# EDGAR Filing Document

**Accession Number:** 0001078195
**File Stem:** 0002048251-26-000490
**Filing Date:** 2026-1
**Character Count:** 1155161
**Document Hash:** 2379d7a7fde33ed6411124dd45169592
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000490.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0002048251-26-000490

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**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:** 26563380

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3862491371.24

**Total Liabilities:** $22550298.81

**Net Assets:** $3839941072.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6693.72283511 | **1-Year:** -138937.64755167 | **5-Year:** -439491.35945540 | **10-Year:** -461264.20056900 | **30-Year:** -98375.28370243

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

- **3-Month:** -3534.79943179 | **1-Year:** -46569.88490356 | **5-Year:** -92452.99764807 | **10-Year:** -60398.17102053 | **30-Year:** -5938.38455835

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048038 | 0.60%                | 0.61%                | 0.71%                |
| Class ID C000048039 | 0.57%                | 0.58%                | 0.68%                |
| Class ID C000005044 | 0.56%                | 0.57%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2361489.07             | $14989162.52                               |
| Month 2  | $-340674.00              | $11786474.68                               |
| Month 3  | $694792.41               | $15780644.96                               |

### 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        |     47047 | PA      | $47806.12     | 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        |   1283322 | PA      | $1112984.96   | 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        |    943726 | PA      | $814525.54    | 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        |    502326 | PA      | $493153.47    | 0.01%             | 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        |    413487 | PA      | $402190.04    | 0.01%             | 2048-12-01      | 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: 64610ACB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121082.78    | 0.00%             | 2034-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7611                                                        | CUSIP: 3133KPN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1283363 | PA      | $1198058.59   | 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      | $409715.07    | 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        |    641581 | PA      | $557563.74    | 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        |    885361 | PA      | $830834.23    | 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        |    745200 | PA      | $640205.36    | 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        |   8299280 | PA      | $8153066.00   | 0.21%             | 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        |     53918 | PA      | $50654.39     | 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        |    130000 | PA      | $132747.22    | 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        |   2088788 | PA      | $1843446.01   | 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      | $166461.73    | 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      | $125333.62    | 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        |    259865 | PA      | $254296.00    | 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        |     48968 | PA      | $46056.10     | 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        |    368015 | PA      | $332964.96    | 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      | $513440.25    | 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        |   1375330 | PA      | $1049444.48   | 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        |     45012 | PA      | $44069.06     | 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        |   5144939 | PA      | $4131429.99   | 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        |     60000 | PA      | $61539.78     | 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        |   1536642 | PA      | $1279998.56   | 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        |    190000 | PA      | $189811.66    | 0.00%             | 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        |    796910 | PA      | $835918.17    | 0.02%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $603144.91    | 0.02%             | 2032-11-01      | Fixed         | 5.05%                 | 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        |    185000 | PA      | $187480.62    | 0.00%             | 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        |    225000 | PA      | $234471.62    | 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        |   2193211 | PA      | $2081924.03   | 0.05%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354841.10    | 0.01%             | 2032-01-01      | Fixed         | 4.53%                 | 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        |    661171 | PA      | $588712.05    | 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        |     10068 | PA      | $9853.14      | 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        |    331849 | PA      | $302021.11    | 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        |    281354 | PA      | $255926.26    | 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        |    728755 | PA      | $716552.93    | 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        |    991816 | PA      | $979836.72    | 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        |    170000 | PA      | $176740.47    | 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        |   3741424 | PA      | $3673523.93   | 0.10%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6271                                                        | CUSIP: 31426Q6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    894858 | PA      | $899828.46    | 0.02%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  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      | $73078.74     | 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        |   1199723 | PA      | $1093979.78   | 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        |     43078 | PA      | $45016.44     | 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        |    358104 | PA      | $353794.29    | 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        |   1943189 | PA      | $1732136.76   | 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        |   2315974 | PA      | $1915178.65   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | 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        |   6563015 | PA      | $5745902.14   | 0.15%             | 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        |    484046 | PA      | $471424.56    | 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        |   1697773 | PA      | $1665050.30   | 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        |    153796 | PA      | $138582.74    | 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        |     73040 | PA      | $75499.86     | 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: 88046KNX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114207.57    | 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        |   2289544 | PA      | $2063071.58   | 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      | $375329.01    | 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        |   1226408 | PA      | $1094426.39   | 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        |   2092186 | PA      | $1812601.10   | 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        |    572047 | PA      | $582745.53    | 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        |    396108 | PA      | $385059.12    | 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      | $371129.84    | 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        |    199549 | PA      | $193845.31    | 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        |    674896 | PA      | $673825.43    | 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        |    130557 | PA      | $118265.45    | 0.00%             | 2059-09-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1053642.27   | 0.03%             | 2034-01-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH0723                                                         | CUSIP: 3140GNYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147718 | PA      | $143692.04    | 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        |     75297 | PA      | $75147.35     | 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        |   1509800 | PA      | $1440715.22   | 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        |    186372 | PA      | $174864.92    | 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        |    565470 | PA      | $562687.29    | 0.01%             | 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        |   7190784 | PA      | $7071496.01   | 0.18%             | 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        |    120215 | PA      | $117369.82    | 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        |    364985 | PA      | $317434.03    | 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      | $1319176.07   | 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      | $572823.62    | 0.01%             | 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        |   4557159 | PA      | $4453994.13   | 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        |  15935871 | PA      | $16299896.49  | 0.42%             | 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      | $83806.77     | 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        |   4089622 | PA      | $4238976.84   | 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        |    107713 | PA      | $113940.04    | 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        |   3420406 | PA      | $3401626.62   | 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        |     95000 | PA      | $96580.29     | 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        |   2097919 | PA      | $1824195.85   | 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        |         0 | PA      | $0.12         | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | 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: 64966WKV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $694255.09    | 0.02%             | 2035-02-01      | Fixed         | 5.51%                 | 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        |    525000 | PA      | $518275.68    | 0.01%             | 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      | $6944515.59   | 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      | $54673.25     | 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        |    115000 | PA      | $115073.20    | 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        |   3049866 | PA      | $2341797.87   | 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      | $175960.41    | 0.00%             | 2031-01-01      | Fixed         | 1.38%                 | 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: 64966WKN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $270324.91    | 0.01%             | 2031-08-01      | Fixed         | 4.95%                 | 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        |    333431 | PA      | $286885.61    | 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      | $523725.28    | 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      | $91710.37     | 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        |    229488 | PA      | $229339.37    | 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      | $388609.58    | 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      | $461936.62    | 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        |   2178096 | PA      | $1785483.14   | 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      | $575849.35    | 0.01%             | 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      | $1372264.58   | 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        |    659118 | PA      | $640343.80    | 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        |   2333737 | PA      | $2375726.21   | 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      | $105223.75    | 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        |    314430 | PA      | $296483.30    | 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        |    631696 | PA      | $620670.33    | 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      | $179752.49    | 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      | $349546.87    | 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        |     69946 | PA      | $66004.73     | 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      | $488893.73    | 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        |   4238082 | PA      | $4164073.89   | 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      | $430747.98    | 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        |    229083 | PA      | $212398.43    | 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        |     32839 | PA      | $32149.42     | 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        |    195752 | PA      | $187347.99    | 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      | $122782.68    | 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        |   1523989 | PA      | $1317851.17   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-143 AC                          | CUSIP: 38381MK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    497769 | PA      | $498375.30    | 0.01%             | 2050-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5748                                                         | CUSIP: 3140GUL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    764914 | PA      | $740515.67    | 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        |     35393 | PA      | $37026.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0265                                                        | CUSIP: 3133A6JJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    232429 | PA      | $210362.15    | 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      | $249467.93    | 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        |   1443897 | PA      | $1253184.16   | 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        |    570830 | PA      | $479969.41    | 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        |    502494 | PA      | $509938.99    | 0.01%             | 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        |    459772 | PA      | $473350.13    | 0.01%             | 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        |   1359850 | PA      | $1277569.67   | 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      | $390716.67    | 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        |   9626781 | PA      | $9326733.65   | 0.24%             | 2032-06-01      | Fixed         | 3.72%                 | 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      | $457569.92    | 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        |   7258554 | PA      | $7258553.96   | 0.19%             | 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        |    605815 | PA      | $624844.03    | 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        |   1034287 | PA      | $956712.56    | 0.02%             | 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      | $739789.77    | 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        |    967910 | PA      | $789817.09    | 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      | $289182.98    | 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        |    381399 | PA      | $355434.50    | 0.01%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $489182.37    | 0.01%             | 2033-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR5455                                                         | CUSIP: 3140L4BZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    813436 | PA      | $705873.69    | 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        |    484835 | PA      | $469370.40    | 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        |    826534 | PA      | $826132.70    | 0.02%             | 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        |   2513510 | PA      | $2070535.64   | 0.05%             | 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      | $278263.85    | 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        |    738760 | PA      | $757713.88    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | 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        |  13288202 | PA      | $13509641.61  | 0.35%             | 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        |    267365 | PA      | $252881.61    | 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        |   3839121 | PA      | $3805208.70   | 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        |    527807 | PA      | $522932.67    | 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        |    231567 | PA      | $217550.04    | 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        |    528144 | PA      | $417679.68    | 0.01%             | 2062-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0951                                                         | CUSIP: 3140Y7BV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9422356 | PA      | $9606384.23   | 0.25%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $684772.58    | 0.02%             | 2032-04-01      | Fixed         | 4.82%                 | 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      | $1158142.40   | 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        |    725586 | PA      | $682214.08    | 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        |     37338 | PA      | $37031.92     | 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        |   3995992 | PA      | $3825669.43   | 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        |    444846 | PA      | $444845.85    | 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        |    134492 | PA      | $134958.50    | 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        |    244105 | PA      | $229678.44    | 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        |    362721 | PA      | $329056.78    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8000000 | PA      | $8010000.00   | 0.21%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9536                                                         | CUSIP: 3140KHS28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    822559 | PA      | $745054.66    | 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      | $414924.96    | 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        |   1300152 | PA      | $1171546.57   | 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      | $1130252.75   | 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        |    813636 | PA      | $824242.63    | 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        |   2618227 | PA      | $2263127.00   | 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      | $128259.46    | 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        |    792380 | PA      | $652456.11    | 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      | $3398005.32   | 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        |     52872 | PA      | $51495.37     | 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        |   1818504 | PA      | $1496746.46   | 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        |    163397 | PA      | $147721.11    | 0.00%             | 2050-06-01      | 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: 64610ACA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121012.59    | 0.00%             | 2033-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3978                                                        | CUSIP: 3133AAM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2815621 | PA      | $2318420.49   | 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        |    479567 | PA      | $436748.66    | 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      | $4820583.59   | 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        |     44815 | PA      | $44014.91     | 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        |    122192 | PA      | $115356.72    | 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        |    311136 | PA      | $309908.37    | 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      | $414446.20    | 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      | $3926794.48   | 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        |     94198 | PA      | $89277.14     | 0.00%             | 2046-09-16      | Fixed         | 1.55%                 | 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: 64610ABS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200552.38    | 0.01%             | 2029-11-01      | Fixed         | 3.96%                 | 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        |   1149109 | PA      | $972481.24    | 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        |   2206567 | PA      | $1841035.63   | 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        |   2938520 | PA      | $2472708.35   | 0.06%             | 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        |    623795 | PA      | $601755.02    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3451                                                        | CUSIP: 31427AZR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1269271 | PA      | $1317436.97   | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | 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        |    935145 | PA      | $880179.52    | 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        |   2932606 | PA      | $3009464.82   | 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        |  14431950 | PA      | $14690062.17  | 0.38%             | 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        |    513055 | PA      | $485467.46    | 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      | $703031.74    | 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        |    255000 | PA      | $257850.31    | 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        |    135000 | PA      | $139397.76    | 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        |   1784586 | PA      | $1795128.33   | 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        |    409587 | PA      | $369072.19    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | 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      | $250177.17    | 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      | $1209200.25   | 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        |    210000 | PA      | $210219.53    | 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      | $578121.32    | 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        |   7279735 | PA      | $6234533.30   | 0.16%             | 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        |    188899 | PA      | $174596.44    | 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        |   2985179 | PA      | $3069566.59   | 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      | $896501.29    | 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      | $497648.47    | 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        |    133705 | PA      | $114328.86    | 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        |   1116744 | PA      | $1069317.90   | 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        |     44460 | PA      | $43602.46     | 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      | $46834.94     | 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      | $431144.92    | 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        |    769115 | PA      | $665358.55    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $367163.87    | 0.01%             | 2027-04-01      | Fixed         | 4.23%                 | 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      | $201196.64    | 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        |   1193052 | PA      | $1032104.14   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9121                                                        | CUSIP: 31427KD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5299008 | PA      | $5371805.00   | 0.14%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3112                                                         | CUSIP: 3140KNN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1767780 | PA      | $1454996.86   | 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        |   2351448 | PA      | $2365173.08   | 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        |    539555 | PA      | $575982.74    | 0.01%             | 2038-08-29      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB6583                                                        | CUSIP: 3133ADJ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1096929 | PA      | $902078.01    | 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        |   1320987 | PA      | $1365444.93   | 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        |    491157 | PA      | $433094.71    | 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      | $661728.93    | 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      | $1693839.76   | 0.04%             | 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        |     81301 | PA      | $65425.36     | 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        |    583019 | PA      | $550167.79    | 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        |    651687 | PA      | $612732.35    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN0876                                                         | CUSIP: 3138LC6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1202441 | PA      | $1197169.57   | 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        |    933999 | PA      | $868880.17    | 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        |    780909 | PA      | $700993.23    | 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        |   1600437 | PA      | $1426870.55   | 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        |     23187 | PA      | $22716.25     | 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      | $392840.28    | 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        |   4629507 | PA      | $4722362.63   | 0.12%             | 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        |    137936 | PA      | $137943.21    | 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        |   1084489 | PA      | $1068478.04   | 0.03%             | 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        |    741993 | PA      | $657408.79    | 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        |    831898 | PA      | $781562.64    | 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        |   1254745 | PA      | $1142714.59   | 0.03%             | 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      | $610640.33    | 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        |   2623554 | PA      | $2568364.44   | 0.07%             | 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        |    576767 | PA      | $544325.18    | 0.01%             | 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      | $770081.80    | 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      | $572033.53    | 0.01%             | 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        |    835422 | PA      | $720133.17    | 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        |     24928 | PA      | $26764.53     | 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      | $258437.91    | 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        |   3408660 | PA      | $2813443.62   | 0.07%             | 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        |   2173598 | PA      | $1789770.56   | 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        |   1626606 | PA      | $1508402.19   | 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      | $147763.61    | 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        |    203228 | PA      | $183125.97    | 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        |    863362 | PA      | $878029.46    | 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        |    582960 | PA      | $505767.44    | 0.01%             | 2053-02-16      | Fixed         | 1.90%                 | 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      | $905294.22    | 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        |    187292 | PA      | $188221.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522387                                    | CUSIP: 83165A2U7<br>LEI: N/A                  | Long             |  |  | US        |     44300 | PA      | $45635.00     | 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        |   2322677 | PA      | $2282652.52   | 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      | $310909.36    | 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        |   1348562 | PA      | $1204549.95   | 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      | $91129.00     | 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      | $1813595.09   | 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        |     33127 | PA      | $30124.93     | 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      | $3495387.74   | 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        |     13357 | PA      | $12595.38     | 0.00%             | 2043-01-01      | Fixed         | 2.45%                 | 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: 64610ABU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210667.29    | 0.01%             | 2030-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8923                                                         | CUSIP: 3140JR4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337927 | PA      | $327440.80    | 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        |   9414447 | PA      | $9263862.86   | 0.24%             | 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        |   1639772 | PA      | $1599817.87   | 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      | $274902.38    | 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        |    216272 | PA      | $214997.26    | 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        |    284464 | PA      | $294165.38    | 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        |    702156 | PA      | $701973.26    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | 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: 45505WAF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107437.75    | 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        |    930422 | PA      | $840549.14    | 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        |   1096810 | PA      | $871961.37    | 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      | $289806.98    | 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        |    257197 | PA      | $231755.89    | 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      | $1844307.46   | 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        |   1248901 | PA      | $1074183.93   | 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        |     65567 | PA      | $63938.35     | 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      | $3713215.00   | 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      | $85934.56     | 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        |    459876 | PA      | $447342.59    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $291597.83    | 0.01%             | 2034-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR7692                                                         | CUSIP: 3140L6RN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1057186 | PA      | $915374.27    | 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        |   5605676 | PA      | $5492194.11   | 0.14%             | 2055-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5498                                                         | CUSIP: 3140KDDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    710758 | PA      | $612206.61    | 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      | $279154.34    | 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      | $144579.35    | 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        |    452634 | PA      | $407861.73    | 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      | $2162846.99   | 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        |   1407067 | PA      | $1219094.04   | 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        |   1683696 | PA      | $1565557.05   | 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      | $194355.19    | 0.01%             | 2029-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FANNIE MAE POOL ACCLAIM HINSDALE                                                  | CUSIP: BCCJ7L3H5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10000000 | PA      | $10077343.80  | 0.26%             | 2030-12-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9901                                                        | CUSIP: 31426HAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    366800 | PA      | $373202.27    | 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      | $155429.65    | 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      | $137887.99    | 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        |    133042 | PA      | $130617.94    | 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      | $445681.49    | 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        |    445000 | PA      | $452528.93    | 0.01%             | 2030-11-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB8043                                                        | CUSIP: 3133AE5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1625911 | PA      | $1349648.71   | 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        |   1834596 | PA      | $1539787.43   | 0.04%             | 2058-10-16      | Fixed         | 2.60%                 | 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        |     93335 | PA      | $93900.13     | 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      | $4705735.99   | 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      | $5172265.63   | 0.13%             | 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        |   3360690 | PA      | $3132761.96   | 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      | $544767.13    | 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      | $5257114.53   | 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        |    292360 | PA      | $278815.16    | 0.01%             | 2060-07-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101248.95    | 0.00%             | 2028-04-01      | Fixed         | 4.26%                 | 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      | $754359.40    | 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        |     56960 | PA      | $56102.04     | 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        |     71269 | PA      | $67253.64     | 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      | $2856887.59   | 0.07%             | 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        |    792423 | PA      | $824505.50    | 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        |    900000 | PA      | $913980.79    | 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        |     76424 | PA      | $73066.54     | 0.00%             | 2045-01-01      | 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: 491309QQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150387.52    | 0.00%             | 2028-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC8223                                                        | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2139636 | PA      | $1764522.85   | 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        |   4209849 | PA      | $3632296.53   | 0.09%             | 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        |   1313161 | PA      | $1129861.64   | 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        |   1171140 | PA      | $1134930.98   | 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      | $372298.35    | 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        |   1369318 | PA      | $1181433.74   | 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        |    220836 | PA      | $215077.94    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW5904                                                         | CUSIP: 3140MXR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329556 | PA      | $323982.37    | 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        |     85000 | PA      | $86310.17     | 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        |    671595 | PA      | $688889.77    | 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        |   5648570 | PA      | $5551176.64   | 0.14%             | 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        |    759984 | PA      | $798457.75    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RQ0011                                                        | CUSIP: 3142J6AM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5570726 | PA      | $5453110.96   | 0.14%             | 2055-06-01      | Fixed         | 4.50%                 | 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: 57419UHS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1005206.41   | 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      | $980228.65    | 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        |    170904 | PA      | $170563.45    | 0.00%             | 2049-08-01      | 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: 917437UP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $622993.65    | 0.02%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5351                                                         | CUSIP: 3138WE5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67054 | PA      | $63276.15     | 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        |   1125149 | PA      | $1117194.07   | 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        |  80259000 | PA      | $81304126.00  | 2.12%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0995                                                        | CUSIP: 3133CRC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219146 | PA      | $223299.77    | 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      | $1344945.43   | 0.04%             | 2032-11-01      | Fixed         | 4.22%                 | 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: 64610ABQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $195353.93    | 0.01%             | 2028-11-01      | Fixed         | 3.81%                 | 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        |   6370691 | PA      | $5582283.75   | 0.15%             | 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        |    200000 | PA      | $211154.42    | 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        |   3150911 | PA      | $3148006.10   | 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        |    264283 | PA      | $257392.17    | 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        |         0 | PA      | $0.04         | 0.00%             | 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        |   4274692 | PA      | $4383755.47   | 0.11%             | 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        |     70061 | PA      | $66657.95     | 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      | $1854989.70   | 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      | $374234.55    | 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        |     98958 | PA      | $98974.66     | 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        |    784928 | PA      | $713990.15    | 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        |    701590 | PA      | $701836.49    | 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        |     32233 | PA      | $28667.52     | 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        |    108850 | PA      | $106212.16    | 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        |    458953 | PA      | $429091.97    | 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      | $142238.02    | 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        |     94818 | PA      | $91090.22     | 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        |   1547283 | PA      | $1331783.25   | 0.03%             | 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        |    113391 | PA      | $102547.40    | 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        |     33179 | PA      | $32586.13     | 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        |     57915 | PA      | $60604.97     | 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        |    474150 | PA      | $427248.77    | 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        |    801667 | PA      | $780763.94    | 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        |   2084902 | PA      | $2095368.93   | 0.05%             | 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        |    842373 | PA      | $860435.97    | 0.02%             | 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        |   1966622 | PA      | $1617284.16   | 0.04%             | 2050-12-01      | 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: 64966WKP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $285908.94    | 0.01%             | 2032-02-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX2151                                                        | CUSIP: 31425WL90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448161 | PA      | $447449.51    | 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        |   1175000 | PA      | $1213963.38   | 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        |      3904 | PA      | $3977.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $356411.52    | 0.01%             | 2028-07-01      | Fixed         | 4.47%                 | 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        |     47795 | PA      | $48500.78     | 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      | $149023.44    | 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        |    465356 | PA      | $473832.83    | 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        |    829826 | PA      | $816188.79    | 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      | $2511894.61   | 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      | $546956.96    | 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        |    834018 | PA      | $786820.94    | 0.02%             | 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        |    229087 | PA      | $223117.09    | 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        |    741062 | PA      | $643065.27    | 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        |   4842120 | PA      | $4744308.24   | 0.12%             | 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        |    212341 | PA      | $191824.55    | 0.00%             | 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        |   1117447 | PA      | $1006913.62   | 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        |    984397 | PA      | $951189.84    | 0.02%             | 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        |     48852 | PA      | $48801.76     | 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        |    962389 | PA      | $829805.55    | 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        |   1166627 | PA      | $1193899.42   | 0.03%             | 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      | $142491.54    | 0.00%             | 2031-01-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $903080.88    | 0.02%             | 2034-06-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK4815                                                         | CUSIP: 3140HJK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    593342 | PA      | $573326.47    | 0.01%             | 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        |     56893 | PA      | $52494.47     | 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        |    216541 | PA      | $211907.39    | 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      | $295524.46    | 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        |  13291870 | PA      | $13549220.31  | 0.35%             | 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      | $45869.25     | 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        |   2643898 | PA      | $2558923.99   | 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      | $192721.42    | 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      | $695074.71    | 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        |   1485714 | PA      | $1278328.30   | 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        |    936350 | PA      | $806519.38    | 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        |    134609 | PA      | $122378.63    | 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        |    826549 | PA      | $838871.39    | 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        |   1868651 | PA      | $1860837.46   | 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        |     18871 | PA      | $17450.48     | 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        |   1309019 | PA      | $1132578.61   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $578360.92    | 0.02%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $455221.49    | 0.01%             | 2033-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ML25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020271.76   | 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        |     55584 | PA      | $58165.83     | 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        |    470987 | PA      | $400711.80    | 0.01%             | 2061-04-16      | Fixed         | 2.20%                 | 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: 64966WKM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112008.15    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3692                                                         | CUSIP: 3140BUC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4216788 | PA      | $4210437.75   | 0.11%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR2232                                                         | CUSIP: 3140L0PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    726043 | PA      | $595677.35    | 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        |   6217492 | PA      | $6235561.31   | 0.16%             | 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        |   3605960 | PA      | $3240569.10   | 0.08%             | 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      | $211724.76    | 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        |     65548 | PA      | $66723.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49605                                                   | CUSIP: 3132WPU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41313 | PA      | $39183.15     | 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        |    170886 | PA      | $169950.57    | 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        |    814285 | PA      | $814284.77    | 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      | $233957.19    | 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      | $581466.15    | 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        |    399793 | PA      | $374724.06    | 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        |    268347 | PA      | $232944.70    | 0.01%             | 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: 45203MT68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $514199.87    | 0.01%             | 2031-10-01      | Fixed         | 4.75%                 | 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      | $958195.65    | 0.02%             | 2028-08-01      | Fixed         | 2.41%                 | 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      | $1503643.93   | 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        |    223528 | PA      | $205499.99    | 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        |     43523 | PA      | $42639.72     | 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        |    247311 | PA      | $247310.89    | 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        |    259311 | PA      | $260881.73    | 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        |    594047 | PA      | $511125.76    | 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        |    520254 | PA      | $445270.64    | 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        |     58066 | PA      | $58471.79     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-145 AB                          | CUSIP: 38381MB33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4281981 | PA      | $4272041.13   | 0.11%             | 2066-02-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522124                                    | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             |  |  | US        |    140988 | PA      | $145871.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5153                                                        | CUSIP: 3133CHWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    867595 | PA      | $889943.26    | 0.02%             | 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      | $197939.63    | 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        |    584577 | PA      | $606832.72    | 0.02%             | 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        |   1759187 | PA      | $1804502.08   | 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      | $1013649.83   | 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        |    273840 | PA      | $260423.93    | 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      | $89382.86     | 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        |    705430 | PA      | $607364.18    | 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      | $487821.97    | 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      | $1773400.18   | 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      | $496905.90    | 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        |   6446677 | PA      | $6163594.52   | 0.16%             | 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        |   2852864 | PA      | $2959560.50   | 0.08%             | 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        |     71918 | PA      | $59729.60     | 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        |    855769 | PA      | $797691.92    | 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        |    678950 | PA      | $686682.83    | 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      | $1570774.43   | 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        |    520402 | PA      | $430407.95    | 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      | $100997.01    | 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      | $2871684.77   | 0.07%             | 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      | $434786.10    | 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      | $1638612.83   | 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        |   1126569 | PA      | $1053307.29   | 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        |   7494844 | PA      | $6979832.74   | 0.18%             | 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        |    397629 | PA      | $361184.07    | 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        |         0 | PA      | $0.03         | 0.00%             | 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        |    345485 | PA      | $331636.12    | 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        |   1769820 | PA      | $1354911.59   | 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        |   2889837 | PA      | $2851547.22   | 0.07%             | 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        |   1180803 | PA      | $1211508.09   | 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        |   5619556 | PA      | $5379728.05   | 0.14%             | 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        |    406218 | PA      | $381807.08    | 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        |    368608 | PA      | $319514.20    | 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        |    180237 | PA      | $185666.55    | 0.00%             | 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        |   1175000 | PA      | $1201007.83   | 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      | $512360.31    | 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        |     87072 | PA      | $85549.85     | 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        |    112286 | PA      | $109447.69    | 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        |   1487770 | PA      | $1470790.76   | 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        |   1343952 | PA      | $1215138.41   | 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        |    641554 | PA      | $554204.80    | 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      | $1293717.29   | 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        |  11825924 | PA      | $12004628.88  | 0.31%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-181 AG                          | CUSIP: 38384RBV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    809285 | PA      | $768416.67    | 0.02%             | 2065-07-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0443                                                         | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1543018 | PA      | $1516299.68   | 0.04%             | 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      | $3186041.98   | 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        |   1082052 | PA      | $932353.77    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2031                                                         | CUSIP: 3140HFHH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203514 | PA      | $202512.02    | 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        |     60000 | PA      | $59891.53     | 0.00%             | 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        |   5874490 | PA      | $5524688.38   | 0.14%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8569                                                         | CUSIP: 3140LKQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1222997 | PA      | $1246286.65   | 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        |    107543 | PA      | $113751.86    | 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        |    158307 | PA      | $153797.79    | 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        |    630000 | PA      | $649640.44    | 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      | $501844.06    | 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        |    433741 | PA      | $444591.63    | 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        |   2187485 | PA      | $1790126.57   | 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      | $2131612.35   | 0.06%             | 2030-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197008.50    | 0.01%             | 2027-10-01      | Fixed         | 4.26%                 | 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      | $3192231.63   | 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      | $301431.14    | 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        |    349462 | PA      | $313748.29    | 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        |   3211445 | PA      | $3017311.82   | 0.08%             | 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        |    826428 | PA      | $739243.14    | 0.02%             | 2058-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $689068.49    | 0.02%             | 2030-10-01      | Fixed         | 4.46%                 | 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      | $205444.43    | 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      | $60119.22     | 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        |     78216 | PA      | $78762.45     | 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        |   1131103 | PA      | $1129753.74   | 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        |    348826 | PA      | $300225.39    | 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        |     20796 | PA      | $20475.41     | 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      | $1816447.45   | 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        |     43620 | PA      | $42800.94     | 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        |     45270 | PA      | $39281.80     | 0.00%             | 2060-08-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5334                                                         | CUSIP: 3140GT4U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5261 | PA      | $5140.38      | 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        |   3626340 | PA      | $3294634.32   | 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      | $67565.84     | 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      | $160326.74    | 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        |     33292 | PA      | $28800.96     | 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        |    320307 | PA      | $310667.40    | 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        |    402110 | PA      | $333287.01    | 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        |    440387 | PA      | $397981.45    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 07/31/2032                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $506953.13    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH7097                                                         | CUSIP: 3140GV3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1451013 | PA      | $1364278.03   | 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        |    640815 | PA      | $551762.99    | 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      | $328248.85    | 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        |    597473 | PA      | $600752.93    | 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        |   1334343 | PA      | $1200126.30   | 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      | $387908.93    | 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      | $404604.02    | 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        |     63684 | PA      | $65494.60     | 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        |   1334889 | PA      | $1102267.65   | 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      | $204966.28    | 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      | $296219.51    | 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        |   3116012 | PA      | $2923795.57   | 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        |     60478 | PA      | $56399.08     | 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        |     62671 | PA      | $64093.06     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2792                                                         | CUSIP: 3140QNC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3124374 | PA      | $2672881.12   | 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      | $145765.39    | 0.00%             | 2029-09-01      | Fixed         | 5.17%                 | 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      | $121745.82    | 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        |    861500 | PA      | $837468.87    | 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        |   1648421 | PA      | $1543081.63   | 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        |    672714 | PA      | $691818.47    | 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        |    119126 | PA      | $116955.25    | 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        |   4532070 | PA      | $3317313.04   | 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      | $260203.06    | 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        |   7732145 | PA      | $7847804.95   | 0.20%             | 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      | $488683.82    | 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        |   1368337 | PA      | $1220199.01   | 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        |    283045 | PA      | $283060.91    | 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        |    749516 | PA      | $701540.81    | 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        |    609940 | PA      | $581811.73    | 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        |   1339904 | PA      | $1172597.15   | 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        |   1360910 | PA      | $1219961.42   | 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        |    949174 | PA      | $855285.27    | 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      | $399316.74    | 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        |   7455793 | PA      | $7138000.98   | 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        |     14897 | PA      | $14617.52     | 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      | $376224.82    | 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        |    416734 | PA      | $417006.88    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3715                                                         | CUSIP: 3140BUDV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1479940 | PA      | $1500432.90   | 0.04%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509735                                    | CUSIP: 83164LY88<br>LEI: N/A                  | Long             |  |  | US        |    524348 | PA      | $527482.98    | 0.01%             |  |  |  | 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: 64966WLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $459141.85    | 0.01%             | 2033-02-01      | Fixed         | 4.68%                 | 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        |         0 | PA      | $0.06         | 0.00%             | 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        |    718701 | PA      | $647610.05    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1534                                                        | CUSIP: 3133A7V30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    779658 | PA      | $676406.74    | 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      | $1021125.11   | 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        |    479178 | PA      | $486396.59    | 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      | $9999.54      | 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        |    298815 | PA      | $288970.70    | 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      | $433722.59    | 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      | $1994833.68   | 0.05%             | 2026-10-01      | Fixed         | 3.57%                 | 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: 64610ABZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115933.95    | 0.00%             | 2033-05-01      | Fixed         | 4.66%                 | 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      | $50654.41     | 0.00%             | 2027-03-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2025-SB122 MORTGAGE TRUST FRESB 2025-SB122 A5F                              | CUSIP: 30341RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4606682 | PA      | $4701310.28   | 0.12%             | 2030-05-25      | Floating      | 4.68%                 | 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        |    549677 | PA      | $460885.24    | 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        |   3601335 | PA      | $3082034.21   | 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      | $257696.91    | 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      | $252559.48    | 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        |    340326 | PA      | $354622.91    | 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        |   2078490 | PA      | $1953003.19   | 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      | $356442.19    | 0.01%             | 2027-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0092                                                         | CUSIP: 3138W9C65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90116 | PA      | $86193.77     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | 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: 64610ABW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $221079.12    | 0.01%             | 2031-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR0679                                                         | CUSIP: 3140KXXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2680428 | PA      | $2204294.65   | 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        |    417347 | PA      | $345193.70    | 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      | $585405.35    | 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      | $200622.45    | 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        |   1727147 | PA      | $1733913.03   | 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      | $51327.78     | 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        |    402217 | PA      | $400633.72    | 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        |   1980498 | PA      | $1862113.26   | 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        |    336542 | PA      | $317211.38    | 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      | $123437.10    | 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        |    536528 | PA      | $507113.50    | 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        |   1309353 | PA      | $1263806.40   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0950                                                         | CUSIP: 3140Y7BU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3211171 | PA      | $3220254.09   | 0.08%             | 2055-09-01      | Fixed         | 5.00%                 | 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      | $1226832.39   | 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        |    364539 | PA      | $328332.80    | 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      | $338760.01    | 0.01%             | 2033-07-01      | Fixed         | 4.98%                 | 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: 67756UEK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84476.35     | 0.00%             | 2035-03-01      | Fixed         | 5.51%                 | 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        |   2341004 | PA      | $1978890.61   | 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        |   1461613 | PA      | $1272924.55   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0639                                                         | CUSIP: 3140Y6V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3914761 | PA      | $3991220.51   | 0.