | 2061-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KDB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $897931.80    | 0.02%             | 2031-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8492                                                         | CUSIP: 3140B9NJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1402693 | PA      | $1390051.04   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4536                                                         | CUSIP: 3138WEBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55357 | PA      | $50472.19     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-78 AD                           | CUSIP: 38381H6D8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2942430 | PA      | $2635656.19   | 0.07%             | 2064-06-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-54 AE                           | CUSIP: 38379RRW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    162247 | PA      | $139974.92    | 0.00%             | 2057-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5893                                                         | CUSIP: 3140B6RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    464323 | PA      | $468989.95    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83539                                                   | CUSIP: 3132L84Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612825 | PA      | $556598.93    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-220 AD                          | CUSIP: 38381HL90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1423329 | PA      | $1322455.29   | 0.04%             | 2053-04-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5424                                                         | CUSIP: 3140KDA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    645638 | PA      | $536845.48    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $318979.79    | 0.01%             | 2032-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ9193                                                         | CUSIP: 3140E2GB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102077 | PA      | $93209.61     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5441                                                         | CUSIP: 3140K1BK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    397456 | PA      | $345034.14    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1490                                                         | CUSIP: 3140A1UQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270659 | PA      | $278334.01    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54586                                                   | CUSIP: 3132XXCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1290712 | PA      | $1207586.24   | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL9838                                                         | CUSIP: 3140J24Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2315785 | PA      | $2004498.47   | 0.05%             | 2030-12-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510047                                    | CUSIP: 83164MEU9<br>LEI: N/A                  | Long             |  |  | US        |    371166 | PA      | $390748.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2602896.62   | 0.07%             | 2030-11-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $3908414.53   | 0.11%             | 2027-08-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $370521.55    | 0.01%             | 2029-06-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7796                                                         | CUSIP: 3140M9UW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1286250 | PA      | $1008188.63   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2636                                                        | CUSIP: 3133A84V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    691652 | PA      | $574483.46    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $360990.59    | 0.01%             | 2033-01-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205273.09    | 0.01%             | 2033-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2785                                                         | CUSIP: 3140ACCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1891911 | PA      | $1878059.15   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5288                                                         | CUSIP: 3140JM2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    928271 | PA      | $864860.20    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-43 AD                           | CUSIP: 38380RYH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1286902 | PA      | $947033.53    | 0.03%             | 2062-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464573                                                         | CUSIP: 31381MCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2005092 | PA      | $2005091.54   | 0.05%             | 2040-02-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K131 A1                   | CUSIP: 3137H27L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3631053 | PA      | $3291874.49   | 0.09%             | 2031-01-25      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6238                                                         | CUSIP: 3140JN4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99169 | PA      | $95195.87     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5432                                                         | CUSIP: 3140K1BA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    369800 | PA      | $344236.77    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8523                                                         | CUSIP: 3140MNPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1462041 | PA      | $1350503.24   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582072J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15076.57     | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122291.56    | 0.00%             | 2029-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7448                                                         | CUSIP: 3140LJH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5200000 | PA      | $5181145.29   | 0.14%             | 2032-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-158 AC                          | CUSIP: 38381LVF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1977892 | PA      | $1891256.46   | 0.05%             | 2057-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $166584.51    | 0.00%             | 2027-04-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1358                                                         | CUSIP: 3140JVQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    868635 | PA      | $779296.13    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48287                                                   | CUSIP: 3132WNF56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    741239 | PA      | $692910.48    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-2 MSAIC 2022-2A A                                    | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1255317 | PA      | $1154744.66   | 0.03%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108ZJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $234322.03    | 0.01%             | 2033-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                               | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882724K55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $911824.60    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $269986.76    | 0.01%             | 2026-11-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5750                                                         | CUSIP: 3140LGL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4661656.93   | 0.13%             | 2032-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-50 AC                           | CUSIP: 38381JDG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1942226 | PA      | $1725835.82   | 0.05%             | 2063-09-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8576                                                         | CUSIP: 3140YWQ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    753279 | PA      | $786324.29    | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 08/15/2033                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5674000 | PA      | $5520624.69   | 0.15%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4139                                                        | CUSIP: 3133B1S44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    672598 | PA      | $557809.16    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0527                                                        | CUSIP: 31425USR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2210665 | PA      | $2142528.22   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOANS 2017-1 LLC MSAIC 2017-1A A                                     | CUSIP: 61946EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700483 | PA      | $666813.39    | 0.02%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654WZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $359963.70    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96425.47     | 0.00%             | 2028-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-98 JA                           | CUSIP: 38381LJJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1972995 | PA      | $1900653.25   | 0.05%             | 2057-08-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521967                                    | CUSIP: 83165AMQ4<br>LEI: N/A                  | Long             |  |  | US        |    315385 | PA      | $330921.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY (THE)                                                | HOWARD UNIVERSITY 1.991000% 10/01/2025                                            | CUSIP: 442851AP6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985274.82    | 0.03%             | 2025-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $569366.22    | 0.02%             | 2030-10-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 688624                                                       | CUSIP: 36296EAZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68334 | PA      | $68837.62     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5900                                                        | CUSIP: 3133A0RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    287419 | PA      | $250178.53    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI1387                                                        | CUSIP: 3133W7RG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106319 | PA      | $105531.42    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $352863.12    | 0.01%             | 2032-07-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7019                                                         | CUSIP: 3140QSYR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2726188 | PA      | $2574559.67   | 0.07%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8233                                                         | CUSIP: 3140QUEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12713695 | PA      | $12651354.99  | 0.34%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $231007.00    | 0.01%             | 2027-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $339593.42    | 0.01%             | 2029-01-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $766984.86    | 0.02%             | 2028-06-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA5552                                                         | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9257571 | PA      | $8964261.11   | 0.24%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-20 AD                           | CUSIP: 38379U5M4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    698766 | PA      | $563270.54    | 0.02%             | 2057-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2420561.98   | 0.07%             | 2027-04-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 B                             | CUSIP: 38379U4C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2555724 | PA      | $1786992.26   | 0.05%             | 2058-12-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2791                                                         | CUSIP: 3140QNC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7768709 | PA      | $6058936.85   | 0.16%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UHG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $390789.03    | 0.01%             | 2031-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-105 AB                          | CUSIP: 38379RN66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    266993 | PA      | $223028.00    | 0.01%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $343876.36    | 0.01%             | 2032-02-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 748456                                                       | CUSIP: 3620C4QH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111679 | PA      | $109398.65    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0229                                                         | CUSIP: 3140KKHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    447015 | PA      | $387487.35    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756Q4Z7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30177.03     | 0.00%             | 2028-03-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH4060                                                         | CUSIP: 3140GSQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    666866 | PA      | $622524.20    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 591746                                                       | CUSIP: 36201SL31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    669459 | PA      | $669458.70    | 0.02%             | 2048-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BC5351                                                      | CUSIP: 3617B85L8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    235044 | PA      | $212819.26    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                       | SALESFORCE INC 1.500000% 07/15/2028                                               | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  23297000 | PA      | $21504148.05  | 0.58%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-7 AD                            | CUSIP: 38378X2G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84026 | PA      | $79767.88     | 0.00%             | 2056-01-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8509                                                         | CUSIP: 3140B9N39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1358504 | PA      | $1373420.72   | 0.04%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5152                                                        | CUSIP: 3133CHWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493007 | PA      | $488303.63    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA8057                                                        | CUSIP: 3133KP5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    364849 | PA      | $345159.67    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP 6.204000% 11/10/2028                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  48046000 | PA      | $49755566.91  | 1.35%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-3 MSAIC 2022-3A A                                    | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2591502 | PA      | $2494400.17   | 0.07%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1969                                                         | CUSIP: 3140HFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425049 | PA      | $395974.25    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 12/15/2027                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16000000 | PA      | $16052500.00  | 0.44%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R6N8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $713479.67    | 0.02%             | 2027-10-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6240                                                         | CUSIP: 3140HX5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    733122 | PA      | $660712.64    | 0.02%             | 2030-03-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $468846.81    | 0.01%             | 2026-12-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7182                                                         | CUSIP: 3140QE6U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1815574 | PA      | $1424943.20   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 778766                                                       | CUSIP: 36176W6B2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189607 | PA      | $179152.73    | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN1107                                                        | CUSIP: 3132XFGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10500000 | PA      | $10104316.12  | 0.27%             | 2026-08-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464836                                                         | CUSIP: 31381MLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1355578 | PA      | $1355578.41   | 0.04%             | 2028-03-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN7354                                                         | CUSIP: 3138LLE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2399375 | PA      | $2331315.60   | 0.06%             | 2027-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8307                                                         | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1052426 | PA      | $967134.55    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $791343.81    | 0.02%             | 2028-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509760                                    | CUSIP: 83164LZZ7<br>LEI: N/A                  | Long             |  |  | US        |    833822 | PA      | $839266.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UNE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $431522.84    | 0.01%             | 2027-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5402                                                         | CUSIP: 3140K1AC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1222870 | PA      | $1059861.19   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $805069.18    | 0.02%             | 2031-08-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9873                                                         | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1544087 | PA      | $1435076.03   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-187 A                           | CUSIP: 38383YX80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    428472 | PA      | $395519.38    | 0.01%             | 2054-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $567272.24    | 0.02%             | 2025-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10219.34     | 0.00%             | 2027-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1092                                                         | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3040928 | PA      | $2383539.72   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1911                                                         | CUSIP: 3140NWDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3450780 | PA      | $3403008.69   | 0.09%             | 2034-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU3147                                                         | CUSIP: 3140M4P93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446219 | PA      | $349755.57    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF2486                                                        | CUSIP: 3133BPXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1334196 | PA      | $1327854.76   | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56906                                                   | CUSIP: 3132Y0U81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    809514 | PA      | $778160.30    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-143 AG                          | CUSIP: 38379R4Y6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1126754 | PA      | $916606.43    | 0.02%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-21 AB                           | CUSIP: 38381EQG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1327162 | PA      | $1009205.64   | 0.03%             | 2062-12-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8635                                                         | CUSIP: 3138WJSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1595962 | PA      | $1445334.67   | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH2607                                                         | CUSIP: 3140GQ3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185416 | PA      | $167936.83    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7612                                                         | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13007991 | PA      | $13155443.82  | 0.36%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A56707                                                   | CUSIP: 3128KKNY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50868 | PA      | $52210.00     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737051                                                       | CUSIP: 3620AQZQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56573 | PA      | $55412.34     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A92906                                                   | CUSIP: 312941GP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226577 | PA      | $227884.07    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7955                                                         | CUSIP: 3140LJZV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1471112 | PA      | $1474700.99   | 0.04%             | 2033-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $265735.99    | 0.01%             | 2029-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146004.94    | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4978                                                         | CUSIP: 3140A5Q84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    239425 | PA      | $237120.52    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461M96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $518783.99    | 0.01%             | 2025-07-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TU25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20027.77     | 0.00%             | 2026-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AD8500                                                         | CUSIP: 31418WNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72860 | PA      | $73189.59     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205034.00    | 0.01%             | 2030-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1038398.49   | 0.03%             | 2032-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 468251                                                         | CUSIP: 31381REY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    512625 | PA      | $511983.41    | 0.01%             | 2026-06-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0366                                                        | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    676083 | PA      | $581479.69    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8485                                                        | CUSIP: 3133WFNA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    779260 | PA      | $788864.40    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509541                                    | CUSIP: 83164LS69<br>LEI: N/A                  | Long             |  |  | US        |     53560 | PA      | $53916.