# EDGAR Filing Document

**Accession Number:** 0001078195
**File Stem:** 0001752724-23-015856
**Filing Date:** 2023-1
**Character Count:** 871810
**Document Hash:** c2f720d6bab9977abf1c3314ef9a7bbc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015856.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-015856

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Community Capital Trust
- **CENTRAL INDEX KEY:** 0001078195
- **IRS NUMBER:** 650876594
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09221
- **FILM NUMBER:** 23560437

**BUSINESS ADDRESS:**
- **STREET 1:** 2500 WESTON ROAD
- **STREET 2:** SUITE 101
- **CITY:** WESTON
- **STATE:** FL
- **ZIP:** 33331
- **BUSINESS PHONE:** 954-217-7999

**MAIL ADDRESS:**
- **STREET 1:** 2500 WESTON ROAD
- **STREET 2:** SUITE 101
- **CITY:** WESTON
- **STATE:** FL
- **ZIP:** 33331

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 2500 WESTON ROAD

  - **City:** WESTON

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33331

  - **Telephone number:** 9542177999

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3181597869.99

**Total Liabilities:** $54567150.79

**Net Assets:** $3127030719.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3904.33934383 | **1-Year:** -117614.26974006 | **5-Year:** -384354.88067354 | **10-Year:** -438346.49083123 | **30-Year:** -94130.51865608

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

- **3-Month:** -3493.20884289 | **1-Year:** -44443.47735317 | **5-Year:** -86121.95146607 | **10-Year:** -64094.67197032 | **30-Year:** -8758.53661832

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048038 | 2.50%                | -1.20%               | -3.25%               |
| Class ID C000048039 | 2.47%                | -1.23%               | -3.28%               |
| Class ID C000005044 | 2.46%                | -1.24%               | -3.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9458265.61             | $79403158.14                               |
| Month 2  | $-6918886.13             | $-37120800.20                              |
| Month 3  | $-2384041.43             | $-107997830.54                             |