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3064                                                         | CUSIP: 3140KNMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2144918 | PA      | $1766154.37   | 0.05%             | 2050-09-01      | 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: 917437XA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253116.87    | 0.01%             | 2032-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9581                                                         | CUSIP: 3140QVUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    973039 | PA      | $988194.30    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MM32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $932739.19    | 0.02%             | 2033-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 467914                                                         | CUSIP: 31381QYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423066 | PA      | $423130.93    | 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        |      4586 | PA      | $4553.04      | 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        |   1165181 | PA      | $1022787.16   | 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        |    117261 | PA      | $101599.34    | 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        |   2125377 | PA      | $1745209.78   | 0.05%             | 2059-07-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA ST HSG & FIN AUTH REV                                          | GEORGIA ST HSG & FIN AUTH REVE GEORGIA HOUSING & FINANCE AUTHORITY                | CUSIP: 37353PTD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $281151.66    | 0.01%             | 2030-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1807                                                         | CUSIP: 3140NJAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    622370 | PA      | $637129.33    | 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        |    897203 | PA      | $839774.41    | 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        |    150568 | PA      | $147774.38    | 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      | $2682944.02   | 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      | $721434.74    | 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        |    101630 | PA      | $97357.43     | 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        |   1030493 | PA      | $916536.09    | 0.02%             | 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        |    133738 | PA      | $127289.11    | 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        |    128708 | PA      | $126005.22    | 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        |   1001431 | PA      | $952391.70    | 0.02%             | 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        |    105869 | PA      | $100176.42    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6274                                                        | CUSIP: 31426Q6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2249790 | PA      | $2291731.10   | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1968                                                         | CUSIP: 3140HFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    252230 | PA      | $243721.58    | 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      | $202290.48    | 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        |    262954 | PA      | $247152.13    | 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        |     91070 | PA      | $93099.16     | 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        |    385315 | PA      | $374302.23    | 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      | $4065484.84   | 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      | $2180864.85   | 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        |    466544 | PA      | $466543.84    | 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        |    277917 | PA      | $268761.42    | 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        |     25801 | PA      | $25167.84     | 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        |    424201 | PA      | $382240.78    | 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        |   1266717 | PA      | $1190999.05   | 0.03%             | 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        |    819341 | PA      | $735911.55    | 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        |   3195943 | PA      | $3195505.21   | 0.08%             | 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        |    504160 | PA      | $520153.46    | 0.01%             | 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      | $477932.96    | 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      | $2638039.08   | 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        |    897522 | PA      | $777879.07    | 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      | $1488560.23   | 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        |    297000 | PA      | $297746.27    | 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        |    551502 | PA      | $496925.47    | 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      | $3965208.05   | 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        |   1532405 | PA      | $1331842.11   | 0.03%             | 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        |    816320 | PA      | $635861.05    | 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      | $46648225.08  | 1.21%             | 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        |     23571 | PA      | $22144.09     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3447                                                        | CUSIP: 31427AZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4406634 | PA      | $4467139.31   | 0.12%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48819                                                   | CUSIP: 3132WNYR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    919347 | PA      | $895922.84    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE1131                                                         | CUSIP: 3140BDHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1046408 | PA      | $1064475.84   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4177                                                         | CUSIP: 3140N8UB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1236741 | PA      | $1274489.56   | 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      | $1749788.25   | 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      | $421897.08    | 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        |   1474098 | PA      | $1500092.68   | 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      | $308190.06    | 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        |    318156 | PA      | $299493.76    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0983                                                        | CUSIP: 3133CRCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1135943 | PA      | $1166941.32   | 0.03%             | 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      | $3451773.87   | 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        |     63832 | PA      | $63303.58     | 0.00%             | 2050-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6320                                                        | CUSIP: 31426RAW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3082542 | PA      | $3169728.25   | 0.08%             | 2055-06-01      | 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: 917437PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301718.33    | 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      | $689420.16    | 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        |    264866 | PA      | $247642.09    | 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        |    824187 | PA      | $689139.21    | 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        |    418480 | PA      | $408336.95    | 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        |   2933409 | PA      | $3016811.63   | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                      | CUSIP: 92812XRX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401902.59    | 0.01%             | 2034-07-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82541.82     | 0.00%             | 2032-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $725521.34    | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56469                                                   | CUSIP: 3132Y0FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    332588 | PA      | $323915.34    | 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        |   3493310 | PA      | $3617079.42   | 0.09%             | 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        |   1248513 | PA      | $1064667.02   | 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        |    132484 | PA      | $103216.65    | 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      | $944150.65    | 0.02%             | 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        |    420039 | PA      | $361537.78    | 0.01%             | 2050-08-01      | 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: 917437FD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $402857.69    | 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      | $15214.79     | 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      | $15187.10     | 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      | $904449.81    | 0.02%             | 2028-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185251.67    | 0.00%             | 2028-01-01      | Fixed         | 3.77%                 | 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        |    712035 | PA      | $627320.11    | 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        |    921093 | PA      | $755339.64    | 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        |    708816 | PA      | $664776.33    | 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      | $224071.89    | 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        |   4316796 | PA      | $3787144.07   | 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        |    294997 | PA      | $278598.38    | 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        |    755576 | PA      | $767591.97    | 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      | $84461.88     | 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        |    463856 | PA      | $437909.56    | 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        |    123548 | PA      | $117667.58    | 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      | $531294.21    | 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      | $286752.27    | 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        |   1131705 | PA      | $1091900.73   | 0.03%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156040.09    | 0.00%             | 2027-04-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1357                                                         | CUSIP: 3140ANQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1664080 | PA      | $1728754.31   | 0.05%             | 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      | $915757.40    | 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        |    551691 | PA      | $456986.27    | 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        |   1898526 | PA      | $1835431.03   | 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        |   3674748 | PA      | $3469466.75   | 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        |    627218 | PA      | $615475.16    | 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      | $295889.07    | 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      | $1556375.05   | 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        |   2639552 | PA      | $2225253.37   | 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        |   6889219 | PA      | $6572957.10   | 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        |   2799069 | PA      | $2727190.70   | 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      | $243437.48    | 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        |   1125476 | PA      | $1014148.52   | 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        |   2635262 | PA      | $2169910.81   | 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        |    172539 | PA      | $172194.97    | 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        |   1499425 | PA      | $1513528.25   | 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        |     81244 | PA      | $70834.33     | 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        |    851569 | PA      | $800666.17    | 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        |   2207690 | PA      | $2243791.71   | 0.06%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $549507.10    | 0.01%             | 2029-10-01      | Fixed         | 4.35%                 | 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      | $1004988.62   | 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        |    148752 | PA      | $126903.74    | 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      | $735607.89    | 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        |   1464041 | PA      | $1263389.93   | 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      | $5288693.52   | 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        |   1979710 | PA      | $2032832.91   | 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        |    499854 | PA      | $411108.90    | 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      | $660719.71    | 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        |    261164 | PA      | $254292.42    | 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        |   2381146 | PA      | $1813908.22   | 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        |   2166268 | PA      | $2170008.61   | 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        |   3907433 | PA      | $3849573.40   | 0.10%             | 2055-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MY54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1712029.13   | 0.04%             | 2034-10-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130394.15    | 0.00%             | 2033-04-01      | Fixed         | 5.23%                 | 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        |   1817240 | PA      | $1804538.08   | 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        |    311733 | PA      | $253049.44    | 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      | $588176.47    | 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        |   1772621 | PA      | $1517014.43   | 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        |    613681 | PA      | $613460.41    | 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        |    108205 | PA      | $105719.89    | 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      | $302704.28    | 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      | $331562.19    | 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        |     46617 | PA      | $49312.47     | 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        |    558533 | PA      | $527291.18    | 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        |   1823157 | PA      | $1765004.76   | 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        |   4450854 | PA      | $3619736.99   | 0.09%             | 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        |    791298 | PA      | $791297.52    | 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        |    605000 | PA      | $618484.00    | 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        |    783656 | PA      | $783656.25    | 0.02%             | 2054-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCMTRISTATE FL.CD 11/1/26 FLOATING RATE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  23796179 | PA      | $23796179.11  | 0.62%             |  |  |  | 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      | $46903.71     | 0.00%             | 2030-03-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9432                                                        | CUSIP: 31426UPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1769340 | PA      | $1834325.65   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | 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: 64972CM67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7239111 | PA      | $6414108.98   | 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        |    976123 | PA      | $917870.18    | 0.02%             | 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: 1964803A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $714722.21    | 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      | $958518.55    | 0.02%             | 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        |   1294520 | PA      | $1314200.97   | 0.03%             | 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      | $2292523.13   | 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        |   8273198 | PA      | $8383371.31   | 0.22%             | 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        |    547903 | PA      | $511301.21    | 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        |    295678 | PA      | $295151.09    | 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        |   1140556 | PA      | $1058358.02   | 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        |    378494 | PA      | $312956.27    | 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        |   1210000 | PA      | $1195114.56   | 0.03%             | 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        |    784778 | PA      | $672588.48    | 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        |     35304 | PA      | $33650.43     | 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        |    463563 | PA      | $479307.73    | 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      | $17555432.68  | 0.46%             | 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        |    720956 | PA      | $716223.61    | 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      | $1291348.74   | 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        |    327264 | PA      | $294892.65    | 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      | $348509.61    | 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        |    239246 | PA      | $229522.97    | 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      | $791738.89    | 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        |    674417 | PA      | $703403.90    | 0.02%             | 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        |   1384246 | PA      | $1247322.38   | 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      | $76495.45     | 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        |    680400 | PA      | $591267.09    | 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        |         0 | PA      | $0.02         | 0.00%             | 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        |    114676 | PA      | $118830.31    | 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      | $278045.31    | 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      | $5575979.54   | 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        |    899637 | PA      | $865801.72    | 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      | $308478.70    | 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      | $341573.54    | 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        |    939256 | PA      | $932082.57    | 0.02%             | 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      | $454327.53    | 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        |    815000 | PA      | $816651.86    | 0.02%             | 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        |    616659 | PA      | $560927.93    | 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        |    985667 | PA      | $879072.26    | 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        |    298974 | PA      | $268177.01    | 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        |   1200093 | PA      | $1159609.86   | 0.03%             | 2048-06-01      | 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: 64966WLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4961.50      | 0.00%             | 2032-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2791                                                         | CUSIP: 3140ACC50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2241528 | PA      | $2324402.30   | 0.06%             | 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        |    545269 | PA      | $506931.99    | 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        |  12544897 | PA      | $12792559.01  | 0.33%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103068.98    | 0.00%             | 2031-04-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54464                                                   | CUSIP: 3132XW6A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    182113 | PA      | $178140.87    | 0.00%             | 2048-02-01      | 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: 64610ABP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185314.52    | 0.00%             | 2028-05-01      | Fixed         | 3.81%                 | 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      | $1028070.68   | 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      | $347322.92    | 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        |    564006 | PA      | $554894.24    | 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        |    500304 | PA      | $428196.09    | 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        |    378946 | PA      | $355431.68    | 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      | $11389059.07  | 0.30%             | 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        |     22712 | PA      | $22369.18     | 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        |   1298811 | PA      | $1095510.99   | 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        |   1954746 | PA      | $1931976.43   | 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        |    641034 | PA      | $570930.41    | 0.01%             | 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        |    260395 | PA      | $236432.44    | 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        |    830062 | PA      | $779310.42    | 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        |    112440 | PA      | $114744.29    | 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        |    169212 | PA      | $164802.30    | 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      | $415414.91    | 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        |   1149439 | PA      | $990061.56    | 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        |   1013435 | PA      | $881099.93    | 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        |    862875 | PA      | $723960.47    | 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        |    589865 | PA      | $504625.99    | 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        |    553856 | PA      | $517838.83    | 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      | $302572.53    | 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        |   1712701 | PA      | $1639699.87   | 0.04%             | 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        |    848968 | PA      | $726542.06    | 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   | 0.10%             | 2055-07-01      | Floating      | 4.00%                 | 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      | $287978.50    | 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      | $81131.33     | 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        |    564089 | PA      | $525960.52    | 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        |   5398347 | PA      | $5613137.78   | 0.15%             | 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        |   1423434 | PA      | $1450133.38   | 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        |   1195180 | PA      | $951443.73    | 0.02%             | 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        |    533827 | PA      | $524440.73    | 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        |    969494 | PA      | $938570.59    | 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        |    160042 | PA      | $160145.98    | 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      | $1990963.81   | 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        |    765116 | PA      | $689433.55    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9863                                                         | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1113050 | PA      | $962693.53    | 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        |     38068 | PA      | $37493.96     | 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        |    284633 | PA      | $274576.65    | 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      | $468685.82    | 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        |    188972 | PA      | $170279.46    | 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        |   1215078 | PA      | $976002.02    | 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        |    185000 | PA      | $186918.91    | 0.00%             | 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        |   1063997 | PA      | $1090611.20   | 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        |   2477924 | PA      | $2477922.78   | 0.06%             | 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      | $765563.92    | 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      | $249097.78    | 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        |    924125 | PA      | $874463.98    | 0.02%             | 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        |   1527705 | PA      | $1550768.88   | 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      | $1363100.95   | 0.04%             | 2030-04-25      | Fixed         | 1.56%                 | 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        |    271146 | PA      | $232920.53    | 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        |     84693 | PA      | $81700.69     | 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      | $8499126.45   | 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        |   1345000 | PA      | $1399035.81   | 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        |    422630 | PA      | $434163.44    | 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        |     55320 | PA      | $54311.83     | 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        |    962436 | PA      | $867236.03    | 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        |    654095 | PA      | $669752.48    | 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        |    637987 | PA      | $602521.49    | 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        |     94148 | PA      | $91870.44     | 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      | $207122.92    | 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        |   1518467 | PA      | $1544263.81   | 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        |     15694 | PA      | $15321.11     | 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        |     37529 | PA      | $36673.10     | 0.00%             | 2049-07-01      | 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: 64966WLN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $270221.98    | 0.01%             | 2034-08-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC0192                                                         | CUSIP: 3140AMGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1715036 | PA      | $1778030.09   | 0.05%             | 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        |    751987 | PA      | $722356.51    | 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        |   3131362 | PA      | $2693295.43   | 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        |      1928 | PA      | $1931.35      | 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        |   1063354 | PA      | $999791.40    | 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        |   2341053 | PA      | $2031842.97   | 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        |   1535166 | PA      | $1482001.92   | 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      | $1028093.13   | 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      | $1042621.23   | 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        |     81949 | PA      | $75782.01     | 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        |    495749 | PA      | $479416.61    | 0.01%             | 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        |    699824 | PA      | $632585.12    | 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        |   1023449 | PA      | $930954.75    | 0.02%             | 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        |   1606694 | PA      | $1409116.02   | 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        |    276267 | PA      | $267694.26    | 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        |     59145 | PA      | $50963.45     | 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        |     97845 | PA      | $98546.20     | 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      | $393924.10    | 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      | $207966.64    | 0.01%             | 2032-01-01      | Fixed         | 4.95%                 | 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        |    912710 | PA      | $931131.51    | 0.02%             | 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        |   1140818 | PA      | $1038965.66   | 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        |   1518343 | PA      | $1315224.18   | 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      | $533876.48    | 0.01%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF5624                                                         | CUSIP: 3140BWHA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1197931 | PA      | $1229070.12   | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | 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        |   1111419 | PA      | $818973.46    | 0.02%             | 2063-01-16      | Fixed         | 1.30%                 | 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        |    439118 | PA      | $439117.70    | 0.01%             | 2035-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6794                                                        | CUSIP: 3133KNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    873617 | PA      | $747373.64    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465260                                                         | CUSIP: 31381MZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1211720 | PA      | $1211720.29   | 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        |   1024912 | PA      | $877113.97    | 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        |     15098 | PA      | $14806.61     | 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      | $113989.52    | 0.00%             | 2031-12-01      | Fixed         | 4.99%                 | 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      | $523970.93    | 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        |    518199 | PA      | $469884.16    | 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        |   1325000 | PA      | $1374650.40   | 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        |    100000 | PA      | $100632.91    | 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      | $755291.50    | 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      | $151797.19    | 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        |    940000 | PA      | $759414.96    | 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        |   1097033 | PA      | $907184.00    | 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        |    585120 | PA      | $565843.85    | 0.01%             | 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        |    360566 | PA      | $325737.32    | 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        |     20381 | PA      | $18948.23     | 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        |    613627 | PA      | $580213.41    | 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      | $772096.94    | 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        |    201650 | PA      | $196154.59    | 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      | $657732.06    | 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        |   3444628 | PA      | $3282618.74   | 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        |   2622455 | PA      | $2256395.80   | 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        |    548989 | PA      | $477411.12    | 0.01%             | 2050-05-01      | 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: 64966WLP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $280366.81    | 0.01%             | 2035-02-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5470                                                         | CUSIP: 3140KDCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355624 | PA      | $309147.20    | 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        |    330000 | PA      | $331146.43    | 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      | $442230.06    | 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        |     65927 | PA      | $64542.14     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO3017                                                         | CUSIP: 3140JXK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1224927 | PA      | $1103762.66   | 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      | $8564692.98   | 0.22%             | 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        |    313381 | PA      | $325330.84    | 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        |     77643 | PA      | $73948.10     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-165 EC                          | CUSIP: 38381M2M1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    638552 | PA      | $633945.60    | 0.02%             | 2054-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1324                                                         | CUSIP: 3140JVPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1571575 | PA      | $1416121.70   | 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        |     83330 | PA      | $85989.86     | 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        |    719162 | PA      | $599572.11    | 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        |    313518 | PA      | $283508.32    | 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      | $255160.96    | 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        |    447577 | PA      | $419942.91    | 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        |   4719050 | PA      | $4391687.60   | 0.11%             | 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        |    316442 | PA      | $300938.71    | 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        |   4383886 | PA      | $4345569.98   | 0.11%             | 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        |   3241561 | PA      | $3169876.92   | 0.08%             | 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        |   2093309 | PA      | $1811899.54   | 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      | $778829.67    | 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      | $471695.10    | 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        |    210632 | PA      | $209551.84    | 0.01%             | 2028-07-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN1096                                                        | CUSIP: 3132XFGE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6120000 | PA      | $5822020.48   | 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      | $980708.31    | 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        |   7936908 | PA      | $6503471.02   | 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        |     84407 | PA      | $76450.96     | 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      | $1532862.21   | 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        |   1590873 | PA      | $1612521.56   | 0.04%             | 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        |     96270 | PA      | $101287.78    | 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      | $366112.43    | 0.01%             | 2030-06-15      | Fixed         | 1.80%                 | 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      | $252167.80    | 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        |    128766 | PA      | $132166.16    | 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        |    553899 | PA      | $554301.31    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8900                                                         | CUSIP: 3140K43J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    581476 | PA      | $525607.79    | 0.01%             | 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      | $701688.07    | 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        |    377560 | PA      | $381369.60    | 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        |    270000 | PA      | $288811.96    | 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        |   9059919 | PA      | $8134943.58   | 0.21%             | 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      | $1142148.21   | 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        |     98737 | PA      | $99419.01     | 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      | $577528.61    | 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        |  46349722 | PA      | $46349722.33  | 1.21%             |  |  |  | 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        |   1250318 | PA      | $1036793.99   | 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        |     34995 | PA      | $33677.29     | 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      | $249978.87    | 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      | $30989.58     | 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        |    202757 | PA      | $208071.24    | 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      | $1148792.52   | 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      | $911537.52    | 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        |    758289 | PA      | $782909.82    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | 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        |    448593 | PA      | $448593.23    | 0.01%             | 2036-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $350420.47    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | 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      | $2139982.91   | 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        |    472561 | PA      | $464794.99    | 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      | $1001045.59   | 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        |  13224067 | PA      | $13265563.53  | 0.35%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3673                                                         | CUSIP: 3140BUCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192899 | PA      | $189176.63    | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1033                                                         | CUSIP: 3140LBEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6719365 | PA      | $6309671.81   | 0.16%             | 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        |    127460 | PA      | $110444.92    | 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      | $1077811.88   | 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        |   2660690 | PA      | $2703451.11   | 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      | $103312.97    | 0.00%             | 2030-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $422906.85    | 0.01%             | 2030-01-01      | Fixed         | 4.07%                 | 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      | $935894.70    | 0.02%             | 2030-02-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6965000 | PA      | $6972617.97   | 0.18%             | 2030-10-31      | Fixed         | 3.62%                 | 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      | $73493.00     | 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        |     10836 | PA      | $11527.52     | 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        |     83968 | PA      | $85941.92     | 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        |    854442 | PA      | $884384.98    | 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        |   1058899 | PA      | $963200.33    | 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      | $764224.59    | 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      | $556160.10    | 0.01%             | 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        |         0 | PA      | $0.03         | 0.00%             | 2061-01-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7673                                                         | CUSIP: 3140J0Q37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7232136 | PA      | $5482735.94   | 0.14%             | 2037-08-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4386                                                         | CUSIP: 3140JL2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204396 | PA      | $197174.00    | 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        |   2952602 | PA      | $2695933.46   | 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        |     39337 | PA      | $39947.27     | 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        |    723927 | PA      | $680131.21    | 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        |    270587 | PA      | $229470.11    | 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        |   4194064 | PA      | $3454496.76   | 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        |    620000 | PA      | $636307.88    | 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      | $13326546.64  | 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        |     22750 | PA      | $21526.11     | 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        |   1088025 | PA      | $990888.05    | 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        |    388688 | PA      | $294676.03    | 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      | $218683.91    | 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        |    123579 | PA      | $116615.64    | 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        |      9711 | PA      | $9518.67      | 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        |    355000 | PA      | $371679.84    | 0.01%             | 2030-01-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6247                                                         | CUSIP: 3140JN5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59457 | PA      | $57737.28     | 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        |     58850 | PA      | $61104.41     | 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        |    903949 | PA      | $873455.62    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA ST HSG & FIN AUTH REV                                          | GEORGIA ST HSG & FIN AUTH REVE GEORGIA HOUSING & FINANCE AUTHORITY                | CUSIP: 37353PTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $292561.84    | 0.01%             | 2031-06-01      | Fixed         | 4.40%                 | 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      | $311805.89    | 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        |    206012 | PA      | $195549.76    | 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        |   1015000 | PA      | $1010132.77   | 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      | $666960.67    | 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        |     38224 | PA      | $38491.25     | 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        |    101854 | PA      | $97006.56     | 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        |   4542893 | PA      | $3888534.96   | 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      | $248024.81    | 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        |    213004 | PA      | $214452.21    | 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      | $153966.55    | 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      | $1399459.80   | 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        |    277408 | PA      | $281077.26    | 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      | $1421750.93   | 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        |    439214 | PA      | $428569.89    | 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      | $2805887.83   | 0.07%             | 2030-03-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3803                                                         | CUSIP: 3140NYGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4055136 | PA      | $4125512.16   | 0.11%             | 2030-05-01      | Fixed         | 4.46%                 | 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        |    155000 | PA      | $156257.27    | 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        |    135000 | PA      | $135835.60    | 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        |    885731 | PA      | $726692.09    | 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        |    610860 | PA      | $546144.35    | 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        |   4584674 | PA      | $4381051.31   | 0.11%             | 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      | $724135.27    | 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        |   3662687 | PA      | $3165567.48   | 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        |   1382130 | PA      | $1097236.99   | 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        |     96074 | PA      | $96023.67     | 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        |    550000 | PA      | $557979.85    | 0.01%             | 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        |   4539000 | PA      | $4598287.84   | 0.12%             | 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        |    937322 | PA      | $973091.84    | 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        |   1732062 | PA      | $1425599.03   | 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        |    553932 | PA      | $517909.62    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3762                                                         | CUSIP: 3140FPFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    612261 | PA      | $594456.35    | 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        |    630000 | PA      | $635371.09    | 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        |    102918 | PA      | $93209.56     | 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        |   3458176 | PA      | $3281660.44   | 0.09%             | 2054-01-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1377                                                         | CUSIP: 3140Y7Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5206909 | PA      | $5148655.90   | 0.13%             | 2055-11-01      | Fixed         | 4.50%                 | 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        |    954368 | PA      | $961502.97    | 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        |   5088370 | PA      | $4833951.11   | 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        |   4432554 | PA      | $4444940.24   | 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      | $259691.09    | 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        |    120219 | PA      | $105508.96    | 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        |     71717 | PA      | $72324.06     | 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      | $1352640.86   | 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        |     96285 | PA      | $92288.81     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0821                                                        | CUSIP: 3133A64E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    463047 | PA      | $402143.71    | 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        |    473133 | PA      | $424594.28    | 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        |    367314 | PA      | $283101.16    | 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      | $205163.85    | 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      | $738787.77    | 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        |    637179 | PA      | $622919.44    | 0.02%             | 2042-04-15      | Fixed         | 3.10%                 | 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      | $713129.91    | 0.02%             | 2033-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $549358.47    | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | 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      | $9154440.76   | 0.24%             | 2035-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513790.51    | 0.01%             | 2031-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5335                                                         | CUSIP: 3140GT4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137000 | PA      | $133686.32    | 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        |     45640 | PA      | $44758.85     | 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        |    575000 | PA      | $586939.79    | 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      | $7585000.00   | 0.20%             | 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        |    205000 | PA      | $212573.81    | 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        |    765000 | PA      | $775567.25    | 0.02%             | 2030-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0437                                                        | CUSIP: 3133C0PW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    732944 | PA      | $742527.49    | 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      | $553433.08    | 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      | $13709470.87  | 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      | $51742.32     | 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      | $277106.22    | 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        |   2433495 | PA      | $2464482.80   | 0.06%             | 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      | $168852.90    | 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        |     30242 | PA      | $29643.11     | 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        |    306135 | PA      | $253955.36    | 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        |   3160508 | PA      | $3136580.15   | 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        |    715359 | PA      | $715436.67    | 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        |    171237 | PA      | $172504.12    | 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        |   1035188 | PA      | $852387.64    | 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      | $747144.04    | 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      | $841363.28    | 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        |    964085 | PA      | $814447.36    | 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      | $2594430.45   | 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        |   1041924 | PA      | $1079508.89   | 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        |    110839 | PA      | $111786.53    | 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        |   1195608 | PA      | $1029829.14   | 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      | $396411.33    | 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        |     62406 | PA      | $60828.29     | 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      | $52220.82     | 0.00%             | 2028-07-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $355011.57    | 0.01%             | 2031-07-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3109                                                        | CUSIP: 31339SN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    605245 | PA      | $547093.06    | 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        |   2131122 | PA      | $1976255.27   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9430                                                        | CUSIP: 31426UPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276359 | PA      | $1274832.90   | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | 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        |    155000 | PA      | $157771.57    | 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        |   1475585 | PA      | $1484619.98   | 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        |   7117570 | PA      | $6328094.31   | 0.16%             | 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        |  11615591 | PA      | $11819908.72  | 0.31%             | 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        |   4820586 | PA      | $4269161.11   | 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        |    592664 | PA      | $567218.83    | 0.01%             | 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      | $612689.85    | 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        |    772456 | PA      | $789191.77    | 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        |    635954 | PA      | $652708.40    | 0.02%             | 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        |   1065757 | PA      | $950376.74    | 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      | $343908.92    | 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      | $153074.18    | 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        |    867903 | PA      | $708659.12    | 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        |    898364 | PA      | $807360.05    | 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        |    383104 | PA      | $390572.86    | 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      | $517946.91    | 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        |    735691 | PA      | $739816.65    | 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        |   1405000 | PA      | $1253443.79   | 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        |   1286007 | PA      | $1199874.46   | 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        |    168107 | PA      | $153098.51    | 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        |    830673 | PA      | $828908.75    | 0.02%             | 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      | $67111.89     | 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        |   1993614 | PA      | $2047772.79   | 0.05%             | 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        |   4518718 | PA      | $3488937.31   | 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      | $187840.10    | 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      | $152958.53    | 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        |     85717 | PA      | $89690.81     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | 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: 45505WDA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262266.31    | 0.01%             | 2034-07-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50514                                                   | CUSIP: 3132XSSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27192 | PA      | $25747.10     | 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        |     88234 | PA      | $91877.59     | 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        |   1038657 | PA      | $1012197.49   | 0.03%             | 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: 60416TZF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160788.07    | 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        |    420075 | PA      | $382235.08    | 0.01%             | 2056-11-16      | Fixed         | 2.80%                 | 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      | $44391758.36  | 1.16%             | 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      | $835512.91    | 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        |    606036 | PA      | $620589.07    | 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        |    946703 | PA      | $821902.66    | 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        |    373259 | PA      | $347264.44    | 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        |   1423664 | PA      | $1225821.97   | 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      | $111102.02    | 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        |   9178493 | PA      | $9016789.41   | 0.23%             | 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        |   2877780 | PA      | $2593121.85   | 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        |    550003 | PA      | $535991.39    | 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      | $258136.10    | 0.01%             | 2029-07-01      | 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: 64610ACD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131232.37    | 0.00%             | 2035-05-01      | Fixed         | 4.96%                 | 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        |   1012329 | PA      | $823943.14    | 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        |         0 | PA      | $0.05         | 0.00%             | 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      | $5805897.79   | 0.15%             | 2032-06-01      | Fixed         | 3.59%                 | 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: 64966WKS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258384.57    | 0.01%             | 2033-08-01      | Fixed         | 5.33%                 | 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      | $983123.93    | 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        |   5062624 | PA      | $4912079.74   | 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        |   2465853 | PA      | $2283486.40   | 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        |    683768 | PA      | $519952.47    | 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        |   4723895 | PA      | $4527924.05   | 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        |    110000 | PA      | $114294.44    | 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        |    294033 | PA      | $309503.30    | 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        |    495332 | PA      | $499133.55    | 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        |     66683 | PA      | $67247.93     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-129 AG                          | CUSIP: 38381MYG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    995646 | PA      | $1001598.19   | 0.03%             | 2054-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8790                                                         | CUSIP: 3140KGXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466561 | PA      | $422125.32    | 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      | $701847.43    | 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        |    488424 | PA      | $420700.56    | 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        |     62703 | PA      | $61560.08     | 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        |    693976 | PA      | $691243.47    | 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        |    328669 | PA      | $318892.79    | 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      | $181228.15    | 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      | $513211.64    | 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      | $2549629.52   | 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        |   2118278 | PA      | $1901938.51   | 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        |     94954 | PA      | $90369.59     | 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      | $380354.10    | 0.01%             | 2026-01-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7135                                                         | CUSIP: 3138WG4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94772 | PA      | $89600.47     | 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        |   1904640 | PA      | $1906376.66   | 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        |    683769 | PA      | $590875.79    | 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        |    460216 | PA      | $435736.44    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0952                                                         | CUSIP: 3140Y7BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2138243 | PA      | $2188892.88   | 0.06%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7636                                                         | CUSIP: 3140J0PW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1092697 | PA      | $932540.89    | 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        |    309633 | PA      | $310237.76    | 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: 917437XB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $474711.53    | 0.01%             | 2033-01-01      | 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: 917437FE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $436107.10    | 0.01%             | 2032-01-01      | Fixed         | 5.82%                 | 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: 64966WLH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124017.35    | 0.00%             | 2032-02-01      | Fixed         | 4.31%                 | 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        |    931382 | PA      | $705083.61    | 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        |   2809369 | PA      | $2312292.69   | 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        |   1657424 | PA      | $1368972.98   | 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      | $785535.91    | 0.02%             | 2029-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1152                                                         | CUSIP: 3140Y7H68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2513946 | PA      | $2515094.87   | 0.07%             | 2055-10-01      | Fixed         | 5.00%                 | 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        |    428920 | PA      | $361634.55    | 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        |   1251223 | PA      | $1252043.43   | 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        |    386909 | PA      | $336701.08    | 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        |    819397 | PA      | $706544.62    | 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        |   1377860 | PA      | $1410227.28   | 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        |    819379 | PA      | $768788.35    | 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        |    410146 | PA      | $418844.46    | 0.01%             | 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        |   1043803 | PA      | $939456.69    | 0.02%             | 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      | $1921146.76   | 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        |    190004 | PA      | $185627.78    | 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        |    750000 | PA      | $764898.15    | 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        |    736607 | PA      | $695373.76    | 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        |   2145263 | PA      | $1967874.89   | 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        |   1294158 | PA      | $1165854.70   | 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        |    452700 | PA      | $370059.68    | 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        |     90000 | PA      | $91236.39     | 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        |   3977532 | PA      | $3973613.37   | 0.10%             | 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        |     44785 | PA      | $46287.79     | 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        |    374329 | PA      | $353391.03    | 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        |    709445 | PA      | $540597.79    | 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        |    166626 | PA      | $156515.88    | 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        |    277523 | PA      | $227170.48    | 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        |    789322 | PA      | $762419.67    | 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      | $1091387.57   | 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        |     73684 | PA      | $70965.10     | 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        |   3347503 | PA      | $2778544.03   | 0.07%             | 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      | $297327.60    | 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        |   1510999 | PA      | $1542655.00   | 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      | $1150116.65   | 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: 917437XD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1331849.07   | 0.03%             | 2034-01-01      | Fixed         | 5.03%                 | 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        |    625000 | PA      | $640516.61    | 0.02%             | 2030-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304396.43    | 0.01%             | 2028-01-01      | Fixed         | 4.41%                 | 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      | $405992.88    | 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        |    372274 | PA      | $318605.47    | 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        |   4481510 | PA      | $3673695.40   | 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        |     59459 | PA      | $58187.07     | 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        |    106579 | PA      | $88600.69     | 0.00%             | 2053-02-16      | Fixed         | 2.11%                 | 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: 64966WLL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $429581.06    | 0.01%             | 2033-08-01      | Fixed         | 4.73%                 | 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      | $197514.84    | 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        |     33724 | PA      | $34425.57     | 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        |   1213558 | PA      | $1003340.37   | 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      | $2635527.74   | 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        |    257070 | PA      | $258604.87    | 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        |   1855176 | PA      | $1527577.24   | 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        |    345450 | PA      | $334279.11    | 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        |    362496 | PA      | $342070.19    | 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      | $5151.30      | 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      | $527027.13    | 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        |   1311984 | PA      | $1335283.56   | 0.03%             | 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        |    269784 | PA      | $271608.76    | 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        |    101234 | PA      | $84755.63     | 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        |     19923 | PA      | $19033.04     | 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        |    845000 | PA      | $855310.88    | 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        |   2110000 | PA      | $2096958.19   | 0.05%             | 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      | $1015315.27   | 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        |    290093 | PA      | $274127.60    | 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        |     16984 | PA      | $16894.08     | 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        |    184966 | PA      | $184597.10    | 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      | $117205.15    | 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        |    790000 | PA      | $741317.05    | 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        |   2541324 | PA      | $2370156.54   | 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        |    108405 | PA      | $102198.13    | 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        |    113271 | PA      | $106870.82    | 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        |   1911030 | PA      | $1944433.25   | 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        |   1346163 | PA      | $1224503.26   | 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        |    804299 | PA      | $667389.39    | 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        |   1333999 | PA      | $1253282.74   | 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      | $2087177.02   | 0.05%             | 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        |   1307138 | PA      | $1189004.77   | 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        |    180000 | PA      | $182952.22    | 0.00%             | 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        |   1388504 | PA      | $1239226.97   | 0.03%             | 2055-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6000000 | PA      | $6073125.00   | 0.16%             | 2030-07-31      | Fixed         | 3.88%                 | 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      | $19933.96     | 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        |   1262685 | PA      | $1293093.96   | 0.03%             | 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        |    208638 | PA      | $203197.22    | 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        |    100879 | PA      | $95629.09     | 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      | $301813.80    | 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        |    324611 | PA      | $318798.95    | 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      | $312804.84    | 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        |   1541749 | PA      | $1467768.49   | 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      | $584449.26    | 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        |     17215 | PA      | $18228.03     | 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        |   1149054 | PA      | $955417.82    | 0.02%             | 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        |    457799 | PA      | $432833.82    | 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        |    190000 | PA      | $189915.29    | 0.00%             | 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        |    359627 | PA      | $345946.22    | 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      | $241894.86    | 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      | $69127.63     | 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        |    483181 | PA      | $444635.47    | 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      | $672704.62    | 0.02%             | 2029-01-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3372                                                         | CUSIP: 3140NXXA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2541171.72   | 0.07%             | 2030-03-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49902                                                   | CUSIP: 3132WQAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50840 | PA      | $50784.20     | 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        |    776708 | PA      | $730280.30    | 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      | $492477.44    | 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      | $125764.05    | 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        |    332890 | PA      | $324209.78    | 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      | $50571.33     | 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      | $1314319.04   | 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        |    506536 | PA      | $533202.54    | 0.01%             | 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      | $118812.67    | 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        |   1338691 | PA      | $1107021.09   | 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        |    909669 | PA      | $933603.95    | 0.02%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  38336000 | PA      | $39102720.00  | 1.