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $264624.92    | 0.01%             | 2031-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198140.98    | 0.01%             | 2032-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $137170.92    | 0.00%             | 2028-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 658393                                                       | CUSIP: 36294SNJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    160894 | PA      | $162070.67    | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7686                                                         | CUSIP: 3140J0RG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2672856 | PA      | $2317587.46   | 0.06%             | 2030-08-01      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH7386                                                       | CUSIP: 36182QF35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1743652 | PA      | $1735874.89   | 0.05%             | 2053-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $115352.80    | 0.00%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-85 AG                           | CUSIP: 38380J2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    667775 | PA      | $614439.76    | 0.02%             | 2057-07-16      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AK                           | CUSIP: 38379UUB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1064050 | PA      | $861332.95    | 0.02%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5024.90      | 0.00%             | 2027-01-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-130 AB                          | CUSIP: 38380NNG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    288500 | PA      | $247005.26    | 0.01%             | 2061-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UEA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $849370.23    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AG7484                                                       | CUSIP: 36182CJ57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    408884 | PA      | $408883.90    | 0.01%             | 2049-03-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8911                                                         | CUSIP: 3140JR3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    517677 | PA      | $466245.80    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $875727.80    | 0.02%             | 2035-01-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO3200                                                         | CUSIP: 3140JXRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    465194 | PA      | $401728.70    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738629                                                       | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    228666 | PA      | $216038.26    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $635136.55    | 0.02%             | 2029-12-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0889                                                         | CUSIP: 3140JG7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348053 | PA      | $334146.26    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AD8950                                                       | CUSIP: 36180M5K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1812921 | PA      | $1812921.09   | 0.05%             | 2048-09-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-34 AK                           | CUSIP: 38381H3D1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2905820 | PA      | $2591077.79   | 0.07%             | 2064-01-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-160 AC                          | CUSIP: 38379K3W6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1746964 | PA      | $1483136.98   | 0.04%             | 2056-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1370                                                        | CUSIP: 3133AKQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2569400 | PA      | $2027746.55   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $576758.30    | 0.02%             | 2031-02-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2963                                                         | CUSIP: 3140JXJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    831170 | PA      | $748501.93    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 699255                                                       | CUSIP: 36296RZU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114591 | PA      | $118656.34    | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS2625                                                         | CUSIP: 3140LC4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4645000 | PA      | $3947392.72   | 0.11%             | 2031-07-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $822283.30    | 0.02%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $242296.33    | 0.01%             | 2025-10-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 646777                                                       | CUSIP: 36292EQ60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     30996 | PA      | $31099.63     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-86 AE                           | CUSIP: 38381LGS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1976675 | PA      | $1917897.69   | 0.05%             | 2056-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738267                                                       | CUSIP: 3620ASFG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    107619 | PA      | $105314.44    | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400000.00    | 0.01%             | 2025-06-01      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 783417                                                      | CUSIP: 36241LYN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1519051 | PA      | $1489834.06   | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                     | TRICOLOR AUTO SECURITIZATION TRUST 2024-3 TAST 2024-3A A                          | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1797446 | PA      | $1794835.53   | 0.05%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4612                                                         | CUSIP: 3140H6DS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283864 | PA      | $256996.41    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71292.13     | 0.00%             | 2028-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5742                                                        | CUSIP: 3133BTLX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    447357 | PA      | $460638.20    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15049.99     | 0.00%             | 2026-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8520                                                         | CUSIP: 3140MNPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    624754 | PA      | $537889.86    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0480                                                        | CUSIP: 3133CCQ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    195741 | PA      | $190112.13    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7257                                                         | CUSIP: 3140J0B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374460 | PA      | $310487.16    | 0.01%             | 2032-06-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3332                                                        | CUSIP: 3133C3VZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    890861 | PA      | $863820.23    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 728954                                                       | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     96653 | PA      | $94852.30     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-142 A                           | CUSIP: 38381JUF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1088926 | PA      | $1052030.98   | 0.03%             | 2063-08-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7189                                                         | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3083718 | PA      | $2409223.87   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4135000 | PA      | $4112575.69   | 0.11%             | 2025-08-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20I 1                       | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    196790 | PA      | $191607.82    | 0.01%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2315                                                         | CUSIP: 3140Q9SD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333251 | PA      | $310455.55    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 466907                                                         | CUSIP: 31381PU89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    311306 | PA      | $311280.84    | 0.01%             | 2026-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-177 V                           | CUSIP: 38381JE37<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1404778 | PA      | $1375745.43   | 0.04%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1805                                                         | CUSIP: 3140NJAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2667098 | PA      | $2585104.38   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7190                                                         | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2357738 | PA      | $1937037.53   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q62397                                                   | CUSIP: 3132VNUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    429726 | PA      | $399745.54    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0170                                                         | CUSIP: 3140NGFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1082152 | PA      | $1072907.85   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50354.77     | 0.00%             | 2031-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AT1983                                                         | CUSIP: 3138WPFZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    349920 | PA      | $312909.26    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 466595                                                         | CUSIP: 31381PKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3090737 | PA      | $3090736.63   | 0.08%             | 2025-11-01      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                           | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1151443.77   | 0.03%             | 2028-07-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK0898                                                         | CUSIP: 3140HD7L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177692 | PA      | $165537.57    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8901                                                         | CUSIP: 3140AJ3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    856254 | PA      | $868957.83    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-210 AL                          | CUSIP: 38381EDF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    474785 | PA      | $350645.52    | 0.01%             | 2062-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 763543                                                       | CUSIP: 36176EBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     69995 | PA      | $68498.95     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH5643                                                         | CUSIP: 3138A7HV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37860 | PA      | $36361.45     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA4768                                                        | CUSIP: 3133KLJM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2836128 | PA      | $2229171.25   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9982                                                         | CUSIP: 3140NTCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1560493 | PA      | $1549600.44   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7634                                                        | CUSIP: 3133A2PT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1206111 | PA      | $1040359.05   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4012                                                        | CUSIP: 31425YN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    682704 | PA      | $661234.03    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $127778.21    | 0.00%             | 2030-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5418                                                         | CUSIP: 3138LJAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750000 | PA      | $681209.39    | 0.02%             | 2033-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5487                                                         | CUSIP: 3140K1CZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    917642 | PA      | $795319.75    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $975475.20    | 0.03%             | 2030-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9872                                                         | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1040314 | PA      | $956165.44    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EVW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1981847.24   | 0.05%             | 2025-11-01      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-74 AD                           | CUSIP: 38379RYW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2414820 | PA      | $1990639.16   | 0.05%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $674478.76    | 0.02%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MH20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $603751.65    | 0.02%             | 2031-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $280516.46    | 0.01%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $649647.24    | 0.02%             | 2034-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8829                                                         | CUSIP: 3140HNY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    235438 | PA      | $219998.84    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BV1487                                                      | CUSIP: 3617NEUL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    145320 | PA      | $121702.64    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2016-20L 1                       | CUSIP: 83162CYE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178874 | PA      | $165413.87    | 0.00%             | 2036-12-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204425.58    | 0.01%             | 2030-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $792494.17    | 0.02%             | 2030-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $344326.72    | 0.01%             | 2028-01-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1957                                                         | CUSIP: 3140HFE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105533 | PA      | $98781.02     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $551776.84    | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-124 AH                          | CUSIP: 38378XJU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29236 | PA      | $26388.37     | 0.00%             | 2049-09-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20D 1                       | CUSIP: 83162CWE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    906662 | PA      | $868141.48    | 0.02%             | 2034-04-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  81795000 | PA      | $81488268.75  | 2.21%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1667                                                        | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    857390 | PA      | $734868.56    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $982436.41    | 0.03%             | 2026-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6827                                                         | CUSIP: 3140HYSR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5480660 | PA      | $4615158.24   | 0.13%             | 2032-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522053                                    | CUSIP: 83165AQE7<br>LEI: N/A                  | Long             |  |  | US        |       390 | PA      | $389.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5721                                                        | CUSIP: 3133A0LA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    929736 | PA      | $805455.64    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KPA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $109710.52    | 0.00%             | 2033-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING MTN 1.300000% 07/12/2026                  | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  13949000 | PA      | $13472418.83  | 0.37%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EGC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2086359.36   | 0.06%             | 2026-05-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8014                                                         | CUSIP: 3140J03Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3690524 | PA      | $2777962.37   | 0.08%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-131 A                           | CUSIP: 38379R3A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    937257 | PA      | $756463.50    | 0.02%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AG8734                                                       | CUSIP: 36182DV36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83647 | PA      | $78904.14     | 0.00%             | 2043-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6277                                                         | CUSIP: 3140JN6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28319 | PA      | $27169.62     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H3Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200234.73    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F116 AS                 | CUSIP: 3137H1LQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1922156 | PA      | $1913847.45   | 0.05%             | 2028-06-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $445997.22    | 0.01%             | 2027-01-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RST2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $594767.85    | 0.02%             | 2025-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD6343                                                         | CUSIP: 3140FEBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183234 | PA      | $161038.32    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-5 A                             | CUSIP: 38380RSE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    437548 | PA      | $315821.73    | 0.01%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25109.47     | 0.00%             | 2028-07-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $243539.16    | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-35 AP                           | CUSIP: 38381EP51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    337994 | PA      | $263871.76    | 0.01%             | 2063-10-16      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2042120.10   | 0.06%             | 2027-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-119 AE                          | CUSIP: 38384CEQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6774758 | PA      | $6185336.35   | 0.17%             | 2064-03-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57906                                                   | CUSIP: 3132Y1YC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    911208 | PA      | $877318.53    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8814                                                         | CUSIP: 3138LMYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875460 | PA      | $854452.85    | 0.02%             | 2028-04-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1238013.63   | 0.03%             | 2030-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8102                                                         | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746740 | PA      | $639025.28    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TJ90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151567.84    | 0.00%             | 2027-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A78742                                                   | CUSIP: 3128LCWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    161788 | PA      | $165984.53    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.500000% 11/15/2033                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9000000 | PA      | $9136406.25   | 0.25%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-17 AB                           | CUSIP: 38381L3K6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1992991 | PA      | $1953013.36   | 0.05%             | 2058-05-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 01/31/2031                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7935000 | PA      | $7918262.11   | 0.21%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-4 GOOD 2021-4GS A                  | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4865239 | PA      | $3870968.25   | 0.11%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469DE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $263046.69    | 0.01%             | 2039-07-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 530199                                                      | CUSIP: 36212C7L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28406 | PA      | $29495.40     | 0.00%             | 2031-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $357307.33    | 0.01%             | 2027-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH8877                                                         | CUSIP: 3138AA2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52352 | PA      | $50448.71     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3783                                                        | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    718972 | PA      | $727960.84    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-97 A                            | CUSIP: 38379RD59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    224975 | PA      | $184251.53    | 0.01%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AM0526                                                       | CUSIP: 36184KSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    963473 | PA      | $958438.76    | 0.03%             | 2050-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-105 A                           | CUSIP: 38380NKA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9742 | PA      | $8957.23      | 0.00%             | 2061-05-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521970                                    | CUSIP: 83165AMT8<br>LEI: N/A                  | Long             |  |  | US        |     45506 | PA      | $47838.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $376197.91    | 0.01%             | 2027-10-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD7046                                                         | CUSIP: 3140FEZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2118134 | PA      | $1912912.04   | 0.05%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1359564.37   | 0.04%             | 2028-06-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-3 AM                            | CUSIP: 38381LT77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2935074.74   | 0.08%             | 2049-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB7302                                                        | CUSIP: 3133AEDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1606148 | PA      | $1269045.54   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 508298                                    | CUSIP: 83164KGF4<br>LEI: N/A                  | Long             |  |  | US        |    111787 | PA      | $111787.