### Schedule of Portfolio Investments

| Name                                                                       | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 646750                                                       | CUSIP: 36292EQB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58349 | PA      | $59031.74     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0228                                                         | CUSIP: 3140KKHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1565057 | PA      | $1346937.01   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT2174                                                         | CUSIP: 3140LQMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1171910 | PA      | $1008387.47   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 A1                   | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    617773 | PA      | $583799.49    | 0.02%             | 2032-02-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q60213                                                   | CUSIP: 3132VLGX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    572833 | PA      | $551424.42    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA7611                                                        | CUSIP: 3133KPN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1838709 | PA      | $1691881.70   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ4877                                                         | CUSIP: 3140KQM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    708706 | PA      | $611586.71    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN6926                                                         | CUSIP: 3138LKVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    953454 | PA      | $853518.93    | 0.03%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS0179                                                         | CUSIP: 3140LAFV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4775000 | PA      | $3786444.69   | 0.12%             | 2033-01-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6235                                                         | CUSIP: 3140JN4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58207 | PA      | $54043.18     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $564754.68    | 0.02%             | 2025-02-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-162 BA                          | CUSIP: 38381HSQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2253285 | PA      | $2006243.54   | 0.06%             | 2054-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $146158.10    | 0.00%             | 2024-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54877                                                   | CUSIP: 3132XXM30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    542876 | PA      | $525973.08    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-88 AH                           | CUSIP: 38378N7B3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     98580 | PA      | $90553.43     | 0.00%             | 2054-06-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9535                                                         | CUSIP: 3140KHSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532265 | PA      | $475032.59    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-183 AB                          | CUSIP: 38381D7W4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1469164 | PA      | $1206708.97   | 0.04%             | 2063-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 763042                                                      | CUSIP: 36176DP31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65218 | PA      | $62700.37     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-222 AP                          | CUSIP: 38381EKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5491916 | PA      | $4669712.75   | 0.15%             | 2056-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-72 AE                           | CUSIP: 38380PJT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1802991 | PA      | $1564740.96   | 0.05%             | 2062-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $822330.38    | 0.03%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-26 AE                           | CUSIP: 38379UED4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67207 | PA      | $61992.84     | 0.00%             | 2056-11-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A A                                     | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3624360 | PA      | $3363208.47   | 0.11%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN BX1555                                                       | CUSIP: 3617Q5WQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9392000 | PA      | $8250312.71   | 0.26%             | 2062-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-56 AD                           | CUSIP: 38379UPS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    902877 | PA      | $809779.49    | 0.03%             | 2049-06-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737576                                                       | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17578 | PA      | $17069.71     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD7042                                                         | CUSIP: 3140FEZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362071 | PA      | $325609.40    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC4722                                                         | CUSIP: 3140F0G81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    498023 | PA      | $448406.57    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                        | OPORTUN ISSUANCE TRUST 2021-C OPTN 2021-C A                                       | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10000000 | PA      | $8886318.00   | 0.28%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-150 AE                          | CUSIP: 38381HNY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1275158 | PA      | $1162899.07   | 0.04%             | 2055-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A58653                                                   | CUSIP: 3128KMTJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50453 | PA      | $51100.88     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5273                                                         | CUSIP: 3138LH2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    383189 | PA      | $363708.66    | 0.01%             | 2027-05-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 AH                           | CUSIP: 38379UMH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2627873 | PA      | $2360798.40   | 0.08%             | 2050-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $728875.76    | 0.02%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS3951                                                         | CUSIP: 3138WDL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13074 | PA      | $12777.78     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU1004                                                         | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3127313 | PA      | $2602821.59   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque de Developpement du Conseil de l Europe                             | COUNCIL OF EUROPE DEVELOPMENT BANK 3.000000% 06/16/2025                           | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2909897.40   | 0.09%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q56253                                                   | CUSIP: 3132XY5P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    950042 | PA      | $917780.17    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8885                                                         | CUSIP: 3140JR2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    307589 | PA      | $274570.48    | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509967                                    | CUSIP: 83164MCC1<br>LEI: N/A                  | Long             |  |  | US        |    135893 | PA      | $143384.