# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001752724-23-050048
**Filing Date:** 2023-3
**Character Count:** 447544
**Document Hash:** 837704c8ca9706870c72c9f1f125ebb9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050048.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBC FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001272950
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 23692407

**BUSINESS ADDRESS:**
- **STREET 1:** 50 SOUTH SIXTH STREET
- **STREET 2:** SUITE 2350
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402
- **BUSINESS PHONE:** 612-313-1341

**MAIL ADDRESS:**
- **STREET 1:** 50 SOUTH SIXTH STREET
- **STREET 2:** SUITE 2350
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAMARACK FUNDS TRUST
- **DATE OF NAME CHANGE:** 20031212

## Series and Classes Contracts Data

### Access Capital Community Investment Fund (Series ID: S000022825)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000066097 | Class I      | ACCSX           |
| C000074294 | Class A      | ACASX           |
| C000210802 | Class IS     | ACATX           |

## Nport-Ex

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
|  **U.S. Government Agency Backed Mortgages — 90.05%** | **U.S. Government Agency Backed Mortgages — 90.05%** |  |
|  **Fannie Mae — 51.36%** | **Fannie Mae — 51.36%** |  |
| $98906 | Pool #257892, 5.50%, 2/1/38 | $101796 |
| 65588 | Pool #257913, 5.50%, 1/1/38 | 67504 |
| 47717 | Pool #258022, 5.50%, 5/1/34 | 48725 |
| 43270 | Pool #258070, 5.00%, 6/1/34 | 43451 |
| 35197 | Pool #258152, 5.50%, 8/1/34 | 35930 |
| 51284 | Pool #258157, 5.00%, 8/1/34 | 51499 |
| 50747 | Pool #258163, 5.50%, 8/1/34 | 51804 |
| 33493 | Pool #258224, 5.50%, 12/1/34 | 34191 |
| 73458 | Pool #258251, 5.50%, 1/1/35 | 74988 |
| 87164 | Pool #258305, 5.00%, 3/1/35 | 87656 |
| 51845 | Pool #258394, 5.00%, 5/1/35 | 52137 |
| 65668 | Pool #258404, 5.00%, 6/1/35 | 66038 |
| 38687 | Pool #258410, 5.00%, 4/1/35 | 38906 |
| 63149 | Pool #258448, 5.00%, 8/1/35 | 63505 |
| 82381 | Pool #258450, 5.50%, 8/1/35 | 84416 |
| 157463 | Pool #258627, 5.50%, 2/1/36 | 161353 |
| 35640 | Pool #258737, 5.50%, 12/1/35 | 36656 |
| 676 | Pool #259187, 6.50%, 4/1/31 | 706 |
| 21691 | Pool #259378, 6.00%, 12/1/31 | 22487 |
| 21676 | Pool #259393, 6.00%, 1/1/32 | 22472 |
| 32755 | Pool #259590, 5.50%, 11/1/32 | 33393 |
| 82801 | Pool #259611, 5.50%, 11/1/32 | 84413 |
| 14879 | Pool #259634, 5.50%, 12/1/32 | 15168 |
| 104966 | Pool #259659, 5.50%, 2/1/33 | 107009 |
| 25480 | Pool #259671, 5.50%, 2/1/33 | 25976 |
| 61542 | Pool #259686, 5.50%, 3/1/33 | 62758 |
| 227 | Pool #259722, 5.00%, 5/1/33 | 227 |
| 70408 | Pool #259725, 5.00%, 5/1/33 | 70638 |
| 47506 | Pool #259761, 5.00%, 6/1/33 | 47661 |
| 76453 | Pool #259777, 5.00%, 7/1/33 | 76702 |
| 38834 | Pool #259789, 5.00%, 7/1/33 | 38961 |
| 21471 | Pool #259819, 5.00%, 8/1/33 | 21541 |
| 39745 | Pool #259830, 5.00%, 8/1/33 | 39874 |
| 26319 | Pool #259848, 5.00%, 9/1/33 | 26405 |
| 56527 | Pool #259867, 5.50%, 10/1/33 | 57645 |
| 38345 | Pool #259869, 5.50%, 10/1/33 | 39104 |
| 39188 | Pool #259875, 5.50%, 10/1/33 | 39962 |
| 29129 | Pool #259998, 5.00%, 3/1/34 | 29251 |
| 243446 | Pool #469101, 3.75%, 2/1/27 | 236359 |
| 260079 | Pool #470828, 3.53%, 3/1/32 | 243596 |
| 58932 | Pool #557295, 7.00%, 12/1/29 | 59523 |
| 10001 | Pool #576445, 6.00%, 1/1/31 | 10276 |
| 25184 | Pool #579402, 6.50%, 4/1/31 | 26308 |
| 25832 | Pool #583728, 6.50%, 6/1/31 | 26985 |
| 12005 | Pool #590931, 6.50%, 7/1/31  | 12541 |

---

**1** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $12278 | Pool #590932, 6.50%, 7/1/31 | $12826 |
| 8294 | Pool #601865, 6.50%, 4/1/31 | 8289 |
| 36663 | Pool #607611, 6.50%, 11/1/31 | 38299 |
| 30795 | Pool #644437, 6.50%, 6/1/32 | 32295 |
| 862727 | Pool #663159, 5.00%, 7/1/32 | 865039 |
| 52314 | Pool #670278, 5.50%, 11/1/32 | 53332 |
| 16132 | Pool #676702, 5.50%, 11/1/32 | 16446 |
| 39924 | Pool #677591, 5.50%, 12/1/32 | 40701 |
| 37688 | Pool #681883, 6.00%, 3/1/33 | 39387 |
| 54390 | Pool #686542, 5.50%, 3/1/33 | 55465 |
| 168747 | Pool #695961, 5.50%, 1/1/33 | 172031 |
| 102112 | Pool #696407, 5.50%, 4/1/33 | 104131 |
| 314934 | Pool #702478, 5.50%, 6/1/33 | 321161 |
| 90924 | Pool #702479, 5.00%, 6/1/33 | 91220 |
| 35592 | Pool #723066, 5.00%, 4/1/33 | 35708 |
| 145797 | Pool #723067, 5.50%, 5/1/33 | 148679 |
| 119429 | Pool #723070, 4.50%, 5/1/33 | 117706 |
| 198165 | Pool #727311, 4.50%, 9/1/33 | 195307 |
| 104178 | Pool #727312, 5.00%, 9/1/33 | 104517 |
| 121424 | Pool #727315, 6.00%, 10/1/33 | 126899 |
| 30598 | Pool #738589, 5.00%, 9/1/33 | 30697 |
| 38377 | Pool #739269, 5.00%, 9/1/33 | 38502 |
| 39501 | Pool #743595, 5.50%, 10/1/33 | 40282 |
| 75932 | Pool #748041, 4.50%, 10/1/33 | 74837 |
| 70075 | Pool #749891, 5.00%, 9/1/33 | 70304 |
| 115467 | Pool #753533, 5.00%, 11/1/33 | 115843 |
| 33955 | Pool #755679, 6.00%, 1/1/34 | 35486 |
| 308597 | Pool #777621, 5.00%, 2/1/34 | 309602 |
| 66695 | Pool #781741, 6.00%, 9/1/34 | 69723 |
| 68815 | Pool #781959, 5.50%, 6/1/34 | 70249 |
| 112506 | Pool #783893, 5.50%, 12/1/34 | 114850 |
| 59693 | Pool #783929, 5.50%, 10/1/34 | 60937 |
| 4276 | Pool #788329, 6.50%, 8/1/34 | 4572 |
| 31587 | Pool #798725, 5.50%, 11/1/34 | 32254 |
| 51194 | Pool #799548, 6.00%, 9/1/34 | 53518 |
| 593655 | Pool #806754, 4.50%, 9/1/34 | 585067 |
| 250475 | Pool #806757, 6.00%, 9/1/34 | 261846 |
| 309930 | Pool #806761, 5.50%, 9/1/34 | 316386 |
| 93077 | Pool #808205, 5.00%, 1/1/35 | 93466 |
| 159830 | Pool #815009, 5.00%, 4/1/35 | 160732 |
| 91904 | Pool #820336, 5.00%, 9/1/35 | 92423 |
| 85040 | Pool #822008, 5.00%, 5/1/35 | 85520 |
| 128226 | Pool #829276, 5.00%, 8/1/35 | 128950 |
| 120140 | Pool #829649, 5.50%, 3/1/35 | 122643 |
| 135997 | Pool #844361, 5.50%, 11/1/35 | 139357 |
| 74843 | Pool #845245, 5.50%, 11/1/35 | 76693 |
| 24474 | Pool #866969, 6.00%, 2/1/36 | 25600 |
| 68268 | Pool #884693, 5.50%, 4/1/36 | 70214 |

---

**2** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $244610 | Pool #885724, 5.50%, 6/1/36 | $251584 |
| 61854 | Pool #919368, 5.50%, 4/1/37 | 63662 |
| 242899 | Pool #922582, 6.00%, 12/1/36 | 254234 |
| 86732 | Pool #934941, 5.00%, 8/1/39 | 87667 |
| 261929 | Pool #934942, 5.00%, 9/1/39 | 264751 |
| 52277 | Pool #943394, 5.50%, 6/1/37 | 53805 |
| 176338 | Pool #948600, 6.00%, 8/1/37 | 184814 |
| 65569 | Pool #952678, 6.50%, 8/1/37 | 70167 |
| 92236 | Pool #986239, 6.00%, 7/1/38 | 96739 |
| 109610 | Pool #986957, 5.50%, 7/1/38 | 112839 |
| 38311 | Pool #990510, 5.50%, 8/1/38 | 39439 |
| 145825 | Pool #990617, 5.50%, 9/1/38 | 150121 |
| 152178 | Pool #AA0645, 4.50%, 3/1/39 | 150701 |
| 116316 | Pool #AA2243, 4.50%, 5/1/39 | 115188 |
| 77697 | Pool #AA3206, 4.00%, 4/1/39 | 75323 |
| 281225 | Pool #AA3207, 4.50%, 3/1/39 | 278495 |
| 203444 | Pool #AA7042, 4.50%, 6/1/39 | 201470 |
| 247836 | Pool #AA7658, 4.00%, 6/1/39 | 239990 |
| 34304 | Pool #AA7741, 4.50%, 6/1/24 | 33913 |
| 652605 | Pool #AB7798, 3.00%, 1/1/43 | 591106 |
| 842130 | Pool #AB9204, 3.00%, 4/1/43 | 762629 |
| 76131 | Pool #AC1463, 5.00%, 8/1/39 | 76951 |
| 246252 | Pool #AC2109, 4.50%, 7/1/39 | 243862 |
| 18304 | Pool #AC4394, 5.00%, 9/1/39 | 18501 |
| 236751 | Pool #AC4395, 5.00%, 9/1/39 | 239302 |
| 88745 | Pool #AC5329, 5.00%, 10/1/39 | 89702 |
| 184334 | Pool #AC6305, 5.00%, 11/1/39 | 186320 |
| 127021 | Pool #AC6307, 5.00%, 12/1/39 | 128389 |
| 272268 | Pool #AC6790, 5.00%, 12/1/39 | 275201 |
| 388274 | Pool #AC7199, 5.00%, 12/1/39 | 392458 |
| 269605 | Pool #AD1470, 5.00%, 2/1/40 | 272626 |
| 560427 | Pool #AD1471, 4.50%, 2/1/40 | 554988 |
| 533210 | Pool #AD1585, 4.50%, 2/1/40 | 528036 |
| 319559 | Pool #AD1586, 5.00%, 1/1/40 | 323002 |
| 214388 | Pool #AD1638, 4.50%, 2/1/40 | 212267 |
| 130667 | Pool #AD1640, 4.50%, 3/1/40 | 129375 |
| 683309 | Pool #AD1942, 4.50%, 1/1/40 | 676678 |
| 134365 | Pool #AD1943, 5.00%, 1/1/40 | 135813 |
| 148466 | Pool #AD1988, 4.50%, 2/1/40 | 147025 |
| 170491 | Pool #AD2896, 5.00%, 3/1/40 | 172402 |
| 79907 | Pool #AD4456, 4.50%, 4/1/40 | 79116 |
| 393825 | Pool #AD4458, 4.50%, 4/1/40 | 389929 |
| 173520 | Pool #AD4940, 4.50%, 6/1/40 | 171803 |
| 75100 | Pool #AD4946, 4.50%, 6/1/40 | 74357 |
| 109151 | Pool #AD5728, 5.00%, 4/1/40 | 110375 |
| 111771 | Pool #AD7239, 4.50%, 7/1/40 | 110665 |
| 48446 | Pool #AD7242, 4.50%, 7/1/40 | 47967 |

---

**3** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $83772 | Pool #AD7256, 4.50%, 7/1/40 | $82943 |
| 221967 | Pool #AD7271, 4.50%, 7/1/40 | 219771 |
| 242211 | Pool #AD7272, 4.50%, 7/1/40 | 239815 |
| 80737 | Pool #AD8960, 5.00%, 6/1/40 | 81642 |
| 304630 | Pool #AD9614, 4.50%, 8/1/40 | 301617 |
| 19485 | Pool #AE2011, 4.00%, 9/1/40 | 18836 |
| 923287 | Pool #AE2012, 4.00%, 9/1/40 | 892526 |
| 107853 | Pool #AE2023, 4.00%, 9/1/40 | 104515 |
| 240940 | Pool #AE5432, 4.00%, 10/1/40 | 232913 |
| 303547 | Pool #AE5435, 4.50%, 9/1/40 | 300544 |
| 119724 | Pool #AE5806, 4.50%, 9/1/40 | 118540 |
| 276965 | Pool #AE5861, 4.00%, 10/1/40 | 267738 |
| 119802 | Pool #AE5862, 4.00%, 10/1/40 | 115859 |
| 254733 | Pool #AE6850, 4.00%, 10/1/40 | 246246 |
| 141539 | Pool #AE7699, 4.00%, 11/1/40 | 136823 |
| 379729 | Pool #AE7703, 4.00%, 10/1/40 | 367078 |
| 144462 | Pool #AE7707, 4.00%, 11/1/40 | 139649 |
| 116099 | Pool #AH0300, 4.00%, 11/1/40 | 112278 |
| 194526 | Pool #AH0301, 3.50%, 11/1/40 | 181985 |
| 17193 | Pool #AH0302, 4.00%, 11/1/40 | 16627 |
| 227212 | Pool #AH0306, 4.00%, 12/1/40 | 220179 |
| 338720 | Pool #AH0508, 4.00%, 11/1/40 | 327435 |
| 538667 | Pool #AH0537, 4.00%, 12/1/40 | 520938 |
| 508980 | Pool #AH0914, 4.50%, 11/1/40 | 503945 |
| 247317 | Pool #AH0917, 4.00%, 12/1/40 | 239077 |
| 205673 | Pool #AH1077, 4.00%, 1/1/41 | 200113 |
| 182476 | Pool #AH2973, 4.00%, 12/1/40 | 176827 |
| 212678 | Pool #AH2980, 4.00%, 1/1/41 | 205678 |
| 593500 | Pool #AH5656, 4.00%, 1/1/41 | 573966 |
| 320075 | Pool #AH5658, 4.00%, 2/1/41 | 309411 |
| 230312 | Pool #AH5662, 4.00%, 2/1/41 | 223183 |
| 205871 | Pool #AH5882, 4.00%, 2/1/26 | 201589 |
| 149232 | Pool #AH6764, 4.00%, 3/1/41 | 144260 |
| 608832 | Pool #AH6768, 4.00%, 3/1/41 | 586752 |
| 295291 | Pool #AH7281, 4.00%, 3/1/41 | 284582 |
| 104246 | Pool #AH7526, 4.50%, 3/1/41 | 103183 |
| 421945 | Pool #AH7537, 4.00%, 3/1/41 | 406643 |
| 133535 | Pool #AH8878, 4.50%, 4/1/41 | 132174 |
| 137752 | Pool #AH8885, 4.50%, 4/1/41 | 136945 |
| 66912 | Pool #AH9050, 3.50%, 2/1/26 | 65071 |
| 339990 | Pool #AI0114, 4.00%, 3/1/41 | 327660 |
| 239529 | Pool #AI1846, 4.50%, 5/1/41 | 237086 |
| 265317 | Pool #AI1847, 4.50%, 5/1/41 | 262612 |
| 516581 | Pool #AI1848, 4.50%, 5/1/41 | 511313 |
| 335751 | Pool #AI1849, 4.50%, 5/1/41 | 332675 |
| 165134 | Pool #AJ0651, 4.00%, 8/1/41 | 159145 |
| 550642 | Pool #AJ9133, 4.00%, 1/1/42 | 530672 |
| 244593 | Pool #AK6715, 3.50%, 3/1/42 | 228840 |

---

**4** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $331728 | Pool #AK6716, 3.50%, 3/1/42 | $310363 |
| 314509 | Pool #AK6718, 3.50%, 2/1/42 | 294253 |
| 216685 | Pool #AM6907, 3.68%, 10/1/32 | 203784 |
| 454864 | Pool #AM9780, 3.31%, 3/1/31 | 419266 |
| 350000 | Pool #AN0360, 3.95%, 12/1/45 | 311599 |
| 378776 | Pool #AN1381, 2.56%, 8/1/26 | 354535 |
| 880547 | Pool #AN2066, 2.75%, 7/1/26 | 830182 |
| 226594 | Pool #AN2444, 2.43%, 8/1/26 | 211013 |
| 896421 | Pool #AN2746, 2.30%, 9/1/26 | 830612 |
| 445589 | Pool #AN3919, 2.82%, 12/1/26 | 419044 |
| 807521 | Pool #AN5053, 3.34%, 4/1/27 | 771945 |
| 198021 | Pool #AN6580, 3.36%, 9/1/29 | 185734 |
| 907992 | Pool #AN7154, 3.21%, 10/1/32 | 825349 |
| 2000000 | Pool #AN8055, 3.05%, 1/1/30 | 1836511 |
| 1500000 | Pool #AN8121, 3.16%, 1/1/35 | 1315592 |
| 193528 | Pool #AO2923, 3.50%, 5/1/42 | 181476 |
| 560945 | Pool #AO8029, 3.50%, 7/1/42 | 524817 |
| 132004 | Pool #AP7483, 3.50%, 9/1/42 | 123523 |
| 151597 | Pool #AQ6710, 2.50%, 10/1/27 | 144395 |
| 585979 | Pool #AQ7193, 3.50%, 7/1/43 | 547956 |
| 158830 | Pool #AR6928, 3.00%, 3/1/43 | 144423 |
| 678198 | Pool #AS1916, 4.00%, 3/1/44 | 652253 |
| 138264 | Pool #AS1917, 4.00%, 3/1/44 | 133711 |
| 410687 | Pool #AS2439, 4.00%, 5/1/44 | 397163 |
| 767066 | Pool #AS3494, 4.00%, 10/1/44 | 737721 |
| 182388 | Pool #AS3726, 4.00%, 11/1/44 | 172767 |
| 186010 | Pool #AS3929, 4.00%, 12/1/44 | 176198 |
| 473657 | Pool #AS4070, 4.00%, 12/1/44 | 455537 |
| 145553 | Pool #AS4390, 3.50%, 2/1/45 | 136141 |
| 167757 | Pool #AS4732, 3.50%, 4/1/45 | 156419 |
| 655495 | Pool #AS4905, 3.50%, 4/1/45 | 607090 |
| 943285 | Pool #AS5341, 3.50%, 7/1/45 | 873628 |
| 553351 | Pool #AS5576, 4.00%, 8/1/45 | 531698 |
| 412344 | Pool #AS5919, 3.50%, 9/1/45 | 385908 |
| 212287 | Pool #AS6303, 4.00%, 11/1/45 | 203980 |
| 232934 | Pool #AS6607, 4.00%, 1/1/46 | 223819 |
| 588719 | Pool #AS6778, 3.50%, 3/1/46 | 548598 |
| 265325 | Pool #AS6958, 3.50%, 4/1/46 | 247693 |
| 727845 | Pool #AS7138, 3.50%, 5/1/46 | 673086 |
| 378518 | Pool #AS7139, 3.50%, 5/1/46 | 350040 |
| 688959 | Pool #AS7334, 3.00%, 6/1/46 | 618358 |
| 828528 | Pool #AS7335, 3.00%, 5/1/46 | 743626 |
| 328503 | Pool #AS7336, 3.00%, 6/1/46 | 294840 |
| 1450554 | Pool #AS7504, 3.00%, 7/1/46 | 1301911 |
| 446294 | Pool #AS7516, 3.00%, 7/1/46 | 400561 |
| 367513 | Pool #AS7517, 3.00%, 6/1/46 | 332281 |
| 120752 | Pool #AS7518, 3.00%, 7/1/46 | 109640 |