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $499376.70    | 0.01%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6486                                                         | CUSIP: 3140HYF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1470000 | PA      | $1327743.50   | 0.04%             | 2030-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-150 AB                          | CUSIP: 38378B2U2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12090 | PA      | $11695.37     | 0.00%             | 2044-08-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q16506                                                   | CUSIP: 3132J7U83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11475 | PA      | $10276.64     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD5482                                                        | CUSIP: 3133B3CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    877846 | PA      | $690110.18    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5329                                                         | CUSIP: 3140GT4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157452 | PA      | $142369.94    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8814                                                         | CUSIP: 3140KGYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    485118 | PA      | $403575.26    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD7966                                                        | CUSIP: 3133B5Z70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    836294 | PA      | $683811.50    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1709                                                        | CUSIP: 3133BA3S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    618957 | PA      | $572960.27    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6364                                                         | CUSIP: 3140QSCA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8402609 | PA      | $7937866.67   | 0.22%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-159 AE                          | CUSIP: 38381JYH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300885 | PA      | $292867.10    | 0.01%             | 2055-08-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                      | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351PR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5295000 | PA      | $5216976.39   | 0.14%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0321                                                         | CUSIP: 3140JGLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    512546 | PA      | $477533.80    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-154 AC                          | CUSIP: 38380JCJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1712895 | PA      | $1386614.58   | 0.04%             | 2058-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59686                                                   | CUSIP: 3132Y3XQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    188919 | PA      | $176952.75    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $288411.64    | 0.01%             | 2029-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5431                                                         | CUSIP: 3140K1A97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    788604 | PA      | $681016.02    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 409120                                                      | CUSIP: 36206EPD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45573 | PA      | $47001.32     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $325720.65    | 0.01%             | 2029-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $595166.62    | 0.02%             | 2032-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GN27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $313650.71    | 0.01%             | 2031-06-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO6215                                                         | CUSIP: 3140K13Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203566 | PA      | $175793.83    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1983656.15   | 0.05%             | 2028-01-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AC                          | CUSIP: 38380JEE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1060379 | PA      | $973448.20    | 0.03%             | 2050-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-144 AD                          | CUSIP: 38378BY52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    115712 | PA      | $100182.54    | 0.00%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN3958                                                         | CUSIP: 3140JLMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282100 | PA      | $263229.59    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN 2021-1 LTD LPSLT 2021-1GS A                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6122952 | PA      | $4921725.30   | 0.13%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX9585                                                         | CUSIP: 3138YBUK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    577144 | PA      | $525410.67    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $392257.76    | 0.01%             | 2029-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $89880.25     | 0.00%             | 2025-06-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6135                                                         | CUSIP: 3140QRY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15561351 | PA      | $14700663.01  | 0.40%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5653                                                        | CUSIP: 3133WCH64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    547932 | PA      | $556118.79    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB0668                                                         | CUSIP: 3140QKW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1781741 | PA      | $1393475.73   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176237.41    | 0.00%             | 2026-07-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165149.09    | 0.00%             | 2028-07-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3016                                                         | CUSIP: 3140MGK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1132259 | PA      | $893766.74    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB9723                                                         | CUSIP: 3140AKYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1976366 | PA      | $2000944.45   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972C5Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2315000 | PA      | $2299855.15   | 0.06%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $447424.50    | 0.01%             | 2025-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1467                                                         | CUSIP: 3140K8TZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    926885 | PA      | $803289.32    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4492                                                         | CUSIP: 3140KP7E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    832045 | PA      | $657188.00    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47624                                                   | CUSIP: 3132WMPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236973 | PA      | $228986.61    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985500.41    | 0.03%             | 2027-05-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $855519.57    | 0.02%             | 2031-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU6999                                                         | CUSIP: 3138X6X59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    332885 | PA      | $315991.92    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9332                                                        | CUSIP: 31426GLN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    266722 | PA      | $264550.55    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8808                                                         | CUSIP: 3138WJYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    868145 | PA      | $786209.60    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20C 1                       | CUSIP: 83162CYM9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2657457 | PA      | $2485994.74   | 0.07%             | 2037-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-41 HA                           | CUSIP: 38379UJW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     69478 | PA      | $56546.22     | 0.00%             | 2057-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $139261.46    | 0.00%             | 2027-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301337.06    | 0.01%             | 2028-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $276655.78    | 0.01%             | 2028-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $413140.49    | 0.01%             | 2028-06-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MG96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2614590.59   | 0.07%             | 2031-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $369865.23    | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130098.15    | 0.00%             | 2025-08-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR1282                                                         | CUSIP: 3140KYM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1395825 | PA      | $1093990.50   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AN9543                                                       | CUSIP: 36187SS81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1485001 | PA      | $1451949.62   | 0.04%             | 2050-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-69 AB                           | CUSIP: 38380JN61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    479762 | PA      | $462745.71    | 0.01%             | 2056-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 6860872A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256656.82    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZ92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20171.73     | 0.00%             | 2027-01-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0424                                                        | CUSIP: 3133C0PH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2671148 | PA      | $2594032.40   | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-163 AB                          | CUSIP: 38381HRE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    524494 | PA      | $475105.55    | 0.01%             | 2062-07-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3338                                                         | CUSIP: 3140QNV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5737322 | PA      | $4889843.28   | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0204                                                         | CUSIP: 3140NUGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2477738.85   | 0.07%             | 2034-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-102 AD                          | CUSIP: 38381DQN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    853231 | PA      | $631314.41    | 0.02%             | 2062-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-8 AB                            | CUSIP: 38381HV40<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2804587 | PA      | $2647522.42   | 0.07%             | 2063-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1384365.13   | 0.04%             | 2027-05-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AK7840                                                       | CUSIP: 36183RV91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    825670 | PA      | $825669.67    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC3668                                                       | CUSIP: 36179DCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1576213 | PA      | $1576212.63   | 0.04%             | 2043-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2280038.10   | 0.06%             | 2029-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QE97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304668.41    | 0.01%             | 2028-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1368                                                         | CUSIP: 3138WAQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34587 | PA      | $32836.56     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R5Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $385501.96    | 0.01%             | 2028-10-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212907.80    | 0.01%             | 2028-01-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61800                                                   | CUSIP: 3132VNAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    543360 | PA      | $508043.97    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MK83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2722495.63   | 0.07%             | 2028-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186119.99    | 0.01%             | 2027-01-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7527                                                        | CUSIP: 3133CLLG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    445355 | PA      | $449985.39    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-153 AB                          | CUSIP: 38381LTG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9348688 | PA      | $9196821.26   | 0.25%             | 2065-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD0841                                                         | CUSIP: 3140B05B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1070321 | PA      | $1081525.47   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4979                                                         | CUSIP: 3140A5Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    858462 | PA      | $867615.05    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-94 AB                           | CUSIP: 38378KSZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110389 | PA      | $98225.45     | 0.00%             | 2054-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1688946.11   | 0.05%             | 2029-09-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2820605.21   | 0.08%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF131 AS                  | CUSIP: 3137H5Y76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    870279 | PA      | $864059.99    | 0.02%             | 2032-01-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $776278.50    | 0.02%             | 2029-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116035.70    | 0.00%             | 2026-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2021-SB82 MORTGAGE TRUST FRESB 2021-SB82 A7F                                | CUSIP: 30318CAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2002608 | PA      | $1856223.20   | 0.05%             | 2027-12-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-74 DA                           | CUSIP: 38381E4A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3264540 | PA      | $2531135.98   | 0.07%             | 2058-12-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB9496                                                         | CUSIP: 31417GRS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20075 | PA      | $17951.83     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $206090.19    | 0.01%             | 2026-10-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS3493                                                         | CUSIP: 3138WC3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223474 | PA      | $211237.17    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-175 AC                          | CUSIP: 38379RJX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1633916 | PA      | $1282717.53   | 0.03%             | 2058-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750G97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $119797.40    | 0.00%             | 2027-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-26 AB                           | CUSIP: 38381JAW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2195664 | PA      | $1936073.26   | 0.05%             | 2064-05-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                              | MAINE ST HSG AUTH MTGE PURCHAS MAINE STATE HOUSING AUTHORITY                      | CUSIP: 56052FWV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3394883.61   | 0.09%             | 2027-11-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521884                                    | CUSIP: 83165AJ54<br>LEI: N/A                  | Long             |  |  | US        |     80751 | PA      | $85268.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-81 AB                           | CUSIP: 38379RXD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    249844 | PA      | $204970.91    | 0.01%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AO6152                                                       | CUSIP: 3617A6ZR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1675015 | PA      | $1646541.33   | 0.04%             | 2045-01-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-7 AC                            | CUSIP: 38378B4F3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    376419 | PA      | $342685.74    | 0.01%             | 2047-03-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $951634.61    | 0.03%             | 2028-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DLY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116044.96    | 0.00%             | 2027-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5499                                                         | CUSIP: 3140KDDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163731 | PA      | $141078.03    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8733                                                         | CUSIP: 3140KGV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401338 | PA      | $345810.60    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AD                           | CUSIP: 38380RTL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4546350 | PA      | $3360901.02   | 0.09%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $406570.63    | 0.01%             | 2027-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QE71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302718.15    | 0.01%             | 2027-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5307                                                         | CUSIP: 3140GT3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    191561 | PA      | $174035.23    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-96 DA                           | CUSIP: 38381HBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    740927 | PA      | $578343.02    | 0.02%             | 2057-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4293                                                         | CUSIP: 3140QPXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5725183 | PA      | $5416661.13   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $988916.94    | 0.03%             | 2028-12-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $231138.59    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6958                                                         | CUSIP: 3140QSWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7209123 | PA      | $6609684.51   | 0.18%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GN35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $394672.80    | 0.01%             | 2031-12-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2739                                                        | CUSIP: 3133A9BG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1204376 | PA      | $991129.51    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1339                                                         | CUSIP: 3140ANPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2036230 | PA      | $2059254.44   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $782649.26    | 0.02%             | 2030-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50396                                                   | CUSIP: 3132XSNN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36092 | PA      | $33836.98     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49035                                                   | CUSIP: 3132WPBD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    380976 | PA      | $345395.61    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437ET8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126320.55    | 0.00%             | 2026-07-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD4264                                                         | CUSIP: 3140B4W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    156955 | PA      | $152074.69    | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7592                                                         | CUSIP: 3140QTNJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11609186 | PA      | $11505828.57  | 0.31%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC2233                                                         | CUSIP: 3140APPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    736238 | PA      | $732304.53    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AA8478                                                       | CUSIP: 36178GM35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    215798 | PA      | $215797.53    | 0.01%             | 2035-05-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000930.63   | 0.03%             | 2027-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-32 AB                           | CUSIP: 38380MY39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    572581 | PA      | $554881.17    | 0.02%             | 2059-12-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5545                                                      | CUSIP: 36196HES5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    267608 | PA      | $242367.26    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AU                           | CUSIP: 38380JWC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    612095 | PA      | $512665.20    | 0.01%             | 2059-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $386358.35    | 0.01%             | 2028-11-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YC70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70096.39     | 0.00%             | 2030-10-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $266611.80    | 0.01%             | 2027-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20K 1                       | CUSIP: 83162CTR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3747 | PA      | $3642.39      | 0.00%             | 2030-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2012-20A 1                       | CUSIP: 83162CUN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7726 | PA      | $7419.47      | 0.00%             | 2032-01-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1315                                                         | CUSIP: 3140JVN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    193066 | PA      | $174821.19    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6590                                                         | CUSIP: 3140QSKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7570490 | PA      | $6941497.26   | 0.19%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-126 AD                          | CUSIP: 38379RX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61024 | PA      | $51269.63     | 0.00%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522156                                    | CUSIP: 83165ATM6<br>LEI: N/A                  | Long             |  |  | US        |    102249 | PA      | $108103.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC0480                                                        | CUSIP: 3133AJQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3053100 | PA      | $2410306.36   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-73 GA                           | CUSIP: 38381H7N5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3778013 | PA      | $3537726.03   | 0.10%             | 2055-09-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YC88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $520153.85    | 0.01%             | 2031-04-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $244673.69    | 0.01%             | 2031-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1800                                                         | CUSIP: 3140JWAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1143272 | PA      | $987297.94    | 0.03%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0794                                                         | CUSIP: 3140A93C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1249174 | PA      | $1284050.16   | 0.03%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510004                                    | CUSIP: 83164MDH9<br>LEI: N/A                  | Long             |  |  | US        |     84704 | PA      | $86480.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN1428                                                         | CUSIP: 3138LDSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510676 | PA      | $502051.25    | 0.01%             | 2026-04-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $775479.87    | 0.02%             | 2028-09-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5344                                                         | CUSIP: 3140JM5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    431480 | PA      | $387102.91    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YTR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81768.10     | 0.00%             | 2029-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $599433.38    | 0.02%             | 2032-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $562932.93    | 0.02%             | 2028-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $679625.60    | 0.02%             | 2027-11-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2741                                                         | CUSIP: 3140HUBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3112325 | PA      | $2965681.84   | 0.08%             | 2029-06-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522305                                    | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             |  |  | US        |     64477 | PA      | $65138.