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA4331                                                         | CUSIP: 3140QBY51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2467009 | PA      | $2201423.57   | 0.07%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SD8152                                                        | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1308950 | PA      | $1160226.38   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ7639                                                         | CUSIP: 3140KTPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2700223 | PA      | $2326004.37   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5361                                                         | CUSIP: 3140GT5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    426546 | PA      | $411167.73    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO9007                                                         | CUSIP: 3140K5AH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    250858 | PA      | $240829.96    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-110 CA                          | CUSIP: 38380MDG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    141588 | PA      | $128260.90    | 0.00%             | 2059-09-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7000000 | PA      | $6530781.25   | 0.21%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH0723                                                         | CUSIP: 3140GNYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286558 | PA      | $277754.37    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EFW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1820000 | PA      | $1800274.11   | 0.06%             | 2023-05-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8815                                                         | CUSIP: 3140HNYM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234621 | PA      | $229468.67    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2018-1 MSAIC 2018-1A A                                    | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2433334 | PA      | $2249367.62   | 0.07%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3874                                                         | CUSIP: 3140QBJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    421193 | PA      | $389846.43    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK5278                                                         | CUSIP: 3140HJ2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    722244 | PA      | $717746.64    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB4717                                                         | CUSIP: 3140QQG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7951427 | PA      | $7742669.11   | 0.25%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q58366                                                   | CUSIP: 3132Y2JL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194599 | PA      | $189606.85    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5447                                                         | CUSIP: 3140KDBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    492368 | PA      | $424339.02    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN6232                                                         | CUSIP: 3138LJ4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4840281 | PA      | $4543024.41   | 0.15%             | 2029-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 693900                                                      | CUSIP: 36296K3H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    128412 | PA      | $131286.35    | 0.00%             | 2038-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-35 AC                           | CUSIP: 38380JUC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2504178 | PA      | $2228429.87   | 0.07%             | 2059-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174368L4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1217070.79   | 0.04%             | 2050-01-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                               | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7840000 | PA      | $6334613.53   | 0.20%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57196.51     | 0.00%             | 2027-07-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-197 AE                          | CUSIP: 38380RHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3528184 | PA      | $2911869.14   | 0.09%             | 2062-10-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS0596                                                         | CUSIP: 3140LAUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $160584.95    | 0.01%             | 2031-01-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA HSG FIN AUTH REV                                       | MIAMI-DADE CNTY FL HSG FIN AUT MIAMI-DADE COUNTY HOUSING FINANCE AUTHORITY        | CUSIP: 59334HFU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    521228 | PA      | $492416.97    | 0.02%             | 2038-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC6906                                                        | CUSIP: 3133ARU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2561327 | PA      | $2125734.05   | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $520160.79    | 0.02%             | 2029-04-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK7669                                                         | CUSIP: 3140HMQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820917 | PA      | $789412.34    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC0801                                                         | CUSIP: 3140EU3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401015 | PA      | $375362.77    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF3782                                                        | CUSIP: 3133BRFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    946541 | PA      | $921690.82    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY8271                                                         | CUSIP: 3138YNFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86128 | PA      | $80627.36     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-154 MK                          | CUSIP: 38378K7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    529116 | PA      | $473779.14    | 0.02%             | 2053-09-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QN8332                                                        | CUSIP: 3133GFHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    340243 | PA      | $307712.79    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 759436                                                      | CUSIP: 36230UPV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60345 | PA      | $58407.72     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0008                                                         | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232633 | PA      | $220104.75    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC9422                                                        | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1928291 | PA      | $1661202.11   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA4698                                                         | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12956286 | PA      | $11469289.69  | 0.37%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5748                                                         | CUSIP: 3140GUL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    823064 | PA      | $791479.99    | 0.03%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522194                                    | CUSIP: 83165AUT9<br>LEI: N/A                  | Long             |  |  | US        |    110372 | PA      | $119090.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0265                                                        | CUSIP: 3133A6JJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    300267 | PA      | $268230.38    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3976                                                        | CUSIP: 3133AAMZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1837508 | PA      | $1586833.14   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-190 AD                          | CUSIP: 38380JJX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1065147 | PA      | $926353.63    | 0.03%             | 2060-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA1415                                                         | CUSIP: 3140Q8SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1493035 | PA      | $1392883.63   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5916                                                         | CUSIP: 3140LGSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9958737 | PA      | $9330369.86   | 0.30%             | 2032-06-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-19 IO                           | CUSIP: 38379KAT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1165077 | PA      | $18031.31     | 0.00%             | 2057-01-16      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $421461.10    | 0.01%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AV9479                                                       | CUSIP: 36195LQ88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7756828 | PA      | $7742210.71   | 0.25%             | 2051-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509793                                    | CUSIP: 83164L3A7<br>LEI: N/A                  | Long             |  |  | US        |   1010905 | PA      | $1031680.