---

**5** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $150910 | Pool #AS7674, 3.00%, 8/1/46 | $135446 |
| 1015135 | Pool #AS7676, 3.00%, 8/1/46 | 911110 |
| 633708 | Pool #AS8077, 3.00%, 10/1/46 | 568769 |
| 470965 | Pool #AS8289, 3.00%, 10/1/46 | 422703 |
| 479248 | Pool #AS8441, 3.00%, 11/1/46 | 430137 |
| 973323 | Pool #AS8633, 3.50%, 1/1/47 | 900095 |
| 311549 | Pool #AS8776, 3.50%, 2/1/47 | 288110 |
| 338221 | Pool #AS9381, 4.00%, 4/1/47 | 322683 |
| 159546 | Pool #AS9549, 4.00%, 5/1/47 | 153369 |
| 590615 | Pool #AS9550, 4.00%, 5/1/47 | 563482 |
| 237407 | Pool #AS9729, 4.00%, 6/1/47 | 226500 |
| 190471 | Pool #AS9825, 4.00%, 6/1/47 | 181720 |
| 428708 | Pool #AT2688, 3.00%, 5/1/43 | 388236 |
| 246495 | Pool #AT3963, 2.50%, 3/1/28 | 234579 |
| 98920 | Pool #AT7873, 2.50%, 6/1/28 | 94138 |
| 294739 | Pool #AU0971, 3.50%, 8/1/43 | 275613 |
| 362501 | Pool #AU2165, 3.50%, 7/1/43 | 338979 |
| 328139 | Pool #AU2188, 3.50%, 8/1/43 | 306846 |
| 45511 | Pool #AU6054, 4.00%, 9/1/43 | 44191 |
| 183161 | Pool #AU6718, 4.00%, 10/1/43 | 177848 |
| 343311 | Pool #AU7003, 4.00%, 11/1/43 | 334025 |
| 212421 | Pool #AU7005, 4.00%, 11/1/43 | 205842 |
| 191884 | Pool #AV0679, 4.00%, 12/1/43 | 186242 |
| 263310 | Pool #AV9282, 4.00%, 2/1/44 | 252050 |
| 194824 | Pool #AW0993, 4.00%, 5/1/44 | 189554 |
| 131157 | Pool #AW1565, 4.00%, 4/1/44 | 125826 |
| 687657 | Pool #AW5046, 4.00%, 7/1/44 | 663664 |
| 79820 | Pool #AW5047, 4.00%, 7/1/44 | 77662 |
| 104746 | Pool #AW7040, 4.00%, 6/1/44 | 100759 |
| 105920 | Pool #AW8629, 3.50%, 5/1/44 | 98765 |
| 660971 | Pool #AX2884, 3.50%, 11/1/44 | 616319 |
| 462702 | Pool #AX4860, 3.50%, 12/1/44 | 431942 |
| 555934 | Pool #AY1389, 3.50%, 4/1/45 | 514881 |
| 169570 | Pool #AY3435, 3.50%, 5/1/45 | 158699 |
| 595211 | Pool #AY5571, 3.50%, 6/1/45 | 551257 |
| 273166 | Pool #BC0802, 3.50%, 4/1/46 | 254550 |
| 403864 | Pool #BC0804, 3.50%, 4/1/46 | 373479 |
| 492537 | Pool #BC1135, 3.00%, 6/1/46 | 445319 |
| 709359 | Pool #BD5021, 3.50%, 2/1/47 | 655991 |
| 1110020 | Pool #BD7140, 4.00%, 4/1/47 | 1059025 |
| 1242314 | Pool #BE4232, 3.00%, 12/1/46 | 1115010 |
| 178098 | Pool #BE9743, 3.50%, 4/1/47 | 165904 |
| 483267 | Pool #BH2665, 3.50%, 9/1/47 | 446842 |
| 105121 | Pool #BH4659, 4.00%, 6/1/47 | 101583 |
| 260275 | Pool #BJ0657, 4.00%, 2/1/48 | 248102 |
| 366350 | Pool #BJ2670, 4.00%, 4/1/48 | 349216 |
| 745274 | Pool #BJ5158, 4.00%, 4/1/48 | 710418 |
| 302846 | Pool #BK7685, 4.00%, 10/1/48 | 288682 |

---

**6** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $423315 | Pool #BK7924, 4.00%, 11/1/48 | $406218 |
| 8920000 | Pool #BL4650, 2.30%, 10/1/31 | 7545469 |
| 445584 | Pool #BL5454, 2.77%, 1/1/35 | 381095 |
| 500000 | Pool #BL9633, 1.92%, 12/1/35 | 382042 |
| 1500000 | Pool #BL9824, 1.56%, 12/1/30 | 1208994 |
| 101518 | Pool #BO1263, 3.50%, 6/1/49 | 94172 |
| 440424 | Pool #BO3599, 3.00%, 9/1/49 | 391057 |
| 567327 | Pool #BO5263, 3.00%, 9/1/49 | 503735 |
| 2243102 | Pool #BO6771, 2.50%, 5/1/51 | 1909574 |
| 758264 | Pool #BP3417, 2.50%, 5/1/51 | 645517 |
| 683216 | Pool #BP8731, 2.50%, 6/1/50 | 583832 |
| 893998 | Pool #BP8741, 2.50%, 6/1/50 | 763952 |
| 1721131 | Pool #BQ4469, 2.00%, 2/1/51 | 1408722 |
| 493349 | Pool #BQ4493, 1.50%, 2/1/51 | 380219 |
| 459019 | Pool #BQ5723, 2.00%, 10/1/50 | 375428 |
| 1445269 | Pool #BQ7523, 2.00%, 11/1/50 | 1184278 |
| 815452 | Pool #BQ7524, 2.50%, 10/1/50 | 695820 |
| 4598347 | Pool #BR0940, 2.00%, 4/1/51 | 3758226 |
| 859249 | Pool #BR1037, 2.50%, 5/1/51 | 731053 |
| 2049694 | Pool #BR1113, 2.00%, 11/1/50 | 1678919 |
| 853784 | Pool #BR1114, 1.50%, 11/1/50 | 658004 |
| 325987 | Pool #BR1115, 2.50%, 12/1/50 | 278061 |
| 1267455 | Pool #BR2051, 2.50%, 6/1/51 | 1078356 |
| 2753393 | Pool #BR2234, 2.50%, 8/1/51 | 2339822 |
| 1027868 | Pool #BR3565, 2.00%, 1/1/51 | 841615 |
| 793514 | Pool #BR3566, 2.50%, 12/1/50 | 676608 |
| 221416 | Pool #BR7088, 2.00%, 3/1/51 | 181032 |
| 3000000 | Pool #BS0046, 1.23%, 12/1/27 | 2577654 |
| 4314266 | Pool #BS0345, 1.61%, 1/1/36 | 3262503 |
| 2545000 | Pool #BS0391, 1.63%, 1/1/33 | 1993723 |
| 3700000 | Pool #BS0915, 1.62%, 3/1/31 | 2989252 |
| 1000000 | Pool #BS1281, 1.59%, 3/1/31 | 800962 |
| 690000 | Pool #BS1326, 1.19%, 3/1/26 | 622376 |
| 1927654 | Pool #BS1482, 1.61%, 3/1/31 | 1583142 |
| 700000 | Pool #BS1524, 2.01%, 3/1/33 | 564737 |
| 1500000 | Pool #BS1560, 2.03%, 4/1/31 | 1250403 |
| 1991991 | Pool #BS1877, 2.97%, 5/1/51 | 1557461 |
| 987395 | Pool #BS4422, 2.59%, 3/1/32 | 856326 |
| 1000000 | Pool #BS5203, 2.41%, 4/1/32 | 848032 |
| 669000 | Pool #BS6083, 4.38%, 7/1/32 | 662106 |
| 400000 | Pool #BS6178, 3.41%, 7/1/29 | 375931 |
| 1380000 | Pool #BS6700, 4.09%, 9/1/32 | 1331853 |
| 1809374 | Pool #BT6821, 2.50%, 10/1/51 | 1535773 |
| 1304844 | Pool #BT8237, 4.00%, 6/1/52 | 1223086 |
| 246254 | Pool #BT8243, 4.00%, 6/1/52 | 230824 |
| 2026288 | Pool #BT9419, 2.50%, 11/1/51 | 1718864 |
| 1423897 | Pool #BU1334, 2.50%, 2/1/52 | 1205711 |

---

**7** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $1822317 | Pool #BU1337, 3.00%, 2/1/52 | $1602845 |
| 220098 | Pool #BV4205, 3.00%, 2/1/52 | 193267 |
| 1310087 | Pool #BV6760, 3.50%, 3/1/52 | 1190855 |
| 3106020 | Pool #BV8876, 3.50%, 4/1/52 | 2822856 |
| 570467 | Pool #CA0114, 3.50%, 8/1/47 | 527469 |
| 580443 | Pool #CA0334, 3.50%, 9/1/47 | 536693 |
| 590982 | Pool #CA0534, 3.50%, 10/1/47 | 546438 |
| 173319 | Pool #CA0536, 3.50%, 10/1/47 | 160256 |
| 597441 | Pool #CA0551, 4.00%, 10/1/47 | 569994 |
| 495118 | Pool #CA0565, 3.50%, 10/1/47 | 457800 |
| 1062590 | Pool #CA0742, 3.50%, 11/1/47 | 982499 |
| 371314 | Pool #CA0743, 3.50%, 11/1/47 | 345891 |
| 654270 | Pool #CA0825, 3.50%, 12/1/47 | 604956 |
| 669530 | Pool #CA0981, 3.50%, 12/1/47 | 619066 |
| 188505 | Pool #CA1070, 3.50%, 1/1/48 | 174297 |
| 481126 | Pool #CA1115, 3.50%, 1/1/48 | 444862 |
| 986665 | Pool #CA1130, 3.50%, 1/1/48 | 912297 |
| 188556 | Pool #CA1131, 3.50%, 2/1/48 | 174344 |
| 295010 | Pool #CA1132, 3.50%, 1/1/48 | 272774 |
| 438248 | Pool #CA1144, 3.50%, 2/1/48 | 405216 |
| 106605 | Pool #CA1152, 3.50%, 2/1/48 | 98570 |
| 399033 | Pool #CA1160, 3.50%, 2/1/48 | 371712 |
| 500408 | Pool #CA1161, 3.50%, 2/1/48 | 462380 |
| 277472 | Pool #CA1338, 4.00%, 3/1/48 | 264494 |
| 560645 | Pool #CA1339, 3.50%, 3/1/48 | 518040 |
| 188500 | Pool #CA1418, 4.00%, 3/1/48 | 179684 |
| 242166 | Pool #CA1420, 4.00%, 3/1/48 | 230840 |
| 186715 | Pool #CA1468, 4.00%, 3/1/48 | 177983 |
| 476487 | Pool #CA1469, 4.00%, 3/1/48 | 454202 |
| 404123 | Pool #CA1471, 4.00%, 3/1/48 | 385223 |
| 1090424 | Pool #CA1507, 4.00%, 4/1/48 | 1039426 |
| 407386 | Pool #CA1610, 3.50%, 3/1/48 | 376428 |
| 429977 | Pool #CA1611, 4.00%, 4/1/48 | 409867 |
| 424102 | Pool #CA1612, 3.50%, 4/1/48 | 391874 |
| 508143 | Pool #CA1613, 4.00%, 4/1/48 | 484378 |
| 196211 | Pool #CA2381, 4.00%, 9/1/48 | 187034 |
| 213662 | Pool #CA2440, 4.00%, 9/1/48 | 203669 |
| 170743 | Pool #CA2441, 4.00%, 10/1/48 | 161835 |
| 165261 | Pool #CA2442, 4.00%, 10/1/48 | 158586 |
| 365624 | Pool #CA2443, 4.00%, 10/1/48 | 348524 |
| 193564 | Pool #CA2468, 4.00%, 10/1/48 | 184511 |
| 592358 | Pool #CA2594, 4.00%, 11/1/48 | 569363 |
| 247436 | Pool #CA2913, 4.00%, 1/1/49 | 235864 |
| 310008 | Pool #CA3042, 4.00%, 1/1/49 | 295509 |
| 355410 | Pool #CA3043, 4.00%, 2/1/49 | 338788 |
| 171370 | Pool #CA3045, 4.50%, 1/1/49 | 167865 |
| 27746 | Pool #CA3132, 4.00%, 2/1/49 | 26620 |
| 160218 | Pool #CA3557, 3.50%, 5/1/49 | 148421 |

---

**8** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $358367 | Pool #CA3628, 3.50%, 6/1/49 | $329260 |
| 197303 | Pool #CA3793, 3.50%, 6/1/49 | 181277 |
| 139845 | Pool #CA3936, 3.50%, 7/1/49 | 128487 |
| 426386 | Pool #CA4043, 3.00%, 8/1/49 | 378592 |
| 501918 | Pool #CA4320, 3.00%, 9/1/49 | 445658 |
| 322127 | Pool #CA5106, 3.00%, 1/1/50 | 286020 |
| 425020 | Pool #CA5132, 3.00%, 2/1/50 | 377379 |
| 970990 | Pool #CA5309, 3.00%, 3/1/50 | 862463 |
| 543138 | Pool #CA5312, 3.00%, 3/1/50 | 482432 |
| 490363 | Pool #CA6150, 2.50%, 6/1/50 | 419184 |
| 1171149 | Pool #CA6151, 2.50%, 6/1/50 | 1001149 |
| 287422 | Pool #CA6251, 3.00%, 6/1/50 | 255130 |
| 1471339 | Pool #CA6253, 2.00%, 7/1/50 | 1207467 |
| 1502447 | Pool #CA6263, 2.50%, 7/1/50 | 1283892 |
| 841714 | Pool #CA6285, 2.50%, 7/1/50 | 719273 |
| 1724360 | Pool #CA6966, 2.00%, 9/1/50 | 1410610 |
| 2302993 | Pool #CA6967, 2.00%, 9/1/50 | 1888542 |
| 1382276 | Pool #CA6968, 2.00%, 9/1/50 | 1130769 |
| 1078685 | Pool #CA6969, 2.00%, 9/1/50 | 884563 |
| 1298492 | Pool #CA6971, 2.50%, 9/1/50 | 1108397 |
| 1404417 | Pool #CA6972, 2.50%, 8/1/50 | 1199251 |
| 1004461 | Pool #CA6973, 2.50%, 9/1/50 | 857723 |
| 1127688 | Pool #CA7258, 2.50%, 9/1/50 | 962599 |
| 1185115 | Pool #CA7259, 2.50%, 9/1/50 | 1011619 |
| 1641774 | Pool #CA7317, 2.00%, 10/1/50 | 1342795 |
| 1815340 | Pool #CA7549, 2.00%, 10/1/50 | 1484754 |
| 1721982 | Pool #CA7917, 2.00%, 11/1/50 | 1414546 |
| 899026 | Pool #CA8069, 1.50%, 12/1/50 | 692871 |
| 1092402 | Pool #CA8070, 2.00%, 12/1/50 | 894794 |
| 3758811 | Pool #CA8077, 2.00%, 12/1/50 | 3078868 |
| 3699766 | Pool #CA8337, 1.50%, 12/1/50 | 2851377 |
| 4750391 | Pool #CA8340, 2.00%, 12/1/50 | 3891078 |
| 648411 | Pool #CA8425, 1.50%, 12/1/50 | 499724 |
| 1053873 | Pool #CA8432, 2.00%, 12/1/50 | 862907 |
| 2318887 | Pool #CA8518, 2.00%, 1/1/51 | 1898696 |
| 1375407 | Pool #CA8685, 1.50%, 1/1/51 | 1060014 |
| 4006398 | Pool #CA8811, 2.00%, 1/1/51 | 3279181 |
| 4752812 | Pool #CA9048, 2.00%, 2/1/51 | 3890110 |
| 288147 | Pool #CB0245, 2.50%, 4/1/51 | 245302 |
| 805528 | Pool #CB0437, 2.50%, 5/1/51 | 685754 |
| 633789 | Pool #CB0480, 2.50%, 5/1/51 | 539230 |
| 148592 | Pool #CB0576, 2.50%, 5/1/51 | 126423 |
| 267126 | Pool #CB0582, 2.50%, 5/1/51 | 227272 |
| 1969278 | Pool #CB0688, 2.50%, 6/1/51 | 1670621 |
| 432871 | Pool #CB0689, 2.50%, 6/1/51 | 368289 |
| 1050140 | Pool #CB0972, 2.50%, 6/1/51 | 892934 |
| 489562 | Pool #CB1003, 2.50%, 7/1/51 | 416275 |