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1158                                                         | CUSIP: 3140GPJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266056 | PA      | $240191.41    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $685894.10    | 0.02%             | 2027-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 699710                                                       | CUSIP: 36296SKX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    308798 | PA      | $308798.20    | 0.01%             | 2044-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249563.81    | 0.01%             | 2031-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A5H                                | CUSIP: 30320VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2294649 | PA      | $2213548.39   | 0.06%             | 2041-04-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB8769                                                        | CUSIP: 3133AFW64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2805388 | PA      | $2196340.68   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH0540                                                         | CUSIP: 3138A1S69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22309 | PA      | $21425.09     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20B 1                       | CUSIP: 83162CTV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    168884 | PA      | $167847.50    | 0.00%             | 2031-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-149 A                           | CUSIP: 38381HNL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4497931 | PA      | $4139064.31   | 0.11%             | 2062-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV6342                                                         | CUSIP: 3138XJBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65475 | PA      | $62166.27     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8427                                                         | CUSIP: 3140QULH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6177323 | PA      | $6366820.89   | 0.17%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5237                                                         | CUSIP: 3140QCZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    960558 | PA      | $829511.01    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                     | MILL CITY SOLAR LOAN 2019-1 LTD MCSLT 2019-1A A                                   | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   4788194 | PA      | $4340009.53   | 0.12%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303504.41    | 0.01%             | 2028-07-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0517                                                        | CUSIP: 31425USF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    825130 | PA      | $817310.31    | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5412                                                         | CUSIP: 3140KDAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359085 | PA      | $311737.64    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9860                                                         | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    986855 | PA      | $778989.97    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AD1699                                                       | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     44070 | PA      | $39609.42     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN7692                                                         | CUSIP: 3140JQRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177741 | PA      | $154298.21    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-99 AE                           | CUSIP: 38378BC64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    304032 | PA      | $254828.82    | 0.01%             | 2048-02-16      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-33 AD                           | CUSIP: 38381EG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    931060 | PA      | $713330.49    | 0.02%             | 2063-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $345188.92    | 0.01%             | 2025-11-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC5324                                                       | CUSIP: 36179E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    465558 | PA      | $465557.68    | 0.01%             | 2032-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EWB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $1967343.03   | 0.05%             | 2028-05-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-71 AB                           | CUSIP: 38380PHD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    705274 | PA      | $530808.16    | 0.01%             | 2062-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3798                                                         | CUSIP: 3140QPGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5232239 | PA      | $4648418.20   | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66418.65     | 0.00%             | 2029-01-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6375                                                         | CUSIP: 3140B7CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    555142 | PA      | $550294.32    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7613                                                         | CUSIP: 3140QTN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2172981 | PA      | $2107257.97   | 0.06%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7459                                                         | CUSIP: 3140QTJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6977922 | PA      | $6768492.44   | 0.18%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6283                                                         | CUSIP: 3140JN6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331998 | PA      | $297851.91    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0406                                                        | CUSIP: 3133A6NX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    619182 | PA      | $514130.20    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF136 AS                  | CUSIP: 3137H7M26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    253532 | PA      | $252655.92    | 0.01%             | 2032-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY8277                                                         | CUSIP: 3138YNFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37525 | PA      | $35258.28     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522371                                    | CUSIP: 83165A2C7<br>LEI: N/A                  | Long             |  |  | US        |     21447 | PA      | $22030.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522423                                    | CUSIP: 83165A4G6<br>LEI: N/A                  | Long             |  |  | US        |    101602 | PA      | $103800.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-128 AK                          | CUSIP: 38380P4C5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1884630 | PA      | $1403788.95   | 0.04%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4780                                                        | CUSIP: 31346YJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    405665 | PA      | $350320.53    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56900                                                   | CUSIP: 3132Y0U24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    473791 | PA      | $442721.18    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $315056.81    | 0.01%             | 2031-01-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1170240.99   | 0.03%             | 2027-04-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101853.15    | 0.00%             | 2027-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $560882.24    | 0.02%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH SINGLE FAMILY REV                            | SOUTH DAKOTA ST HSG DEV AUTH S SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83755NEZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64525.20     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR2612                                                         | CUSIP: 3140L03W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366122 | PA      | $303550.39    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA4355                                                         | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16350007 | PA      | $12756507.22  | 0.35%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8474                                                         | CUSIP: 3140B9MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    483251 | PA      | $468059.18    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R7Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198688.03    | 0.01%             | 2026-10-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                      | SALES TAX SECURITIZATION CORP SALES TAX SECURITIZATION CORP                       | CUSIP: 79467BFK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998762.74    | 0.03%             | 2027-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3545                                                        | CUSIP: 3133KJ5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    690330 | PA      | $568100.27    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6262                                                         | CUSIP: 3138LJ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    464786 | PA      | $454305.81    | 0.01%             | 2027-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2557                                                         | CUSIP: 3140HFZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    772375 | PA      | $719542.07    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-22 B                            | CUSIP: 38379KCM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1975000 | PA      | $1684273.52   | 0.05%             | 2049-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EWA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $747569.48    | 0.02%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $788407.82    | 0.02%             | 2029-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2022-M1S A2                                                   | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2134777.99   | 0.06%             | 2032-04-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57694                                                   | CUSIP: 3132Y1RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    271368 | PA      | $253572.49    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $383430.85    | 0.01%             | 2026-11-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0918                                                         | CUSIP: 3140Q8AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633614 | PA      | $572718.01    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-26 AD                           | CUSIP: 38380N6H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    862188 | PA      | $696336.14    | 0.02%             | 2061-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1181526.88   | 0.03%             | 2026-04-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1713                                                        | CUSIP: 3133BA3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1839590 | PA      | $1651400.82   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6301                                                         | CUSIP: 3140JPAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    613948 | PA      | $571507.64    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5559                                                         | CUSIP: 3140B6E92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    733865 | PA      | $741923.16    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 684988                                                      | CUSIP: 36295Y6Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     69082 | PA      | $72461.06     | 0.00%             | 2038-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC5136                                                        | CUSIP: 3133APV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2414181 | PA      | $1990572.77   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2022-P013 A2              | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450000 | PA      | $398058.80    | 0.01%             | 2032-02-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 01/31/2030                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7221000 | PA      | $7312390.78   | 0.20%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $471965.37    | 0.01%             | 2037-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61387                                                   | CUSIP: 3132VMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153010 | PA      | $142971.61    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55774                                                   | CUSIP: 3132XYMY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    323544 | PA      | $311012.84    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-177 A                           | CUSIP: 38381JD87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1758422 | PA      | $1752543.57   | 0.05%             | 2051-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1283                                                         | CUSIP: 3140JVM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172506 | PA      | $150236.08    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1922                                                         | CUSIP: 3140LCD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1740659.92   | 0.05%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 770515                                                       | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    342560 | PA      | $323650.68    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5697                                                         | CUSIP: 3138YXKK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22370 | PA      | $21022.10     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                      | SALES TAX SECURITIZATION CORP SALES TAX SECURITIZATION CORP                       | CUSIP: 79467BFJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    158000 | PA      | $157831.09    | 0.00%             | 2026-01-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890246                                                         | CUSIP: 31410LBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    905838 | PA      | $927767.38    | 0.03%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1294486.82   | 0.04%             | 2026-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738954                                                       | CUSIP: 3620AS5P0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     44735 | PA      | $42263.94     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8932                                                         | CUSIP: 3140JR4S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104920 | PA      | $100459.42    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0481                                                        | CUSIP: 3133CCRA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    590351 | PA      | $585782.01    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157717.04    | 0.00%             | 2029-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                         | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $560090.53    | 0.02%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9005                                                         | CUSIP: 3140K5AF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    579363 | PA      | $500321.37    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509010                                    | CUSIP: 83164LAK7<br>LEI: N/A                  | Long             |  |  | US        |     21266 | PA      | $21818.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8760                                                         | CUSIP: 3140KGWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173023 | PA      | $149843.74    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QFQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2626764.78   | 0.07%             | 2027-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2024-2 OPTN 2024-2 A                                       | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    984402 | PA      | $985771.36    | 0.03%             | 2032-02-09      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1016369.89   | 0.03%             | 2027-12-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 530311                                    | CUSIP: 8316A0KZ2<br>LEI: N/A                  | Long             |  |  | US        |   1694041 | PA      | $1696566.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 759104                                                       | CUSIP: 36230UDH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70861 | PA      | $66848.41     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464254                                                         | CUSIP: 31381LWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2232350 | PA      | $2232349.83   | 0.06%             | 2027-11-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $289054.21    | 0.01%             | 2031-01-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6157                                                         | CUSIP: 3140NAZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419341 | PA      | $424222.66    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6302                                                         | CUSIP: 3140JPAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7199 | PA      | $6906.47      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464632                                                         | CUSIP: 31381MED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    387184 | PA      | $387184.32    | 0.01%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-15 AG                           | CUSIP: 38381L2G6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1213835 | PA      | $1191854.76   | 0.03%             | 2065-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50389.34     | 0.00%             | 2026-10-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3342                                                        | CUSIP: 3133C3WB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    724859 | PA      | $718333.43    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8815                                                         | CUSIP: 3140KGYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419257 | PA      | $362942.80    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7816                                                         | CUSIP: 3138WHVJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1472451 | PA      | $1288354.06   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $370335.02    | 0.01%             | 2025-11-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $237622.17    | 0.01%             | 2027-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $633509.00    | 0.02%             | 2026-06-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q37430                                                   | CUSIP: 3132QUHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68465 | PA      | $62551.86     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5544                                                      | CUSIP: 36196HER7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    106614 | PA      | $93653.93     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-33 AH                           | CUSIP: 38380RUT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1062065 | PA      | $794028.12    | 0.02%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202836.84    | 0.01%             | 2031-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UM21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    118512 | PA      | $112350.33    | 0.00%             | 2043-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-70 AE                           | CUSIP: 38379RYP2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    148268 | PA      | $123014.61    | 0.00%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-36 AE                           | CUSIP: 38380RXF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    610799 | PA      | $446452.27    | 0.01%             | 2057-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5762                                                         | CUSIP: 3140QRML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2713875 | PA      | $2691223.16   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $978184.42    | 0.03%             | 2028-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM8227                                                         | CUSIP: 3138L9D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80498 | PA      | $73461.83     | 0.00%             | 2033-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1604                                                         | CUSIP: 3140KLYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1784216 | PA      | $1479129.95   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3359                                                        | CUSIP: 3133C3WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    582924 | PA      | $552232.51    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1193214.13   | 0.03%             | 2033-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4813                                                         | CUSIP: 3140KQK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2198388 | PA      | $1807779.25   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    442000 | PA      | $341261.11    | 0.01%             | 2048-01-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54012                                                   | CUSIP: 3132XWN64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    626970 | PA      | $568398.00    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1143                                                         | CUSIP: 3140GPHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173473 | PA      | $161907.55    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1139                                                         | CUSIP: 3140LBHR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2282668 | PA      | $2100861.23   | 0.06%             | 2028-02-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8013                                                         | CUSIP: 3140J03X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3996545 | PA      | $3009066.05   | 0.08%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465394                                                         | CUSIP: 31381M7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418942 | PA      | $419152.59    | 0.01%             | 2026-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-3 A                             | CUSIP: 38381LT36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1485500 | PA      | $1473779.18   | 0.04%             | 2044-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $353933.04    | 0.01%             | 2032-12-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 779354                                                       | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2197 | PA      | $2012.18      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 V                            | CUSIP: 38379UMX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    743586 | PA      | $624593.68    | 0.02%             | 2050-05-16      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $708372.97    | 0.02%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0066                                                         | CUSIP: 3140EUCC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137468 | PA      | $125337.79    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AE                          | CUSIP: 38382AR56<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    605088 | PA      | $485596.06    | 0.01%             | 2061-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $949726.51    | 0.03%             | 2031-08-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3015                                                         | CUSIP: 3140MGK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1664043 | PA      | $1294718.06   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5327                                                        | CUSIP: 3133BS4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    742547 | PA      | $704387.54    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE7181                                                        | CUSIP: 3133BG6S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    657513 | PA      | $584146.47    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-16 AC                           | CUSIP: 38381LW57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    550855 | PA      | $545346.52    | 0.01%             | 2065-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $143442.04    | 0.00%             | 2031-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A1              | CUSIP: 3137H13U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15678137 | PA      | $14437874.09  | 0.39%             | 2031-01-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1074                                                         | CUSIP: 3140Q8FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370960 | PA      | $1240121.45   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6012                                                         | CUSIP: 3140MXVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    582971 | PA      | $554142.87    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $470476.65    | 0.01%             | 