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-125 AB                          | CUSIP: 38379KR83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1571236 | PA      | $1438762.42   | 0.05%             | 2047-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $669291.42    | 0.02%             | 2027-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-3 AJ                            | CUSIP: 38379RKW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1057036 | PA      | $905058.47    | 0.03%             | 2058-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P011 A1              | CUSIP: 3137H2NN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    675637 | PA      | $586670.20    | 0.02%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR5455                                                         | CUSIP: 3140L4BZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1339464 | PA      | $1158095.80   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE7194                                                         | CUSIP: 3140FS7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    525570 | PA      | $510268.46    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1545                                                         | CUSIP: 3140KLWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2976188 | PA      | $2462977.81   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0446                                                         | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    983992 | PA      | $1006776.29   | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509748                                    | CUSIP: 83164LZM6<br>LEI: N/A                  | Long             |  |  | US        |    547621 | PA      | $544806.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE6074                                                        | CUSIP: 3133BFXB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP1468                                                         | CUSIP: 3140K8T27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    404268 | PA      | $376806.47    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA3982                                                        | CUSIP: 31339UM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    503509 | PA      | $465185.79    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-2 AC                            | CUSIP: 38383GQL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8716278 | PA      | $7328520.12   | 0.23%             | 2062-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1041635.26   | 0.03%             | 2028-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD2416                                                         | CUSIP: 3140F9VJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934360 | PA      | $873426.14    | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 BA                          | CUSIP: 38378XYQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    173809 | PA      | $168990.10    | 0.01%             | 2052-09-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB4207                                                         | CUSIP: 3140QPU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4221062 | PA      | $3994191.36   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AH1338                                                       | CUSIP: 36182HPX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    463676 | PA      | $454590.12    | 0.01%             | 2055-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20D 1                       | CUSIP: 83162CSL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328567 | PA      | $323174.40    | 0.01%             | 2029-04-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA4885                                                        | CUSIP: 31346YNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    408228 | PA      | $379604.40    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA6834                                                        | CUSIP: 3133A1SX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    485247 | PA      | $436120.40    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9536                                                         | CUSIP: 3140KHS28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    955131 | PA      | $854575.78    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $339370.21    | 0.01%             | 2025-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $411909.66    | 0.01%             | 2028-01-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA4231                                                        | CUSIP: 31339UVY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1562858 | PA      | $1394782.23   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1177896.12   | 0.04%             | 2029-01-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                       | JPMORGAN CHASE & CO 0.563000% 02/16/2025                                          | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  43986000 | PA      | $41274724.51  | 1.32%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT2781                                                         | CUSIP: 3140LRCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3321467 | PA      | $2861941.05   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP7434                                                         | CUSIP: 3140KFHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1077237 | PA      | $891497.83    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH HSG AUTH REV                                                | KING CNTY WA HSG AUTH KING COUNTY HOUSING AUTHORITY                               | CUSIP: 494762JQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3490000 | PA      | $3525331.36   | 0.11%             | 2046-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH0713                                                         | CUSIP: 3140GNYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    252187 | PA      | $243429.00    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ5814                                                         | CUSIP: 3140KRN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1966861 | PA      | $1626797.27   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5471                                                         | CUSIP: 3140KDCH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174801 | PA      | $155922.48    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3978                                                        | CUSIP: 3133AAM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3289244 | PA      | $2722442.33   | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q43158                                                   | CUSIP: 3132WGQL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    617268 | PA      | $558371.51    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AU9998                                                         | CUSIP: 3138XADC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55009 | PA      | $53758.29     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA0408                                                         | CUSIP: 3140Q7N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134584 | PA      | $126142.83    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA3574                                                         | CUSIP: 31418C6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1305487 | PA      | $1214125.23   | 0.04%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8905                                                         | CUSIP: 3140HN3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331561 | PA      | $324697.11    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $378950.54    | 0.01%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-85 A                            | CUSIP: 38378KUB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    194771 | PA      | $180061.11    | 0.01%             | 2046-09-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1200                                                         | CUSIP: 3140LBKN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3370000 | PA      | $2860893.49   | 0.09%             | 2028-02-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-39 A                            | CUSIP: 38379RHG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1371717 | PA      | $1199958.88   | 0.04%             | 2056-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-22 EA                           | CUSIP: 38379RMX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2654702 | PA      | $2298818.05   | 0.07%             | 2057-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-102 A                           | CUSIP: 38381HEX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3126441 | PA      | $2753765.03   | 0.09%             | 2064-06-16      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4373                                                         | CUSIP: 3140JL2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    664945 | PA      | $638797.84    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A7F                                | CUSIP: 30320VAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    990614 | PA      | $861229.84    | 0.03%             | 2028-04-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB5228                                                         | CUSIP: 3140QQY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16552046 | PA      | $16757343.01  | 0.54%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q53325                                                   | CUSIP: 3132XVVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    932903 | PA      | $871273.71    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $666770.65    | 0.02%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6722                                                         | CUSIP: 3140JPPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    475580 | PA      | $424652.34    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2021-SB82 MORTGAGE TRUST FRESB 2021-SB82 A5F                                | CUSIP: 30318CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2115100 | PA      | $1916263.86   | 0.06%             | 2025-11-25      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1280872.97   | 0.04%             | 2047-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB2073                                                         | CUSIP: 3140QMJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9537763 | PA      | $8188674.13   | 0.26%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AR6415                                                         | CUSIP: 3138W4DV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    216377 | PA      | $198552.00    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $705166.79    | 0.02%             | 2025-05-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VFN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $479988.90    | 0.02%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AH                          | CUSIP: 38382AS89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    148606 | PA      | $130957.77    | 0.00%             | 2060-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509670                                    | CUSIP: 83164LW72<br>LEI: N/A                  | Long             |  |  | US        |     81913 | PA      | $81445.