---

**9** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $309330 | Pool #CB1010, 2.50%, 7/1/51 | $263024 |
| 1392752 | Pool #CB1060, 2.00%, 7/1/51 | 1136565 |
| 1955075 | Pool #CB1311, 2.50%, 8/1/51 | 1661415 |
| 2058665 | Pool #CB1444, 2.50%, 8/1/51 | 1748406 |
| 996344 | Pool #CB1515, 2.50%, 8/1/51 | 846186 |
| 1749386 | Pool #CB1532, 2.50%, 9/1/51 | 1485738 |
| 1927519 | Pool #CB1809, 2.50%, 10/1/51 | 1636053 |
| 1062767 | Pool #CB1956, 2.50%, 10/1/51 | 900147 |
| 902748 | Pool #CB2029, 2.50%, 11/1/51 | 765785 |
| 1888185 | Pool #CB2205, 2.50%, 11/1/51 | 1600762 |
| 728407 | Pool #CB2268, 2.50%, 12/1/51 | 617527 |
| 505286 | Pool #CB2467, 2.50%, 12/1/51 | 428116 |
| 1843222 | Pool #CB2515, 2.50%, 12/1/51 | 1561713 |
| 2901413 | Pool #CB2761, 3.00%, 2/1/52 | 2551979 |
| 6562822 | Pool #CB2797, 3.00%, 2/1/52 | 5772425 |
| 6010165 | Pool #CB2938, 3.00%, 2/1/52 | 5277495 |
| 1190276 | Pool #CB3052, 3.00%, 2/1/52 | 1045175 |
| 1271806 | Pool #CB3249, 3.00%, 4/1/52 | 1116520 |
| 2006549 | Pool #CB3281, 3.50%, 4/1/52 | 1823620 |
| 435344 | Pool #CB3413, 3.50%, 4/1/52 | 396682 |
| 838154 | Pool #CB3489, 2.50%, 4/1/52 | 714017 |
| 656545 | Pool #CB3490, 3.00%, 4/1/52 | 578916 |
| 8084401 | Pool #CB3764, 4.00%, 6/1/52 | 7577850 |
| 8008115 | Pool #CB3797, 4.00%, 6/1/52 | 7545390 |
| 6841795 | Pool #CB3931, 4.00%, 6/1/52 | 6446346 |
| 5555275 | Pool #CB4056, 4.50%, 7/1/52 | 5347189 |
| 2948551 | Pool #CB4208, 4.50%, 7/1/52 | 2838106 |
| 2545290 | Pool #CB4272, 4.50%, 7/1/52 | 2449964 |
| 9853477 | Pool #CB4314, 4.50%, 8/1/52 | 9484447 |
| 12546580 | Pool #CB4463, 4.50%, 8/1/52 | 12136021 |
| 365721 | Pool #CB4473, 4.50%, 8/1/52 | 353816 |
| 4860498 | Pool #CB4539, 4.50%, 9/1/52 | 4678463 |
| 4664690 | Pool #CB4595, 4.00%, 9/1/52 | 4372411 |
| 6296545 | Pool #CB4767, 5.00%, 9/1/52 | 6249729 |
| 2942418 | Pool #CB4966, 5.50%, 10/1/52 | 2951998 |
| 1737455 | Pool #CB4967, 5.50%, 10/1/52 | 1749146 |
| 10610291 | Pool #CB5037, 5.50%, 11/1/52 | 10738175 |
| 4745200 | Pool #CB5048, 6.00%, 11/1/52 | 4818221 |
| 6257756 | Pool #CB5166, 6.00%, 11/1/52 | 6354053 |
| 3039210 | Pool #CB5199, 6.00%, 11/1/52 | 3105584 |
| 5652896 | Pool #CB5202, 6.50%, 11/1/52 | 5791798 |
| 500612 | Pool #CB5220, 6.50%, 12/1/52 | 512912 |
| 3233531 | Pool #CB5343, 6.00%, 12/1/52 | 3283290 |
| 343800 | Pool #CB5344, 6.50%, 12/1/52 | 356623 |
| 1851789 | Pool #CB5385, 6.00%, 12/1/52 | 1903746 |
| 2415601 | Pool #CB5392, 6.00%, 12/1/52 | 2490163 |
| 47005 | Pool #MC0013, 5.50%, 12/1/38 | 48390 |
| 76869 | Pool #MC0014, 5.50%, 12/1/38 | 79134 |

---

**10** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $63675 | Pool #MC0016, 5.50%, 11/1/38 | $65551 |
| 60941 | Pool #MC0038, 4.50%, 3/1/39 | 60350 |
| 41827 | Pool #MC0059, 4.00%, 4/1/39 | 40599 |
| 74308 | Pool #MC0081, 4.00%, 5/1/39 | 72038 |
| 39820 | Pool #MC0112, 4.50%, 6/1/39 | 39434 |
| 79755 | Pool #MC0127, 4.50%, 7/1/39 | 78981 |
| 342727 | Pool #MC0154, 4.50%, 8/1/39 | 339401 |
| 80114 | Pool #MC0160, 4.50%, 8/1/39 | 79336 |
| 184875 | Pool #MC0177, 4.50%, 9/1/39 | 183081 |
| 109628 | Pool #MC0270, 4.50%, 3/1/40 | 107376 |
| 247612 | Pool #MC0325, 4.50%, 7/1/40 | 245162 |
| 139379 | Pool #MC0584, 4.00%, 1/1/42 | 134516 |
|  |  | 351422845 |
|  **Freddie Mac — 34.31%** | **Freddie Mac — 34.31%** |  |
| 423645 | Pool #Q63813, 3.50%, 4/1/49 | 389645 |
| 752878 | Pool #QB5148, 2.00%, 11/1/50 | 615658 |
| 1231229 | Pool #QB5731, 2.00%, 11/1/50 | 1008892 |
| 1889342 | Pool #QB5732, 2.50%, 11/1/50 | 1612166 |
| 1714598 | Pool #QB6982, 2.00%, 11/1/50 | 1404441 |
| 486370 | Pool #QB6992, 1.50%, 12/1/50 | 374855 |
| 1162013 | Pool #QC4676, 2.50%, 7/1/51 | 988062 |
| 782361 | Pool #QC6090, 2.50%, 8/1/51 | 664848 |
| 1713514 | Pool #QC6108, 2.50%, 8/1/51 | 1455275 |
| 1041043 | Pool #QC6643, 2.50%, 8/1/51 | 884151 |
| 1095714 | Pool #QC9175, 2.50%, 10/1/51 | 930029 |
| 1753531 | Pool #QD0152, 2.50%, 10/1/51 | 1487492 |
| 271281 | Pool #QD1762, 2.00%, 11/1/51 | 221122 |
| 2622203 | Pool #QD4183, 2.50%, 12/1/51 | 2223049 |
| 840496 | Pool #QD7419, 3.00%, 2/1/52 | 738038 |
| 389952 | Pool #QE0994, 3.50%, 4/1/52 | 354464 |
| 3593653 | Pool #QE2342, 4.00%, 5/1/52 | 3368545 |
| 4872486 | Pool #QE7866, 4.00%, 8/1/52 | 4567271 |
| 1192461 | Pool #QE9025, 4.00%, 8/1/52 | 1117764 |
| 610677 | Pool #QE9026, 5.00%, 8/1/52 | 601582 |
| 1056529 | Pool #QE9027, 4.50%, 8/1/52 | 1016970 |
| 1417739 | Pool #QF0539, 4.00%, 9/1/52 | 1328931 |
| 2385513 | Pool #QF3474, 6.00%, 11/1/52 | 2422122 |
| 245721 | Pool #RA1234, 3.50%, 8/1/49 | 225752 |
| 260820 | Pool #RA1382, 3.00%, 9/1/49 | 231582 |
| 1354775 | Pool #RA1383, 3.00%, 9/1/49 | 1202909 |
| 256704 | Pool #RA1470, 3.00%, 10/1/49 | 227928 |
| 460849 | Pool #RA1713, 3.00%, 11/1/49 | 409189 |
| 476066 | Pool #RA1714, 3.00%, 11/1/49 | 422700 |
| 636274 | Pool #RA1716, 3.00%, 11/1/49 | 564949 |
| 477087 | Pool #RA1724, 2.50%, 10/1/49 | 408828 |
| 379942 | Pool #RA1979, 3.00%, 12/1/49 | 337352 |
| 912720 | Pool #RA1987, 3.00%, 12/1/49 | 810407 |

---

**11** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $1427048 | Pool #RA1988, 3.00%, 1/1/50 | $1267081 |
| 776033 | Pool #RA2158, 3.00%, 2/1/50 | 689434 |
| 745220 | Pool #RA2162, 3.00%, 2/1/50 | 662059 |
| 740856 | Pool #RA2255, 3.00%, 3/1/50 | 658182 |
| 1093131 | Pool #RA2256, 3.00%, 3/1/50 | 971146 |
| 736722 | Pool #RA2340, 3.00%, 3/1/50 | 654367 |
| 297713 | Pool #RA2395, 2.50%, 4/1/50 | 254683 |
| 442556 | Pool #RA3097, 2.50%, 7/1/50 | 378317 |
| 1385867 | Pool #RA3207, 2.50%, 7/1/50 | 1183842 |
| 2879024 | Pool #RA3208, 2.50%, 7/1/50 | 2459335 |
| 831592 | Pool #RA3339, 2.00%, 8/1/50 | 681938 |
| 1348166 | Pool #RA3552, 2.00%, 9/1/50 | 1105548 |
| 1159387 | Pool #RA3553, 2.50%, 8/1/50 | 990018 |
| 3471236 | Pool #RA3679, 2.00%, 9/1/50 | 2845471 |
| 1674726 | Pool #RA3680, 2.50%, 9/1/50 | 1430074 |
| 791636 | Pool #RA3711, 2.00%, 9/1/50 | 648926 |
| 600124 | Pool #RA3712, 2.50%, 9/1/50 | 512269 |
| 494809 | Pool #RA3733, 2.00%, 10/1/50 | 405609 |
| 723459 | Pool #RA3734, 2.50%, 10/1/50 | 617548 |
| 814610 | Pool #RA3747, 2.00%, 9/1/50 | 668011 |
| 1702352 | Pool #RA3751, 2.00%, 10/1/50 | 1395466 |
| 2545164 | Pool #RA3803, 1.50%, 12/1/50 | 1961611 |
| 397203 | Pool #RA3861, 1.50%, 10/1/50 | 306133 |
| 1592980 | Pool #RA3862, 2.00%, 10/1/50 | 1305811 |
| 1632288 | Pool #RA3917, 1.50%, 10/1/50 | 1258038 |
| 3519341 | Pool #RA3918, 2.00%, 10/1/50 | 2883812 |
| 814436 | Pool #RA3928, 1.50%, 11/1/50 | 627703 |
| 203018 | Pool #RA3929, 2.00%, 10/1/50 | 166568 |
| 569507 | Pool #RA4018, 2.00%, 1/1/51 | 466134 |
| 664089 | Pool #RA4055, 2.00%, 11/1/50 | 543961 |
| 712860 | Pool #RA4056, 1.50%, 11/1/50 | 549416 |
| 7142569 | Pool #RA4195, 2.00%, 12/1/50 | 5850533 |
| 5042831 | Pool #RA4254, 2.00%, 12/1/50 | 4129057 |
| 846814 | Pool #RA4274, 1.50%, 12/1/50 | 652657 |
| 1079716 | Pool #RA4357, 2.00%, 1/1/51 | 884068 |
| 1539780 | Pool #RA4377, 2.00%, 2/1/51 | 1260290 |
| 2239179 | Pool #RA4420, 2.00%, 1/1/51 | 1832739 |
| 3172679 | Pool #RA4503, 2.00%, 2/1/51 | 2596797 |
| 878395 | Pool #RA4548, 2.00%, 2/1/51 | 718955 |
| 2226398 | Pool #RA4578, 2.00%, 2/1/51 | 1820274 |
| 350338 | Pool #RA4590, 2.00%, 2/1/51 | 286432 |
| 282604 | Pool #RA4597, 2.00%, 2/1/51 | 231308 |
| 249812 | Pool #RA4618, 2.00%, 2/1/51 | 204468 |
| 928811 | Pool #RA4621, 2.00%, 2/1/51 | 759384 |
| 1380832 | Pool #RA4738, 2.00%, 3/1/51 | 1128950 |
| 3969337 | Pool #RA4745, 2.00%, 3/1/51 | 3245278 |
| 1411611 | Pool #RA4775, 2.00%, 3/1/51 | 1154115 |
| 1213642 | Pool #RA4835, 2.50%, 3/1/51 | 1033799 |

---

**12** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $2270883 | Pool #RA4872, 2.50%, 4/1/51 | $1934373 |
| 8027559 | Pool #RA5020, 2.00%, 4/1/51 | 6560733 |
| 3313679 | Pool #RA5021, 1.50%, 4/1/51 | 2555491 |
| 409172 | Pool #RA5043, 2.50%, 4/1/51 | 348333 |
| 650359 | Pool #RA5045, 2.50%, 5/1/51 | 553658 |
| 3009810 | Pool #RA5068, 2.00%, 4/1/51 | 2458911 |
| 1673650 | Pool #RA5173, 2.50%, 4/1/51 | 1424797 |
| 979908 | Pool #RA5195, 2.50%, 5/1/51 | 829252 |
| 776527 | Pool #RA5197, 2.50%, 5/1/51 | 661066 |
| 1337813 | Pool #RA5217, 2.50%, 5/1/51 | 1147829 |
| 1941502 | Pool #RA5234, 2.50%, 5/1/51 | 1651842 |
| 1122891 | Pool #RA5237, 2.50%, 5/1/51 | 955929 |
| 2092034 | Pool #RA5350, 2.50%, 6/1/51 | 1779916 |
| 2771989 | Pool #RA5379, 2.50%, 6/1/51 | 2358426 |
| 1622102 | Pool #RA5387, 2.50%, 6/1/51 | 1383410 |
| 240410 | Pool #RA5404, 2.50%, 6/1/51 | 204421 |
| 7958566 | Pool #RA5427, 2.50%, 6/1/51 | 6767183 |
| 1216403 | Pool #RA5509, 2.50%, 7/1/51 | 1034310 |
| 473771 | Pool #RA5525, 2.50%, 7/1/51 | 402848 |
| 763834 | Pool #RA5541, 2.50%, 7/1/51 | 649490 |
| 2159682 | Pool #RA5621, 2.50%, 8/1/51 | 1835292 |
| 241991 | Pool #RA5686, 2.50%, 7/1/51 | 205160 |
| 1893324 | Pool #RA5701, 2.00%, 8/1/51 | 1544427 |
| 1870492 | Pool #RA5719, 2.50%, 10/1/51 | 1586708 |
| 3240736 | Pool #RA5726, 2.50%, 8/1/51 | 2752334 |
| 1787361 | Pool #RA5796, 2.50%, 8/1/51 | 1517993 |
| 1908806 | Pool #RA5873, 2.50%, 9/1/51 | 1621135 |
| 716281 | Pool #RA5874, 2.50%, 9/1/51 | 607971 |
| 2630943 | Pool #RA5948, 2.50%, 12/1/51 | 2226940 |
| 159832 | Pool #RA5951, 2.50%, 9/1/51 | 135664 |
| 3982551 | Pool #RA6030, 2.50%, 10/1/51 | 3380343 |
| 70090 | Pool #RA6108, 3.50%, 3/1/52 | 63711 |
| 1307930 | Pool #RA6117, 2.50%, 10/1/51 | 1109496 |
| 1469694 | Pool #RA6276, 2.50%, 11/1/51 | 1246717 |
| 393271 | Pool #RA6305, 2.50%, 11/1/51 | 333606 |
| 1259312 | Pool #RA6317, 2.50%, 11/1/51 | 1068254 |
| 87891 | Pool #RA6389, 2.50%, 11/1/51 | 74867 |
| 1919669 | Pool #RA6516, 2.50%, 12/1/51 | 1626487 |
| 1535963 | Pool #RA6687, 3.00%, 1/1/52 | 1351016 |
| 3068417 | Pool #RA6743, 2.50%, 1/1/52 | 2598245 |
| 2084855 | Pool #RA6760, 3.00%, 2/1/52 | 1833816 |
| 1381312 | Pool #RA6782, 3.00%, 2/1/52 | 1219355 |
| 2553194 | Pool #RA6801, 3.00%, 2/1/52 | 2246031 |
| 4246406 | Pool #RA6858, 3.00%, 3/1/52 | 3728763 |
| 1568750 | Pool #RA6930, 3.50%, 3/1/52 | 1426229 |
| 1105407 | Pool #RA6978, 3.50%, 3/1/52 | 1010642 |
| 1791519 | Pool #RA6983, 2.50%, 3/1/52 | 1515825 |

---

**13** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $485247 | Pool #RA7098, 3.50%, 3/1/52 | $441087 |
| 172901 | Pool #RA7146, 3.50%, 4/1/52 | 157139 |
| 2131627 | Pool #RA7162, 3.50%, 4/1/52 | 1937306 |
| 212617 | Pool #RA7284, 3.50%, 4/1/52 | 193736 |
| 111329 | Pool #RA7344, 4.00%, 4/1/52 | 104836 |
| 6413683 | Pool #RA7454, 4.00%, 6/1/52 | 6011927 |
| 4556760 | Pool #RA7469, 4.00%, 5/1/52 | 4271323 |
| 9616922 | Pool #RA7503, 4.50%, 7/1/52 | 9256843 |
| 2960918 | Pool #RA7714, 4.50%, 7/1/52 | 2850054 |
| 2674258 | Pool #RA7872, 4.50%, 9/1/52 | 2574128 |
| 5877565 | Pool #RA7897, 4.50%, 9/1/52 | 5657496 |
| 977635 | Pool #WA3211, 1.91%, 9/1/35 | 739696 |
| 1073730 | Pool #WA3305, 1.75%, 6/1/37 | 765955 |
| 946060 | Pool #WA5002, 2.62%, 11/1/31 | 826654 |
| 1000000 | Pool #WN3049, 2.39%, 9/1/31 | 850678 |
| 431922 | Pool #ZA4828, 4.00%, 3/1/47 | 412071 |
| 66818 | Pool #ZA4891, 3.50%, 3/1/47 | 62690 |
| 435664 | Pool #ZA4892, 4.00%, 5/1/47 | 415641 |
| 471048 | Pool #ZA4893, 3.50%, 4/1/47 | 439579 |
| 679594 | Pool #ZA4912, 3.50%, 5/1/47 | 628362 |
| 622623 | Pool #ZA4913, 4.00%, 5/1/47 | 594008 |
| 615425 | Pool #ZA5036, 3.50%, 9/1/47 | 569030 |
| 929223 | Pool #ZA5070, 3.50%, 11/1/47 | 859171 |
| 158055 | Pool #ZA5090, 3.50%, 11/1/47 | 147232 |
| 687509 | Pool #ZA5174, 3.50%, 12/1/47 | 635680 |
| 1457217 | Pool #ZA5238, 3.50%, 2/1/48 | 1347362 |
| 415897 | Pool #ZA5245, 3.50%, 1/1/48 | 384544 |
| 972337 | Pool #ZA5253, 3.50%, 1/1/48 | 899035 |
| 408611 | Pool #ZA5254, 4.00%, 1/1/48 | 392786 |
| 592883 | Pool #ZA5308, 4.00%, 1/1/48 | 565635 |
| 767820 | Pool #ZA5575, 4.00%, 7/1/48 | 731911 |
| 626020 | Pool #ZA5637, 4.50%, 8/1/48 | 612924 |
| 523135 | Pool #ZA5645, 4.00%, 8/1/48 | 498669 |
| 59526 | Pool #ZA6576, 3.50%, 4/1/49 | 55296 |
| 90138 | Pool #ZI0238, 5.00%, 6/1/33 | 90433 |
| 156362 | Pool #ZI0412, 5.00%, 8/1/33 | 156873 |
| 63927 | Pool #ZI0543, 4.50%, 8/1/33 | 63004 |
| 45282 | Pool #ZI0549, 5.00%, 8/1/33 | 45430 |
| 33348 | Pool #ZI0807, 5.00%, 9/1/33 | 33457 |
| 109105 | Pool #ZI1023, 5.50%, 11/1/33 | 111257 |
| 85607 | Pool #ZI1353, 5.50%, 1/1/34 | 87295 |
| 129064 | Pool #ZI1493, 5.50%, 1/1/34 | 131609 |
| 102229 | Pool #ZI1524, 5.50%, 2/1/34 | 104246 |
| 65774 | Pool #ZI1630, 5.50%, 3/1/34 | 67142 |
| 148397 | Pool #ZI1689, 5.50%, 4/1/34 | 151484 |
| 64315 | Pool #ZI1802, 5.50%, 4/1/34 | 65653 |
| 130785 | Pool #ZI1991, 5.00%, 5/1/34 | 131331 |
| 110474 | Pool #ZI2332, 5.00%, 6/1/34 | 110936 |