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6657                                                         | CUSIP: 3140LHMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5569384 | PA      | $5544080.14   | 0.14%             | 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        |   2108612 | PA      | $1917706.43   | 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        |    451868 | PA      | $367444.21    | 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        |    690297 | PA      | $686455.36    | 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      | $693349.81    | 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        |    499406 | PA      | $457171.74    | 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        |    795223 | PA      | $799866.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200846.79    | 0.01%             | 2029-01-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9124                                                        | CUSIP: 31427KD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500148 | PA      | $519234.49    | 0.01%             | 2055-10-01      | Fixed         | 6.50%                 | 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        |   2073981 | PA      | $1629117.12   | 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        |   1364283 | PA      | $1399017.39   | 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        |   1395319 | PA      | $1144779.73   | 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        |     92434 | PA      | $90097.71     | 0.00%             | 2044-08-01      | 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: 917437WX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303906.78    | 0.01%             | 2031-01-01      | Fixed         | 4.40%                 | 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        |    928616 | PA      | $765031.67    | 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        |    700431 | PA      | $604203.88    | 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      | $5866881.36   | 0.15%             | 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        |   6667954 | PA      | $6557339.65   | 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        |    167303 | PA      | $163730.20    | 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        |    416461 | PA      | $428860.62    | 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      | $15167.81     | 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      | $1082651.09   | 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        |    513712 | PA      | $500931.57    | 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        |   1498323 | PA      | $1556555.54   | 0.04%             | 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      | $120141.98    | 0.00%             | 2026-01-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5983                                                         | CUSIP: 3140BJUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1104341 | PA      | $1119633.15   | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | 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: 64972EUG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1137415.19   | 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        |   2842844 | PA      | $2547932.93   | 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        |    837125 | PA      | $754320.11    | 0.02%             | 2049-08-01      | 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: 917437UL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $359100.48    | 0.01%             | 2029-07-01      | Fixed         | 4.63%                 | 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        |   1853168 | PA      | $1430863.70   | 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      | $248202.69    | 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        |   1068979 | PA      | $880823.99    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0638                                                         | CUSIP: 3140Y6V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4999892 | PA      | $5014035.46   | 0.13%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2094                                                         | CUSIP: 3140Q9KG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1242814 | PA      | $1200889.24   | 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        |    176239 | PA      | $166308.73    | 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        |    469768 | PA      | $405376.79    | 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        |    334918 | PA      | $353715.34    | 0.01%             | 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        |    496717 | PA      | $449900.26    | 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        |    380000 | PA      | $376029.30    | 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        |    226704 | PA      | $205336.37    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3153                                                        | CUSIP: 3133A9QE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1235993 | PA      | $1115697.86   | 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      | $207984.09    | 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      | $1020908.47   | 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        |    679153 | PA      | $698434.50    | 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      | $1212301.86   | 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      | $77463.87     | 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        |    466407 | PA      | $483537.45    | 0.01%             | 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        |    768392 | PA      | $661849.07    | 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        |   2996623 | PA      | $3068416.94   | 0.08%             | 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      | $119733.05    | 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        |   1910628 | PA      | $1563880.82   | 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        |   1289942 | PA      | $1035349.62   | 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        |    537641 | PA      | $546819.08    | 0.01%             | 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        |   1235922 | PA      | $1124224.88   | 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        |   1793621 | PA      | $1470453.61   | 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        |   7698749 | PA      | $7184305.48   | 0.19%             | 2030-06-25      | Fixed         | 0.84%                 | 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        |    715000 | PA      | $722645.64    | 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        |   1634143 | PA      | $1345575.41   | 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        |   1171353 | PA      | $1016937.57   | 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      | $335276.77    | 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        |    366302 | PA      | $332340.91    | 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      | $5144515.32   | 0.13%             | 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        |     69113 | PA      | $65218.77     | 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        |    237042 | PA      | $238260.41    | 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        |    444672 | PA      | $366936.68    | 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        |    373062 | PA      | $371150.87    | 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        |    135000 | PA      | $135111.69    | 0.00%             | 2026-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $215667.27    | 0.01%             | 2030-01-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-123 AC                          | CUSIP: 38381MWB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    996983 | PA      | $1003186.82   | 0.03%             | 2064-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0171                                                         | CUSIP: 3140NGFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1221073 | PA      | $1255750.16   | 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        |   1761655 | PA      | $1519375.50   | 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        |   2486576 | PA      | $2129892.32   | 0.06%             | 2058-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3815                                                        | CUSIP: 31426NGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    954982 | PA      | $958389.39    | 0.02%             | 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        |    195000 | PA      | $202015.80    | 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        |    399647 | PA      | $377128.51    | 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      | $203020.37    | 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      | $1453692.91   | 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        |   1754299 | PA      | $1641661.34   | 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      | $1022410.52   | 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        |    325392 | PA      | $244590.12    | 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        |   1766214 | PA      | $1616112.53   | 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        |   4886700 | PA      | $4484220.21   | 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      | $1655905.87   | 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        |      1125 | PA      | $1141.57      | 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      | $125319.40    | 0.00%             | 2026-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-176 AD                          | CUSIP: 38381SAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1310286 | PA      | $1303543.80   | 0.03%             | 2052-12-16      | Fixed         | 4.50%                 | 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        |   1343698 | PA      | $1241602.87   | 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      | $408525.27    | 0.01%             | 2033-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $332398.12    | 0.01%             | 2029-01-01      | Fixed         | 4.57%                 | 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      | $1101445.84   | 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        |    260212 | PA      | $256152.42    | 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      | $547157.89    | 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        |      9550 | PA      | $9494.23      | 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        |     82832 | PA      | $81150.33     | 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        |     84758 | PA      | $81904.78     | 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        |    451846 | PA      | $431625.80    | 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        |   2691816 | PA      | $2305333.11   | 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        |     26427 | PA      | $24568.77     | 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        |    269886 | PA      | $246792.70    | 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        |     15802 | PA      | $15039.71     | 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        |    403993 | PA      | $402878.36    | 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        |   2042970 | PA      | $1755236.87   | 0.05%             | 2057-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2021-ML08 AUS                       | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1308012 | PA      | $1087838.80   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 06/15/2028                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23350000 | PA      | $23572554.69  | 0.61%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA4957                                                        | CUSIP: 3133KLQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1857099 | PA      | $1528975.89   | 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        |   3053863 | PA      | $2520600.84   | 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        |   3848756 | PA      | $3916148.76   | 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        |   1506794 | PA      | $1345134.92   | 0.04%             | 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        |   1680778 | PA      | $1544859.98   | 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        |    806432 | PA      | $771406.07    | 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        |    920534 | PA      | $740406.07    | 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        |    414053 | PA      | $403521.06    | 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      | $7136261.69   | 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        |   1462372 | PA      | $1453672.77   | 0.04%             | 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      | $20221.50     | 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      | $62219.32     | 0.00%             | 2028-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE1158                                                         | CUSIP: 3140BDJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1448685 | PA      | $1495902.53   | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | 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: 67756QNS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1499145 | PA      | $1254609.74   | 0.03%             | 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      | $469813.04    | 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      | $988328.25    | 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      | $90489.51     | 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        |   4508673 | PA      | $4729264.29   | 0.12%             | 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        |    255000 | PA      | $273318.20    | 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        |    394226 | PA      | $327857.76    | 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        |    737735 | PA      | $742280.30    | 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        |    562675 | PA      | $530970.19    | 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        |  17798000 | PA      | $18044308.59  | 0.47%             | 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        |   1375000 | PA      | $1375056.12   | 0.04%             | 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      | $1654092.64   | 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        |    287813 | PA      | $293131.55    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | 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        |   1531199 | PA      | $1230367.16   | 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      | $908881.31    | 0.02%             | 2031-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ4015                                                         | CUSIP: 3140NYN98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5013000 | PA      | $5026717.46   | 0.13%             | 2032-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8492                                                         | CUSIP: 3140B9NJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1393966 | PA      | $1419952.55   | 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        |     52929 | PA      | $50336.11     | 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        |   2920458 | PA      | $2652892.76   | 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        |    134126 | PA      | $118614.43    | 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        |    461705 | PA      | $475677.58    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-130 AL                          | CUSIP: 38381MXF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1095535 | PA      | $1094428.92   | 0.03%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83539                                                   | CUSIP: 3132L84Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    595430 | PA      | $563239.72    | 0.01%             | 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        |   1407821 | PA      | $1331965.53   | 0.03%             | 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        |    637315 | PA      | $554476.17    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV1707                                                         | CUSIP: 3140ME3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228661 | PA      | $228765.36    | 0.01%             | 2055-05-01      | 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: 917437PX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $328683.28    | 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        |     99083 | PA      | $94367.55     | 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        |    392649 | PA      | $355640.93    | 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        |    213478 | PA      | $221468.87    | 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        |   1051494 | PA      | $1024072.21   | 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        |   2290572 | PA      | $2042638.38   | 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        |    300406 | PA      | $317042.00    | 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      | $2666422.25   | 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      | $4004514.51   | 0.10%             | 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      | $382233.16    | 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        |   1269611 | PA      | $1042187.21   | 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        |    679468 | PA      | $590538.77    | 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      | $377093.72    | 0.01%             | 2033-01-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-201 AE                          | CUSIP: 38384RDW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    305000 | PA      | $302503.19    | 0.01%             | 2057-01-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $179763.83    | 0.00%             | 2029-11-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252029.23    | 0.01%             | 2030-07-01      | Fixed         | 4.16%                 | 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      | $214146.22    | 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        |   1804739 | PA      | $1834311.63   | 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        |    908014 | PA      | $877383.53    | 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        |   1272465 | PA      | $961976.73    | 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        |   1987159 | PA      | $1987158.84   | 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        |   3513294 | PA      | $3260499.88   | 0.08%             | 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        |     97165 | PA      | $96781.98     | 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        |    364988 | PA      | $353661.24    | 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        |   1444553 | PA      | $1387990.26   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156354.02    | 0.00%             | 2033-10-01      | Fixed         | 5.28%                 | 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      | $15015.19     | 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        |    115000 | PA      | $118333.09    | 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      | $5306288.47   | 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        |   1930456 | PA      | $1892639.58   | 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      | $169688.28    | 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        |    857060 | PA      | $801325.15    | 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        |    641046 | PA      | $623921.45    | 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        |   1191669 | PA      | $1082022.19   | 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: 64610ABR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200494.23    | 0.01%             | 2029-05-01      | Fixed         | 3.91%                 | 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: 646108ZJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246080.55    | 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      | $922530.87    | 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      | $274197.89    | 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      | $4810662.14   | 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        |   1905296 | PA      | $1718480.26   | 0.04%             | 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        |    549736 | PA      | $576150.12    | 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        |   3674000 | PA      | $3682036.88   | 0.10%             | 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        |    664067 | PA      | $575915.53    | 0.01%             | 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        |   2189489 | PA      | $2189104.47   | 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        |    627868 | PA      | $604182.34    | 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      | $366636.08    | 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      | $97079.50     | 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        |   1957485 | PA      | $1927412.49   | 0.05%             | 2057-08-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $982435.97    | 0.03%             | 2035-01-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521967                                    | CUSIP: 83165AMQ4<br>LEI: N/A                  | Long             |  |  | US        |    308419 | PA      | $323658.55    | 0.01%             |  |  |  | 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      | $583508.79    | 0.02%             | 2030-10-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MY62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1933650.15   | 0.05%             | 2035-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5900                                                        | CUSIP: 3133A0RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    207314 | PA      | $188289.42    | 0.00%             | 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        |    105241 | PA      | $106947.43    | 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        |    270000 | PA      | $288068.49    | 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        |   2643158 | PA      | $2596318.94   | 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        |  12385114 | PA      | $12621395.62  | 0.33%             | 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      | $232252.36    | 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      | $345266.22    | 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      | $774127.06    | 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        |   1440864 | PA      | $1438577.04   | 0.04%             | 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        |    628696 | PA      | $524056.67    | 0.01%             | 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      | $2455878.45   | 0.06%             | 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        |   2522930 | PA      | $1821124.99   | 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        |   7372845 | PA      | $6033559.98   | 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      | $400766.54    | 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        |    251810 | PA      | $216041.70    | 0.01%             | 2059-01-16      | Fixed         | 2.60%                 | 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: 57419UA65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97491.90     | 0.00%             | 2031-03-01      | Fixed         | 4.66%                 | 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      | $349097.98    | 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        |     98604 | PA      | $99285.25     | 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        |    440202 | PA      | $398591.75    | 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        |     25000 | PA      | $25583.85     | 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        |    658181 | PA      | $637187.28    | 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        |    659169 | PA      | $659169.45    | 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        |    229833 | PA      | $215775.15    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ4657                                                         | CUSIP: 3140Q0E73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9800000 | PA      | $10037294.59  | 0.26%             | 2035-08-01      | Fixed         | 4.84%                 | 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      | $22022625.62  | 0.57%             | 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        |     81750 | PA      | $78698.05     | 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        |   1341724 | PA      | $1381185.52   | 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        |    420693 | PA      | $426135.55    | 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        |    264963 | PA      | $261596.22    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $425241.00    | 0.01%             | 2034-11-01      | Fixed         | 5.45%                 | 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      | $49953191.60  | 1.30%             | 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        |   2488076 | PA      | $2449700.66   | 0.06%             | 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        |    416432 | PA      | $403556.99    | 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        |   9400000 | PA      | $9492531.25   | 0.25%             | 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      | $716797.87    | 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        |    725778 | PA      | $666071.27    | 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      | $478191.99    | 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        |   1593510 | PA      | $1312118.06   | 0.03%             | 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        |    184788 | PA      | $180850.43    | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464836                                                         | CUSIP: 31381MLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1329245 | PA      | $1329245.31   | 0.03%             | 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        |   2369916 | PA      | $2333106.32   | 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        |   1030859 | PA      | $986920.44    | 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      | $802961.06    | 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        |    816525 | PA      | $821391.89    | 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      | $433121.13    | 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        |   1204626 | PA      | $1089318.87   | 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      | $814065.13    | 0.02%             | 2031-08-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3446                                                        | CUSIP: 31427AZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4945209 | PA      | $5068251.77   | 0.13%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9873                                                         | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1528014 | PA      | $1474861.51   | 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        |    423683 | PA      | $399794.86    | 0.01%             | 2054-03-16      | 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: 45505TM40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10259.04     | 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        |   2937192 | PA      | $2411056.10   | 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        |   3427649 | PA      | $3475033.66   | 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        |    440230 | PA      | $361372.32    | 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        |   1319779 | PA      | $1344943.26   | 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        |    639903 | PA      | $637513.23    | 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        |   1114001 | PA      | $930179.46    | 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        |   1313705 | PA      | $1027943.24   | 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        |   1499161 | PA      | $1413592.48   | 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        |    149230 | PA      | $140883.03    | 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        |  12345323 | PA      | $12652142.49  | 0.33%             | 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        |     49290 | PA      | $51499.94     | 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        |     54535 | PA      | $54906.45     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9427                                                        | CUSIP: 31426UPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5614107 | PA      | $5753792.48   | 0.15%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A92906                                                   | CUSIP: 312941GP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    221559 | PA      | $229265.85    | 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        |   1463971 | PA      | $1501395.34   | 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      | $273444.23    | 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      | $146964.36    | 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        |    211548 | PA      | $214285.01    | 0.01%             | 2053-11-01      | 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: 45505TU25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20011.56     | 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        |     71266 | PA      | $73653.82     | 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      | $209857.64    | 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      | $1075713.82   | 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        |    507363 | PA      | $506971.18    | 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        |    663535 | PA      | $596318.53    | 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        |    513538 | PA      | $527318.22    | 0.01%             | 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        |     52304 | PA      | $52600.88     | 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      | $273577.66    | 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      | $204296.63    | 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      | $139796.71    | 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        |    157079 | PA      | $161213.84    | 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        |   2636237 | PA      | $2353930.91   | 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        |   1727756 | PA      | $1727756.39   | 0.04%             | 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      | $118968.18    | 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        |    658917 | PA      | $616963.61    | 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        |   1001860 | PA      | $832231.05    | 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      | $5044.40      | 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        |    285831 | PA      | $248824.85    | 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      | $860615.96    | 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        |    403754 | PA      | $403754.15    | 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        |    379184 | PA      | $356158.95    | 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      | $907556.59    | 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        |    459282 | PA      | $413852.18    | 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        |    223060 | PA      | $218280.21    | 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      | $650788.64    | 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        |    344183 | PA      | $342489.36    | 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        |   1788405 | PA      | $1788405.42   | 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        |   2881612 | PA      | $2606554.82   | 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        |   1720823 | PA      | $1491000.09   | 0.04%             | 2056-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AME9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128910.11    | 0.00%             | 2031-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1370                                                        | CUSIP: 3133AKQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2525134 | PA      | $2093423.28   | 0.05%             | 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      | $589393.65    | 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        |    599540 | PA      | $562882.86    | 0.01%             | 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        |    111792 | PA      | $116820.81    | 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      | $4085161.71   | 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        |    815000 | PA      | $759087.39    | 0.02%             | 2030-07-01      | Fixed         | 2.46%                 | 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        |     30235 | PA      | $30559.72     | 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        |   1964691 | PA      | $1942360.44   | 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        |    103231 | PA      | $103932.60    | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | 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        |   1393225 | PA      | $1402661.41   | 0.04%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4612                                                         | CUSIP: 3140H6DS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    276418 | PA      | $260852.48    | 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        |     65000 | PA      | $66729.29     | 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        |    212936 | PA      | $222012.14    | 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      | $15014.36     | 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        |    537288 | PA      | $483991.54    | 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        |    143528 | PA      | $143810.09    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY HOUSING CORPORATION                                            | CENTURY HOUSING CORP MTN 5.050000% 06/15/2028                                     | CUSIP: 15654VBR8<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $3955810.51   | 0.10%             | 2028-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7257                                                         | CUSIP: 3140J0B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    