2027-06-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1163                                                        | CUSIP: 3133AKJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1225574 | PA      | $1011618.17   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                          | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  22825000 | PA      | $22915898.50  | 0.62%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4738                                                         | CUSIP: 3138WEHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254055 | PA      | $231282.15    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9983                                                         | CUSIP: 3140NTCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    556847 | PA      | $563128.59    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304843.25    | 0.01%             | 2031-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-99 A                            | CUSIP: 38380J6N3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1078 | PA      | $1077.58      | 0.00%             | 2052-01-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8827                                                        | CUSIP: 31426FYZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    149226 | PA      | $144491.53    | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TL33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40843.39     | 0.00%             | 2031-07-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $731505.21    | 0.02%             | 2033-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2023-M1S A2                                                   | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3810000 | PA      | $3757550.96   | 0.10%             | 2033-04-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $134965.75    | 0.00%             | 2026-01-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101037.94    | 0.00%             | 2028-01-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q38376                                                   | CUSIP: 3132QVJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    510682 | PA      | $466239.20    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ7638                                                         | CUSIP: 3140KTPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1361123 | PA      | $1079329.74   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1571                                                         | CUSIP: 3140KLW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3721093 | PA      | $2920478.89   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1137995.86   | 0.03%             | 2029-09-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9380                                                         | CUSIP: 3138WKM69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    719578 | PA      | $649859.89    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8714                                                         | CUSIP: 3140AJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1618596 | PA      | $1636631.00   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2020-2 MSAIC 2020-2A A                                    | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2764349 | PA      | $2395229.07   | 0.07%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q01597                                                   | CUSIP: 3132GEX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    114848 | PA      | $113081.06    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6227                                                         | CUSIP: 3140JN4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152070 | PA      | $142125.97    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201729.40    | 0.01%             | 2031-01-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A1                   | CUSIP: 3137FVEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1213066 | PA      | $1125726.78   | 0.03%             | 2029-04-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0716                                                         | CUSIP: 3138W9YN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158571 | PA      | $150557.64    | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 507253                                    | CUSIP: 83164JBW5<br>LEI: N/A                  | Long             |  |  | US        |      9163 | PA      | $9101.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC3503                                                         | CUSIP: 3140AQ3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309295 | PA      | $292076.42    | 0.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-64 A                            | CUSIP: 38379RUK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    362449 | PA      | $290947.12    | 0.01%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4507                                                        | CUSIP: 3133ABAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1903191 | PA      | $1574342.12   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $754512.86    | 0.02%             | 2029-05-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2971                                                         | CUSIP: 3140JXJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143442 | PA      | $134062.77    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A10F                             | CUSIP: 30329QAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1954475 | PA      | $1735744.09   | 0.05%             | 2032-08-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB6333                                                         | CUSIP: 31417DBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325529 | PA      | $292657.63    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7018                                                         | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7519370 | PA      | $6894133.66   | 0.19%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-44 AB                           | CUSIP: 38381H3Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5186522 | PA      | $4766677.77   | 0.13%             | 2056-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2153598.61   | 0.06%             | 2030-10-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $861380.35    | 0.02%             | 2025-08-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-156 AB                          | CUSIP: 38381LTV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1484914 | PA      | $1406448.05   | 0.04%             | 2065-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $197454.79    | 0.01%             | 2030-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0566                                                         | CUSIP: 3140Q7TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550402 | PA      | $497074.20    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8790                                                        | CUSIP: 31426FXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    659927 | PA      | $653787.79    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6007                                                         | CUSIP: 3140LGU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5288976 | PA      | $5025448.40   | 0.14%             | 2032-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94061.82     | 0.00%             | 2027-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA AGRIC & TECHNICAL UNIV REVS                             | NORTH CAROLINA ST AGRIC & TECH NORTH CAROLINA AGRICULTURAL & TECHNICAL STATE UNIV | CUSIP: 658187HU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $451015.61    | 0.01%             | 2030-10-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $296503.65    | 0.01%             | 2028-01-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BH0074                                                      | CUSIP: 3617GWCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    755060 | PA      | $703269.91    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 01/31/2030                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3750000 | PA      | $3677343.75   | 0.10%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140170.93    | 0.00%             | 2027-01-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5698                                                        | CUSIP: 3133KMKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2113490 | PA      | $1651784.89   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60598                                                   | CUSIP: 3132VLUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    295266 | PA      | $275903.34    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $743861.97    | 0.02%             | 2032-07-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5299                                                         | CUSIP: 3140HJ3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119836 | PA      | $115337.13    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q027 A2                   | CUSIP: 3137HF3F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2853000 | PA      | $2850969.52   | 0.08%             | 2031-08-25      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-106 AG                          | CUSIP: 38380PUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    728620 | PA      | $552111.28    | 0.01%             | 2062-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4745                                                        | CUSIP: 31426AHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    681450 | PA      | $676079.60    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-111 AD                          | CUSIP: 38380PYD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1459101 | PA      | $1114218.94   | 0.03%             | 2062-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                   | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $589465.26    | 0.02%             | 2031-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF2487                                                        | CUSIP: 3133BPXQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    880347 | PA      | $836541.12    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIAMI BEACH FLA                                                        | MIAMI BEACH FL CITY OF MIAMI BEACH FL                                             | CUSIP: 593201A30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $517231.80    | 0.01%             | 2029-05-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG3 A2                   | CUSIP: 3137H7MF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1350000 | PA      | $1194309.86   | 0.03%             | 2032-05-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6567                                                         | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    580552 | PA      | $520842.61    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-82 A                            | CUSIP: 38381HCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1349128 | PA      | $1154477.07   | 0.03%             | 2050-12-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 705999                                                       | CUSIP: 36297AKL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76449 | PA      | $78997.20     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZ84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $537793.41    | 0.01%             | 2026-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5686                                                         | CUSIP: 3138YXJ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34114 | PA      | $31150.26     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8937                                                         | CUSIP: 3140K44X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76816 | PA      | $69429.91     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309ND8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $418722.49    | 0.01%             | 2034-07-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GA47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1895308.75   | 0.05%             | 2029-12-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5391                                                         | CUSIP: 3140GT7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208760 | PA      | $189001.08    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151964.14    | 0.00%             | 2028-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AC4095                                                         | CUSIP: 31417NRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4128 | PA      | $4076.14      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59382.47     | 0.00%             | 2030-07-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $777063.43    | 0.02%             | 2029-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1010364.25   | 0.03%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-20B 1                       | CUSIP: 83162CN41<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8378590 | PA      | $7191887.79   | 0.20%             | 2042-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-26 AE                           | CUSIP: 38380JQA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1057802 | PA      | $990104.54    | 0.03%             | 2052-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC3550                                                        | CUSIP: 3133AM5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2194814 | PA      | $1813249.09   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522150                                    | CUSIP: 83165ATF1<br>LEI: N/A                  | Long             |  |  | US        |       132 | PA      | $131.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2020-10D 1                       | CUSIP: 83162CG23<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1262956 | PA      | $1165864.91   | 0.03%             | 2030-07-01      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6095                                                        | CUSIP: 3133KMXY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1964970 | PA      | $1534643.59   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1008360.49   | 0.03%             | 2025-10-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GF91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1007290.79   | 0.03%             | 2031-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $326553.17    | 0.01%             | 2029-01-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1270730.11   | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-73 AK                           | CUSIP: 38381E6R4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1044239 | PA      | $801581.70    | 0.02%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TU33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125404.45    | 0.00%             | 2026-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-38 AG                           | CUSIP: 38381EZY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7350602 | PA      | $5489000.22   | 0.15%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $312253.26    | 0.01%             | 2030-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6823                                                         | CUSIP: 3138LKSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2351897 | PA      | $2231496.74   | 0.06%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UHT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $495306.24    | 0.01%             | 2032-09-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $746364.43    | 0.02%             | 2031-06-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA1773                                                        | CUSIP: 3133KG6J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649235 | PA      | $560660.92    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2024-1 OPTN 2024-1A A                                      | CUSIP: 68377JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79625 | PA      | $79638.79     | 0.00%             | 2031-04-08      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5425                                                        | CUSIP: 3133C6A25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2108685 | PA      | $2048218.44   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q39374                                                   | CUSIP: 3132QWMY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45765 | PA      | $42923.60     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25381.37     | 0.00%             | 2027-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1681                                                        | CUSIP: 3133A72N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    496832 | PA      | $431492.47    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8886                                                         | CUSIP: 3140JR2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1178137 | PA      | $1056966.65   | 0.03%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GR72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177076.35    | 0.00%             | 2031-06-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TZK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120239.65    | 0.00%             | 2027-07-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $622730.68    | 0.02%             | 2035-07-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $455539.44    | 0.01%             | 2029-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 720288                                                       | CUSIP: 3620A6F51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78473 | PA      | $78872.42     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8895                                                         | CUSIP: 3140HN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    434136 | PA      | $406358.57    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GZZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1956754.83   | 0.05%             | 2026-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $715221.98    | 0.02%             | 2029-04-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-8 AB                            | CUSIP: 38381EVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1418962 | PA      | $1111787.11   | 0.03%             | 2062-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F113 AS                 | CUSIP: 3137H13L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    377743 | PA      | $376368.56    | 0.01%             | 2028-05-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25643.55     | 0.00%             | 2028-01-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2008                                                         | CUSIP: 3140HFGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    443721 | PA      | $414623.72    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $195211.65    | 0.01%             | 2029-04-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-80 AK                           | CUSIP: 38381DDC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1831610 | PA      | $1406170.28   | 0.04%             | 2062-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6155                                                         | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131302 | PA      | $127281.13    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 AN                            | CUSIP: 38381ETS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4747781 | PA      | $3866792.58   | 0.10%             | 2051-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 759191                                                       | CUSIP: 36230UF87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    212166 | PA      | $200136.59    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8242                                                         | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362167 | PA      | $321756.23    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TW95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135716.38    | 0.00%             | 2026-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR3230                                                         | CUSIP: 3140L1SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3629222 | PA      | $2863905.53   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79034.25     | 0.00%             | 2032-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7661                                                         | CUSIP: 3140QFQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2082985 | PA      | $1634253.97   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2612                                                        | CUSIP: 3133KH3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4389014 | PA      | $3615977.30   | 0.10%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MPG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880539 | PA      | $776680.09    | 0.02%             | 2043-01-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2024-M5 1A2                                                   | CUSIP: 3136BTHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4721000 | PA      | $4718356.58   | 0.13%             | 2034-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.125000% 07/31/2031                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11580000 | PA      | $11598998.44  | 0.31%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6593                                                         | CUSIP: 3140AGKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    327880 | PA      | $342432.54    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9710                                                         | CUSIP: 3140QVYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2816562 | PA      | $2658387.32   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878AY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1339592.08   | 0.04%             | 2032-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8813                                                         | CUSIP: 3140HNYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    601378 | PA      | $561149.14    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $882091.22    | 0.02%             | 2029-11-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF0536                                                        | CUSIP: 3133BMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    345201 | PA      | $318861.68    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4127                                                         | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    758913 | PA      | $651888.40    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                     | METROPOLITAN LIFE GLOBAL FUNDING I 144A 4.400000% 06/30/2027                      | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  14695000 | PA      | $14722845.65  | 0.40%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ0805                                                         | CUSIP: 3138YR3P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    292995 | PA      | $266732.09    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0792                                                         | CUSIP: 3140A93A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1286854 | PA      | $1301192.65   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0426                                                        | CUSIP: 3133C0PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    926720 | PA      | $875535.27    | 0.02%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC2796                                                         | CUSIP: 3140EXDA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    799561 | PA      | $699593.83    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                     | TRICOLOR AUTO SECURITIZATION TRUST 2024-1 TAST 2024-1A A                          | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    518535 | PA      | $520419.05    | 0.01%             | 2027-10-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2503508.05   | 0.07%             | 2027-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4338                                                         | CUSIP: 3140JLZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153534 | PA      | $143631.53    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $732265.41    | 0.02%             | 2032-08-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UPR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $428741.61    | 0.01%             | 2030-01-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $467506.77    | 0.01%             | 2030-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS V ISSUER LLC SNVA 2021-A A                                         | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2026685 | PA      | $1540644.58   | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 717198                                                       | CUSIP: 3620A2X35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    136245 | PA      | $133974.24    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $93500.46     | 0.00%             | 