---

**14** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $46046 | Pool #ZI2888, 6.00%, 12/1/34 | $48145 |
| 139406 | Pool #ZI2939, 5.50%, 12/1/34 | 142306 |
| 87102 | Pool #ZI3102, 5.00%, 1/1/35 | 87466 |
| 79596 | Pool #ZI3254, 5.50%, 4/1/35 | 81564 |
| 169051 | Pool #ZI3507, 5.00%, 9/1/35 | 170005 |
| 97331 | Pool #ZI3713, 5.00%, 5/1/35 | 97880 |
| 77408 | Pool #ZI4118, 5.50%, 1/1/36 | 79323 |
| 138185 | Pool #ZI4120, 5.50%, 1/1/36 | 141603 |
| 190262 | Pool #ZI4200, 5.50%, 2/1/36 | 194968 |
| 81315 | Pool #ZI4201, 6.00%, 2/1/36 | 85051 |
| 219915 | Pool #ZI4429, 5.00%, 6/1/35 | 221156 |
| 56143 | Pool #ZI4521, 5.50%, 7/1/35 | 57532 |
| 160373 | Pool #ZI4572, 5.50%, 8/1/35 | 164339 |
| 65171 | Pool #ZI4605, 5.50%, 9/1/35 | 66783 |
| 60250 | Pool #ZI4606, 5.50%, 9/1/35 | 61740 |
| 39247 | Pool #ZI4704, 5.00%, 11/1/35 | 39468 |
| 115516 | Pool #ZI4705, 5.00%, 11/1/35 | 116167 |
| 48726 | Pool #ZI4706, 5.50%, 11/1/35 | 49931 |
| 68526 | Pool #ZI4882, 6.00%, 5/1/36 | 71719 |
| 207066 | Pool #ZI4979, 6.00%, 6/1/36 | 216715 |
| 39645 | Pool #ZI5006, 6.00%, 6/1/36 | 41493 |
| 167743 | Pool #ZI5912, 5.50%, 4/1/37 | 172644 |
| 86848 | Pool #ZI6311, 5.50%, 6/1/37 | 89386 |
| 91707 | Pool #ZI6583, 5.50%, 8/1/37 | 94318 |
| 58486 | Pool #ZI6814, 6.00%, 10/1/37 | 61302 |
| 52542 | Pool #ZI6976, 5.50%, 7/1/37 | 54078 |
| 202763 | Pool #ZI9925, 5.00%, 4/1/40 | 205032 |
| 67655 | Pool #ZJ0038, 4.50%, 5/1/40 | 66986 |
| 214159 | Pool #ZJ0482, 4.50%, 9/1/40 | 212042 |
| 222511 | Pool #ZJ0844, 4.00%, 12/1/40 | 215185 |
| 120889 | Pool #ZJ1058, 4.00%, 12/1/40 | 116908 |
| 89137 | Pool #ZJ1264, 4.00%, 1/1/41 | 86552 |
| 235509 | Pool #ZJ1444, 4.00%, 3/1/41 | 228216 |
| 100043 | Pool #ZJ1445, 4.50%, 3/1/41 | 99025 |
| 49130 | Pool #ZJ5032, 6.50%, 5/1/31 | 51327 |
| 30031 | Pool #ZJ5458, 6.50%, 11/1/31 | 31374 |
| 27516 | Pool #ZJ5928, 6.50%, 3/1/32 | 28853 |
| 75657 | Pool #ZJ6638, 6.00%, 11/1/32 | 78981 |
| 61497 | Pool #ZJ6955, 5.50%, 3/1/33 | 62710 |
| 44314 | Pool #ZJ6956, 5.50%, 3/1/33 | 45188 |
| 61805 | Pool #ZK4661, 2.50%, 11/1/27 | 58869 |
| 300458 | Pool #ZL2630, 3.50%, 12/1/41 | 281100 |
| 326480 | Pool #ZL2708, 3.50%, 1/1/42 | 305446 |
| 862362 | Pool #ZL5676, 3.00%, 4/1/43 | 780946 |
| 397465 | Pool #ZL6090, 3.00%, 6/1/43 | 359940 |
| 186517 | Pool #ZL6097, 3.00%, 6/1/43 | 168907 |
| 555608 | Pool #ZL9372, 3.00%, 4/1/45 | 502978 |

---

**15** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $352952 | Pool #ZL9669, 3.50%, 6/1/45 | $326885 |
| 202781 | Pool #ZM1422, 3.50%, 7/1/46 | 187533 |
| 217856 | Pool #ZM1423, 3.50%, 7/1/46 | 201475 |
| 159403 | Pool #ZM1736, 3.00%, 9/1/46 | 144120 |
| 885336 | Pool #ZM1738, 3.00%, 9/1/46 | 794606 |
| 530489 | Pool #ZM8750, 4.00%, 9/1/48 | 505680 |
| 287764 | Pool #ZN1022, 4.00%, 11/1/48 | 274306 |
| 13591 | Pool #ZN5269, 6.50%, 10/1/31 | 14199 |
| 42472 | Pool #ZN5316, 5.00%, 5/1/34 | 42649 |
| 65398 | Pool #ZN5321, 5.50%, 5/1/34 | 66758 |
| 40006 | Pool #ZN5322, 5.50%, 5/1/34 | 40851 |
| 47289 | Pool #ZN5332, 5.00%, 11/1/34 | 47487 |
| 636667 | Series 2017-SB42, Class A10F, 2.96%, 10/25/27(a) | 595845 |
| 366714 | Series 2018-SB52, Class A10F, 3.46%, 6/25/28(a) | 348447 |
| 814984 | Series 2018-SB53, Class A10F, 3.62%, 6/25/28(a) | 776075 |
| 286869 | Series 2018-SB56, Class A10F, 3.70%, 10/25/28(a) | 273184 |
| 489980 | Series 2019-SB64, Class A10F, 2.71%, 5/25/29(a) | 452574 |
| 1324813 | Series 2019-SB65, Class A5F, 1.99%, 5/25/24(a) | 1267866 |
| 636019 | Series 2019-SB66, Class A5H, 2.32%, 6/25/39(a) | 609569 |
| 1431398 | Series 2020-SB81, Class A10H, 1.26%, 10/25/40(a) | 1177960 |
| 995190 | Series 2022-SB100, Class A10F, 2.01%, 5/25/32(a) | 838417 |
| 791596 | Series 2022-SB96, Class A7F, 1.88%, 1/25/29(a) | 690706 |
| 2967451 | Series Q014, Class A1, 1.56%, 1/25/36 | 2334781 |
|  |  | 235430082 |
|  **Ginnie Mae — 4.36%** | **Ginnie Mae — 4.36%** |  |
| 72156 | Pool #409117, 5.50%, 6/20/38 | 74537 |
| 188798 | Pool #442423, 4.00%, 9/20/41 | 184026 |
| 115777 | Pool #616936, 5.50%, 1/15/36 | 121073 |
| 710911 | Pool #618363, 4.00%, 9/20/41 | 692942 |
| 353135 | Pool #664269, 5.85%, 6/15/38 | 353135 |
| 21419 | Pool #675509, 5.50%, 6/15/38 | 21678 |
| 141774 | Pool #697672, 5.50%, 12/15/38 | 146036 |
| 62024 | Pool #697814, 5.00%, 2/15/39 | 62782 |
| 312216 | Pool #697885, 4.50%, 3/15/39 | 310580 |
| 96010 | Pool #698112, 4.50%, 5/15/39 | 95507 |
| 447656 | Pool #698113, 4.50%, 5/15/39 | 445310 |
| 714589 | Pool #713519, 6.00%, 7/15/39 | 757942 |
| 164808 | Pool #716822, 4.50%, 4/15/39 | 163944 |
| 58924 | Pool #716823, 4.50%, 4/15/39 | 58616 |
| 222852 | Pool #720080, 4.50%, 6/15/39 | 221684 |
| 249600 | Pool #724629, 5.00%, 7/20/40 | 254153 |
| 322772 | Pool #726550, 5.00%, 9/15/39 | 328347 |
| 145705 | Pool #729346, 4.50%, 7/15/41 | 144969 |
| 216268 | Pool #738844, 3.50%, 10/15/41 | 202869 |
| 143892 | Pool #738845, 3.50%, 10/15/41 | 134977 |
| 208802 | Pool #738862, 4.00%, 10/15/41 | 202843 |
| 177894 | Pool #747241, 5.00%, 9/20/40 | 181139 |

---

**16** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $543513 | Pool #748654, 3.50%, 9/15/40 | $509978 |
| 101100 | Pool #748846, 4.50%, 9/20/40 | 101008 |
| 264064 | Pool #757016, 3.50%, 11/15/40 | 247771 |
| 167611 | Pool #757017, 4.00%, 12/15/40 | 162826 |
| 258646 | Pool #759297, 4.00%, 1/20/41 | 252276 |
| 204277 | Pool #759298, 4.00%, 2/20/41 | 199247 |
| 144140 | Pool #762877, 4.00%, 4/15/41 | 140026 |
| 80383 | Pool #763564, 4.50%, 5/15/41 | 79976 |
| 175180 | Pool #770481, 4.00%, 8/15/41 | 170180 |
| 40155 | Pool #770482, 4.50%, 8/15/41 | 39953 |
| 291334 | Pool #770517, 4.00%, 8/15/41 | 283020 |
| 118887 | Pool #770529, 4.00%, 8/15/41 | 115494 |
| 47082 | Pool #770537, 4.00%, 8/15/41 | 45747 |
| 142207 | Pool #770738, 4.50%, 6/20/41 | 142042 |
| 158796 | Pool #779592, 4.00%, 11/20/41 | 154782 |
| 104905 | Pool #779593, 4.00%, 11/20/41 | 102254 |
| 255306 | Pool #AA6312, 3.00%, 4/15/43 | 231086 |
| 340201 | Pool #AA6424, 3.00%, 5/15/43 | 307928 |
| 609369 | Pool #AB2733, 3.50%, 8/15/42 | 571540 |
| 389634 | Pool #AB2745, 3.00%, 8/15/42 | 352677 |
| 666193 | Pool #AB2841, 3.00%, 9/15/42 | 603005 |
| 44043 | Pool #AB2843, 3.00%, 9/15/42 | 39865 |
| 108192 | Pool #AB2852, 3.50%, 9/15/42 | 101476 |
| 394034 | Pool #AE6946, 3.00%, 6/15/43 | 356653 |
| 72592 | Pool #AG8915, 4.00%, 2/20/44 | 70087 |
| 331813 | Pool #AK6446, 3.00%, 1/15/45 | 299874 |
| 389963 | Pool #AK7036, 3.00%, 4/15/45 | 350887 |
| 291505 | Pool #AO3594, 3.50%, 8/20/45 | 273690 |
| 152010 | Pool #AP3887, 3.50%, 9/20/45 | 142720 |
| 324408 | Pool #AR4919, 3.50%, 3/20/46 | 304044 |
| 473892 | Pool #AR4970, 3.50%, 4/20/46 | 444145 |
| 449918 | Pool #AS2921, 3.50%, 4/20/46 | 421676 |
| 358943 | Pool #AS4332, 3.00%, 6/20/46 | 324878 |
| 414880 | Pool #AS5511, 3.50%, 3/20/46 | 388837 |
| 763573 | Pool #AX7237, 3.50%, 11/20/46 | 715641 |
| 560224 | Pool #BO2104, 3.00%, 8/20/49 | 504301 |
| 1496648 | Pool #BR3787, 3.00%, 12/20/49 | 1346002 |
| 700000 | Series 2012-100, Class B, 2.31%, 11/16/51(a) | 638723 |
| 339361 | Series 2012-107, Class A, 1.15%, 1/16/45 | 318908 |
| 909541 | Series 2012-115, Class A, 2.13%, 4/16/45 | 826706 |
| 907626 | Series 2012-120, Class A, 1.90%, 2/16/53 | 820287 |
| 393088 | Series 2012-131, Class A, 1.90%, 2/16/53 | 355553 |
| 153709 | Series 2012-144, Class AD, 1.77%, 1/16/53 | 141199 |
| 9520 | Series 2012-35, Class C, 3.25%, 11/16/52(a) | 9341 |
| 158016 | Series 2013-105, Class A, 1.71%, 2/16/37 | 155169 |
| 89037 | Series 2013-126, Class BK, 2.45%, 10/16/47(a) | 81399 |
| 199725 | Series 2013-29, Class AB, 1.77%, 10/16/45 | 188531 |

---

**17** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $426460 | Series 2013-63, Class AB, 1.38%, 3/16/45 | $405539 |
| 312991 | Series 2013-97, Class AC, 2.00%, 6/16/45 | 291800 |
| 38223 | Series 2015-107, Class AB, 2.50%, 11/16/49 | 35395 |
| 513951 | Series 2015-114, Class AD, 2.50%, 11/15/51 | 489819 |
| 195897 | Series 2015-128, Class AD, 2.50%, 12/16/50 | 186124 |
| 157069 | Series 2015-130, Class AH, 2.90%, 8/16/47(a) | 152579 |
| 946540 | Series 2015-135, Class AC, 2.35%, 4/16/49 | 866255 |
| 361422 | Series 2015-136, Class AC, 2.50%, 3/16/47 | 339604 |
| 201273 | Series 2015-15, Class A, 2.00%, 11/16/48 | 185317 |
| 397634 | Series 2015-154, Class AD, 2.50%, 5/16/54 | 360689 |
| 338959 | Series 2015-171, Class DA, 2.37%, 3/16/46 | 311838 |
| 297777 | Series 2015-22, Class A, 2.40%, 8/16/47 | 283674 |
| 440739 | Series 2015-70, Class AB, 2.30%, 11/16/48 | 407603 |
| 23830 | Series 2015-98, Class AB, 2.20%, 11/16/43 | 23421 |
| 95186 | Series 2016-11, Class AD, 2.25%, 11/16/43 | 92695 |
| 184403 | Series 2016-14, Class AB, 2.15%, 8/16/42 | 177069 |
| 971499 | Series 2016-152, Class EA, 2.20%, 8/15/58 | 838049 |
| 974675 | Series 2016-157, Class AC, 2.00%, 11/16/50 | 870226 |
| 29502 | Series 2016-26, Class A, 2.25%, 12/16/55 | 29221 |
| 3499 | Series 2016-28, Class AB, 2.40%, 11/16/55 | 3499 |
| 17346 | Series 2016-36, Class AB, 2.30%, 6/16/56 | 17131 |
| 282091 | Series 2016-39, Class AH, 2.50%, 9/16/44 | 268123 |
| 109734 | Series 2016-50, Class A, 2.30%, 7/16/52 | 106162 |
| 457015 | Series 2016-64, Class CA, 2.30%, 3/16/45 | 435726 |
| 36143 | Series 2016-67, Class A, 2.30%, 7/16/56 | 35829 |
| 179991 | Series 2016-94, Class AC, 2.20%, 8/16/57 | 158495 |
| 131561 | Series 2016-96, Class BA, 1.95%, 3/16/43 | 127070 |
| 505256 | Series 2017-127, Class AB, 2.50%, 2/16/59 | 440158 |
| 846271 | Series 2017-135, Class AE, 2.60%, 10/16/58 | 740875 |
| 301517 | Series 2017-140, Class A, 2.50%, 2/16/59 | 261045 |
| 81586 | Series 2017-157, Class AH, 2.55%, 2/16/53 | 76669 |
| 247033 | Series 2017-41, Class AC, 2.25%, 3/16/57 | 236900 |
| 435988 | Series 2017-46, Class A, 2.50%, 11/16/57 | 377147 |
| 282297 | Series 2017-71, Class AS, 2.70%, 4/16/57 | 264773 |
| 179523 | Series 2017-9, Class AE, 2.40%, 9/16/50 | 167639 |
| 421887 | Series 2018-2, Class AD, 2.40%, 3/16/59 | 389212 |
| 222043 | Series 2018-26, Class AD, 2.50%, 3/16/52 | 211292 |
|  |  | 30257159 |
|  **Small Business Administration — 0.02%** | **Small Business Administration — 0.02%** |  |
| 147202 | Pool #530222, (Prime Index + 0.635%), 6.89%, 7/25/32(b) | 156054 |
|  **Total U.S. Government Agency Backed Mortgages**<br> (Cost $703,240,046) | **Total U.S. Government Agency Backed Mortgages**<br> (Cost $703,240,046) | **617266140** |
|  **U.S. Government Agency Obligations — 6.07%** | **U.S. Government Agency Obligations — 6.07%** |  |
|  **Small Business Administration — 6.07%** | **Small Business Administration — 6.07%** |  |
| 135965 | Certificate of Originator's Fee, 0.23%, 4/15/31(c) | 635 |