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE2611                                                        | CUSIP: 3133BB3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1574340 | PA      | $1490050.05   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX4856                                                         | CUSIP: 3138Y6ME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58236 | PA      | $57152.21     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $386930.07    | 0.01%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD4141                                                        | CUSIP: 3133B1S69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1340443 | PA      | $1156680.47   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-130 CA                          | CUSIP: 38378XQC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       938 | PA      | $934.98       | 0.00%             | 2042-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7877                                                         | CUSIP: 3140M9XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1604979 | PA      | $1384956.22   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $521908.66    | 0.02%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ3112                                                         | CUSIP: 3140KNN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1926013 | PA      | $1593891.48   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SMALL BUSINESS ADMINISTRATION SBA SBAPREMIE                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    598327 | PA      | $625946.93    | 0.02%             | 2038-08-29      | Floating      | 2.95%                 | No            |                  3 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TWB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $229386.83    | 0.01%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB6583                                                        | CUSIP: 3133ADJ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1462443 | PA      | $1209097.97   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-88 A                            | CUSIP: 38380NGE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    538126 | PA      | $485901.52    | 0.02%             | 2059-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $653038.75    | 0.02%             | 2027-06-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196479A58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120992 | PA      | $110413.30    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6467                                                         | CUSIP: 3138WGFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    870516 | PA      | $815103.39    | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ4551                                                         | CUSIP: 3140H6BV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    704771 | PA      | $655768.65    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL4132                                                         | CUSIP: 3140HVSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12880000 | PA      | $12751206.83  | 0.41%             | 2031-04-01      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN0876                                                         | CUSIP: 3138LC6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1306881 | PA      | $1243412.70   | 0.04%             | 2026-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE2624                                                        | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    992482 | PA      | $909621.16    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1513360.74   | 0.05%             | 2023-05-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL4558                                                         | CUSIP: 3140HWB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    817669 | PA      | $704247.55    | 0.02%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS A                  | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2206849 | PA      | $1699584.37   | 0.05%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX0902                                                         | CUSIP: 3138Y2AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36204 | PA      | $35523.35     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2016-10B 1                                 | CUSIP: 831641FG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5397068 | PA      | $4943211.70   | 0.16%             | 2026-09-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-128 AB                          | CUSIP: 38378KU31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    874020 | PA      | $783808.42    | 0.03%             | 2051-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ4611                                                         | CUSIP: 3140H6DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    958125 | PA      | $895943.06    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q40627                                                   | CUSIP: 3132WDVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2049202 | PA      | $1855697.42   | 0.06%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $549208.32    | 0.02%             | 2028-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 A1                   | CUSIP: 3137FMTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3794174 | PA      | $3587439.42   | 0.11%             | 2029-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG V83815                                                   | CUSIP: 3132L9GY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    883795 | PA      | $825959.85    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7797                                                         | CUSIP: 3140M9UX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1307466 | PA      | $1128835.26   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 947771                                                         | CUSIP: 31413KMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36654 | PA      | $37744.67     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $264862.74    | 0.01%             | 2028-07-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC5139                                                        | CUSIP: 3133APV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4205669 | PA      | $3494033.82   | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3154                                                        | CUSIP: 3133A9QF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2634224 | PA      | $2179982.79   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW6010                                                         | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1739265 | PA      | $1594190.18   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6614                                                         | CUSIP: 3140JPK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    217997 | PA      | $194629.03    | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-120 A                           | CUSIP: 38378BM48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    751236 | PA      | $663120.11    | 0.02%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    735000 | PA      | $691364.01    | 0.02%             | 2025-11-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CC84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $446165.73    | 0.01%             | 2023-05-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA7205                                                        | CUSIP: 3133KPAE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509391                                    | CUSIP: 83164LNG2<br>LEI: N/A                  | Long             |  |  | US        |    287603 | PA      | $285297.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522387                                    | CUSIP: 83165A2U7<br>LEI: N/A                  | Long             |  |  | US        |    121930 | PA      | $128653.