2025-12-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7010                                                         | CUSIP: 3140HYYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9597211 | PA      | $8349500.71   | 0.23%             | 2030-06-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5528                                                         | CUSIP: 3140LGEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2453734 | PA      | $2319220.86   | 0.06%             | 2032-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7230                                                         | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9840591 | PA      | $9547528.88   | 0.26%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9385                                                         | CUSIP: 3140NENB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    672697 | PA      | $668457.45    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-29 A                            | CUSIP: 38379RNF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1205178 | PA      | $1022533.43   | 0.03%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-165 AB                          | CUSIP: 38381HSH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8294744 | PA      | $7662944.60   | 0.21%             | 2049-05-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY REV                                             | CALIFORNIA ST HSG FIN AGY REVE CALIFORNIA HOUSING FINANCE AGENCY                  | CUSIP: 13034PYZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59840.24     | 0.00%             | 2036-08-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166344.48    | 0.00%             | 2027-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1273                                                         | CUSIP: 3140JVMX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617066 | PA      | $554773.30    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3213                                                         | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1467820 | PA      | $1144776.06   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $476158.94    | 0.01%             | 2030-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FEDERAL HOUSING AUTHORITY PROJECT LOAN 034-35271                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |     20116 | PA      | $19866.50     | 0.00%             | 2025-11-01      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5052                                                         | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  22211761 | PA      | $21608062.11  | 0.59%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3345                                                         | CUSIP: 3140NXWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17499952 | PA      | $17764366.18  | 0.48%             | 2035-04-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $491319.24    | 0.01%             | 2026-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT9013                                                         | CUSIP: 3140LYAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1282413 | PA      | $1002261.93   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 647200X58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    234090 | PA      | $188321.01    | 0.01%             | 2034-10-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-114 AD                          | CUSIP: 38379KZZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    258263 | PA      | $248585.64    | 0.01%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QWW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2544084.12   | 0.07%             | 2028-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $769790.68    | 0.02%             | 2030-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-28 A                            | CUSIP: 38379U6M3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2041688 | PA      | $1640810.02   | 0.04%             | 2057-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $134681.95    | 0.00%             | 2030-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5758                                                         | CUSIP: 3138LJMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1342820 | PA      | $1307961.55   | 0.04%             | 2027-06-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $729391.43    | 0.02%             | 2030-08-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 698160                                                       | CUSIP: 36296QTR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     52074 | PA      | $51006.03     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509977                                    | CUSIP: 83164MCN7<br>LEI: N/A                  | Long             |  |  | US        |     81711 | PA      | $83104.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $237076.94    | 0.01%             | 2026-06-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-102 AB                          | CUSIP: 38384QAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    892176 | PA      | $875306.95    | 0.02%             | 2063-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4171                                                         | CUSIP: 3138LGT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728012 | PA      | $673554.57    | 0.02%             | 2035-01-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $567783.85    | 0.02%             | 2026-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BD9036                                                      | CUSIP: 3617BRBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    445049 | PA      | $402955.04    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1806                                                         | CUSIP: 3140NJAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610426 | PA      | $605085.74    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GF75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $281180.53    | 0.01%             | 2030-06-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $269689.84    | 0.01%             | 2034-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-53 AC                           | CUSIP: 38380M4D0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29934 | PA      | $29580.05     | 0.00%             | 2051-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1959                                                         | CUSIP: 3140HFE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    598717 | PA      | $539621.42    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6535                                                        | CUSIP: 3133A1HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    929964 | PA      | $805652.99    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750VF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201910.25    | 0.01%             | 2026-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC6985                                                         | CUSIP: 3140AUXP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1042366 | PA      | $984130.42    | 0.03%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR9147                                                         | CUSIP: 3140L8EV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1883199 | PA      | $1559337.02   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WA4405                                                        | CUSIP: 3132XDAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276064 | PA      | $1231947.82   | 0.03%             | 2027-05-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-178 EA                          | CUSIP: 38379U2R6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2255860 | PA      | $1878576.12   | 0.05%             | 2058-08-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1857954.41   | 0.05%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0133                                                         | CUSIP: 3140NUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1400000 | PA      | $1425769.65   | 0.04%             | 2028-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-71 AH                           | CUSIP: 38381E7H5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1867678 | PA      | $1464212.26   | 0.04%             | 2063-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-28 AD                           | CUSIP: 38380RXP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2536163 | PA      | $1832093.81   | 0.05%             | 2062-01-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $216968.25    | 0.01%             | 2029-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251603.93    | 0.01%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5461                                                      | CUSIP: 36196HB66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    533168 | PA      | $470774.96    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464969                                                         | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2285883 | PA      | $2285883.14   | 0.06%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8931                                                         | CUSIP: 3140JR4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    408640 | PA      | $381594.22    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0445                                                         | CUSIP: 3140N4P76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3075616 | PA      | $3052490.14   | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5917                                                         | CUSIP: 3138WFSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210204 | PA      | $191362.00    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 726403                                                       | CUSIP: 3620ADAC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21201 | PA      | $21313.53     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG G06073                                                   | CUSIP: 3128M8CJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    308583 | PA      | $327674.59    | 0.01%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $492458.89    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QXP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2326728 | PA      | $2166005.04   | 0.06%             | 2040-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1546                                                         | CUSIP: 3140KLWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2268051 | PA      | $1866469.98   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7746                                                         | CUSIP: 3140QTTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12480365 | PA      | $12817636.61  | 0.35%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2561                                                         | CUSIP: 3140HTZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4657738 | PA      | $4477437.53   | 0.12%             | 2029-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8121440 | PA      | $8320348.38   | 0.23%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 900106                                                         | CUSIP: 31410XAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44230 | PA      | $47005.81     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7134                                                         | CUSIP: 3138WG4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515247 | PA      | $452834.44    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3215000.00   | 0.09%             | 2025-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AP9712                                                         | CUSIP: 3138MDYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66382 | PA      | $59679.22     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR SD8446                                                        | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13303911 | PA      | $13174341.87  | 0.36%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1488                                                         | CUSIP: 3140A1UN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    766302 | PA      | $759371.87    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A5H                                | CUSIP: 30306LAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    132841 | PA      | $132764.38    | 0.00%             | 2037-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-146 AB                          | CUSIP: 38380NWC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    791912 | PA      | $676509.88    | 0.02%             | 2061-07-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DBW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    386801 | PA      | $348375.82    | 0.01%             | 2038-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1045798.28   | 0.03%             | 2028-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $324558.78    | 0.01%             | 2028-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6536                                                        | CUSIP: 3133A1HM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    470826 | PA      | $423997.58    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1152555.55   | 0.03%             | 2029-01-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $692075.33    | 0.02%             | 2030-05-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4162                                                         | CUSIP: 3140N8TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    478251 | PA      | $464435.40    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49040                                                   | CUSIP: 3132WPBJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1314342 | PA      | $1231782.35   | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD8214                                                        | CUSIP: 3133B6DT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    686278 | PA      | $565370.61    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-95 AD                           | CUSIP: 38381JHH3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2266304 | PA      | $2033942.28   | 0.06%             | 2064-04-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7880                                                         | CUSIP: 3140M9XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820493 | PA      | $681802.14    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2316                                                         | CUSIP: 3138YTSE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45292 | PA      | $41295.16     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                           | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NUU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3083165 | PA      | $2749147.88   | 0.07%             | 2054-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $259320.25    | 0.01%             | 2028-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4506                                                        | CUSIP: 3133ABAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2372112 | PA      | $1861095.41   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-54 A                            | CUSIP: 38381MAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1492959 | PA      | $1481024.63   | 0.04%             | 2045-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $806125.71    | 0.02%             | 2030-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 AE                          | CUSIP: 38379KVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    236401 | PA      | $211714.22    | 0.01%             | 2052-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-47 AB                           | CUSIP: 38379RQP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    272225 | PA      | $235436.99    | 0.01%             | 2058-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3120                                                        | CUSIP: 3133KJPD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1588548 | PA      | $1307772.61   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP 4.650000% 02/15/2033                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  82237000 | PA      | $80509241.83  | 2.19%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6098                                                        | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1114349 | PA      | $874054.05    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTURY HOUSING CORPORATION                                            | CENTURY HOUSING CORP MTN 5.400000% 08/15/2025                                     | CUSIP: 15654VBJ6<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005052.63   | 0.05%             | 2025-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MW98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $362353.55    | 0.01%             | 2027-01-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582072H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155101.63    | 0.00%             | 2025-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-127 AB                          | CUSIP: 38379R2A0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    474427 | PA      | $383318.68    | 0.01%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9548                                                         | CUSIP: 3138WKTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1047078 | PA      | $945628.23    | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-73 CA                           | CUSIP: 38380JR67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111559 | PA      | $105787.62    | 0.00%             | 2049-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4164                                                         | CUSIP: 3140N8TW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1631819 | PA      | $1650180.73   | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115530.67    | 0.00%             | 2031-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9607                                                         | CUSIP: 3140LLU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1027448.24   | 0.03%             | 2030-09-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8361                                                         | CUSIP: 3140LKJF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3053949 | PA      | $3086561.50   | 0.08%             | 2030-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-23 AC                           | CUSIP: 38380NW96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    593553 | PA      | $480466.85    | 0.01%             | 2062-02-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3556                                                         | CUSIP: 3140QA5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    575129 | PA      | $518170.59    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A76192                                                   | CUSIP: 3128L92Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    120420 | PA      | $123539.27    | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TT81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401540.68    | 0.01%             | 2026-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1680                                                        | CUSIP: 3133A72M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    805512 | PA      | $663138.13    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 886136                                                         | CUSIP: 31410DPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132775 | PA      | $141159.16    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2406                                                        | CUSIP: 31334YU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69993 | PA      | $65486.81     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20C 1                       | CUSIP: 83162CWX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21791 | PA      | $20507.78     | 0.00%             | 2035-03-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q45628                                                   | CUSIP: 3132WKHE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1871515 | PA      | $1697221.29   | 0.05%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $490449.56    | 0.01%             | 2032-08-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6785                                                         | CUSIP: 3138WGRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649055 | PA      | $587797.32    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AE                           | CUSIP: 38379UTY2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1338428 | PA      | $1019208.52   | 0.03%             | 2057-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8980                                                         | CUSIP: 3140K46S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    514115 | PA      | $446306.44    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4124                                                         | CUSIP: 3140MHSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1151916 | PA      | $896255.02    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1955000 | PA      | $2001278.81   | 0.05%             | 2029-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8426                                                         | CUSIP: 3140QULG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6529244 | PA      | $6620705.15   | 0.18%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-18 AE                           | CUSIP: 38381L3T7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1491465 | PA      | $1466882.72   | 0.04%             | 2052-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0816                                                        | CUSIP: 3133A63Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    396429 | PA      | $341581.11    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-61 AC                           | CUSIP: 38378NX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    520353 | PA      | $491015.40    | 0.01%             | 2054-02-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 AC                          | CUSIP: 38380PZ31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    572525 | PA      | $435751.02    | 0.01%             | 2062-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8521                                                         | CUSIP: 3140MNPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2071926 | PA      | $1840898.05   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54876                                                   | CUSIP: 3132XXM22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    307911 | PA      | $278254.46    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8456                                                         | CUSIP: 3140QUME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3624872 | PA      | $3736069.73   | 0.10%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-158 A                           | CUSIP: 38383YJU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1431464 | PA      | $1306791.81   | 0.04%             | 2056-06-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VMA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    388914 | PA      | $339740.54    | 0.01%             | 2039-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0323                                                         | CUSIP: 3140JGLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    255086 | PA      | $244805.10    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49044                                                   | CUSIP: 3132WPBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    513468 | PA      | $494855.87    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9861                                                         | CUSIP: 3140MB5X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1707204 | PA      | $1336750.68   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7260                                                         | CUSIP: 3140LWB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1729221 | PA      | $1427058.34   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7418                                                        | CUSIP: 3133A2G38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    485627 | PA      | $436960.73    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8488                                                        | CUSIP: 3133WFND5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    435911 | PA      | $432040.13    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 714594                                                       | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     27290 | PA      | $26978.89     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5326                                                        | CUSIP: 3133BS4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1082426 | PA      | $1051194.39   | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9931                                                        | CUSIP: 31426HA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1903064 | PA      | $1923332.62   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7259                                                         | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4501997 | PA      | $3516065.11   | 0.10%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 726402                                                       | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11920 | PA      | $11718.51     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4066                                                        | CUSIP: 3133AAQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    652407 | PA      | $542353.13    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $273994.96    | 0.01%             | 2032-07-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-52 A                            | CUSIP: 38381J8E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2197982 | PA      | $2162177.59   | 0.06%             | 2056-03-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8521                                                         | CUSIP: 3138LMPF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2276622 | PA      | $2191997.29   | 0.06%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UJT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3084560.85   | 0.08%             | 2030-05-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN BX1556                                                       | CUSIP: 3617Q5WR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9025650 | PA      | $7170051.50   | 0.19%             | 2062-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512757.26    | 0.01%             | 2029-05-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2H3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98785.18     | 0.00%             | 2032-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-70 A                            | CUSIP: 38380PLL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    509379 | PA      | $393485.56    | 0.01%             | 2062-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-87 AD                           | CUSIP: 38379UVF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    282389 | PA      | $227191.17    | 0.01%             | 2058-03-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA8482                                                        | CUSIP: 3133A3M70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1109724 | PA      | $961747.18    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5132.74      | 0.00%             | 2030-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ4755                                                         | CUSIP: 3138YWH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94330 | PA      | $86135.10     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-18 A                            | CUSIP: 38381JR58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5392540 | PA      | $5277701.75   | 0.14%             | 2055-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC9068                                                         | CUSIP: 3140F5CE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    294288 | PA      | $266604.58    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47223                                                   | CUSIP: 3132WMAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    234044 | PA      | $219342.35    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1270                                                         | CUSIP: 3140NVMU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1719758 | PA      | $1733563.57   | 0.05%             | 2034-12-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-52 AE                           | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    496605 | PA      | $458167.75    | 0.01%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6X4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $235781.33    | 0.01%             | 2030-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 AH                           | CUSIP: 38379RNZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    413778 | PA      | $367407.82    | 0.01%             | 2058-07-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-28 AB                           | CUSIP: 38380JSK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3499404 | PA      | $2962748.08   | 0.08%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108P20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13965.28     | 0.00%             | 2028-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN 2021-2 LTD LPSLT 2021-2GS A                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2871493 | PA      | $2198529.22   | 0.06%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49608                                                   | CUSIP: 3132WPVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194303 | PA      | $187594.25    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3 GOOD 2021-3CS A                  | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6171642 | PA      | $4596241.94   | 0.12%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5903                                                        | CUSIP: 3133ACRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1079110 | PA      | $853655.95    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7216                                                         | CUSIP: 3140FTAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430656 | PA      | $403043.15    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-3 MSAIC 2021-3A A                                    | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5133173 | PA      | $4032197.11   | 0.11%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5425                                                         | CUSIP: 3140KDA34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157241 | PA      | $136273.65    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5373                                                         | CUSIP: 3140K06K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    109368 | PA      | $102216.16    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1784                                                         | CUSIP: 3140MS6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1233462 | PA      | $1100871.48   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6Q9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135026.58    | 0.00%             | 2026-07-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 AB                            | CUSIP: 38379U3X2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61875 | PA      | $47963.00     | 0.00%             | 2058-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101389.79    | 0.00%             | 2027-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9745                                                         | CUSIP: 3140AXZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    790026 | PA      | $765414.53    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8947                                                         | CUSIP: 3140QU5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4921520 | PA      | $4990460.35   | 0.14%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3K5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $597073.87    | 0.02%             | 2029-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3688                                                         | CUSIP: 3140QPC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8284631 | PA      | $7360220.33   | 0.20%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AQ                          | CUSIP: 38380JEM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3012162 | PA      | $2452611.64   | 0.07%             | 2059-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-37 AD                           | CUSIP: 38380MV81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    873163 | PA      | $828685.42    | 0.02%             | 2060-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-47 AE                           | CUSIP: 38380M6H9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    121247 | PA      | $107033.58    | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-41 AD                           | CUSIP: 38380JTV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    489332 | PA      | $452923.41    | 0.01%             | 2059-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6683                                                         | CUSIP: 3140QEM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2648622 | PA      | $2179657.37   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759301                                                      | CUSIP: 36230UKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    131087 | PA      | $124280.17    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204424.19    | 0.01%             | 2031-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-155 DC                          | CUSIP: 38378XWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    402922 | PA      | $390118.30    | 0.01%             | 2047-06-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $244447.35    | 0.01%             | 2034-07-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC6041                                                         | CUSIP: 3140F1WB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    294580 | PA      | $266777.04    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1957                                                         | CUSIP: 3140NWE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14100000 | PA      | $13611759.62  | 0.37%             | 2034-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9457                                                         | CUSIP: 3140AXQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    476994 | PA      | $463354.51    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9598                                                         | CUSIP: 3140KHUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234140 | PA      | $194713.61    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522282                                    | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             |  |  | US        |     23798 | PA      | $24236.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5975000 | PA      | $5382936.54   | 0.15%             | 2029-06-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509647                                    | CUSIP: 83164LWG2<br>LEI: N/A                  | Long             |  |  | US        |      3573 | PA      | $3584.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1049359.10   | 0.03%             | 2030-11-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-140 A                           | CUSIP: 38379R4E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    813703 | PA      | $655093.11    | 0.02%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-125 AD                          | CUSIP: 38381JNR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    466292 | PA      | $445108.36    | 0.01%             | 2053-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-139 AB                          | CUSIP: 38378BV55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29589 | PA      | $23131.77     | 0.00%             | 2053-02-16      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9981                                                         | CUSIP: 3140NTCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    322261 | PA      | $313243.86    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30167.13     | 0.00%             | 2026-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-48 AE                           | CUSIP: 38379KGW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     36467 | PA      | $34664.04     | 0.00%             | 2050-02-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737712                                                       | CUSIP: 3620ARR94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84156 | PA      | $79384.00     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8869                                                         | CUSIP: 3140HN2B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    693404 | PA      | $666454.59    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $892134.59    | 0.02%             | 2027-11-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522268                                    | CUSIP: 83165AW59<br>LEI: N/A                  | Long             |  |  | US        |    146960 | PA      | $150183.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 MG                          | CUSIP: 38379KM96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $794359.91    | 0.02%             | 2055-11-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1299525.54   | 0.04%             | 2029-07-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $684829.03    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-63 AG                           | CUSIP: 38380NAN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    171062 | PA      | $160041.18    | 0.00%             | 2060-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A93467                                                   | CUSIP: 312941Z83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     66266 | PA      | $65498.07     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD4282                                                         | CUSIP: 3140B4XL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1409944 | PA      | $1396988.88   | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5067                                                        | CUSIP: 3133KLTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1422687 | PA      | $1113437.14   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20E 1                       | CUSIP: 83162CTG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34322 | PA      | $34049.54     | 0.00%             | 2030-05-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654E92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $691818.56    | 0.02%             | 2033-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $277269.54    | 0.01%             | 2027-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1148063.64   | 0.03%             | 2029-08-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-75 AC                           | CUSIP: 38380R4Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2071341 | PA      | $1544953.73   | 0.04%             | 2062-04-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5155                                                        | CUSIP: 3133CHWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    760240 | PA      | $793668.79    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $390385.01    | 0.01%             | 2034-08-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2245563.23   | 0.06%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $358719.98    | 0.01%             | 2029-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $734081.01    | 0.02%             | 2027-08-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20F 1                       | CUSIP: 83162CYR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4038559 | PA      | $3725653.43   | 0.10%             | 2037-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6160                                                         | CUSIP: 3140QDZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    319375 | PA      | $275188.02    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2020-1 MSAIC 2020-1A A                                    | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1828329 | PA      | $1645013.34   | 0.04%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                           | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NV57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58556.19     | 0.00%             | 2028-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2021-M1S A2                                                   | CUSIP: 3136BDXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13550000 | PA      | $11593611.48  | 0.31%             | 2030-12-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY5025                                                         | CUSIP: 3138YJSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135542 | PA      | $127370.29    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $288715.43    | 0.01%             | 2051-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q41877                                                   | CUSIP: 3132WFCP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    893241 | PA      | $782562.11    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-100 B                           | CUSIP: 38378BA82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    393485 | PA      | $355277.29    | 0.01%             | 2051-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203190.25    | 0.01%             | 2028-07-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5154                                                        | CUSIP: 3133CHWP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    647601 | PA      | $667699.20    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $464865.83    | 0.01%             | 2026-10-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0744                                                         | CUSIP: 3140Q7ZJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219745 | PA      | $199640.95    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $893470.12    | 0.02%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| EMERYVILLE CALIF                                                       | EMERYVILLE CA CITY OF EMERYVILLE CA                                               | CUSIP: 291180AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1037307.89   | 0.03%             | 2025-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30597.05     | 0.00%             | 2028-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $745200.87    | 0.02%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $484261.70    | 0.01%             | 2026-08-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9984                                                         | CUSIP: 3140NTCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    564560 | PA      | $580569.37    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $673074.12    | 0.02%             | 2027-08-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2301                                                        | CUSIP: 31334YRW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    281170 | PA      | $252786.25    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ3256                                                        | CUSIP: 3133CTTM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1348266 | PA      | $1362525.54   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK4747                                                         | CUSIP: 3140HJHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329839 | PA      | $307774.39    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201932.89    | 0.01%             | 2028-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ0652                                                         | CUSIP: 3140H1WN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    672342 | PA      | $605979.21    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $854116.57    | 0.02%             | 2031-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A68746                                                   | CUSIP: 3128L0WF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    110356 | PA      | $113179.02    | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY4388                                                         | CUSIP: 3138YH2W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101702 | PA      | $93162.95     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-92 AB                           | CUSIP: 38379RF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929254 | PA      | $823106.75    | 0.02%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6735                                                         | CUSIP: 3140JPPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    690377 | PA      | $619372.09    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $521519.93    | 0.01%             | 2029-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8486                                                        | CUSIP: 3133WFNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    697468 | PA      | $727963.52    | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX2154                                                        | CUSIP: 31425WMC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    674780 | PA      | $668473.28    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20E 1                       | CUSIP: 83162CRU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4036 | PA      | $4077.00      | 0.00%             | 2028-05-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5364                                                         | CUSIP: 3140MJ6A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    264348 | PA      | $217687.33    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-66 A                            | CUSIP: 38380NBZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1423 | PA      | $1404.15      | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6478                                                        | CUSIP: 3133KNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8454 | PA      | $6917.65      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG4 A2                   | CUSIP: 3137H92X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6850000 | PA      | $6340613.16   | 0.17%             | 2032-08-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-2 AH                            | CUSIP: 38380NU64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2222336 | PA      | $1838956.03   | 0.05%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $646332.42    | 0.02%             | 2031-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $515460.73    | 0.01%             | 2030-01-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-64 AE                           | CUSIP: 38380NBK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    374194 | PA      | $346889.55    | 0.01%             | 2060-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7247                                                         | CUSIP: 3140J0BR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2801523 | PA      | $2439169.61   | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-152 AC                          | CUSIP: 38380JCC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    161191 | PA      | $138361.88    | 0.00%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC1141                                                         | CUSIP: 3140EVHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266173 | PA      | $232894.27    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0757                                                        | CUSIP: 3133A6ZW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579039 | PA      | $501437.55    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-2 MSAIC 2021-2A A                                    | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6924307 | PA      | $5446826.87   | 0.15%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM9376                                                         | CUSIP: 3138LAM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    413706 | PA      | $363920.14    | 0.01%             | 2045-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0670                                                         | CUSIP: 3138XBW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75692 | PA      | $71862.96     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.01%             | 2025-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $442327.72    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2M7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $625000.00    | 0.02%             | 2025-06-01      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3957                                                         | CUSIP: 3140QBMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1143980 | PA      | $991487.40    | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1268                                                         | CUSIP: 3140LPMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2479456 | PA      | $1946138.51   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8519                                                         | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1207259 | PA      | $1035959.11   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1028097.12   | 0.03%             | 2030-05-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1715                                                        | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2632680 | PA      | $2339125.71   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3779                                                        | CUSIP: 3133BRFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2631356 | PA      | $2551711.19   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131477.50    | 0.00%             | 2029-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3270                                                         | CUSIP: 3140QAT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198443 | PA      | $184481.96    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5044                                                        | CUSIP: 3133ABS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2314798 | PA      | $1816128.11   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-126 AB                          | CUSIP: 38381JPV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3055142 | PA      | $2928105.36   | 0.08%             | 2054-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101054.94    | 0.00%             | 2028-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510056                                    | CUSIP: 83164ME54<br>LEI: N/A                  | Long             |  |  | US        |     62835 | PA      | $66652.