369780 | PA      | $318044.62    | 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        |    882941 | PA      | $882750.67    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9433                                                        | CUSIP: 31426UPT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6119441 | PA      | $6204178.03   | 0.16%             | 2055-07-01      | Fixed         | 5.50%                 | 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        |     94353 | PA      | $94777.89     | 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        |   1078553 | PA      | $1059830.45   | 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        |   2988193 | PA      | $2450599.69   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | 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        |    161680 | PA      | $158668.82    | 0.00%             | 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        |    328938 | PA      | $318768.38    | 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        |    304978 | PA      | $304413.89    | 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        |   1374776 | PA      | $1379385.33   | 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        |   2503950 | PA      | $2502990.71   | 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        |   2264649 | PA      | $1953193.24   | 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        |    424403 | PA      | $409936.64    | 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        |    806657 | PA      | $818891.86    | 0.02%             | 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      | $51771.82     | 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        |    332597 | PA      | $307413.73    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | 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      | $1187444.88   | 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        |    175375 | PA      | $169952.90    | 0.00%             | 2048-07-01      | 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: 594654E84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $438875.57    | 0.01%             | 2033-06-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8901                                                         | CUSIP: 3140AJ3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    851662 | PA      | $876813.49    | 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        |    469073 | PA      | $356333.16    | 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        |     68305 | PA      | $68772.14     | 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        |     37014 | PA      | $36442.82     | 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        |   2796206 | PA      | $2303132.12   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9416                                                         | CUSIP: 3140BNPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549655 | PA      | $549186.70    | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9982                                                         | CUSIP: 3140NTCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1312751 | PA      | $1338205.03   | 0.03%             | 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        |   1187291 | PA      | $1068233.34   | 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        |    675699 | PA      | $675847.95    | 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      | $131956.85    | 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      | $712757.92    | 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        |    898748 | PA      | $812719.10    | 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      | $1002663.86   | 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        |   1029711 | PA      | $985980.81    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   2382571 | PA      | $2015844.78   | 0.05%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9440                                                         | CUSIP: 3140BNP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3997398 | PA      | $4096857.59   | 0.11%             | 2055-09-01      | Fixed         | 6.00%                 | 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        |    655000 | PA      | $670843.84    | 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      | $622326.64    | 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      | $286028.82    | 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      | $662342.88    | 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        |    232378 | PA      | $226044.90    | 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        |    143047 | PA      | $124129.14    | 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        |    168926 | PA      | $160323.90    | 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      | $209918.38    | 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      | $810237.04    | 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      | $346999.24    | 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        |    104163 | PA      | $101578.32    | 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        |    420000 | PA      | $419743.72    | 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        |     28588 | PA      | $26216.24     | 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        |    821588 | PA      | $793834.33    | 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        |  78316000 | PA      | $79276594.69  | 2.06%             | 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        |    846206 | PA      | $758442.97    | 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      | $981540.88    | 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        |   5378587 | PA      | $4680976.41   | 0.12%             | 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        |       199 | PA      | $198.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5721                                                        | CUSIP: 3133A0LA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    854649 | PA      | $772533.89    | 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      | $113795.48    | 0.00%             | 2033-07-01      | Fixed         | 5.22%                 | 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      | $2107143.04   | 0.05%             | 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        |   3651503 | PA      | $2883346.55   | 0.08%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $849786.19    | 0.02%             | 2030-07-01      | Fixed         | 4.74%                 | 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        |    924296 | PA      | $765061.95    | 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        |     82099 | PA      | $79950.39     | 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        |     27755 | PA      | $27726.69     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $788979.35    | 0.02%             | 2031-07-01      | Fixed         | 4.97%                 | 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      | $206698.79    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | 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      | $453408.98    | 0.01%             | 2027-01-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD6343                                                         | CUSIP: 3140FEBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    178743 | PA      | $163889.21    | 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        |         0 | PA      | $0.01         | 0.00%             | 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      | $25427.98     | 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      | $247372.44    | 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        |    332337 | PA      | $269511.42    | 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      | $2076899.08   | 0.05%             | 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        |   6583050 | PA      | $6146576.62   | 0.16%             | 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        |    828934 | PA      | $826647.65    | 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        |    865175 | PA      | $855519.19    | 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      | $1270176.85   | 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        |    732471 | PA      | $653474.11    | 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      | $152567.10    | 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        |    157280 | PA      | $164571.67    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | 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        |   1981823 | PA      | $1977225.19   | 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      | $8072622.66   | 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        |   4598914 | PA      | $3794469.44   | 0.10%             | 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        |     85000 | PA      | $84619.04     | 0.00%             | 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        |     26393 | PA      | $27878.81     | 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      | $360162.93    | 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        |     51095 | PA      | $50328.61     | 0.00%             | 2041-04-01      | 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: 64966WKQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86919.81     | 0.00%             | 2032-08-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3783                                                        | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612256 | PA      | $628995.95    | 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        |    218628 | PA      | $183990.70    | 0.00%             | 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        |    951742 | PA      | $951742.05    | 0.02%             | 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        |      9394 | PA      | $8787.57      | 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        |     41446 | PA      | $43803.49     | 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      | $385189.18    | 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        |   1957940 | PA      | $1840903.96   | 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      | $1372313.39   | 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      | $2980824.96   | 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        |   1575259 | PA      | $1303836.48   | 0.03%             | 2051-01-01      | 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: 64972CD75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $502689.10    | 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      | $1362097.14   | 0.04%             | 2030-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $474287.87    | 0.01%             | 2033-07-01      | Fixed         | 4.89%                 | 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        |      6782 | PA      | $6664.68      | 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        |      9643 | PA      | $8932.39      | 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        |    866412 | PA      | $713307.39    | 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        |    155227 | PA      | $146256.86    | 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        |    479012 | PA      | $416909.34    | 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        |    718588 | PA      | $614746.94    | 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        |    611572 | PA      | $588704.15    | 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        |   7781503 | PA      | $7645214.91   | 0.20%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                             | BRIDGE HOUSING CORP 5.321000% 07/15/2035                                          | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3985000 | PA      | $4032733.39   | 0.11%             | 2035-07-15      | Fixed         | 5.32%                 | 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        |    297125 | PA      | $292554.23    | 0.01%             | 2055-08-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0321                                                         | CUSIP: 3140JGLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    503973 | PA      | $486971.76    | 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        |   1692657 | PA      | $1406362.78   | 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        |    184898 | PA      | $180296.88    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9107                                                        | CUSIP: 31427KDM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    427000 | PA      | $418797.14    | 0.01%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $293827.22    | 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        |    777190 | PA      | $700313.94    | 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        |     44275 | PA      | $46331.97     | 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        |    315000 | PA      | $322153.64    | 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      | $613351.42    | 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      | $322154.39    | 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        |    200937 | PA      | $181060.90    | 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        |   2000000 | PA      | $1989756.01   | 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        |   1020150 | PA      | $944798.38    | 0.02%             | 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        |     89182 | PA      | $80496.03     | 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        |    277058 | PA      | $269166.01    | 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        |   5788836 | PA      | $4802794.45   | 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        |    552296 | PA      | $521176.15    | 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      | $402716.87    | 0.01%             | 2029-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6135                                                         | CUSIP: 3140QRY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14619096 | PA      | $14363806.11  | 0.37%             | 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        |    482222 | PA      | $497229.37    | 0.01%             | 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        |   1730164 | PA      | $1420709.15   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA5583                                                         | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11472153 | PA      | $10928723.63  | 0.28%             | 2055-01-01      | Fixed         | 4.00%                 | 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      | $176279.07    | 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      | $167372.82    | 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        |   1116089 | PA      | $923516.91    | 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        |   1963051 | PA      | $2013508.39   | 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      | $2311440.57   | 0.06%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1467                                                         | CUSIP: 3140K8TZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    903228 | PA      | $817395.15    | 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        |    820337 | PA      | $678704.35    | 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        |    233646 | PA      | $233798.39    | 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      | $993867.19    | 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      | $883063.56    | 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        |    322613 | PA      | $316504.72    | 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        |    264890 | PA      | $269616.19    | 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        |    851980 | PA      | $803350.95    | 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        |   2488754 | PA      | $2372640.83   | 0.06%             | 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        |     68508 | PA      | $57232.55     | 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      | $141478.29    | 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      | $305066.53    | 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      | $285037.59    | 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      | $424918.35    | 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      | $2690112.32   | 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        |    255000 | PA      | $261236.21    | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR1282                                                         | CUSIP: 3140KYM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1373190 | PA      | $1128786.62   | 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        |   1467314 | PA      | $1460051.02   | 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        |    464600 | PA      | $450021.76    | 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      | $260455.63    | 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      | $20247.51     | 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        |   2442793 | PA      | $2448865.14   | 0.06%             | 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        |    514876 | PA      | $472964.41    | 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        |   3406271 | PA      | $3037899.82   | 0.08%             | 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      | $2544418.29   | 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        |         0 | PA      | $0.03         | 0.00%             | 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        |   2676094 | PA      | $2575710.33   | 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      | $1406458.52   | 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        |    815326 | PA      | $815326.18    | 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        |   1542731 | PA      | $1542730.64   | 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        |   2050000 | PA      | $2051714.64   | 0.05%             | 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      | $307974.56    | 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        |     33611 | PA      | $33023.12     | 0.00%             | 2043-12-01      | 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: 64966WKT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $461115.53    | 0.01%             | 2034-02-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R5Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $389000.44    | 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        |    200000 | PA      | $203997.68    | 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        |    530506 | PA      | $515007.73    | 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      | $2758983.17   | 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      | $186386.44    | 0.00%             | 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        |    249280 | PA      | $255762.59    | 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        |   9075075 | PA      | $9035512.51   | 0.24%             | 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        |   1046146 | PA      | $1074669.49   | 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        |    683116 | PA      | $699493.55    | 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        |    107455 | PA      | $97861.55     | 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      | $1727879.50   | 0.04%             | 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      | $2886347.56   | 0.08%             | 2030-05-01      | 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: 57587GSX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $787620.03    | 0.02%             | 2029-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23430000 | PA      | $23400712.50  | 0.61%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1379                                                         | CUSIP: 3140Y7Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5747973 | PA      | $5794907.97   | 0.15%             | 2055-11-01      | Fixed         | 5.00%                 | 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      | $116009.96    | 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        |   1967934 | PA      | $1861858.40   | 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        |   3231423 | PA      | $2599433.02   | 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        |     19331 | PA      | $17876.02     | 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      | $210302.39    | 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        |    179931 | PA      | $176190.88    | 0.00%             | 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        |   1571196 | PA      | $1277171.74   | 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      | $120635.36    | 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        |   2178813 | PA      | $1954646.44   | 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      | $3472044.71   | 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        |     72734 | PA      | $76690.45     | 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        |    220759 | PA      | $186580.14    | 0.00%             | 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        |   1647522 | PA      | $1640797.51   | 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        |    361550 | PA      | $332597.83    | 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      | $959268.16    | 0.02%             | 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      | $117442.90    | 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        |    161223 | PA      | $144905.90    | 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        |    396382 | PA      | $356265.58    | 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        |   4492319 | PA      | $3416665.53   | 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      | $408821.41    | 0.01%             | 2027-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102257.24    | 0.00%             | 2030-04-01      | Fixed         | 4.51%                 | 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      | $304494.32    | 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        |    188885 | PA      | $178589.29    | 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        |    732963 | PA      | $592687.82    | 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        |   5662418 | PA      | $5570236.98   | 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      | $1018494.42   | 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      | $237024.56    | 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        |   6792355 | PA      | $6480539.62   | 0.17%             | 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      | $405752.48    | 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        |   1187852 | PA      | $1022411.96   | 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        |   1653372 | PA      | $1695453.01   | 0.04%             | 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      | $799476.74    | 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        |     35454 | PA      | $34637.81     | 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        |    251112 | PA      | $237259.76    | 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        |    100000 | PA      | $100646.69    | 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        |    155882 | PA      | $156128.05    | 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        |  10968635 | PA      | $11131028.76  | 0.29%             | 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        |    731131 | PA      | $744437.67    | 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        |    206310 | PA      | $206310.18    | 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      | $1009781.88   | 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        |    371953 | PA      | $365389.71    | 0.01%             | 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        |    262106 | PA      | $246052.24    | 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        |    605079 | PA      | $519305.51    | 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      | $390684.66    | 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      | $71467.55     | 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      | $269489.36    | 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        |      3061 | PA      | $3006.24      | 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        |      6916 | PA      | $6704.07      | 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        |    190800 | PA      | $179766.51    | 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        |   7318272 | PA      | $6982313.71   | 0.18%             | 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        |     57606 | PA      | $49613.60     | 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        |     95162 | PA      | $100810.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC0480                                                        | CUSIP: 3133AJQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2933564 | PA      | $2433049.16   | 0.06%             | 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        |   6795114 | PA      | $6468873.45   | 0.17%             | 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      | $531006.80    | 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      | $253914.52    | 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        |   1126329 | PA      | $1014917.38   | 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        |    793146 | PA      | $823015.87    | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $281408.32    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510004                                    | CUSIP: 83164MDH9<br>LEI: N/A                  | Long             |  |  | US        |     83282 | PA      | $85118.65     | 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        |    503174 | PA      | $499708.61    | 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      | $783726.43    | 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        |    301025 | PA      | $282935.44    | 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      | $82758.99     | 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      | $622685.35    | 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      | $570595.60    | 0.01%             | 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      | $696459.26    | 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        |   3073594 | PA      | $2985678.48   | 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        |     51950 | PA      | $52461.86     | 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        |    262145 | PA      | $246475.45    | 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      | $699356.03    | 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        |    304336 | PA      | $304336.03    | 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      | $259618.57    | 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        |   2268317 | PA      | $2240056.05   | 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        |   2750131 | PA      | $2261125.36   | 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        |     21807 | PA      | $21470.19     | 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        |    152095 | PA      | $152518.68    | 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        |   4423763 | PA      | $4129746.66   | 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        |     64240 | PA      | $63140.38     | 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        |   6125902 | PA      | $6369641.36   | 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        |    934805 | PA      | $842338.42    | 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        |   4430021 | PA      | $4180997.23   | 0.11%             | 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      | $306618.90    | 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        |    813230 | PA      | $823989.97    | 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        |    354208 | PA      | $321067.92    | 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        |    885917 | PA      | $733059.40    | 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        |     42792 | PA      | $39705.35     | 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        |    175573 | PA      | $159024.62    | 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        |    295514 | PA      | $253838.87    | 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        |    920795 | PA      | $728295.79    | 0.02%             | 2063-03-16      | Fixed         | 1.75%                 | 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        |    436431 | PA      | $436431.34    | 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      | $2004163.39   | 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        |    681366 | PA      | $534019.86    | 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        |   1168013 | PA      | $1083134.66   | 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: 45505TK67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67534.02     | 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        |    548921 | PA      | $558188.32    | 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        |   2148087 | PA      | $2150347.89   | 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        |   6648989 | PA      | $6657528.14   | 0.17%             | 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        |    327039 | PA      | $305771.09    | 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        |    610659 | PA      | $530851.10    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY8277                                                         | CUSIP: 3138YNFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36932 | PA      | $35985.96     | 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        |     18592 | PA      | $19064.