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1482                                                         | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1448448 | PA      | $1200151.03   | 0.04%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                              | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PMP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1635359.44   | 0.05%             | 2030-06-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8921                                                         | CUSIP: 3140JR4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37080 | PA      | $33222.17     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                        | OPORTUN FUNDING 2022-1 LLC OPTN 2022-1 A                                          | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9295041 | PA      | $9076067.00   | 0.29%             | 2029-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP                                                       | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MPF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    589373 | PA      | $541155.58    | 0.02%             | 2043-01-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8923                                                         | CUSIP: 3140JR4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    688686 | PA      | $662256.89    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AT8470                                                       | CUSIP: 36194HMT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1743479 | PA      | $1654615.67   | 0.05%             | 2051-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8924                                                         | CUSIP: 3140JR4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    294032 | PA      | $291321.06    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $546902.40    | 0.02%             | 2025-11-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $219804.17    | 0.01%             | 2023-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2046                                                        | CUSIP: 3133A8HX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1328480 | PA      | $1186537.70   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-219 AJ                          | CUSIP: 38381EMT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1170357 | PA      | $987282.17    | 0.03%             | 2059-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $304595.59    | 0.01%             | 2029-07-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1234834.20   | 0.04%             | 2023-05-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA4244                                                         | CUSIP: 3140QBWE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275457 | PA      | $245744.36    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ3113                                                         | CUSIP: 3140KNN79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1441359 | PA      | $1239364.49   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-98 A                            | CUSIP: 38380MBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84364 | PA      | $81242.70     | 0.00%             | 2050-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN0360                                                         | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $85533.61     | 0.00%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK5289                                                         | CUSIP: 3140HJ2X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    621018 | PA      | $601057.78    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR7692                                                         | CUSIP: 3140L6RN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1373614 | PA      | $1185277.18   | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480FQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $164062.94    | 0.01%             | 2025-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654JS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $144649.82    | 0.00%             | 2023-12-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5498                                                         | CUSIP: 3140KDDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    780214 | PA      | $673295.58    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $269615.25    | 0.01%             | 2027-01-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2069                                                        | CUSIP: 31334YJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500751 | PA      | $449006.07    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 MB                          | CUSIP: 38379KVZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2186103.50   | 0.07%             | 2052-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB5904                                                        | CUSIP: 3133ACRZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1754680 | PA      | $1508407.27   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL6159                                                         | CUSIP: 3140HXZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1775852 | PA      | $1541136.60   | 0.05%             | 2030-03-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS0929                                                         | CUSIP: 3138WAA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160353 | PA      | $156633.77    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB8043                                                        | CUSIP: 3133AE5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2235460 | PA      | $1857680.24   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AE                          | CUSIP: 38379R3X9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2261085 | PA      | $1967716.03   | 0.06%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF133 AS                  | CUSIP: 3137H6MJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    499976 | PA      | $494043.64    | 0.02%             | 2029-02-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609TDS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $367891.15    | 0.01%             | 2023-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 720208                                                       | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151626 | PA      | $151055.45    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                                 | BRIDGE HOUSING CORP 3.250000% 07/15/2030                                          | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4353343.15   | 0.14%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS4667                                                         | CUSIP: 3140LFFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3604079 | PA      | $3111665.13   | 0.10%             | 2029-03-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| METRO ORE                                                                  | METRO OR METRO/OR                                                                 | CUSIP: 59163PLF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $493175.86    | 0.02%             | 2028-06-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5218                                                         | CUSIP: 3140LFYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5777000 | PA      | $4929994.17   | 0.16%             | 2032-04-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-94 AG                           | CUSIP: 38380NHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    388559 | PA      | $362686.32    | 0.01%             | 2060-07-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AJ4024                                                         | CUSIP: 3138AVPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64752 | PA      | $63440.48     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CC92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $264892.30    | 0.01%             | 2023-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ2904                                                         | CUSIP: 3138YUGN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111344 | PA      | $104275.38    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $449516.92    | 0.01%             | 2026-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-70 AB                           | CUSIP: 38378BUK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20980 | PA      | $20257.74     | 0.00%             | 2052-08-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509900                                    | CUSIP: 83164L7M7<br>LEI: N/A                  | Long             |  |  | US        |   1184152 | PA      | $1252453.