---

**18** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $560469 | Certificate of Originator's Fee, 0.98%, 4/15/31(c) | $11161 |
| 304864 | Certificate of Originator's Fee, 1.23%, 3/15/31(c) | 7620 |
| 749754 | Certificate of Originator's Fee, 1.23%, 4/15/31(c) | 18740 |
| 404145 | Certificate of Originator's Fee, 1.23%, 5/15/31(c) | 10101 |
| 243399 | Certificate of Originator's Fee, 1.23%, 5/15/31(c) | 6084 |
| 315703 | 3.36%, 7/8/24(a),(c) | 333647 |
| 318875 | (Prime Index - 2.600%), 3.65%, 9/25/41(b) | 317178 |
| 178096 | (Prime Index - 2.600%), 3.65%, 9/25/41(b) | 177056 |
| 271275 | (Prime Index - 2.600%), 3.65%, 7/25/42(b) | 269711 |
| 646759 | (Prime Index - 2.550%), 3.70%, 7/25/42(b) | 643484 |
| 207713 | (Prime Index - 2.525%), 3.73%, 11/25/41(b) | 206850 |
| 290035 | (Prime Index - 2.500%), 3.75%, 2/25/28(b) | 289762 |
| 281559 | 3.85%, 9/16/34(a),(c) | 284752 |
| 58709 | 4.33%, 12/15/30(c) | 66239 |
| 565228 | (Prime Index - 1.400%), 4.85%, 7/25/41(b) | 575200 |
| 1240591 | (Prime Index - 0.675%), 5.58%, 9/25/43(b) | 1287268 |
| 4464938 | (Prime Index - 0.675%), 5.58%, 11/25/45(b) | 4662640 |
| 2905212 | (Prime Index - 0.675%), 5.58%, 1/25/46(b) | 3028665 |
| 141341 | (Prime Index - 0.384%), 5.87%, 11/25/27(b) | 142941 |
| 1102472 | (Prime Index - 0.363%), 5.89%, 12/25/45(b) | 1158188 |
| 153189 | (Prime Index - 0.212%), 6.04%, 2/25/40(b) | 157782 |
| 109083 | 6.08%, 12/19/29(a),(c) | 95941 |
| 340222 | (Prime Index - 0.086%), 6.16%, 7/25/29(b) | 345911 |
| 61071 | (Prime Index + 0.075%), 6.33%, 12/25/40(b) | 63541 |
| 233495 | (Prime Index + 0.101%), 6.35%, 6/25/29(b) | 237708 |
| 365115 | (Prime Index + 0.098%), 6.35%, 8/25/29(b) | 372022 |
| 597070 | (Prime Index + 0.119%), 6.37%, 1/25/46(b) | 636134 |
| 318440 | (Prime Index + 0.193%), 6.44%, 11/25/28(b) | 323361 |
| 138502 | 6.58%, 4/8/29(b),(c) | 158382 |
| 82658 | (Prime Index + 0.325%), 6.58%, 10/25/30(b) | 86393 |
| 2490770 | (Prime Index + 0.325%), 6.58%, 11/25/30(b) | 2603541 |
| 1307135 | (Prime Index + 0.325%), 6.58%, 6/25/31(b) | 1373356 |
| 1668882 | (Prime Index + 0.325%), 6.58%, 7/25/31(b) | 1753260 |
| 598159 | (Prime Index + 0.325%), 6.58%, 2/25/45(b) | 636102 |
| 939414 | (Prime Index + 0.325%), 6.58%, 8/25/46(b) | 1009615 |
| 62888 | (Prime Index + 0.355%), 6.61%, 2/25/26(b) | 63821 |
| 2165215 | (Prime Index + 0.375%), 6.63%, 5/25/31(b) | 2269499 |
| 289479 | (Prime Index + 0.375%), 6.63%, 10/25/31(b) | 303320 |
| 938113 | (Prime Index + 0.375%), 6.63%, 8/25/46(b) | 1006009 |
| 2424997 | (Prime Index + 0.542%), 6.79%, 12/25/45(b) | 2599386 |
| 1267159 | (Prime Index + 0.575%), 6.83%, 4/25/31(b) | 1331098 |
| 838247 | (Prime Index + 0.674%), 6.92%, 11/25/30(b) | 882661 |
| 45038 | (Prime Index + 0.700%), 6.95%, 2/25/28(b) | 46262 |
| 425883 | (Prime Index + 0.752%), 7.00%, 5/25/29(b) | 435248 |
| 401327 | (Prime Index + 0.752%), 7.00%, 3/25/30(b) | 412127 |
| 165608 | (Prime Index + 0.757%), 7.01%, 3/25/29(b) | 169149 |
| 204413 | (Prime Index + 0.802%), 7.05%, 9/25/28(b) | 208367 |

---

**19** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $237823 | (Prime Index + 0.822%), 7.07%, 2/25/28(b) | $244863 |
| 428791 | (Prime Index + 0.818%), 7.07%, 6/25/29(b) | 438697 |
| 294162 | (Prime Index + 0.825%), 7.08%, 2/25/29(b) | 300461 |
| 307598 | 7.08%, 7/25/30 | 304905 |
| 1738886 | (Prime Index + 0.825%), 7.08%, 9/25/31(b) | 1847512 |
| 65633 | (Prime Index + 0.843%), 7.09%, 6/25/28(b) | 66782 |
| 124069 | (Prime Index + 0.858%), 7.11%, 3/25/31(b) | 130970 |
| 121715 | (Prime Index + 0.889%), 7.14%, 2/25/30(b) | 125073 |
| 228308 | (Prime Index + 0.886%), 7.14%, 8/25/30(b) | 240604 |
| 302317 | (Prime Index + 0.909%), 7.16%, 7/25/30(b) | 311848 |
| 931808 | (Prime Index + 0.925%), 7.18%, 12/25/30(b) | 983530 |
| 161320 | (Prime Index + 0.940%), 7.19%, 5/25/29(b) | 167407 |
| 69447 | (Prime Index + 0.946%), 7.20%, 7/25/29(b) | 72057 |
| 71266 | (Prime Index + 0.962%), 7.21%, 1/25/29(b) | 72812 |
| 174598 | (Prime Index + 0.966%), 7.22%, 7/25/29(b) | 179529 |
| 166742 | (Prime Index + 1.002%), 7.25%, 1/25/31(b) | 176212 |
| 41136 | (Prime Index + 1.013%), 7.26%, 11/25/28(b) | 42600 |
| 273950 | (Prime Index + 1.029%), 7.28%, 2/25/31(b) | 289696 |
| 135455 | (Prime Index + 1.052%), 7.30%, 9/25/29(b) | 141042 |
| 219381 | (Prime Index + 1.063%), 7.31%, 12/25/29(b) | 230396 |
| 145380 | (Prime Index + 1.069%), 7.32%, 6/25/30(b) | 153776 |
| 326275 | (Prime Index + 1.152%), 7.40%, 9/25/28(b) | 333463 |
| 30093 | (Prime Index + 1.200%), 7.45%, 11/25/26(b) | 31096 |
| 213205 | (Prime Index + 1.206%), 7.46%, 5/25/29(b) | 218823 |
| 99117 | (Prime Index + 1.225%), 7.48%, 6/25/29(b) | 103675 |
| 476589 | (Prime Index + 1.275%), 7.53%, 6/25/31(b) | 509279 |
| 83976 | (Prime Index + 1.290%), 7.54%, 10/25/31(b) | 89851 |
| 37613 | (Prime Index + 0.680%), 7.68%, 8/25/27(b) | 38124 |
| 207210 | (Prime Index + 1.575%), 7.83%, 7/25/30(b) | 220072 |
| 26099 | (Prime Index + 1.603%), 7.85%, 7/25/28(b) | 26859 |
| 90152 | (Prime Index + 2.325%), 8.58%, 10/25/30(b) | 97323 |
| 193782 | (Prime Index + 2.325%), 8.58%, 1/25/31(b) | 210418 |
| 63697 | 9.08%, 9/25/29 | 65892 |
| 83197 | 9.88%, 6/7/29(c) | 86083 |
|  |  | 41629648 |
|  **Total U.S. Government Agency Obligations**<br> (Cost $43,196,576) | **Total U.S. Government Agency Obligations**<br> (Cost $43,196,576) | **41629648** |
|  **Municipal Bonds — 2.80%** | **Municipal Bonds — 2.80%** |  |
|  **California — 1.62%** | **California — 1.62%** |  |
| 6375000 | California Health Facilities Financing Authority Revenue, 2.70%, 6/1/30, Callable 6/1/29 @ 100 | 5418442 |
| 2000000 | California Health Facilities Financing Authority Revenue, 2.93%, 6/1/32, Callable 6/1/29 @ 100 | 1667515 |
| 830000 | California Statewide Communities Development Authority Revenue, Series B, 5.25%, 10/20/42, (Credit Support: Ginnie Mae), Callable 1/30/23 @ 100 | 830141 |

---

**20** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $200000 | City & County of San Francisco GO, 1.95%, 6/15/27 | $178965 |
| 1790000 | City & County of San Francisco GO, Series A, 1.78%, 6/15/29 | 1507231 |
| 1675000 | City of Los Angeles Housing GO, Series A, 2.95%, 9/1/28, Callable 9/1/27 @ 100 | 1514644 |
|  |  | 11116938 |
|  **Colorado — 0.02%** | **Colorado — 0.02%** |  |
| 129007 | Colorado Housing & Finance Authority Revenue, Series V, 3.40%, 11/1/45, (Credit Support: FHA) | 107474 |
|  **District of Columbia — 0.07%** | **District of Columbia — 0.07%** |  |
| 556742 | District of Columbia Housing Finance Agency Series 2017 Revenue, Series A, 3.24%, 3/1/49, (Credit Support: FHA), Callable 1/1/70 @ 100 | 518563 |
|  **Illinois — 0.08%** | **Illinois — 0.08%** |  |
| 260000 | City of Chicago Multi Family Revenue, Mercy Preservation Project, 4.55%, 8/1/26, (Credit Support: Freddie Mac), Callable 1/30/23 @ 100 | 260282 |
| 320207 | Illinois State Housing Development Authority Revenue, Series A, 2.63%, 3/1/48, (Credit Support: FHA) | 292553 |
|  |  | 552835 |
|  **Minnesota — 0.06%** | **Minnesota — 0.06%** |  |
| 466047 | City of Minnetonka Housing Revenue, Series A, 3.00%, 11/1/34, (Credit Support: Fannie Mae) | 431294 |
|  **Missouri — 0.10%** | **Missouri — 0.10%** |  |
| 819952 | Missouri Housing Development Commission Revenue, Series 1, 3.75%, 3/1/42, (Credit Support: FHA), Callable 3/1/25 @ 100 | 660939 |
|  **New York — 0.73%** | **New York — 0.73%** |  |
| 200000 | New York City Housing Development Corp. Revenue, Series G, 2.37%, 5/1/24 | 192401 |
| 40000 | New York City Housing Development Corp. Revenue, Series G, 2.47%, 11/1/24 | 38039 |
| 300000 | New York City Housing Development Corp. Revenue, Series B, 1.02%, 5/1/26 | 261926 |
| 300000 | New York City Housing Development Corp. Revenue, Series G, 2.62%, 5/1/26, Callable 11/1/25 @ 100 | 276334 |
| 200000 | New York City Housing Development Corp. Revenue, Series B, 1.12%, 11/1/26 | 171933 |
| 500000 | New York City Housing Development Corp. Revenue, Series B, 3.56%, 11/1/26, Callable 2/1/26 @ 100 | 471607 |
| 160000 | New York City Housing Development Corp. Revenue, Series B, 1.38%, 5/1/27 | 136510 |
| 250000 | New York City Housing Development Corp. Revenue, Series B, 1.48%, 11/1/27 | 210636 |

---

**21** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** |  | **Value** |
| $1000000 | New York City Housing Development Corp. Revenue, Series B, 3.61%, 11/1/27, Callable 2/1/26 @ 100 | $932535 |
| 500000 | New York City Housing Development Corp. Revenue, State of New York Mortgage Agency, 3.33%, 2/1/28, (Credit Support: SONYMA), Callable 8/1/25 @ 100 | 465117 |
| 500000 | New York City Housing Development Corp. Revenue, Series B, 3.81%, 11/1/29, Callable 2/1/26 @ 100 | 460378 |
| 360000 | New York State Housing Finance Agency Revenue, Series A, 4.50%, 11/15/27, Callable 1/30/23 @ 100 | 360253 |
| 1000000 | New York State Housing Finance Agency Revenue, Series A, 4.65%, 11/15/38, Callable 1/30/23 @ 100 | 999944 |
|  |  | 4977613 |
|  **Vermont — 0.01%** | **Vermont — 0.01%** |  |
| 100000 | Vermont Housing Finance Agency Revenue, 3.45%, 11/1/29 | 90424 |
|  **Washington — 0.11%** | **Washington — 0.11%** |  |
| 800000 | City of Seattle WA GO, Series B, 3.38%, 12/1/28, Callable 12/1/27 @ 100 | 745521 |
|  **Total Municipal Bonds** <br> (Cost $21,798,468) | **Total Municipal Bonds** <br> (Cost $21,798,468) | **19201601** |
|  **Corporate Bond — 0.03%** | **Corporate Bond — 0.03%** |  |
|  **Consumer, Non-cyclical — 0.03%** | **Consumer, Non-cyclical — 0.03%** |  |
| 210000 | Montefiore Medical Center, 2.15%, 10/20/26 | 191271 |
|  **Total Corporate Bond** <br> (Cost $210,000) | **Total Corporate Bond** <br> (Cost $210,000) | **191271** |
| **Shares** |  |  |
|  **Investment Company — 0.82%** | **Investment Company — 0.82%** |  |
| 5614932 | U.S. Government Money Market Fund, RBC Institutional Class 1(d) | 5614932 |
|  **Total Investment Company**<br> (Cost $5,614,932) | **Total Investment Company**<br> (Cost $5,614,932) | **5614932** |
|  **Total Investments**<br> (Cost $774,060,022) — 99.77% | **Total Investments**<br> (Cost $774,060,022) — 99.77% | $**683903592** |
|  **Other assets in excess of liabilities — 0.23%** | **Other assets in excess of liabilities — 0.23%** | **1593995** |
|  **NET ASSETS — 100.00%** | **NET ASSETS — 100.00%** | $**685497587** |

---

**22** 

------

SCHEDULE OF PORTFOLIO INVESTMENTS

Access Capital Community Investment Fund (cont.)

------

**December 31, 2022 (Unaudited)** 

------

(a) Variable or floating rate security, which interest rate adjusts periodically based on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(b) Floating rate note. Rate shown is as of report date.

(c) The Pricing Committee has fair valued this security under procedures established by the Fund's Board of
Trustees.

(d) Affiliated investment.

**Financial futures contracts as of December 31, 2022:** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Position** | **Number of<br>Contracts** | **Expiration<br>Date** | **Value/Unrealized<br>Appreciation<br>(Depreciation)** | **Notional Value** | **Notional Value** | **Clearinghouse** |
|  10 Year U.S. Ultra Treasury Bond | 120 | March 2023 | $(360362) | USD $| 14193750 | Barclays Capital Group |
|  Five Year U.S. Treasury Note | 100 | March 2023 | (15917) | USD | 10792969 | Barclays Capital Group |
|  Two Year U.S. Treasury Note | 100 | March 2023 | 20807 | USD | 20507813 | Barclays Capital Group |
|  **Total** |  |  | $(355472) |  |  |  |
| **Short Position** | **Number of<br>Contracts** | **Expiration<br>Date** | **Value/Unrealized<br>Appreciation** | **Notional**<br>**Value** | **Notional**<br>**Value** | **Clearinghouse** |
|  30 Year U.S. Ultra Treasury Bond | 50 | March 2023 | $81251 | USD $| 6715625 | Barclays Capital Group |
|  **Total** |  |  | $81251 |  |  |  |

---

Abbreviations used are defined below:

FHA - Insured by Federal Housing Administration

GO - General Obligations

SONYMA - State of New York Mortgage Agency

USD - United States Dollar

**23**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RBC Funds Trust

- **b. Investment Company Act file number:** 811-21475

- **c. CIK number of Registrant:** 0001272950

- **d. LEI of Registrant:** 549300456VUEP58RCU35

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

  - **Street Address 1:** 50 South Sixth Street

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402

  - **Telephone number:** 612-376-7000

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

- **a. Name of Series:** Access Capital Community Investment Fund

- **b. EDGAR series identifier (if any):** S000022825

- **c. LEI of Series:** 549300UMF0TWTS8M4T52

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $691330751.52

**Total Liabilities:** $6654242.13

**Net Assets:** $684676509.39

**Delayed Delivery Securities:** $4443330.13

**Cash Not Reported:** $1923089.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.00009530 | **1-Year:** -0.00540461 | **5-Year:** -0.01531771 | **10-Year:** -0.02692617 | **30-Year:** -0.00732879

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

- **3-Month:** -0.00029044 | **1-Year:** -0.00432426 | **5-Year:** -0.01748616 | **10-Year:** -0.02075671 | **30-Year:** -0.00171899

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074294 | -1.64%               | 3.59%                | -0.56%               |
| Class ID C000066097 | -1.61%               | 3.49%                | -0.40%               |
| Class ID C000210802 | -1.74%               | 3.63%                | -0.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4713499.18             | $-8030523.61                               |
| Month 2  | $-5349744.77             | $27812946.43                               |
| Month 3  | $-615861.06              | $-4061614.97                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Securitized Index