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522423                                    | CUSIP: 83165A4G6<br>LEI: N/A                  | Long             |  |  | US        |     73547 | PA      | $74920.58     | 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        |   1864499 | PA      | $1437892.61   | 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        |    398682 | PA      | $359245.76    | 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        |    457135 | PA      | $444647.10    | 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      | $326289.97    | 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      | $1196995.99   | 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      | $102335.92    | 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      | $567162.62    | 0.01%             | 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        |     30000 | PA      | $29981.83     | 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        |    360818 | PA      | $313051.98    | 0.01%             | 2051-02-01      | 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: 917437UM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029038.24   | 0.03%             | 2030-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA4355                                                         | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15777157 | PA      | $12955272.02  | 0.34%             | 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        |    479890 | PA      | $481243.43    | 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      | $198073.76    | 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      | $1003992.16   | 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        |    681694 | PA      | $586749.94    | 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        |    459397 | PA      | $454209.26    | 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        |    668352 | PA      | $647688.76    | 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      | $1729056.67   | 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      | $761359.34    | 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        |    585000 | PA      | $596399.36    | 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      | $2219245.29   | 0.06%             | 2032-04-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57694                                                   | CUSIP: 3132Y1RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    249719 | PA      | $242897.40    | 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      | $391269.53    | 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        |    623457 | PA      | $586875.87    | 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        |    805241 | PA      | $670596.80    | 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      | $1203940.12   | 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        |   1602876 | PA      | $1500447.01   | 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        |    605913 | PA      | $587110.02    | 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        |    669257 | PA      | $687432.98    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | 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: 64610ABY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $231275.76    | 0.01%             | 2032-11-01      | Fixed         | 4.45%                 | 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        |     65904 | PA      | $69713.71     | 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        |   2381019 | PA      | $2057147.15   | 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      | $413694.73    | 0.01%             | 2032-02-25      | Floating      | 2.85%                 | 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        |   6381000 | PA      | $6548501.25   | 0.17%             | 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      | $500050.96    | 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        |    151295 | PA      | $147161.67    | 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        |    318609 | PA      | $317419.40    | 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        |   1741058 | PA      | $1751246.52   | 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        |    168342 | PA      | $152970.97    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $526378.60    | 0.01%             | 2033-11-01      | Fixed         | 4.71%                 | 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      | $1798478.49   | 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        |    334040 | PA      | $326892.58    | 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        |     22035 | PA      | $21575.25     | 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      | $158027.57    | 0.00%             | 2026-01-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9126                                                        | CUSIP: 31427KD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3983887 | PA      | $4084348.78   | 0.11%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890246                                                         | CUSIP: 31410LBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    872631 | PA      | $911266.04    | 0.02%             | 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        |   1135000 | PA      | $1140899.71   | 0.03%             | 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        |     42547 | PA      | $41634.56     | 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        |    103774 | PA      | $103263.04    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $456210.19    | 0.01%             | 2034-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0481                                                        | CUSIP: 3133CCRA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    584289 | PA      | $593759.86    | 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      | $161870.42    | 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      | $562093.29    | 0.01%             | 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        |    572319 | PA      | $515707.34    | 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        |     20576 | PA      | $21078.26     | 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        |    156587 | PA      | $141732.78    | 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      | $2664418.75   | 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        |    194871 | PA      | $194924.04    | 0.01%             | 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      | $1041448.85   | 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        |   1471364 | PA      | $1468346.60   | 0.04%             |  |  |  | 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        |     69263 | PA      | $67792.12     | 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        |   2210736 | PA      | $2210735.62   | 0.06%             | 2027-11-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV1706                                                         | CUSIP: 3140ME3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267721 | PA      | $272498.49    | 0.01%             | 2055-05-01      | 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: 917437PV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $296792.91    | 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        |    315028 | PA      | $323284.53    | 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        |      7123 | PA      | $7115.84      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 5.053000% 06/30/2035                                            | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |  21959000 | PA      | $22708891.67  | 0.59%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464632                                                         | CUSIP: 31381MED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    379795 | PA      | $379794.81    | 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        |   1153870 | PA      | $1158297.10   | 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      | $50470.71     | 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        |    719668 | PA      | $729773.87    | 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        |    413410 | PA      | $374035.87    | 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        |   1443553 | PA      | $1313091.28   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | 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      | $242852.19    | 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      | $633365.48    | 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        |     67194 | PA      | $64028.09     | 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        |    103723 | PA      | $94374.53     | 0.00%             | 2047-01-20      | 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: 64610ABX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $226262.78    | 0.01%             | 2032-05-01      | Fixed         | 4.40%                 | 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        |   1050180 | PA      | $813006.12    | 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      | $210178.12    | 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        |    110978 | PA      | $109676.83    | 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        |    143877 | PA      | $122555.86    | 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        |    602667 | PA      | $452194.17    | 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        |   2453311 | PA      | $2497452.08   | 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      | $1004262.98   | 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        |     79298 | PA      | $74589.78     | 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        |   1757661 | PA      | $1525506.30   | 0.04%             | 2050-09-01      | 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: 64610ABT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205615.65    | 0.01%             | 2030-05-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3359                                                        | CUSIP: 3133C3WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    570065 | PA      | $560734.23    | 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      | $1233343.32   | 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        |   2166856 | PA      | $1863720.83   | 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        |    433000 | PA      | $364685.06    | 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        |    494999 | PA      | $467689.27    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $209105.35    | 0.01%             | 2031-11-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1143                                                         | CUSIP: 3140GPHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    170511 | PA      | $165551.98    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1093680.29   | 0.03%             | 2034-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1139                                                         | CUSIP: 3140LBHR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2255889 | PA      | $2125494.17   | 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        |   3954289 | PA      | $3122435.89   | 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        |    410425 | PA      | $409690.21    | 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        |   1463138 | PA      | $1461922.91   | 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      | $363374.29    | 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        |      2152 | PA      | $2037.98      | 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        |    727515 | PA      | $633040.23    | 0.02%             | 2050-05-16      | Floating      | 2.96%                 | 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      | $724938.60    | 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        |    128046 | PA      | $121772.52    | 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        |    581039 | PA      | $477515.79    | 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      | $960824.21    | 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        |   1641407 | PA      | $1343595.13   | 0.03%             | 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        |    736507 | PA      | $725859.29    | 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        |    649581 | PA      | $602375.99    | 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        |    548641 | PA      | $552003.27    | 0.01%             | 2065-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5987                                                         | CUSIP: 3140BJUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1565372 | PA      | $1604319.74   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142702.76    | 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        |  14557692 | PA      | $13683739.76  | 0.36%             | 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        |   1346667 | PA      | $1269317.28   | 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        |    463816 | PA      | $458137.19    | 0.01%             | 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      | $481682.85    | 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        |   1208474 | PA      | $1045171.37   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4738                                                         | CUSIP: 3138WEHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    247334 | PA      | $233397.73    | 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        |    377836 | PA      | $387738.86    | 0.01%             | 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      | $312919.74    | 0.01%             | 2031-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8827                                                        | CUSIP: 31426FYZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    143850 | PA      | $143596.18    | 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      | $42188.60     | 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      | $755130.54    | 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      | $3871011.97   | 0.10%             | 2033-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1157                                                         | CUSIP: 3140Y7JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6661803 | PA      | $6812072.64   | 0.18%             | 2055-10-01      | 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: 45505T6P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135046.48    | 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      | $101972.72    | 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        |    497071 | PA      | $473282.66    | 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        |   1122449 | PA      | $933057.75    | 0.02%             | 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        |   3425359 | PA      | $2820487.08   | 0.07%             | 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      | $1155914.10   | 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        |    702127 | PA      | $660157.09    | 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        |   1252647 | PA      | $1287607.15   | 0.03%             | 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        |   2520109 | PA      | $2149339.01   | 0.06%             | 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        |    112386 | PA      | $113303.68    | 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        |    149954 | PA      | $146262.50    | 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      | $207906.01    | 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        |   1092006 | PA      | $1034392.69   | 0.03%             | 2029-04-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ5158                                                         | CUSIP: 3140Q0WU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370817 | PA      | $1387553.62   | 0.04%             | 2030-10-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18000000 | PA      | $17946562.50  | 0.47%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0716                                                         | CUSIP: 3138W9YN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154183 | PA      | $151544.10    | 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        |      8342 | PA      | $8281.07      | 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        |    306254 | PA      | $300439.35    | 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        |    334187 | PA      | $275137.22    | 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        |   1786767 | PA      | $1548533.16   | 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      | $771670.59    | 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        |    141339 | PA      | $137860.22    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123799.77    | 0.00%             | 2032-04-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-128 AD                          | CUSIP: 38381MZA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2908756 | PA      | $2926030.56   | 0.08%             | 2056-10-16      | Fixed         | 5.00%                 | 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        |   1940871 | PA      | $1773675.39   | 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        |    303392 | PA      | $282060.85    | 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        |   7129556 | PA      | $6802261.43   | 0.18%             | 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        |   5146502 | PA      | $4881503.19   | 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      | $2207144.67   | 0.06%             | 2030-10-01      | Fixed         | 5.19%                 | 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        |   1477476 | PA      | $1439595.46   | 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      | $203257.86    | 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        |    542830 | PA      | $510381.72    | 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        |    641645 | PA      | $650412.98    | 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      | $5174674.82   | 0.13%             | 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      | $95989.14     | 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      | $468120.29    | 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      | $299853.52    | 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        |    673128 | PA      | $649876.55    | 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      | $3740625.00   | 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      | $140916.00    | 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        |   1875134 | PA      | $1538440.87   | 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        |    291812 | PA      | $283838.95    | 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      | $771649.24    | 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        |    118466 | PA      | $118345.20    | 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      | $2936986.34   | 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        |    706269 | PA      | $558303.70    | 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        |    672774 | PA      | $684150.79    | 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        |   1432526 | PA      | $1139795.62   | 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      | $598478.91    | 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        |    871940 | PA      | $860725.53    | 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      | $524767.67    | 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      | $1236480.21   | 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        |    562457 | PA      | $525880.50    | 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        |   1328434 | PA      | $1159513.64   | 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        |     74567 | PA      | $77742.69     | 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        |    505000 | PA      | $508311.33    | 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        |     33373 | PA      | $31784.75     | 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        |     75951 | PA      | $71462.10     | 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      | $440373.01    | 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      | $1919314.28   | 0.05%             | 2029-12-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772537.94    | 0.02%             | 2032-10-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5391                                                         | CUSIP: 3140GT7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202743 | PA      | $191325.78    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB 2025-SB122 MORTGAGE TRUST FRESB 2025-SB122 A10F                             | CUSIP: 30341RAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1499861 | PA      | $1534350.47   | 0.04%             | 2035-05-25      | Floating      | 4.88%                 | 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      | $153447.07    | 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        |      3991 | PA      | $4025.74      | 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      | $60951.80     | 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      | $793062.15    | 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      | $1044444.89   | 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        |   8117659 | PA      | $7202069.85   | 0.19%             | 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        |   1029902 | PA      | $971763.81    | 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        |   2157598 | PA      | $1866253.37   | 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        |        31 | PA      | $30.55        | 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        |   1150448 | PA      | $1076835.59   | 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        |   1938901 | PA      | $1589404.50   | 0.04%             | 2051-10-01      | 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: 57587GF91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1030530.88   | 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      | $332792.57    | 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        |   1105000 | PA      | $1119716.25   | 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        |   1021200 | PA      | $815594.79    | 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      | $125583.15    | 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        |   7186483 | PA      | $5554879.66   | 0.14%             | 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      | $321406.16    | 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        |   2329859 | PA      | $2255893.41   | 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      | $515980.37    | 0.01%             | 2032-09-01      | Fixed         | 4.76%                 | 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: 64966WLM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400277.28    | 0.01%             | 2034-02-01      | Fixed         | 4.83%                 | 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      | $766848.08    | 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        |    638782 | PA      | $575596.05    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5425                                                        | CUSIP: 3133C6A25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2024200 | PA      | $2028345.55   | 0.05%             | 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        |     45112 | PA      | $43880.00     | 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        |     20000 | PA      | $20235.78     | 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        |    490639 | PA      | $445499.07    | 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        |   1019745 | PA      | $953430.49    | 0.02%             | 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      | $181351.47    | 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      | $121257.30    | 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      | $652150.68    | 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        |    420000 | PA      | $427647.49    | 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        |     76595 | PA      | $77856.50     | 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        |    428730 | PA      | $418089.77    | 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      | $1950634.42   | 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      | $727068.12    | 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        |   1403603 | PA      | $1131074.08   | 0.03%             | 2062-07-16      | Fixed         | 1.75%                 | 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        |     20000 | PA      | $20461.56     | 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        |    437957 | PA      | $426021.20    | 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      | $198312.54    | 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        |   1812301 | PA      | $1435630.60   | 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        |    130119 | PA      | $130089.47    | 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        |   4684408 | PA      | $3892008.11   | 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        |    207220 | PA      | $202801.19    | 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        |    351138 | PA      | $325620.71    | 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      | $135875.65    | 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        |   3437379 | PA      | $2843140.66   | 0.07%             | 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        |     75000 | PA      | $76529.87     | 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        |   2052184 | PA      | $1689080.41   | 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        |   4328805 | PA      | $3729930.22   | 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        |    760598 | PA      | $679833.10    | 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      | $4876553.39   | 0.13%             | 2034-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3874                                                         | CUSIP: 3140NYJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2091021.41   | 0.05%             | 2035-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6593                                                         | CUSIP: 3140AGKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117833 | PA      | $123600.68    | 0.00%             | 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        |   2794795 | PA      | $2742390.89   | 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      | $1400069.13   | 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        |    592801 | PA      | $575916.57    | 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: 64972CFR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $804846.08    | 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        |    340748 | PA      | $327308.89    | 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        |    750587 | PA      | $674056.11    | 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      | $14787799.90  | 0.39%             | 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        |    286221 | PA      | $270093.48    | 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        |    887825 | PA      | $910470.08    | 0.02%             | 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        |    911531 | PA      | $894738.59    | 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        |    673606 | PA      | $612728.59    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  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        |   2190000 | PA      | $2208966.84   | 0.06%             | 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        |    144454 | PA      | $140692.75    | 0.00%             | 2049-02-01      | Fixed         | 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: 67756UEG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54838.92     | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $814974.24    | 0.02%             | 2032-12-01      | Fixed         | 5.10%                 | 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      | $741833.84    | 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      | $437447.90    | 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        |    365000 | PA      | $383859.97    | 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        |   1958252 | PA      | $1518584.44   | 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        |    131857 | PA      | $132704.51    | 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      | $94978.42     | 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        |   9489394 | PA      | $8503556.34   | 0.22%             | 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        |   2434331 | PA      | $2366173.85   | 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        |   9625404 | PA      | $9639995.47   | 0.25%             | 2053-10-01      | Fixed         | 5.00%                 | 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: 45505WCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252298.24    | 0.01%             | 2034-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9385                                                         | CUSIP: 3140NENB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    598038 | PA      | $608773.85    | 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        |   1134770 | PA      | $980309.48    | 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        |   8161691 | PA      | $7577349.49   | 0.20%             | 2049-05-16      | Floating      | 2.50%                 | 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      | $167529.67    | 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        |    609673 | PA      | $571792.88    | 0.01%             | 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        |   1442874 | PA      | $1180774.19   | 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      | $488582.79    | 0.01%             | 2030-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5052                                                         | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21374352 | PA      | $21462635.06  | 0.56%             | 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        |  17401237 | PA      | $18071282.04  | 0.47%             | 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      | $499094.05    | 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        |   1261427 | PA      | $1034929.22   | 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        |    210235 | PA      | $183566.76    | 0.00%             | 2034-10-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304987.56    | 0.01%             | 2029-04-01      | Fixed         | 4.34%                 | 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        |    243746 | PA      | $235578.26    | 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      | $2572620.36   | 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        |    565000 | PA      | $580557.85    | 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        |   1575735 | PA      | $1300247.19   | 0.03%             | 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      | $138110.06    | 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        |   1325182 | PA      | $1307229.22   | 0.03%             | 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      | $735560.56    | 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        |     50821 | PA      | $51166.26     | 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        |     46836 | PA      | $47555.03     | 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      | $241337.73    | 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        |    869569 | PA      | $864566.88    | 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        |    719103 | PA      | $688702.16    | 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      | $573692.66    | 0.01%             | 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        |    436989 | PA      | $410247.63    | 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        |    441652 | PA      | $448044.30    | 0.01%             | 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      | $287250.21    | 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      | $281803.77    | 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        |     14169 | PA      | $14078.31     | 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        |    590598 | PA      | $554863.15    | 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        |    844541 | PA      | $763397.06    | 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      | $201756.01    | 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        |   1032050 | PA      | $1012516.15   | 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        |   1846800 | PA      | $1600289.50   | 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        |    967557 | PA      | $945702.67    | 0.02%             | 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        |   2223764 | PA      | $1900285.10   | 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      | $1900197.29   | 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      | $1439429.56   | 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        |   1480264 | PA      | $1207585.33   | 0.03%             | 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        |   2506960 | PA      | $1856718.48   | 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      | $221696.97    | 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      | $253693.94    | 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        |    523013 | PA      | $478228.90    | 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        |   2265541 | PA      | $2265541.33   | 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        |    403628 | PA      | $391959.69    | 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        |   2456488 | PA      | $2494546.87   | 0.06%             | 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        |    198630 | PA      | $187438.03    | 0.00%             | 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        |     20652 | PA      | $20988.29     | 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        |    290452 | PA      | $310340.94    | 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      | $505853.17    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF0270                                                         | CUSIP: 3140BQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430977 | PA      | $447424.25    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | 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: 67756QXP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200608 | PA      | $2149168.61   | 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        |   2104646 | PA      | $1811518.24   | 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        |  10790509 | PA      | $11156994.05  | 0.29%             | 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        |   4618660 | PA      | $4521030.27   | 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        |   7911748 | PA      | $7785279.17   | 0.20%             | 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        |     42476 | PA      | $45436.01     | 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        |    506003 | PA      | $463952.14    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AP9712                                                         | CUSIP: 3138MDYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64752 | PA      | $60199.34     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1488                                                         | CUSIP: 3140A1UN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    673084 | PA      | $682468.27    | 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        |    112335 | PA      | $112625.74    | 0.00%             | 2037-10-25      | Floating      | 5.02%                 | 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        |    782054 | PA      | $682151.11    | 0.02%             | 2061-07-16      | Floating      | 2.75%                 | 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      | $1058778.16   | 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      | $331684.51    | 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        |    463469 | PA      | $435132.04    | 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      | $1174890.40   | 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      | $707240.76    | 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        |    474613 | PA      | $475425.72    | 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        |   1294351 | PA      | $1262984.78   | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3449                                                        | CUSIP: 31427AZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1098743 | PA      | $1097429.39   | 0.03%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD8214                                                        | CUSIP: 3133B6DT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    676991 | PA      | $585018.22    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6313                                                        | CUSIP: 31426RAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1680317 | PA      | $1743138.46   | 0.05%             | 2055-06-01      | Fixed         | 6.50%                 | 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        |   2251169 | PA      | $2048672.93   | 0.05%             | 2064-04-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $788546.21    | 0.02%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7880                                                         | CUSIP: 3140M9XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    810014 | PA      | $703774.07    | 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        |     44257 | PA      | $42088.86     | 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        |   3059562 | PA      | $2826682.59   | 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        |    245000 | PA      | $251053.93    | 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        |   2332418 | PA      | $1919730.89   | 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        |   1471405 | PA      | $1470861.78   | 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        |    775000 | PA      | $791957.86    | 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        |    229314 | PA      | $207806.48    | 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        |    242427 | PA      | $213027.65    | 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        |   1372549 | PA      | $1181810.59   | 0.03%             | 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      | $82633878.99  | 2.15%             | 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        |    961989 | PA      | $790340.13    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MW98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $359392.97    | 0.01%             | 2027-01-01      | Fixed         | 5.61%                 | 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        |    464640 | PA      | $385320.89    | 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        |   1030941 | PA      | $969316.31    | 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        |    108369 | PA      | $104561.37    | 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        |   1508887 | PA      | $1546556.32   | 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      | $119027.54    | 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      | $1039141.74   | 0.03%             | 2030-09-01      | Fixed         | 5.06%                 | 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: 64610ABN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $170179.40    | 0.00%             | 2027-11-01      | Fixed         | 3.75%                 | 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: 64966WKU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $741313.58    | 0.02%             | 2034-08-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8361                                                         | CUSIP: 3140LKJF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3035037 | PA      | $3100547.26   | 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        |    587276 | PA      | $488415.83    | 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        |    566554 | PA      | $532150.92    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  35000000 | PA      | $35125781.25  | 0.91%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A76192                                                   | CUSIP: 3128L92Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    117346 | PA      | $122748.82    | 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        |    370000 | PA      | $372133.16    | 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        |    795219 | PA      | $684710.55    | 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        |    128414 | PA      | $137396.50    | 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        |     69215 | PA      | $67602.20     | 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        |     20488 | PA      | $19508.58     | 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        |   1835486 | PA      | $1732741.53   | 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      | $498246.61    | 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        |    635528 | PA      | $599253.74    | 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        |   1260202 | PA      | $1001033.73   | 0.03%             | 2057-10-16      | Fixed         | 2.00%                 | 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: 64610ACC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126105.74    | 0.00%             | 2034-11-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8980                                                         | CUSIP: 3140K46S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507858 | PA      | $459991.19    | 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        |   1136592 | PA      | $930372.08    | 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      | $2040230.26   | 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        |   5959683 | PA      | $6140384.50   | 0.16%             | 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        |   1478281 | PA      | $1471385.32   | 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        |    391321 | PA      | $351717.01    | 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        |    505095 | PA      | $484327.62    | 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        |    562414 | PA      | $446155.22    | 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        |   2050349 | PA      | $1901510.42   | 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        |    303795 | PA      | $286195.49    | 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        |   3606251 | PA      | $3753196.82   | 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        |   1416919 | PA      | $1315548.92   | 0.03%             | 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        |    373660 | PA      | $341980.13    | 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        |    252198 | PA      | $250905.25    | 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        |    503956 | PA      | $503993.88    | 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        |   1683979 | PA      | $1380566.79   | 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        |   1594103 | PA      | $1377427.68   | 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        |    479949 | PA      | $450972.09    | 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        |    401054 | PA      | $406685.12    | 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        |     25736 | PA      | $25883.46     | 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        |   1074364 | PA      | $1076241.77   | 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        |   1890199 | PA      | $1937448.49   | 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        |   4080552 | PA      | $3345012.76   | 0.09%             | 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        |     11632 | PA      | $11682.64     | 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        |    641900 | PA      | $558293.95    | 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      | $283441.41    | 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        |   2132529 | PA      | $2122378.09   | 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        |   2252523 | PA      | $2201556.45   | 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      | $3143196.26   | 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        |   8959513 | PA      | $7442969.31   | 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        |    435000 | PA      | $444548.32    | 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        |     95000 | PA      | $97126.69     | 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        |    504135 | PA      | $403094.52    | 0.01%             | 2062-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    870000 | PA      | $891176.98    | 0.02%             | 2034-07-01      | Fixed         | 5.08%                 | 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        |    261233 | PA      | $216879.59    | 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        |   1093626 | PA      | $989699.38    | 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      | $5268.48      | 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        |     92311 | PA      | $87917.80     | 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        |   5353106 | PA      | $5314571.11   | 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        |    289498 | PA      | $273700.88    | 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        |    230756 | PA      | $225163.74    | 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        |   1712838 | PA      | $1768233.87   | 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        |    486941 | PA      | $456170.69    | 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      | $241746.23    | 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        |    277675 | PA      | $255062.32    | 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        |   3446287 | PA      | $2979458.80   | 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      | $14461.03     | 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        |   2724682 | PA      | $2189835.92   | 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        |    191830 | PA      | $191619.19    | 0.00%             | 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        |   5849733 | PA      | $4573850.54   | 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        |   1064605 | PA      | $884457.83    | 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        |    422706 | PA      | $411954.68    | 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        |   4806144 | PA      | $3966381.46   | 0.10%             | 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        |    155362 | PA      | $140720.01    | 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        |    108165 | PA      | $105502.77    | 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        |   1216783 | PA      | $1134442.21   | 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      | $135401.88    | 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        |     59504 | PA      | $47971.02     | 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      | $101610.80    | 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        |    776627 | PA      | $777511.15    | 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        |   4893200 | PA      | $5041565.67   | 0.13%             | 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      | $610510.94    | 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        |   3534394 | PA      | $3277552.10   | 0.09%             | 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        |   2946834 | PA      | $2462746.12   | 0.06%             | 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        |    860266 | PA      | $829655.07    | 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        |    119781 | PA      | $107661.47    | 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        |    463431 | PA      | $433240.81    | 0.01%             | 2059-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | STRU BMOC-5390 AB CPN - 5%                                                        | CUSIP: 38381MS43<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2743459 | PA      | $2760485.80   | 0.07%             | 2059-01-16      | 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: 57587G2H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1735196.61   | 0.05%             | 2034-12-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6683                                                         | CUSIP: 3140QEM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2594564 | PA      | $2233202.39   | 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        |    126183 | PA      | $123521.72    | 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      | $210608.57    | 0.01%             | 2031-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6745                                                        | CUSIP: 31426RP70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    591123 | PA      | $602399.02    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | 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        |    335230 | PA      | $328651.83    | 0.01%             | 2047-06-16      | Floating      | 3.34%                 | 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      | $255329.38    | 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        |    280946 | PA      | $264909.89    | 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      | $14072580.87  | 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        |    473787 | PA      | $474634.63    | 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        |    231141 | PA      | $201105.04    | 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        |     16125 | PA      | $16282.27     | 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      | $5595312.71   | 0.15%             | 2029-06-01      | Fixed         | 1.83%                 | 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      | $1060555.26   | 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        |    796611 | PA      | $657881.02    | 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        |    462099 | PA      | $451683.86    | 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        |     29034 | PA      | $23358.21     | 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        |    250838 | PA      | $251577.71    | 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      | $30108.79     | 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        |     35455 | PA      | $34162.20     | 0.00%             | 2050-02-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $296627.94    | 0.01%             | 2035-04-01      | Fixed         | 5.45%                 | 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        |     82213 | PA      | $80460.43     | 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        |    685238 | PA      | $682534.69    | 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      | $907842.32    | 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        |    105016 | PA      | $106992.04    | 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      | $827890.60    | 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        |   1260000 | PA      | $1192268.37   | 0.03%             | 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      | $700627.27    | 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        |    163045 | PA      | $156139.28    | 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        |     64764 | PA      | $65312.87     | 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        |   1399519 | PA      | $1421275.08   | 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        |   1223493 | PA      | $1005087.51   | 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        |     30153 | PA      | $30179.65     | 0.00%             | 2030-05-01      | Fixed         | 4.11%                 | 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      | $278978.34    | 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      | $1169887.00   | 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        |   2016551 | PA      | $1550988.80   | 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        |    630553 | PA      | $660794.66    | 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      | $398427.76    | 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      | $2340601.08   | 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        |    330000 | PA      | $337610.30    | 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      | $746710.12    | 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        |   3757146 | PA      | $3541489.19   | 0.09%             | 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        |    315559 | PA      | $283821.19    | 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        |   1688249 | PA      | $1484277.91   | 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      | $59841.77     | 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      | $12006488.49  | 0.31%             | 2030-12-25      | Floating      | 1.43%                 | 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: 67756UGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $245492.10    | 0.01%             | 2033-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY5025                                                         | CUSIP: 3138YJSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133390 | PA      | $130274.24    | 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      | $302421.35    | 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        |    802459 | PA      | $730816.05    | 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        |    302569 | PA      | $280512.53    | 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      | $205924.61    | 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        |    569787 | PA      | $592602.66    | 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      | $474733.42    | 0.01%             | 2026-10-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9430                                                         | CUSIP: 3140BNPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3400174 | PA      | $3446610.82   | 0.09%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0744                                                         | CUSIP: 3140Q7ZJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215873 | PA      | $204105.73    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $535138.59    | 0.01%             | 2030-04-01      | Fixed         | 4.40%                 | 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      | $907834.52    | 0.02%             | 2026-10-01      | Fixed         | 1.67%                 | 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      | $30489.18     | 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      | $766659.01    | 0.02%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1423335.36   | 0.04%             | 2027-10-01      | Fixed         | 4.28%                 | 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      | $491882.90    | 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        |    560544 | PA      | $581525.59    | 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      | $681477.79    | 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        |    276098 | PA      | $258943.48    | 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        |   1033652 | PA      | $1060270.12   | 0.03%             | 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        |    325702 | PA      | $316424.69    | 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      | $204852.28    | 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        |    652427 | PA      | $612951.03    | 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      | $883660.30    | 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        |    107260 | PA      | $112108.54    | 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        |     64934 | PA      | $61892.74     | 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        |    915653 | PA      | $819956.73    | 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        |    678738 | PA      | $634598.88    | 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        |    505000 | PA      | $513766.45    | 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        |    279687 | PA      | $293377.71    | 0.01%             | 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        |    670885 | PA      | $679524.53    | 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        |      3083 | PA      | $3132.87      | 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        |    261206 | PA      | $225433.66    | 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        |      1321 | PA      | $1306.28      | 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        |      8351 | PA      | $7149.71      | 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      | $6543645.54   | 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        |   2196303 | PA      | $1865613.45   | 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        |    600000 | PA      | $614657.59    | 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      | $526536.74    | 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        |    368139 | PA      | $348248.73    | 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        |   2758966 | PA      | $2473107.11   | 0.06%             | 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        |    150206 | PA      | $131324.33    | 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        |    260945 | PA      | $237362.17    | 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        |    570454 | PA      | $516295.74    | 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        |   6518666 | PA      | $5444165.83   | 0.14%             | 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        |    408128 | PA      | $374257.12    | 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        |     74052 | PA      | $72702.39     | 0.00%             | 2043-12-01      | 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: 64988YHJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $454353.37    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180730.10    | 0.00%             | 2029-07-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3957                                                         | CUSIP: 3140QBMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1128793 | PA      | $1020744.78   | 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        |   2442159 | PA      | $2008107.11   | 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        |   1194138 | PA      | $1070991.74   | 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      | $1037864.85   | 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        |   2409290 | PA      | $2234395.47   | 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        |   2362485 | PA      | $2362483.27   | 0.06%             | 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      | $134745.49    | 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        |    196044 | PA      | $189585.34    | 0.00%             | 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        |   2278453 | PA      | $1875314.22   | 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        |   3029006 | PA      | $2965373.85   | 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      | $101394.52    | 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        |     62000 | PA      | $66209.83     | 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        |    402544 | PA      | $343911.03    | 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      | $156084.01    | 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        |     45188 | PA      | $45497.01     | 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        |     93321 | PA      | $96692.94     | 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        |   4793000 | PA      | $5064478.52   | 0.13%             | 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        |   2116687 | PA      | $1840723.94   | 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        |     28540 | PA      | $29452.29     | 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        |    256905 | PA      | $243647.03    | 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        |   1180362 | PA      | $965948.29    | 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        |   2588988 | PA      | $2229205.38   | 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      | $324710.06    | 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        |     59211 | PA      | $55798.49     | 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        |   3583631 | PA      | $3013085.97   | 0.08%             | 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      | $200025.28    | 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        |    111195 | PA      | $108027.68    | 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        |    758921 | PA      | $772153.35    | 0.02%             | 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        |    985000 | PA      | $997767.38    | 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      | $67266.01     | 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        |   1261488 | PA      | $1094811.84   | 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        |    241512 | PA      | $242676.46    | 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        |   4869887 | PA      | $4002648.23   | 0.10%             | 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: 57587G2F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $439490.96    | 0.01%             | 2033-12-01      | Fixed         | 5.03%                 | 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      | $509347.61    | 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      | $2345287.66   | 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        |     96595 | PA      | $99497.43     | 0.00%             | 2041-07-01      | 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: 45505T5Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $924066.31    | 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        |   2450934 | PA      | $2290759.22   | 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      | $323226.34    | 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      | $91760.89     | 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        |    162923 | PA      | $147398.28    | 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        |     55000 | PA      | $54409.27     | 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        |    265000 | PA      | $270213.27    | 0.01%             | 2028-11-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511511.12    | 0.01%             | 2035-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7663                                                         | CUSIP: 3140QFQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1254400 | PA      | $1078914.19   | 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        |    791297 | PA      | $791297.49    | 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        |    836562 | PA      | $886790.53    | 0.02%             | 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      | $460574.62    | 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      | $19169771.29  | 0.50%             | 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        |    788388 | PA      | $768303.50    | 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        |    353984 | PA      | $360325.61    | 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        |   1043761 | PA      | $1036117.30   | 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        |    724743 | PA      | $628536.44    | 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        |     35130 | PA      | $34381.41     | 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        |     54625 | PA      | $57491.95     | 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        |     40000 | PA      | $41357.47     | 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        |    619933 | PA      | $563451.87    | 0.01%             | 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      | $465660.45    | 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        |    720511 | PA      | $683627.82    | 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        |    360490 | PA      | $391857.51    | 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        |    560000 | PA      | $569231.98    | 0.01%             | 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      | $4886002.47   | 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        |   1687847 | PA      | $1440328.30   | 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        |    376041 | PA      | $283760.17    | 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        |   2164697 | PA      | $2035301.96   | 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        |   1079977 | PA      | $844797.32    | 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        |   1522224 | PA      | $1446412.36   | 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        |    426766 | PA      | $415893.74    | 0.01%             | 2047-09-01      | 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: 64966WKR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $304471.77    | 0.01%             | 2033-02-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 4.450000% 06/30/2030                                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |  51255000 | PA      | $52020000.48  | 1.35%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6299                                                         | CUSIP: 3140JN7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608357 | PA      | $568795.44    | 0.01%             | 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      | $5819556.47   | 0.15%             | 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        |    433574 | PA      | $420679.04    | 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        |    865185 | PA      | $640774.50    | 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        |     68678 | PA      | $65065.03     | 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        |    623602 | PA      | $583049.23    | 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      | $1246176.91   | 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        |   5632884 | PA      | $5732280.23   | 0.15%             | 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      | $2470047.38   | 0.06%             | 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        |    247112 | PA      | $248345.42    | 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        |    552702 | PA      | $560394.79    | 0.01%             | 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        |   2497272 | PA      | $2347997.23   | 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        |    988822 | PA      | $1001707.16   | 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      | $241530.13    | 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        |    482086 | PA      | $482763.51    | 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        |   8478294 | PA      | $8688372.33   | 0.23%             | 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      | $765021.80    | 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        |   2779906 | PA      | $2285131.86   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9114                                                        | CUSIP: 31427KDU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6924251 | PA      | $6915953.72   | 0.18%             | 2055-11-01      | Fixed         | 5.00%                 | 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      | $551970.86    | 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        |    771779 | PA      | $725645.74    | 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      | $1135428.54   | 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        |    112825 | PA      | $112247.19    | 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        |    958150 | PA      | $903461.17    | 0.02%             | 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        |    174744 | PA      | $150697.27    | 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        |   1353729 | PA      | $1375592.51   | 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      | $510827.66    | 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        |    831365 | PA      | $754046.00    | 0.02%             | 2051-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 10/15/2028                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9000000 | PA      | $9002109.38   | 0.23%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD0472                                                         | CUSIP: 3140F7Q28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199224 | PA      | $181219.28    | 0.00%             | 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        |     48416 | PA      | $47988.96     | 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        |     90893 | PA      | $91492.09     | 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      | $361199.17    | 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        |    899097 | PA      | $780681.56    | 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      | $1310721.24   | 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        |    730596 | PA      | $576640.40    | 0.02%             | 2062-04-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5982                                                         | CUSIP: 3140BJUG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    832153 | PA      | $831317.55    | 0.02%             | 2055-07-01      | Fixed         | 5.00%                 | 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        |   2533664 | PA      | $2012871.39   | 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        |    264896 | PA      | $249945.00    | 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      | $662312.37    | 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      | $14505885.53  | 0.38%             | 2039-01-17      | Floating      | 4.95%                 | 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        |    615000 | PA      | $586365.47    | 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        |   6413144 | PA      | $5686397.23   | 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      | $45864.45     | 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      | $434110.17    | 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        |    473130 | PA      | $426330.21    | 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        |    175219 | PA      | $171387.49    | 0.00%             | 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      | $19356426.91  | 0.50%             | 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        |     60000 | PA      | $60754.07     | 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        |     97611 | PA      | $88600.90     | 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        |   1967024 | PA      | $1693063.63   | 0.04%             | 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        |     63777 | PA      | $64790.47     | 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        |     33153 | PA      | $33500.27     | 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      | $109835.85    | 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        |   1555957 | PA      | $1556977.04   | 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        |   2551531 | PA      | $2100965.24   | 0.05%             | 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        |   2762699 | PA      | $2605672.88   | 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        |   2869033 | PA      | $2861081.38   | 0.07%             | 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        |    210000 | PA      | $215408.34    | 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        |    116418 | PA      | $113456.93    | 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        |   1083642 | PA      | $1021993.39   | 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        |     21460 | PA      | $21829.39     | 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      | $52599218.75  | 1.37%             | 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        |     30405 | PA      | $29907.65     | 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        |    827430 | PA      | $748400.74    | 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        |    824838 | PA      | $799336.28    | 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        |   5737920 | PA      | $5112765.65   | 0.13%             | 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        |    163960 | PA      | $154467.84    | 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        |   2548192 | PA      | $2458499.09   | 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        |    253768 | PA      | $237956.85    | 0.01%             | 2055-11-16      | Fixed         | 2.90%                 | 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        |   2155892 | PA      | $2155892.43   | 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      | $1550345.62   | 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      | $182717.74    | 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        |    403379 | PA      | $371058.44    | 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        |  10186176 | PA      | $8982522.95   | 0.23%             | 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        |    233045 | PA      | $215944.43    | 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        |    250760 | PA      | $227310.91    | 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        |    940584 | PA      | $838755.47    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

**Name of Applicant:** COMMUNITY CAPITAL TRUST

**Signature:** Allison Glansberg

**Name of Signer:** Allison Glansberg

**Title:** Investment Analyst