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN8567                                                         | CUSIP: 3138LMQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7003976 | PA      | $6628560.40   | 0.21%             | 2028-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX7551                                                         | CUSIP: 3138Y9L97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114474 | PA      | $107477.83    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC8223                                                        | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2917310 | PA      | $2428493.62   | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT2707                                                         | CUSIP: 3140LRAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6241421 | PA      | $5359201.49   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ2363                                                         | CUSIP: 3140KMTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1543495 | PA      | $1328383.65   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ9235                                                         | CUSIP: 3140HBHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1872716 | PA      | $1800851.52   | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-47 B                            | CUSIP: 38379KJQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400000 | PA      | $363660.04    | 0.01%             | 2055-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD1136                                                        | CUSIP: 3133AXHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1681197 | PA      | $1449129.29   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q57029                                                   | CUSIP: 3132Y0Y38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    514816 | PA      | $496800.67    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $725581.95    | 0.02%             | 2025-11-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW5904                                                         | CUSIP: 3140MXR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    438304 | PA      | $426796.32    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM0414                                                         | CUSIP: 3138L0N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3013270 | PA      | $2825167.33   | 0.09%             | 2027-09-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                                  | MAINE ST HSG AUTH MTGE PURCHAS MAINE STATE HOUSING AUTHORITY                      | CUSIP: 56052FWU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $897122.00    | 0.03%             | 2026-11-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1320                                                         | CUSIP: 3140JVPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199349 | PA      | $196056.18    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS5351                                                         | CUSIP: 3138WE5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103763 | PA      | $97423.61     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AH5339                                                       | CUSIP: 36182M4Y8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1201278 | PA      | $1152297.70   | 0.04%             | 2050-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                             | PROLOGIS LP 4.625000% 01/15/2033                                                  | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5059993.51   | 0.16%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1329654.32   | 0.04%             | 2032-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORP MTN 1.530000% 12/06/2025                                     | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  52507000 | PA      | $48226324.29  | 1.54%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                  | SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A                                           | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7580550 | PA      | $6513113.99   | 0.21%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q58271                                                   | CUSIP: 3132Y2FM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    372757 | PA      | $359467.98    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 AB                           | CUSIP: 38381EW87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1396655 | PA      | $1304385.02   | 0.04%             | 2043-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AYX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $422723.02    | 0.01%             | 2023-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-12 AB                           | CUSIP: 38378B6A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    123575 | PA      | $115289.10    | 0.00%             | 2052-11-16      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q59454                                                   | CUSIP: 3132Y3QG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105401 | PA      | $103848.61    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7521                                                         | CUSIP: 3138WHLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1084122 | PA      | $980582.46    | 0.03%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-80 AB                           | CUSIP: 38380NCT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     35003 | PA      | $31491.71     | 0.00%             | 2060-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG V83540                                                   | CUSIP: 3132L84Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    524548 | PA      | $506190.66    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA3110                                                        | CUSIP: 31339SN35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    574027 | PA      | $530475.56    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW1787                                                         | CUSIP: 3140MS6Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152550 | PA      | $144831.68    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2045                                                        | CUSIP: 3133A8HW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2107675 | PA      | $1814754.72   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5448                                                         | CUSIP: 3140KDBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123473 | PA      | $110430.82    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV0191                                                         | CUSIP: 3138XBF90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36536 | PA      | $35856.65     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 700671                                                      | CUSIP: 36296TMU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67512 | PA      | $68363.41     | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO4660                                                         | CUSIP: 3140K0FA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1446103 | PA      | $1289075.75   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q55631                                                   | CUSIP: 3132XYHH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1332596 | PA      | $1291947.06   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RPC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $702167.94    | 0.02%             | 2023-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2456911.50   | 0.08%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA8322                                                         | CUSIP: 3140QGG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2167788 | PA      | $1794496.58   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240WK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $895108.70    | 0.03%             | 2027-01-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522328                                    | CUSIP: 83165AYZ1<br>LEI: N/A                  | Long             |  |  | US        |     18607 | PA      | $19714.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 722944                                                       | CUSIP: 3620A9ER8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54572 | PA      | $55210.54     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                                | CALIFORNIA ST MUNI FIN AUTH RE CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048VQB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2590000 | PA      | $2502953.47   | 0.08%             | 2023-11-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $151986.96    | 0.00%             | 2035-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF0540                                                        | CUSIP: 3133BMS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1053462 | PA      | $1025804.00   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $499128.97    | 0.02%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50393                                                   | CUSIP: 3132XSNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1318302 | PA      | $1232440.10   | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8913                                                         | CUSIP: 3140JR3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    335016 | PA      | $322717.69    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YLA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1347302.17   | 0.04%             | 2025-04-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  18550000 | PA      | $14755609.00  | 