- **Index Identifier:** LD19TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158055 | PA      | $147231.74    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES                          | Small Business Administration Pools                          | CUSIP: 83165AWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141341 | PA      | $142941.03    | 0.02%             | 2027-11-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WG4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727845 | PA      | $673085.89    | 0.10%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQ7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2415601 | PA      | $2490163.48   | 0.36%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A2FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205673 | PA      | $200112.69    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPSB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2960918 | PA      | $2850054.35   | 0.42%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178EAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255306 | PA      | $231085.73    | 0.03%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KL6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2771989 | PA      | $2358425.83   | 0.34%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178NEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666193 | PA      | $603004.73    | 0.09%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38345 | PA      | $39103.59     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82381 | PA      | $84416.21     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36296QR92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96010 | PA      | $95507.20     | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6257756 | PA      | $6354052.64   | 0.93%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31412UEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86732 | PA      | $87666.94     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379U4F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179523 | PA      | $167638.67    | 0.02%             | 2050-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8HH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188556 | PA      | $174344.33    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56527 | PA      | $57644.65     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418VB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83772 | PA      | $82943.00     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752878 | PA      | $615657.76    | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QD5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1502447 | PA      | $1283892.26   | 0.19%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418R5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79907 | PA      | $79116.17     | 0.01%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1KQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17193 | PA      | $16627.21     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QAPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27746 | PA      | $26620.35     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WXWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61497 | PA      | $62709.66     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406ULR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91904 | PA      | $92423.22     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078685 | PA      | $884562.98    | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLCP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2226398 | PA      | $1820274.04   | 0.27%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 8316A0AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    938113 | PA      | $1006008.82   | 0.15%             | 2046-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WJXE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311549 | PA      | $288109.60    | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240410 | PA      | $204420.67    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $311599.04    | 0.05%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CE25<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $460377.96    | 0.07%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LMAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1315592.37   | 0.19%             | 2035-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QBGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197303 | PA      | $181277.38    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150910 | PA      | $135445.54    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418VCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242211 | PA      | $239814.87    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LYPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2026288 | PA      | $1718864.11   | 0.25%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WK4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190471 | PA      | $181720.45    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5042831 | PA      | $4129057.05   | 0.60%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WKY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237407 | PA      | $226500.32    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140EU3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403864 | PA      | $373479.47    | 0.05%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3617KHKR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560224 | PA      | $504300.81    | 0.07%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620A2LC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58924 | PA      | $58615.69     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36230UKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258646 | PA      | $252276.01    | 0.04%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36290U5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710911 | PA      | $692941.90    | 0.10%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PT34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43270 | PA      | $43450.70     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QC3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543138 | PA      | $482432.16    | 0.07%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QDZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1171149 | PA      | $1001149.47   | 0.15%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG FIN AUTH MF HS              | Colorado Housing and Finance Authority                       | CUSIP: 19647PBQ5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    129007 | PA      | $107474.22    | 0.02%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A9LG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104246 | PA      | $103183.01    | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140L16B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027868 | PA      | $841614.77    | 0.12%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KGT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256704 | PA      | $227928.43    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNP49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3068417 | PA      | $2598244.89   | 0.38%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243399 | PA      | $6083.69      | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WP7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428708 | PA      | $388235.71    | 0.06%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776527 | PA      | $661065.75    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X1MP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362501 | PA      | $338978.72    | 0.05%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QP6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365721 | PA      | $353816.45    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QFL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1815340 | PA      | $1484753.58   | 0.22%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NNH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435664 | PA      | $415641.35    | 0.06%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35640 | PA      | $36656.13     | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31412UEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261929 | PA      | $264751.41    | 0.04%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3132XHL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $850677.84    | 0.12%             | 2031-09-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $81250.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KZD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23830 | PA      | $23421.06     | 0.00%             | 2043-11-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419GQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119802 | PA      | $115858.91    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QME67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062767 | PA      | $900146.60    | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164ML64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1240591 | PA      | $1287268.25   | 0.19%             | 2043-09-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5555275 | PA      | $5347188.70   | 0.78%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BQ2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2385513 | PA      | $2422122.40   | 0.35%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379K6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338959 | PA      | $311837.91    | 0.05%             | 2046-03-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3172679 | PA      | $2596796.65   | 0.38%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8T21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186715 | PA      | $177982.82    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131YB2A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13591 | PA      | $14199.14     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLMV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2270883 | PA      | $1934372.81   | 0.28%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31413LKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176338 | PA      | $184814.38    | 0.03%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QBYS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501918 | PA      | $445657.99    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36290TLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115777 | PA      | $121072.76    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7ZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371314 | PA      | $345890.78    | 0.05%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XMXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397465 | PA      | $359939.95    | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986665 | PA      | $912297.05    | 0.13%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716281 | PA      | $607971.24    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CXX6<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38039.30     | 0.01%             | 2024-11-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31408ABN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74843 | PA      | $76692.55     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WDVR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102229 | PA      | $104245.71    | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650359 | PA      | $553657.68    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140HWEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8920000 | PA      | $7545468.94   | 1.10%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A              | Government National Mortgage Association                     | CUSIP: 38380JLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421887 | PA      | $389211.77    | 0.06%             | 2059-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36183QET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331813 | PA      | $299873.84    | 0.04%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417LKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246252 | PA      | $243862.38    | 0.04%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A7RC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205871 | PA      | $201588.83    | 0.03%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620ADEX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322772 | PA      | $328346.54    | 0.05%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WJR96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167743 | PA      | $172644.28    | 0.03%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AE41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342727 | PA      | $339401.15    | 0.05%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140L52W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221416 | PA      | $181031.57    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402AJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35592 | PA      | $35707.88     | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMISSION              | Missouri Housing Development Commission                      | CUSIP: 60636YMK4<br>LEI: 5493007FBL7WCV3NKY25 | Long             | DBT              | MUN               | US        |    819952 | PA      | $660938.99    | 0.10%             | 2042-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131Y7D38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287764 | PA      | $274306.12    | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36230UKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204277 | PA      | $199246.51    | 0.03%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31387QPR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12278 | PA      | $12826.08     | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPCV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212617 | PA      | $193736.42    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402URJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30598 | PA      | $30697.22     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82801 | PA      | $84412.54     | 0.01%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47506 | PA      | $47660.78     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140FE5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1110020 | PA      | $1059024.78   | 0.15%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133B5G48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840496 | PA      | $738038.05    | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XWZE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104746 | PA      | $100759.28    | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QBA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358367 | PA      | $329259.66    | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NNG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66818 | PA      | $62689.72     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XUSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217856 | PA      | $201474.99    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKEY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1702352 | PA      | $1395466.13   | 0.20%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36193QDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414880 | PA      | $388837.38    | 0.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36193BQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473892 | PA      | $444144.89    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140GQ6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483267 | PA      | $446841.75    | 0.07%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    749754 | PA      | $18739.88     | 0.00%             | 2031-04-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379RGU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17346 | PA      | $17130.87     | 0.00%             | 2056-06-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMTG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159832 | PA      | $135663.51    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL / STIFEL NICOLAU              | Small Business Administration Pools                          | CUSIP: 83165A3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    340222 | PA      | $345910.55    | 0.05%             | 2029-07-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLDX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249812 | PA      | $204468.11    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A7JC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320075 | PA      | $309410.94    | 0.05%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMK87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1870492 | PA      | $1586708.35   | 0.23%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140HMRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302846 | PA      | $288681.90    | 0.04%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432871 | PA      | $368289.10    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36193BPC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324408 | PA      | $304043.86    | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184875 | PA      | $183081.37    | 0.03%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176EB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80383 | PA      | $79976.43     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36297JVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714589 | PA      | $757941.70    | 0.11%             | 2039-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329QJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59526 | PA      | $55295.75     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329PFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767820 | PA      | $731911.44    | 0.11%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406DJE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309930 | PA      | $316385.60    | 0.05%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972EUA5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $261925.90    | 0.04%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8SG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188500 | PA      | $179683.95    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3969337 | PA      | $3245277.85   | 0.47%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3132WW3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1073730 | PA      | $765954.60    | 0.11%             | 2037-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38223 | PA      | $35394.53     | 0.01%             | 2049-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WDD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109105 | PA      | $111256.57    | 0.02%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442556 | PA      | $378316.85    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WFFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553351 | PA      | $531698.35    | 0.08%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050140 | PA      | $892934.24    | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2159682 | PA      | $1835291.99   | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929223 | PA      | $859171.49    | 0.13%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KGWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893998 | PA      | $763951.75    | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178ED55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340201 | PA      | $307927.55    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417N3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236751 | PA      | $239301.67    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418XVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304630 | PA      | $301617.08    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WESV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110474 | PA      | $110935.64    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130667 | PA      | $129374.60    | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31391LUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52314 | PA      | $53332.30     | 0.01%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KK4D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2239179 | PA      | $1832739.33   | 0.27%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273950 | PA      | $289696.09    | 0.04%             | 2031-02-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164MWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    598159 | PA      | $636101.58    | 0.09%             | 2045-02-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS               | Small Business Administration Pools                          | CUSIP: 83165BC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    838247 | PA      | $882661.12    | 0.13%             | 2030-11-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6010165 | PA      | $5277495.37   | 0.77%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972337 | PA      | $899035.34    | 0.13%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8YG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407386 | PA      | $376427.59    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $638722.90    | 0.09%             | 2051-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406DH74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593655 | PA      | $585067.07    | 0.09%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620A56R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222852 | PA      | $221684.07    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418VCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221967 | PA      | $219771.09    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XJAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326480 | PA      | $305446.04    | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133AX5X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271281 | PA      | $221121.52    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQ6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1851789 | PA      | $1903746.42   | 0.28%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140J24J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1208994.29   | 0.18%             | 2030-12-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131YB4F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40006 | PA      | $40850.67     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                         | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139677 | PA      | $159725.86    | 0.02%             | 2029-04-08      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A8QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608832 | PA      | $586752.19    | 0.09%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LA2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454864 | PA      | $419265.71    | 0.06%             | 2031-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379U7H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    435988 | PA      | $377147.40    | 0.06%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972EUB3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    200000 | PA      | $171933.14    | 0.03%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY                | City & County of San Francisco CA                            | CUSIP: 79773KDG6<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1507230.48   | 0.22%             | 2029-06-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196211 | PA      | $187034.26    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409172 | PA      | $348332.84    | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31415VKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38311 | PA      | $39439.26     | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736722 | PA      | $654366.86    | 0.10%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622623 | PA      | $594007.96    | 0.09%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2058665 | PA      | $1748406.08   | 0.26%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WKSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58486 | PA      | $61301.99     | 0.01%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70090 | PA      | $63711.38     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WQRB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214159 | PA      | $212041.89    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31410DAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244610 | PA      | $251583.68    | 0.04%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1568750 | PA      | $1426228.57   | 0.21%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WG4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378518 | PA      | $350040.07    | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ARLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041043 | PA      | $884150.66    | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WRE76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120889 | PA      | $116908.44    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10610291 | PA      | $10738174.65  | 1.57%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31400SFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168747 | PA      | $172030.72    | 0.03%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1122891 | PA      | $955929.13    | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9853477 | PA      | $9484446.91   | 1.39%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39247 | PA      | $39467.95     | 0.01%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31404S4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308597 | PA      | $309601.77    | 0.05%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417N3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18304 | PA      | $18501.14     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555608 | PA      | $502977.86    | 0.07%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8YJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424102 | PA      | $391873.78    | 0.06%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KYGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325987 | PA      | $278061.46    | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WGSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77408 | PA      | $79323.03     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728407 | PA      | $617527.30    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972EUC1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    160000 | PA      | $136510.17    | 0.02%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140L16C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793514 | PA      | $676608.21    | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446294 | PA      | $400560.83    | 0.06%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1267159 | PA      | $1331098.38   | 0.19%             | 2031-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CXW8<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    200000 | PA      | $192400.96    | 0.03%             | 2024-05-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHM79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68526 | PA      | $71719.41     | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ACLM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1889342 | PA      | $1612165.52   | 0.24%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138MBJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132004 | PA      | $123523.13    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418PF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148466 | PA      | $147024.90    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WH6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633708 | PA      | $568769.46    | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421ABG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60941 | PA      | $60349.67     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65668 | PA      | $66038.36     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WBDX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138264 | PA      | $133710.51    | 0.02%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WCTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45282 | PA      | $45429.70     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QALZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355410 | PA      | $338788.09    | 0.05%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193564 | PA      | $184510.63    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131Y3WK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530489 | PA      | $505679.87    | 0.07%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31391UXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39924 | PA      | $40701.19     | 0.01%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QAGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247436 | PA      | $235863.66    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2018-SB53 Mortgage Trust                               | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    814984 | PA      | $776075.22    | 0.11%             | 2028-06-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203018 | PA      | $166567.76    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                 | Small Business Administration Pools                          | CUSIP: 83164NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2165215 | PA      | $2269499.50   | 0.33%             | 2031-05-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPH76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6413683 | PA      | $6011927.51   | 0.88%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31386XL20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10001 | PA      | $10276.23     | 0.00%             | 2031-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36196KBE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    763573 | PA      | $715641.36    | 0.10%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404417 | PA      | $1199250.98   | 0.18%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                     | Small Business Administration Pools                          | CUSIP: 83164MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207713 | PA      | $206849.80    | 0.03%             | 2041-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQX59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3039210 | PA      | $3105583.97   | 0.45%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CD83<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $932535.32    | 0.14%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LXER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246254 | PA      | $230824.05    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WWB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30031 | PA      | $31373.76     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLTZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3009810 | PA      | $2458911.12   | 0.36%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHUU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297713 | PA      | $254683.21    | 0.04%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2019-SB64 Mortgage Trust                               | CUSIP: 30298DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    489980 | PA      | $452574.40    | 0.07%             | 2029-05-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLLQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213642 | PA      | $1033799.09   | 0.15%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KGVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683216 | PA      | $583831.65    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WJF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470965 | PA      | $422703.14    | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LEJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880547 | PA      | $830181.69    | 0.12%             | 2026-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KYGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853784 | PA      | $658003.90    | 0.10%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140JVMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101518 | PA      | $94171.66     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QD5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471339 | PA      | $1207467.25   | 0.18%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XMX26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186517 | PA      | $168907.41    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BRE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9520 | PA      | $9340.93      | 0.00%             | 2052-11-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7DU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570467 | PA      | $527468.92    | 0.08%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST               | Small Business Administration Pools                          | CUSIP: 83165AWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26099 | PA      | $26859.32     | 0.00%             | 2028-07-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402VJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38377 | PA      | $38501.79     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A7JG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230312 | PA      | $223183.05    | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535962 | PA      | $1351016.23   | 0.20%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                 | Small Business Administration Pools                          | CUSIP: 83164NBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1738886 | PA      | $1847511.70   | 0.27%             | 2031-09-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XBXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191884 | PA      | $186241.88    | 0.03%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31390E4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30795 | PA      | $32294.64     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                     | Small Business Administration Pools                          | CUSIP: 83165A3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    233495 | PA      | $237707.59    | 0.03%             | 2029-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KN3F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485247 | PA      | $441086.71    | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161320 | PA      | $167406.82    | 0.02%             | 2029-05-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80114 | PA      | $79336.45     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA HOUSING F              | District of Columbia Housing Finance Agency Series 2017      | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    556742 | PA      | $518562.54    | 0.08%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ACLL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1231229 | PA      | $1008891.62   | 0.15%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KG4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477087 | PA      | $408828.32    | 0.06%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406E3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93077 | PA      | $93466.27     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WGU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81315 | PA      | $85050.85     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138Y6MJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462702 | PA      | $431941.94    | 0.06%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378KXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312991 | PA      | $291800.31    | 0.04%             | 2045-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31388LAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36663 | PA      | $38299.34     | 0.01%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1927654 | PA      | $1583141.79   | 0.23%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580443 | PA      | $536693.46    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31410B3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68268 | PA      | $70214.32     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73458 | PA      | $74987.87     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QD6X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841714 | PA      | $719273.33    | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AA2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137752 | PA      | $136945.31    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419CGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923287 | PA      | $892526.27    | 0.13%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440739 | PA      | $407602.53    | 0.06%             | 2048-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WFTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79596 | PA      | $81564.18     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36296QGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62024 | PA      | $62782.32     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba              | Small Business Administration Pools                          | CUSIP: 83165BDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228308 | PA      | $240603.67    | 0.04%             | 2030-08-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31381UA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260079 | PA      | $243596.36    | 0.04%             | 2032-03-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q93C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592358 | PA      | $569363.51    | 0.08%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WFF55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46046 | PA      | $48144.67     | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36230RYM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264064 | PA      | $247771.12    | 0.04%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2022-SB96 Mortgage Trust                               | CUSIP: 30326DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    791596 | PA      | $690706.14    | 0.10%             | 2029-01-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140JX7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440424 | PA      | $391056.78    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36207UPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188798 | PA      | $184025.83    | 0.03%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6296545 | PA      | $6249728.76   | 0.91%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399033 | PA      | $371711.88    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3617A37F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291505 | PA      | $273689.92    | 0.04%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620AGHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145705 | PA      | $144968.84    | 0.02%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WJLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479248 | PA      | $430137.20    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153709 | PA      | $141199.03    | 0.02%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UEA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29502 | PA      | $29221.15     | 0.00%             | 2055-12-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WRMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246495 | PA      | $234578.78    | 0.03%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QCV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425020 | PA      | $377379.19    | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25480 | PA      | $25975.77     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620C4WP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    543513 | PA      | $509977.88    | 0.07%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41136 | PA      | $42599.69     | 0.01%             | 2028-11-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350338 | PA      | $286432.04    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31400SU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102112 | PA      | $104131.22    | 0.02%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $800961.85    | 0.12%             | 2031-03-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST               | Small Business Administration Pools                          | CUSIP: 83165AYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    165608 | PA      | $169149.07    | 0.02%             | 2029-03-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8T54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404123 | PA      | $385222.60    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LXEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304844 | PA      | $1223085.59   | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379RDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184403 | PA      | $177068.86    | 0.03%             | 2042-08-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33493 | PA      | $34190.72     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996344 | PA      | $846186.04    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKK65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1632288 | PA      | $1258038.13   | 0.18%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                     | Small Business Administration Pools                          | CUSIP: 83164M7D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1668882 | PA      | $1753259.96   | 0.26%             | 2031-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39745 | PA      | $39874.20     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419JRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379729 | PA      | $367077.54    | 0.05%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138Y4F20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660971 | PA      | $616319.45    | 0.09%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51284 | PA      | $51498.85     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q74K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654270 | PA      | $604955.76    | 0.09%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419GQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276965 | PA      | $267737.67    | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WJSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973323 | PA      | $900095.24    | 0.13%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31386AC87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58932 | PA      | $59522.76     | 0.01%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                     | New York State Housing Finance Agency                        | CUSIP: 64986MK46<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999944.38    | 0.15%             | 2038-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417EUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652605 | PA      | $591106.25    | 0.09%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99117 | PA      | $103675.12    | 0.02%             | 2029-06-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AFBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335751 | PA      | $332675.30    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328503 | PA      | $294839.64    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36181AWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394034 | PA      | $356653.51    | 0.05%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A9CT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295291 | PA      | $284581.89    | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2019-SB66 Mortgage Trust                               | CUSIP: 30312BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    636019 | PA      | $609568.75    | 0.09%             | 2039-06-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418SP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75100 | PA      | $74356.80     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WG4N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219915 | PA      | $221155.77    | 0.03%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093131 | PA      | $971145.85    | 0.14%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XMJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862362 | PA      | $780945.84    | 0.11%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBPL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690000 | PA      | $622375.63    | 0.09%             | 2026-03-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WC3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767066 | PA      | $737721.30    | 0.11%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NLH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431922 | PA      | $412071.20    | 0.06%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419GBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240940 | PA      | $232912.97    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJ5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159387 | PA      | $990017.84    | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70408 | PA      | $70637.53     | 0.01%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMNM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1787361 | PA      | $1517992.66   | 0.22%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KL5K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2092034 | PA      | $1779915.69   | 0.26%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104966 | PA      | $107009.09    | 0.02%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421ADS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39820 | PA      | $39433.59     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31403NEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115467 | PA      | $115843.21    | 0.02%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63675 | PA      | $65550.53     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WEHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167757 | PA      | $156419.44    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378KNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426460 | PA      | $405539.31    | 0.06%             | 2045-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212421 | PA      | $205841.63    | 0.03%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KAYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758264 | PA      | $645517.41    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98906 | PA      | $101796.27    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1079716 | PA      | $884068.36    | 0.13%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7142569 | PA      | $5850533.22   | 0.85%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140FVZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178098 | PA      | $165904.22    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1927519 | PA      | $1636052.92   | 0.24%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135455 | PA      | $141041.64    | 0.02%             | 2029-09-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902748 | PA      | $765785.42    | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LGXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669000 | PA      | $662106.18    | 0.10%             | 2032-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BKA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610677 | PA      | $601581.72    | 0.09%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KL6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1622102 | PA      | $1383409.87   | 0.20%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505286 | PA      | $428115.53    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620ASZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143892 | PA      | $134976.62    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21471 | PA      | $21541.20     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BAC74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389952 | PA      | $354463.77    | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QA5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160218 | PA      | $148421.49    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1385867 | PA      | $1183842.06   | 0.17%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority       | CUSIP: 13079PJT1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    830000 | PA      | $830140.71    | 0.12%             | 2042-10-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76453 | PA      | $76702.06     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKDQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791636 | PA      | $648926.14    | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140K2QZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2243102 | PA      | $1909574.05   | 0.28%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378KAB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199725 | PA      | $188530.52    | 0.03%             | 2045-10-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WKTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159546 | PA      | $153369.05    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X0CH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294739 | PA      | $275613.46    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2674258 | PA      | $2574127.62   | 0.38%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1298492 | PA      | $1108397.49   | 0.16%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47717 | PA      | $48725.04     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8008115 | PA      | $7545389.56   | 1.