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-67 AE                           | CUSIP: 38379KPM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    408745 | PA      | $340209.76    | 0.01%             | 2056-10-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152726.09    | 0.00%             | 2030-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 770396                                                       | CUSIP: 36176MUV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46228 | PA      | $45239.84     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510051                                    | CUSIP: 83164MEY1<br>LEI: N/A                  | Long             |  |  | US        |    104144 | PA      | $107691.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.875000% 10/31/2030                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8793000 | PA      | $9154337.34   | 0.25%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 AB                           | CUSIP: 38380JNQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2144808 | PA      | $1831632.52   | 0.05%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 696513                                                       | CUSIP: 36296NYJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29343 | PA      | $30101.49     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q40641                                                   | CUSIP: 3132WDWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262363 | PA      | $238748.92    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD6359                                                        | CUSIP: 3133B4B46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1198973 | PA      | $935098.08    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3298                                                        | CUSIP: 3133KJUX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2628157 | PA      | $2163630.60   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $319220.17    | 0.01%             | 2028-07-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-111 AD                          | CUSIP: 38379RU43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68420 | PA      | $63846.18     | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-1 MSAIC 2021-1A A                                    | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3850140 | PA      | $3303137.13   | 0.09%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $195733.50    | 0.01%             | 2029-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2994                                                         | CUSIP: 3140QAKG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112803 | PA      | $105257.35    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5328                                                        | CUSIP: 3133BS4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    940984 | PA      | $936874.68    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1143249.06   | 0.03%             | 2027-11-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65606.11     | 0.00%             | 2032-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3834                                                        | CUSIP: 3133AAHK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1346478 | PA      | $1116212.11   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509348                                    | CUSIP: 83164LL58<br>LEI: N/A                  | Long             |  |  | US        |    248331 | PA      | $249957.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2780                                                         | CUSIP: 3140LRCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4944090 | PA      | $3879301.49   | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507372.06    | 0.01%             | 2027-06-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC 5.050000% 05/09/2033                                   | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2274349.36   | 0.06%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI6154                                                         | CUSIP: 3138AKZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98829 | PA      | $99223.14     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q017 A                    | CUSIP: 3137H74L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1227043 | PA      | $1226992.71   | 0.03%             | 2030-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $891129.61    | 0.02%             | 2032-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K123 A1                   | CUSIP: 3137F8ZU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2535122 | PA      | $2316696.11   | 0.06%             | 2030-06-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367X9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $314857.09    | 0.01%             | 2029-01-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91511.88     | 0.00%             | 2029-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-53 AE                           | CUSIP: 38378BTB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    167093 | PA      | $149058.88    | 0.00%             | 2047-03-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174365Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $83984.92     | 0.00%             | 2041-07-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $307036.77    | 0.01%             | 2028-11-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7663                                                         | CUSIP: 3140QFQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271305 | PA      | $1045419.97   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC6851                                                       | CUSIP: 36179GTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    801933 | PA      | $801933.30    | 0.02%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890247                                                         | CUSIP: 31410LBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    915971 | PA      | $955158.56    | 0.03%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $447610.89    | 0.01%             | 2031-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  20000000 | PA      | $18765746.71  | 0.51%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49606                                                   | CUSIP: 3132WPU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    884835 | PA      | $828175.35    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5300                                                         | CUSIP: 3140HJ3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359942 | PA      | $354377.98    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-36 A                            | CUSIP: 38381J6N2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1053610 | PA      | $1030947.97   | 0.03%             | 2054-07-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7879                                                         | CUSIP: 3140M9XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    733439 | PA      | $608266.52    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 778847                                                       | CUSIP: 36176XBQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37071 | PA      | $35026.55     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521984                                    | CUSIP: 83165AM92<br>LEI: N/A                  | Long             |  |  | US        |     64593 | PA      | $67974.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46050.37     | 0.00%             | 2029-07-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-60 AC                           | CUSIP: 38380JE53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    635843 | PA      | $570293.01    | 0.02%             | 2058-12-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $457341.25    | 0.01%             | 2026-04-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5265                                                         | CUSIP: 3140HWZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    729745 | PA      | $676386.51    | 0.02%             | 2030-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5139                                                         | CUSIP: 3140A5V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406791 | PA      | $439686.53    | 0.01%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $756616.07    | 0.02%             | 2028-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PRESERVATION OF AFFORDABLE HOUSING, INC.                               | PRESERVATION OF AFFORDABLE HOUSING INC 4.479000% 12/01/2032                       | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4941253.73   | 0.13%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN LTD LPSLT 2020-3GS A                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1778946 | PA      | $1468833.46   | 0.04%             | 2047-12-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-170 AH                          | CUSIP: 38380RGG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    380055 | PA      | $279138.66    | 0.01%             | 2062-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1243                                                         | CUSIP: 3140Q8LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2219905 | PA      | $2004822.73   | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-91 AQ                           | CUSIP: 38380PRQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1090420 | PA      | $819070.28    | 0.02%             | 2062-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MND9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1657603 | PA      | $1521111.12   | 0.04%             | 2037-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50951                                                   | CUSIP: 3132XTBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    432654 | PA      | $404949.60    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6299                                                         | CUSIP: 3140JN7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617423 | PA      | $553921.66    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2117                                                         | CUSIP: 3140HTK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5925000 | PA      | $5714876.41   | 0.16%             | 2029-04-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57388                                                   | CUSIP: 3132Y1F60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    441884 | PA      | $412252.37    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-51 HA                           | CUSIP: 38380RL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    889907 | PA      | $642888.85    | 0.02%             | 2062-10-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9370                                                         | CUSIP: 3140GYMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69807 | PA      | $63579.91     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3738                                                         | CUSIP: 3140QBEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    634010 | PA      | $568802.76    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1236098.29   | 0.03%             | 2026-08-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5391                                                         | CUSIP: 3140QQ7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5964681 | PA      | $5928860.22   | 0.16%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2401339.53   | 0.07%             | 2029-06-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509417                                    | CUSIP: 83164LPA3<br>LEI: N/A                  | Long             |  |  | US        |    253595 | PA      | $255256.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8573                                                         | CUSIP: 3140YWQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618554 | PA      | $613782.04    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8918                                                         | CUSIP: 3138WJ4C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2541655 | PA      | $2295399.25   | 0.06%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7884                                                         | CUSIP: 3140AVXN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1129554 | PA      | $1119171.07   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $229387.54    | 0.01%             | 2033-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD1887                                                         | CUSIP: 3140B2CZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    485210 | PA      | $470285.40    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7745                                                         | CUSIP: 3140QTTB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9036761 | PA      | $9138503.50   | 0.25%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $754170.75    | 0.02%             | 2029-01-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA9082                                                         | CUSIP: 3140QHCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2819336 | PA      | $2209680.46   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                      | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351MV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $543271.03    | 0.01%             | 2029-09-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH2671                                                         | CUSIP: 3140GQ6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    784054 | PA      | $708088.37    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5960                                                         | CUSIP: 3140LGTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1100648.42   | 0.03%             | 2032-06-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5289                                                         | CUSIP: 3140JM2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114086 | PA      | $109641.07    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6956                                                         | CUSIP: 3138WGWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1139923 | PA      | $1032337.01   | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 CE6248                                                      | CUSIP: 3617VU5H6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    195613 | PA      | $162802.72    | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7017                                                         | CUSIP: 3140AUYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1365485 | PA      | $1355159.97   | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MJ69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $500857.31    | 0.01%             | 2029-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-82 AC                           | CUSIP: 38380XAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    894584 | PA      | $798749.61    | 0.02%             | 2051-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD0472                                                         | CUSIP: 3140F7Q28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258342 | PA      | $226041.97    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-26 AD                           | CUSIP: 38380MQ95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     52092 | PA      | $51535.35     | 0.00%             | 2060-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI3491                                                         | CUSIP: 3138AG2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93543 | PA      | $91982.54     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $356776.54    | 0.01%             | 2027-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5693                                                         | CUSIP: 3140QDKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    910872 | PA      | $755933.43    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UNZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1282802.12   | 0.03%             | 2029-03-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-100 AD                          | CUSIP: 38380PXB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    739018 | PA      | $566252.78    | 0.02%             | 2062-04-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-164 AD                          | CUSIP: 38381DS84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2563857 | PA      | $1988160.12   | 0.05%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1960                                                         | CUSIP: 3140HFFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270428 | PA      | $244926.69    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $651906.38    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A                               | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14550000 | PA      | $14485185.98  | 0.39%             | 2039-01-17      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $646601.18    | 0.02%             | 2029-01-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8103                                                         | CUSIP: 3140J1AD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6500074 | PA      | $5593992.93   | 0.15%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45344.40     | 0.00%             | 2028-01-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $429141.96    | 0.01%             | 2028-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2089                                                        | CUSIP: 3133KHKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    479062 | PA      | $413704.60    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                     | DIST OF COLUMBIA HSG FIN AGY M DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY        | CUSIP: 25477PNF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660636 | PA      | $614703.17    | 0.02%             | 2045-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE ANDREW W. MELLON FOUNDATION                                        | ANDREW W MELLON FOUNDATION/THE 0.947000% 08/01/2027                               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |  20238000 | PA      | $18861784.53  | 0.51%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71004.18     | 0.00%             | 2029-11-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0211                                                         | CUSIP: 3140KKGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106121 | PA      | $92132.78     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3381                                                        | CUSIP: 3133KJXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2241036 | PA      | $1844238.90   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 646728                                                       | CUSIP: 36292EPM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65377 | PA      | $65697.21     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6239                                                         | CUSIP: 3140JN4Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33587 | PA      | $32865.94     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $104626.33    | 0.00%             | 2035-01-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ7081                                                        | CUSIP: 3133CX2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1632372 | PA      | $1583084.56   | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3835                                                        | CUSIP: 3133AAHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2723100 | PA      | $2137209.84   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-2 A                             | CUSIP: 38381JAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2889338 | PA      | $2682943.59   | 0.07%             | 2056-07-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-70 BA                           | CUSIP: 38381LDD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2903908 | PA      | $2843883.32   | 0.08%             | 2054-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227604.88    | 0.01%             | 2029-07-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4571                                                         | CUSIP: 3140H6CH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    165717 | PA      | $155091.34    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54511                                                   | CUSIP: 3132XXAM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1103974 | PA      | $999217.69    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 411105                                                       | CUSIP: 36206GU65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22013 | PA      | $22155.07     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.125000% 11/15/2027                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  52000000 | PA      | $52288437.50  | 1.42%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0214                                                         | CUSIP: 3138XBGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31236 | PA      | $29657.20     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7417                                                        | CUSIP: 3133A2G20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    838961 | PA      | $725676.20    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ2752                                                         | CUSIP: 3140H4BW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    838648 | PA      | $781281.46    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7892                                                         | CUSIP: 3140J0XW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5814969 | PA      | $5028486.95   | 0.14%             | 2030-08-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-81 AE                           | CUSIP: 38379KST6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166787 | PA      | $154906.69    | 0.00%             | 2056-10-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-197 AC                          | CUSIP: 38384GSW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2564425 | PA      | $2392216.71   | 0.06%             | 2064-01-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-73 AG                           | CUSIP: 38379KLW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    288891 | PA      | $264381.77    | 0.01%             | 2055-11-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654E84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $427231.93    | 0.01%             | 2033-06-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 768250                                                       | CUSIP: 36176KH34<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2177056 | PA      | $2177056.47   | 0.06%             | 2052-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1501357.77   | 0.04%             | 2034-01-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180995.42    | 0.00%             | 2028-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-6 AH                            | CUSIP: 38378X3G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    413440 | PA      | $373983.17    | 0.01%             | 2051-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2021-B SNVA 2021-B A                                 | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10511459 | PA      | $8837686.44   | 0.24%             | 2048-07-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-72 AC                           | CUSIP: 38378KQG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    241612 | PA      | $219294.21    | 0.01%             | 2046-05-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8743                                                         | CUSIP: 3140KGWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254023 | PA      | $220449.80    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1786                                                         | CUSIP: 3140MS6Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    955833 | PA      | $814532.24    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** COMMUNITY CAPITAL TRUST

**Signature:** Allison Glansberg

**Name of Signer:** Allison Glansberg

**Title:** Investment Analyst