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36294Y6E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353135 | PA      | $353134.58    | 0.05%             | 2038-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140H1WT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260275 | PA      | $248102.35    | 0.04%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297777 | PA      | $283673.81    | 0.04%             | 2047-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QF6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899026 | PA      | $692871.45    | 0.10%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138L7U95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216685 | PA      | $203784.43    | 0.03%             | 2032-10-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WWSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27516 | PA      | $28853.37     | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XUTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687657 | PA      | $663664.12    | 0.10%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176MYN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291334 | PA      | $283019.67    | 0.04%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148592 | PA      | $126422.85    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36295NN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21419 | PA      | $21678.50     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417TRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272268 | PA      | $275201.35    | 0.04%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KGRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260820 | PA      | $231582.45    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPLM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6841795 | PA      | $6446345.62   | 0.94%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378KH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89037 | PA      | $81398.79     | 0.01%             | 2047-10-16      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36230RYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167611 | PA      | $162825.53    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA 09/16/34                                | SBA 09/16/34                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    282229 | PA      | $285429.35    | 0.04%             | 2034-09-16      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9WB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170743 | PA      | $161834.84    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI              | Small Business Administration Pools                          | CUSIP: 83165AVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61071 | PA      | $63540.99     | 0.01%             | 2040-12-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3620ABA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249600 | PA      | $254153.08    | 0.04%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8YH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429977 | PA      | $409867.42    | 0.06%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133B1UG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2622203 | PA      | $2223049.50   | 0.32%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LK5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907992 | PA      | $825349.40    | 0.12%             | 2032-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VERMONT ST HSG FIN AGY PROPERT              | Vermont Housing Finance Agency                               | CUSIP: 92419RAN2<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    100000 | PA      | $90424.16     | 0.01%             | 2029-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36193NY53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358943 | PA      | $324878.43    | 0.05%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WC3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33348 | PA      | $33457.31     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140M2PX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822317 | PA      | $1602844.80   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418PEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683309 | PA      | $676677.92    | 0.10%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135965 | PA      | $635.47       | 0.00%             | 2031-04-15      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLDQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309330 | PA      | $263023.63    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241990 | PA      | $205159.56    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402FAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198165 | PA      | $195307.09    | 0.03%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31412D6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242899 | PA      | $254234.01    | 0.04%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UPD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109734 | PA      | $106162.39    | 0.02%             | 2052-07-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138YGY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169570 | PA      | $158698.73    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WXWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44314 | PA      | $45188.48     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928811 | PA      | $759383.92    | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LHTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807521 | PA      | $771944.60    | 0.11%             | 2027-04-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36296QJ67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312216 | PA      | $310580.43    | 0.05%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393271 | PA      | $333605.60    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1KU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227212 | PA      | $220178.71    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QCU87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322127 | PA      | $286019.61    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QHBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4752812 | PA      | $3890110.39   | 0.57%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1450554 | PA      | $1301910.56   | 0.19%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378KXW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158016 | PA      | $155168.69    | 0.02%             | 2037-02-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1469694 | PA      | $1246717.39   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WDQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85606 | PA      | $87294.88     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNETONKA MN MF HSG REVENUE                | City of Minnetonka MN                                        | CUSIP: 604217CS6<br>LEI: 549300NQZ4FEG58M2309 | Long             | DBT              | MUN               | US        |    466047 | PA      | $431293.99    | 0.06%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1919669 | PA      | $1626487.25   | 0.24%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538667 | PA      | $520937.82    | 0.08%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLHP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380832 | PA      | $1128949.92   | 0.16%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740856 | PA      | $658182.12    | 0.10%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419GNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119724 | PA      | $118539.83    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329PHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626020 | PA      | $612924.38    | 0.09%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois St Hsg Dev Auth MF Hs              | Illinois Housing Development Authority                       | CUSIP: 45202BCJ3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    320207 | PA      | $292553.01    | 0.04%             | 2048-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WQBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67655 | PA      | $66985.78     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WKTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590615 | PA      | $563481.72    | 0.08%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138EBN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244593 | PA      | $228839.95    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173319 | PA      | $160255.76    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339361 | PA      | $318907.69    | 0.05%             | 2045-01-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QF6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3758811 | PA      | $3078868.01   | 0.45%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QFB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127688 | PA      | $962598.74    | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178NBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389634 | PA      | $352677.16    | 0.05%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885336 | PA      | $794606.01    | 0.12%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AB51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41827 | PA      | $40598.96     | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BBS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3593653 | PA      | $3368545.15   | 0.49%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153189 | PA      | $157782.06    | 0.02%             | 2040-02-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                 | Small Business Administration Pools                          | CUSIP: 8316A0A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    289479 | PA      | $303319.64    | 0.04%             | 2031-10-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QN2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838154 | PA      | $714016.99    | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271806 | PA      | $1116519.67   | 0.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500612 | PA      | $512912.48    | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140L0PU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753393 | PA      | $2339821.67   | 0.34%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KG3W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460849 | PA      | $409189.32    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648411 | PA      | $499724.34    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31407FJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128226 | PA      | $128950.14    | 0.02%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76869 | PA      | $79133.68     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KP7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493349 | PA      | $380219.50    | 0.06%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36193MG63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449918 | PA      | $421675.95    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329N3R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592883 | PA      | $565634.94    | 0.08%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WE5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943285 | PA      | $873627.88    | 0.13%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3620C3EN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177894 | PA      | $181139.49    | 0.03%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31391TX78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16132 | PA      | $16446.25     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XUTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79820 | PA      | $77661.61     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120752 | PA      | $109639.62    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WCHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90138 | PA      | $90432.83     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31401AM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314934 | PA      | $321160.76    | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393088 | PA      | $355552.72    | 0.05%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    597070 | PA      | $636134.33    | 0.09%             | 2046-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500408 | PA      | $462380.44    | 0.07%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KH50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157069 | PA      | $152578.73    | 0.02%             | 2047-08-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176DJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144140 | PA      | $140026.32    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31403BC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39501 | PA      | $40281.78     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31403RQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33955 | PA      | $35486.32     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QBP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426386 | PA      | $378592.26    | 0.06%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419HTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254733 | PA      | $246246.36    | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213205 | PA      | $218823.04    | 0.03%             | 2029-05-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UZE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179990 | PA      | $158494.62    | 0.02%             | 2057-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1KP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194526 | PA      | $181985.34    | 0.03%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2490770 | PA      | $2603540.57   | 0.38%             | 2030-11-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SEATTLE WA                                  | City of Seattle WA                                           | CUSIP: 812627FP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $745521.36    | 0.11%             | 2028-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64966TGK4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $465116.77    | 0.07%             | 2028-02-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       100 | NC      | $-15917.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21676 | PA      | $22472.04     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140HXBY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445584 | PA      | $381095.27    | 0.06%             | 2035-01-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QFYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721982 | PA      | $1414545.86   | 0.21%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                               | Small Business Administration Pools                          | CUSIP: 83165A4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121715 | PA      | $125072.97    | 0.02%             | 2030-02-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KTLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815452 | PA      | $695819.69    | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435344 | PA      | $396682.44    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                         | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83948 | PA      | $86860.08     | 0.01%             | 2029-06-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2553194 | PA      | $2246031.28   | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2424997 | PA      | $2599385.86   | 0.38%             | 2045-12-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545000 | PA      | $1993723.30   | 0.29%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392752 | PA      | $1136565.03   | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1KN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116099 | PA      | $112277.66    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WFNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87102 | PA      | $87466.16     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    971499 | PA      | $838048.83    | 0.12%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PWM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35197 | PA      | $35930.21     | 0.01%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    404145 | PA      | $10101.48     | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417KTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76131 | PA      | $76950.82     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKCR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1674726 | PA      | $1430073.77   | 0.21%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61542 | PA      | $62758.38     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XYST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105920 | PA      | $98764.92     | 0.01%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471048 | PA      | $439578.56    | 0.06%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMVX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3982551 | PA      | $3380342.97   | 0.49%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36183QY90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389963 | PA      | $350886.92    | 0.05%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277472 | PA      | $264494.28    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LG2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $375931.06    | 0.05%             | 2029-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority             | CUSIP: 13032UVK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1667515.26   | 0.24%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLDA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282604 | PA      | $231307.82    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138EBPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314509 | PA      | $294252.89    | 0.04%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131YB4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65398 | PA      | $66758.19     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176MXJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175180 | PA      | $170180.06    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140MHU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220098 | PA      | $193266.65    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131YB3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42472 | PA      | $42649.07     | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31387BU35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25184 | PA      | $26308.48     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A2AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247317 | PA      | $239077.20    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WEAB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64315 | PA      | $65652.51     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402AJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119429 | PA      | $117706.33    | 0.02%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138MNN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151597 | PA      | $144395.46    | 0.02%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138W4VW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158830 | PA      | $144423.25    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LVSK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1809374 | PA      | $1535772.60   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371P3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87164 | PA      | $87655.58     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421ALF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247612 | PA      | $245162.17    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48726 | PA      | $49930.92     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WDY34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65774 | PA      | $67141.95     | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ADXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486370 | PA      | $374855.09    | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI              | Small Business Administration Pools                          | CUSIP: 83165AW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71266 | PA      | $72812.33     | 0.01%             | 2029-01-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3313679 | PA      | $2555490.99   | 0.37%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QHC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157463 | PA      | $161353.18    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                              | City of Los Angeles CA                                       | CUSIP: 544351LP2<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1514643.84   | 0.22%             | 2028-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WFSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412344 | PA      | $385908.19    | 0.06%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A7JA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593500 | PA      | $573966.40    | 0.08%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2948551 | PA      | $2838105.79   | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4860498 | PA      | $4678463.36   | 0.68%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1941502 | PA      | $1651842.04   | 0.24%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KK64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195897 | PA      | $186124.29    | 0.03%             | 2050-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WGDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97331 | PA      | $97879.81     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LGK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445589 | PA      | $419043.98    | 0.06%             | 2026-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379RCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95186 | PA      | $92695.43     | 0.01%             | 2043-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476487 | PA      | $454201.98    | 0.07%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893324 | PA      | $1544427.44   | 0.23%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133AQXT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782361 | PA      | $664848.38    | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620A2LB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164808 | PA      | $163944.02    | 0.02%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHAW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56143 | PA      | $57532.10     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140MLQN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1310087 | PA      | $1190855.21   | 0.17%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560645 | PA      | $518040.49    | 0.08%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31388DTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8294 | PA      | $8288.88      | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138E2EF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550642 | PA      | $530672.17    | 0.08%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WRS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235509 | PA      | $228215.79    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2879024 | PA      | $2459334.62   | 0.36%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKCQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3471236 | PA      | $2845470.73   | 0.42%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WDLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186010 | PA      | $176197.68    | 0.03%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WCN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156362 | PA      | $156873.12    | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1250403.24   | 0.18%             | 2031-04-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LKJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198021 | PA      | $185733.57    | 0.03%             | 2029-09-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A4J22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212678 | PA      | $205677.73    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WGKV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232934 | PA      | $223819.02    | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267126 | PA      | $227271.83    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82658 | PA      | $86392.86     | 0.01%             | 2030-10-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AFBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516581 | PA      | $511312.91    | 0.07%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382276 | PA      | $1130768.66   | 0.17%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KZZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513951 | PA      | $489818.58    | 0.07%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417Q4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88745 | PA      | $89701.70     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015135 | PA      | $911110.12    | 0.13%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QBR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63149 | PA      | $63505.08     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJ5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348166 | PA      | $1105548.13   | 0.16%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WBDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678198 | PA      | $652252.92    | 0.10%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164NAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1307135 | PA      | $1373356.01   | 0.20%             | 2031-06-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KN5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172901 | PA      | $157138.82    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    565228 | PA      | $575200.00    | 0.08%             | 2041-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371P7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51845 | PA      | $52137.37     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WQ5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222511 | PA      | $215184.71    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LEWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226594 | PA      | $211012.95    | 0.03%             | 2026-08-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814436 | PA      | $627702.98    | 0.09%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    931808 | PA      | $983530.15    | 0.14%             | 2030-12-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WF3Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169051 | PA      | $170005.29    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138MN7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585979 | PA      | $547955.81    | 0.08%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4464938 | PA      | $4662640.26   | 0.68%             | 2045-11-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8CT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669530 | PA      | $619065.67    | 0.09%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508143 | PA      | $484377.70    | 0.07%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140EU3L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273166 | PA      | $254550.12    | 0.04%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WKM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338221 | PA      | $322682.86    | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LFBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896421 | PA      | $830612.47    | 0.12%             | 2026-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190276 | PA      | $1045174.96   | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS               | Small Business Administration Pools                          | CUSIP: 83165A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    401327 | PA      | $412126.58    | 0.06%             | 2030-03-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8084401 | PA      | $7577849.57   | 1.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XH4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300458 | PA      | $281100.35    | 0.04%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38834 | PA      | $38960.92     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2020-SB81Mortgage Trust                                | CUSIP: 30317QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1431398 | PA      | $1177960.07   | 0.17%             | 2040-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592980 | PA      | $1305810.91   | 0.19%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140HMYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423315 | PA      | $406218.20    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NZJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415897 | PA      | $384544.00    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494809 | PA      | $405608.84    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $227.08       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438248 | PA      | $405215.74    | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87891 | PA      | $74866.63     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2942418 | PA      | $2951998.22   | 0.43%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419CGV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19485 | PA      | $18835.59     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 831628ES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63697 | PA      | $65891.93     | 0.01%             | 2029-09-25      | Fixed         | 9.07%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                         | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109896 | PA      | $96656.31     | 0.01%             | 2029-12-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31412AMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61854 | PA      | $63661.63     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WD2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145553 | PA      | $136140.92    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31391CWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862727 | PA      | $865039.15    | 0.13%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214388 | PA      | $212266.97    | 0.03%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QDZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490363 | PA      | $419184.05    | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417TAF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184334 | PA      | $186320.37    | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31415VPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145825 | PA      | $150121.23    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKQH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712860 | PA      | $549416.31    | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188505 | PA      | $174296.97    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHDJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65171 | PA      | $66782.77     | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36296QCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141774 | PA      | $146036.20    | 0.02%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMQ24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908806 | PA      | $1621135.08   | 0.24%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269605 | PA      | $272626.50    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1259312 | PA      | $1068253.60   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB MULTIFAMILY MORTGAGE PAS              | FRESB 2018-SB56 Mortgage Trust                               | CUSIP: 302966AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286869 | PA      | $273183.67    | 0.04%             | 2028-10-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4246406 | PA      | $3728763.05   | 0.54%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3617M2F46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1496648 | PA      | $1346002.41   | 0.20%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KK2J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1539780 | PA      | $1260289.85   | 0.18%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WRTA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100043 | PA      | $99024.56     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BHW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4872486 | PA      | $4567271.50   | 0.67%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560427 | PA      | $554988.32    | 0.08%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4750391 | PA      | $3891077.52   | 0.57%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKPB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569507 | PA      | $466134.43    | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AFBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265317 | PA      | $262611.65    | 0.04%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326275 | PA      | $333463.50    | 0.05%             | 2028-09-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31381SDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243446 | PA      | $236359.38    | 0.03%             | 2027-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588719 | PA      | $548598.50    | 0.08%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8SJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242166 | PA      | $230840.06    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31405TLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31587 | PA      | $32254.36     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKXB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    846814 | PA      | $652657.39    | 0.10%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST               | Small Business Administration Pools                          | CUSIP: 83165AVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37613 | PA      | $38123.98     | 0.01%             | 2027-08-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31407YB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135997 | PA      | $139357.11    | 0.02%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WGAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212287 | PA      | $203980.02    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLSH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8027559 | PA      | $6560732.53   | 0.96%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2905212 | PA      | $3028664.63   | 0.44%             | 2046-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SBA 07/08/24                                | SBA 07/08/24                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    330218 | PA      | $348986.88    | 0.05%             | 2024-07-08      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620ASZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216268 | PA      | $202868.52    | 0.03%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489562 | PA      | $416274.58    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31405UHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51194 | PA      | $53517.76     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $564737.16    | 0.08%             | 2033-03-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140M2PU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423897 | PA      | $1205711.31   | 0.18%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                    | Small Business Administration Pools                          | CUSIP: 83164MHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45038 | PA      | $46262.25     | 0.01%             | 2028-02-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65588 | PA      | $67503.95     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776033 | PA      | $689433.90    | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140FCSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    709359 | PA      | $655990.65    | 0.10%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138YKFM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595211 | PA      | $551257.32    | 0.08%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LY4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560945 | PA      | $524817.28    | 0.08%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6562822 | PA      | $5772424.71   | 0.84%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473771 | PA      | $402848.51    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329PHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523135 | PA      | $498669.31    | 0.07%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1737455 | PA      | $1749145.58   | 0.26%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004461 | PA      | $857723.01    | 0.13%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC              | Small Business Administration Pools                          | CUSIP: 83165A2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365115 | PA      | $372022.16    | 0.05%             | 2029-08-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9WA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213662 | PA      | $203669.32    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416RQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247836 | PA      | $239990.17    | 0.04%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2022-SB100 Mortgage Trust                              | CUSIP: 30327XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    995190 | PA      | $838417.24    | 0.12%             | 2032-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A8QS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149232 | PA      | $144260.34    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131YB4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47289 | PA      | $47486.75     | 0.01%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 3620C45F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101100 | PA      | $101008.11    | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36182D3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72592 | PA      | $70087.39     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053873 | PA      | $862907.45    | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165A2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    204413 | PA      | $208366.54    | 0.03%             | 2028-09-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1749386 | PA      | $1485738.27   | 0.22%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WFHQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139406 | PA      | $142305.90    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BKA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192461 | PA      | $1117764.35   | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQ5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3233531 | PA      | $3283289.80   | 0.48%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972EUD9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $210635.95    | 0.03%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FRESB MULTIFAMILY MORTGAGE PAS              | FRESB 2017-SB42 Mortgage Trust                               | CUSIP: 30306BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    636667 | PA      | $595845.34    | 0.09%             | 2027-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPKQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9616922 | PA      | $9256843.11   | 1.35%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133APFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162013 | PA      | $988061.54    | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XU4V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159403 | PA      | $144120.02    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31415QS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92236 | PA      | $96738.55     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140FPV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1242314 | PA      | $1115009.59   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633789 | PA      | $539230.41    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419GBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303547 | PA      | $300544.40    | 0.04%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416LR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281224 | PA      | $278495.41    | 0.04%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131X8FA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61805 | PA      | $58869.20     | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LCCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1991991 | PA      | $1557461.27   | 0.23%             | 2051-05-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3699766 | PA      | $2851376.76   | 0.42%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38380JBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81586 | PA      | $76668.76     | 0.01%             | 2053-02-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NZT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408611 | PA      | $392785.92    | 0.06%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A2AQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508980 | PA      | $503945.10    | 0.07%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KP6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721131 | PA      | $1408722.04   | 0.21%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5877565 | PA      | $5657495.74   | 0.83%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS               | Small Business Administration Pools                          | CUSIP: 83165A3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    428791 | PA      | $438697.26    | 0.06%             | 2029-06-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31413Q2K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65569 | PA      | $70166.62     | 0.01%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140EVHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492537 | PA      | $445318.62    | 0.07%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNRB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1381312 | PA      | $1219355.18   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31404XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68815 | PA      | $70248.73     | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QLN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1955075 | PA      | $1661414.84   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKEF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723459 | PA      | $617548.27    | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111329 | PA      | $104836.34    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379K2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397634 | PA      | $360689.15    | 0.05%             | 2054-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36176X2Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158796 | PA      | $154781.99    | 0.02%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419JRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141539 | PA      | $136823.50    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHCH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160373 | PA      | $164339.50    | 0.02%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131561 | PA      | $127070.07    | 0.02%             | 2043-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KN5X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2131627 | PA      | $1937306.10   | 0.28%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5652896 | PA      | $5791798.20   | 0.85%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417TAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127021 | PA      | $128389.43    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MF HSG REVENUE                   | City of Chicago IL                                           | CUSIP: 167570TA8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260282.11    | 0.04%             | 2026-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138ABBU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66912 | PA      | $65071.10     | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    304864 | PA      | $7620.00      | 0.00%             | 2031-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406WGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85040 | PA      | $85519.70     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WKJ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91707 | PA      | $94317.89     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140L0H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1267455 | PA      | $1078356.51   | 0.16%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                    | Small Business Administration Pools                          | CUSIP: 83165A4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    302317 | PA      | $311848.50    | 0.05%             | 2030-07-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418TLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109151 | PA      | $110374.74    | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178NEZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108192 | PA      | $101475.72    | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LHNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380000 | PA      | $1331853.18   | 0.19%             | 2032-09-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165A5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237823 | PA      | $244863.50    | 0.04%             | 2028-02-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X1NE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328139 | PA      | $306846.48    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140GTE97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105121 | PA      | $101583.24    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UEN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3499 | PA      | $3499.25      | 0.00%             | 2055-11-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219381 | PA      | $230396.21    | 0.03%             | 2029-12-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1411611 | PA      | $1154114.77   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2967451 | PA      | $2334780.56   | 0.34%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XRW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352952 | PA      | $326884.83    | 0.05%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7SY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590982 | PA      | $546438.22    | 0.08%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47005 | PA      | $48390.06     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                 | Small Business Administration Pools                          | CUSIP: 83164L4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    318875 | PA      | $317177.82    | 0.05%             | 2041-09-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KN53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361422 | PA      | $339604.26    | 0.05%             | 2047-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QF6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092402 | PA      | $894794.25    | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417GGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842130 | PA      | $762629.33    | 0.11%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418VBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111771 | PA      | $110665.25    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LABQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2577654.33   | 0.38%             | 2027-12-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418SP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173520 | PA      | $171803.37    | 0.03%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QFDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641774 | PA      | $1342795.27   | 0.20%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379R3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    846271 | PA      | $740874.68    | 0.11%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                         | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59088 | PA      | $66666.91     | 0.01%             | 2030-12-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140H36G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366350 | PA      | $349216.12    | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHF50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1427048 | PA      | $1267080.64   | 0.19%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    946540 | PA      | $866254.72    | 0.13%             | 2049-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHGN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115516 | PA      | $116167.42    | 0.02%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BKA41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056529 | PA      | $1016970.15   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WPA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202763 | PA      | $205031.78    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406NN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159830 | PA      | $160732.27    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2302993 | PA      | $1888541.86   | 0.28%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8HJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295010 | PA      | $272774.33    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378X6V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201273 | PA      | $185317.01    | 0.03%             | 2048-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379RNW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247033 | PA      | $236900.38    | 0.03%             | 2057-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418R5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393825 | PA      | $389929.49    | 0.06%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC              | Small Business Administration Pools                          | CUSIP: 83165AZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174598 | PA      | $179528.77    | 0.03%             | 2029-07-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKXS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1969278 | PA      | $1670620.76   | 0.24%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39188 | PA      | $39962.37     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $2989251.65   | 0.44%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7TX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495118 | PA      | $457799.62    | 0.07%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8H65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106605 | PA      | $98570.08     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QBLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139845 | PA      | $128486.76    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7TH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597441 | PA      | $569994.14    | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31417T7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388274 | PA      | $392457.59    | 0.06%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31409CFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24474 | PA      | $25599.85     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KTLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1445269 | PA      | $1184277.87   | 0.17%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC              | Small Business Administration Pools                          | CUSIP: 83165AYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425883 | PA      | $435248.35    | 0.06%             | 2029-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2006549 | PA      | $1823620.12   | 0.27%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KGRC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354775 | PA      | $1202908.85   | 0.18%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QNB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2901413 | PA      | $2551979.25   | 0.37%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39645 | PA      | $41492.95     | 0.01%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QEW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1724360 | PA      | $1410609.81   | 0.21%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1791519 | PA      | $1515825.34   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379942 | PA      | $337352.02    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QFB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1185115 | PA      | $1011618.54   | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q7ZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062590 | PA      | $982499.19    | 0.14%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32755 | PA      | $33392.86     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XMJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263310 | PA      | $252049.56    | 0.04%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133ADXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1714598 | PA      | $1404440.72   | 0.21%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31404XP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66695 | PA      | $69723.28     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4745200 | PA      | $4818221.40   | 0.70%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2084855 | PA      | $1833816.07   | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKJE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397203 | PA      | $306132.81    | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QC3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970990 | PA      | $862462.95    | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31407FWJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120140 | PA      | $122642.67    | 0.02%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805528 | PA      | $685753.67    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A9LT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421945 | PA      | $406642.77    | 0.06%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419JR59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144462 | PA      | $139649.24    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416HWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152178 | PA      | $150701.22    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828528 | PA      | $743625.65    | 0.11%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A              | Government National Mortgage Association                     | CUSIP: 38379RVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282297 | PA      | $264772.91    | 0.04%             | 2057-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31403JC46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70075 | PA      | $70303.51     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4664690 | PA      | $4372410.53   | 0.64%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138EBPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331728 | PA      | $310363.12    | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138YERK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555934 | PA      | $514880.88    | 0.08%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379R4E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    301517 | PA      | $261045.18    | 0.04%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109628 | PA      | $107376.16    | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165261 | PA      | $158586.42    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba              | Small Business Administration Pools                          | CUSIP: 83165BEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124069 | PA      | $130970.11    | 0.02%             | 2031-03-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGPC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2318886 | PA      | $1898696.10   | 0.28%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367513 | PA      | $332280.76    | 0.05%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CD75<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $471606.64    | 0.07%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHDK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60250 | PA      | $61739.88     | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X5WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45511 | PA      | $44190.87     | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319559 | PA      | $323001.79    | 0.05%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843222 | PA      | $1561713.26   | 0.23%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176MZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47082 | PA      | $45746.57     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176MXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40155 | PA      | $39952.62     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q9WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365624 | PA      | $348523.52    | 0.05%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LAL37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4314266 | PA      | $3262503.28   | 0.48%             | 2036-01-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X6PC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183161 | PA      | $177848.00    | 0.03%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KGLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245721 | PA      | $225752.04    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WCS82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63927 | PA      | $63004.38     | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178NBA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609369 | PA      | $571539.85    | 0.08%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131XUSK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202781 | PA      | $187533.07    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138ARWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165134 | PA      | $159145.40    | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WKXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52542 | PA      | $54077.73     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M2L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207210 | PA      | $220072.24    | 0.03%             | 2030-07-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 3620ASZ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208802 | PA      | $202842.59    | 0.03%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145380 | PA      | $153776.00    | 0.02%             | 2030-06-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST               | Small Business Administration Pools                          | CUSIP: 83165AVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30093 | PA      | $31095.59     | 0.00%             | 2026-11-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31405A3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112506 | PA      | $114849.83    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139379 | PA      | $134515.58    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140K0Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567327 | PA      | $503735.20    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QPXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545290 | PA      | $2449963.89   | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31413ERP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52277 | PA      | $53804.57     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                 | Small Business Administration Pools                          | CUSIP: 83164NBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    939414 | PA      | $1009615.03   | 0.15%             | 2046-08-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    878395 | PA      | $718954.83    | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KYGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2049694 | PA      | $1678918.67   | 0.25%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418W5W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80737 | PA      | $81642.39     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2545164 | PA      | $1961611.14   | 0.29%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140J2V37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $382042.49    | 0.06%             | 2035-12-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XQW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131157 | PA      | $125826.34    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371QAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38687 | PA      | $38905.74     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3132WWYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    977635 | PA      | $739696.11    | 0.11%             | 2035-09-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31405FY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4276 | PA      | $4571.90      | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WVSV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49130 | PA      | $51327.09     | 0.01%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee    | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    560469 | PA      | $11161.45     | 0.00%             | 2031-04-15      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LL5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1836510.88   | 0.27%             | 2030-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138X6X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343311 | PA      | $334025.27    | 0.05%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140MN2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3106020 | PA      | $2822856.45   | 0.41%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST               | Small Business Administration Pools                          | CUSIP: 83165AVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65633 | PA      | $66782.08     | 0.01%             | 2028-06-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36176X3A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104905 | PA      | $102253.67    | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KNXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1105407 | PA      | $1010642.44   | 0.15%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36178NEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44043 | PA      | $39865.14     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLXY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979908 | PA      | $829252.20    | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763834 | PA      | $649489.73    | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WDUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129064 | PA      | $131609.41    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLXA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1673650 | PA      | $1424796.52   | 0.21%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31415RME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109610 | PA      | $112838.73    | 0.02%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687509 | PA      | $635679.74    | 0.09%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31401AM46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90924 | PA      | $91220.34     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31387QPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12005 | PA      | $12540.84     | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AA2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133535 | PA      | $132173.52    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371Q2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       676 | PA      | $705.73       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38380JPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222043 | PA      | $211292.04    | 0.03%             | 2052-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133BMS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1417739 | PA      | $1328930.92   | 0.19%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36188RJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152010 | PA      | $142719.67    | 0.02%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A4JT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182476 | PA      | $176827.49    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WHEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688959 | PA      | $618358.48    | 0.09%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476066 | PA      | $422700.26    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       120 | NC      | $-360362.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36176MY23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118887 | PA      | $115493.75    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36206EPA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72156 | PA      | $74537.12     | 0.01%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       100 | NC      | $20806.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WRMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89137 | PA      | $86551.66     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307930 | PA      | $1109496.26   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA                | City & County of San Francisco CA                            | CUSIP: 7976466A9<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    200000 | PA      | $178965.48    | 0.03%             | 2027-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138A1R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338720 | PA      | $327435.37    | 0.05%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166742 | PA      | $176212.42    | 0.03%             | 2031-01-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KLYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1337813 | PA      | $1147828.62   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    193782 | PA      | $210417.66    | 0.03%             | 2031-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WDD81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182388 | PA      | $172767.17    | 0.03%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421ACT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74308 | PA      | $72037.84     | 0.01%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138AFBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239529 | PA      | $237086.24    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WGSH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138185 | PA      | $141603.04    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912720 | PA      | $810407.09    | 0.12%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                            | CUSIP: 36296QSA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447656 | PA      | $445310.06    | 0.07%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                        | CUSIP: 3132VQGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423645 | PA      | $389645.14    | 0.06%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WBV93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410687 | PA      | $397162.58    | 0.06%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WGUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190262 | PA      | $194967.87    | 0.03%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                    | Small Business Administration Pools                          | CUSIP: 83165AZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294162 | PA      | $300461.39    | 0.04%             | 2029-02-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KYBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4598347 | PA      | $3758225.94   | 0.55%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KPJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4556760 | PA      | $4271322.94   | 0.62%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KHMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745220 | PA      | $662058.95    | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                     | Small Business Administration Pools                          | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    318440 | PA      | $323361.46    | 0.05%             | 2028-11-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31406DJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250475 | PA      | $261845.96    | 0.04%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                     | Small Business Administration Pools                          | CUSIP: 83165BFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83976 | PA      | $89850.50     | 0.01%             | 2031-10-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WKAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86848 | PA      | $89385.68     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BM48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907626 | PA      | $820287.34    | 0.12%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679594 | PA      | $628361.93    | 0.09%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416KP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116316 | PA      | $115187.62    | 0.02%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KJV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831592 | PA      | $681937.83    | 0.10%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4006398 | PA      | $3279180.79   | 0.48%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2018-SB52 Mortgage Trust                               | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    366714 | PA      | $348446.59    | 0.05%             | 2028-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LE4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987395 | PA      | $856325.66    | 0.13%             | 2032-03-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8GZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481126 | PA      | $444862.23    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26319 | PA      | $26405.12     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WXLT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75657 | PA      | $78980.69     | 0.01%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371PWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50747 | PA      | $51803.81     | 0.01%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402FAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104178 | PA      | $104516.76    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138ADDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339990 | PA      | $327660.09    | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BBT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69447 | PA      | $72057.22     | 0.01%             | 2029-07-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 831628E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    307598 | PA      | $304905.31    | 0.04%             | 2030-07-25      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QQ5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343800 | PA      | $356623.07    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379UZ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    974675 | PA      | $870225.86    | 0.13%             | 2050-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133AWEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1753531 | PA      | $1487492.32   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKQG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664089 | PA      | $543960.71    | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKDR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600124 | PA      | $512268.66    | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31400FWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54390 | PA      | $55465.24     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMTD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2630943 | PA      | $2226940.17   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1102472 | PA      | $1158187.79   | 0.17%             | 2045-12-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133AUFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1095714 | PA      | $930029.51    | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402AJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145797 | PA      | $148679.21    | 0.02%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QN2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656545 | PA      | $578916.17    | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379R2A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505256 | PA      | $440157.72    | 0.06%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31403GBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75932 | PA      | $74836.59     | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority             | CUSIP: 13032UVH8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   6375000 | PA      | $5418442.15   | 0.79%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3240736 | PA      | $2752333.54   | 0.40%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379USP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    457015 | PA      | $435725.77    | 0.06%             | 2045-03-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418QGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170491 | PA      | $172402.21    | 0.03%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QP5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12546580 | PA      | $12136020.60  | 1.77%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                           | CUSIP: 36176NBF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142207 | PA      | $142042.13    | 0.02%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LDRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378776 | PA      | $354534.96    | 0.05%             | 2026-08-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WEF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130785 | PA      | $131330.95    | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WHQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207066 | PA      | $216714.86    | 0.03%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2019-SB65 Mortgage Trust                               | CUSIP: 30298LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324813 | PA      | $1267866.01   | 0.19%             | 2024-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418VBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48446 | PA      | $47967.22     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83165BE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    476589 | PA      | $509278.65    | 0.07%             | 2031-06-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418NXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533210 | PA      | $528035.66    | 0.08%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140LFX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $848032.26    | 0.12%             | 2032-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379URZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36143 | PA      | $35828.59     | 0.01%             | 2056-07-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NSZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615425 | PA      | $569029.89    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133AQYD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1713514 | PA      | $1455275.48   | 0.21%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QALY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310008 | PA      | $295508.87    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 31329NZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1457217 | PA      | $1347362.00   | 0.20%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                               | Small Business Administration Pools                          | CUSIP: 83164MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    271275 | PA      | $269710.65    | 0.04%             | 2042-07-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QMNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1888185 | PA      | $1600761.71   | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1216403 | PA      | $1034310.05   | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416RS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34304 | PA      | $33912.85     | 0.00%             | 2024-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29129 | PA      | $29250.51     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3519341 | PA      | $2883811.91   | 0.42%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31421AD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79755 | PA      | $78981.36     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3131WD2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148397 | PA      | $151483.78    | 0.02%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP               | New York City Housing Development Corp                       | CUSIP: 64972CXY4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $276333.55    | 0.04%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416QZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203444 | PA      | $201469.76    | 0.03%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31418PER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134365 | PA      | $135812.57    | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KKEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814610 | PA      | $668011.50    | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES                          | Small Business Administration Pools                          | CUSIP: 83164MCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62888 | PA      | $63820.85     | 0.01%             | 2026-02-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38379RHK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282091 | PA      | $268123.45    | 0.04%             | 2044-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31400ARC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37688 | PA      | $39387.33     | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140H6WU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745274 | PA      | $710417.91    | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Government Money Market Fund             | US Government Money Market Fund                              | CUSIP: 74926P696<br>LEI: 549300RFDC5U7WLJKO50 | Long             | STIV             | RF                | US        |   5614932 | NS      | $5614932.05   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138LTG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193528 | PA      | $181476.08    | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3142ACKQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947729 | PA      | $828113.15    | 0.12%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KG3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636274 | PA      | $564949.43    | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                    | Small Business Administration Pools                          | CUSIP: 83164MHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    290035 | PA      | $289761.58    | 0.04%             | 2028-02-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                     | CUSIP: 38378BL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    909541 | PA      | $826706.46    | 0.12%             | 2045-04-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287422 | PA      | $255130.19    | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                               | Small Business Administration Pools                          | CUSIP: 83164MDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    646759 | PA      | $643484.40    | 0.09%             | 2042-07-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31387GPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25832 | PA      | $26985.03     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                             | CUSIP: 3133KMA47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7958566 | PA      | $6767183.27   | 0.99%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21691 | PA      | $22486.76     | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265325 | PA      | $247693.50    | 0.04%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QAL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171370 | PA      | $167864.97    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31402FAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121424 | PA      | $126899.10    | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WENX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655495 | PA      | $607089.93    | 0.09%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31371RLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14879 | PA      | $15168.05     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 8316A0G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147202 | PA      | $156054.10    | 0.02%             | 2032-07-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164L5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178096 | PA      | $177055.60    | 0.03%             | 2041-09-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QKHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288147 | PA      | $245302.12    | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                     | Montefiore Medical Center                                    | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191270.86    | 0.03%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KYEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859249 | PA      | $731053.38    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31416LR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77697 | PA      | $75323.41     | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140Q8U94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090424 | PA      | $1039425.56   | 0.15%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31419CG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107853 | PA      | $104514.89    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WVXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98920 | PA      | $94137.96     | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                              | Small Business Administration Pools                          | CUSIP: 83164M4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90152 | PA      | $97322.56     | 0.01%             | 2030-10-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 31405A4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59693 | PA      | $60936.55     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140KRLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459019 | PA      | $375428.04    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                     | New York State Housing Finance Agency                        | CUSIP: 64986MK38<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    360000 | PA      | $360253.02    | 0.05%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3140QGUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1375407 | PA      | $1060013.65   | 0.15%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138XQC74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194824 | PA      | $189554.38    | 0.03%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                              | CUSIP: 3138WDQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473657 | PA      | $455537.06    | 0.07%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** RBC Funds Trust

**Signature:** Kathy Hegna

**Name of Signer:** Kathy Hegna

**Title:** Treasurer and Chief Financial Officer - RBC Funds, and Director of Mutual Fund Services | RBC Global Asset Management (U.S.) Inc.