0.47%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0248                                                         | CUSIP: 3140KKH23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1155100 | PA      | $993248.29    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                        | OPORTUN ISSUANCE TRUST 2021-B OPTN 2021-B A                                       | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4593000 | PA      | $3994262.49   | 0.13%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU1090                                                         | CUSIP: 3140M2F80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313738 | PA      | $276333.23    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO8936                                                         | CUSIP: 3140K44W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1275728 | PA      | $1137331.59   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA2532                                                         | CUSIP: 3140Q9Y64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1184123 | PA      | $1138004.03   | 0.04%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737055                                                       | CUSIP: 3620AQZU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    181461 | PA      | $183736.13    | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4384                                                         | CUSIP: 3140JL2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142171 | PA      | $139823.49    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV3017                                                         | CUSIP: 3140MGK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1223142 | PA      | $1052454.22   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK4815                                                         | CUSIP: 3140HJK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635817 | PA      | $611414.37    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH HOMEOWNERSHIP MTG REV                             | VIRGINIA ST HSG DEV AUTH HOMEO VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92813TEE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     79549 | PA      | $73234.29     | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738630                                                       | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    246829 | PA      | $239228.43    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5349                                                         | CUSIP: 3140K05K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120165 | PA      | $112375.35    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $457937.91    | 0.01%             | 2023-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL2377                                                         | CUSIP: 3140HTUB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2800069 | PA      | $2619540.10   | 0.08%             | 2031-05-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $172555.84    | 0.01%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $663537.07    | 0.02%             | 2027-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3152                                                        | CUSIP: 3133A9QD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2314733 | PA      | $1991233.76   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8759                                                         | CUSIP: 3140KGWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1560461 | PA      | $1347228.23   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                                | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    203802 | PA      | $180886.97    | 0.01%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AT0343                                                         | CUSIP: 3138WMLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33773 | PA      | $30990.81     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7878                                                         | CUSIP: 3140M9XG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1905977 | PA      | $1647136.48   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $424039.17    | 0.01%             | 2023-04-01      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $238786.05    | 0.01%             | 2024-01-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 688636                                                      | CUSIP: 36296EBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    208918 | PA      | $211835.96    | 0.01%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 4.125000% 09/30/2027                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16000000 | PA      | $16195000.00  | 0.52%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-75 AC                           | CUSIP: 38380PKQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    504866 | PA      | $447544.40    | 0.01%             | 2061-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR2232                                                         | CUSIP: 3140L0PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    781031 | PA      | $648431.63    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1977                                                         | CUSIP: 3140LCFT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3640000 | PA      | $3015128.26   | 0.10%             | 2031-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CENTURY HOUSING CORPORATION                                                | CENTURY HOUSING CORP MTN 4.500000% 09/15/2023                                     | CUSIP: 15654VA81<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4976589.70   | 0.16%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522440                                    | CUSIP: 83165A4Z4<br>LEI: N/A                  | Long             |  |  | US        |    224726 | PA      | $235214.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49605                                                   | CUSIP: 3132WPU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    227841 | PA      | $213215.30    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORPM NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972C3H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $980357.98    | 0.03%             | 2023-11-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BH0075                                                      | CUSIP: 3617GWCL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    268039 | PA      | $263910.91    | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 463997                                                         | CUSIP: 31381LNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    870029 | PA      | $875114.47    | 0.03%             | 2027-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419TWS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $558031.92    | 0.02%             | 2028-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-75 BC                           | CUSIP: 38378N3S0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    483129 | PA      | $442754.36    | 0.01%             | 2054-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9566                                                         | CUSIP: 3140KHTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320016 | PA      | $275416.56    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WES2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $868419.80    | 0.03%             | 2028-08-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                     | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FPA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    273036 | PA      | $259049.03    | 0.01%             | 2047-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AW0985                                                         | CUSIP: 3138XQCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66770 | PA      | $65220.92     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 637911                                                       | CUSIP: 36291TVC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    298326 | PA      | $297862.56    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509688                                    | CUSIP: 83164LXR7<br>LEI: N/A                  | Long             |  |  | US        |   2080594 | PA      | $2113798.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA7296                                                         | CUSIP: 3140QFDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1037452 | PA      | $892870.57    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5521                                                         | CUSIP: 3140MKD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557885 | PA      | $478312.10    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH6769                                                         | CUSIP: 3138A8QX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91667 | PA      | $91635.24     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522124                                    | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             |  |  | US        |    286957 | PA      | $298976.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609BXZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $184160.21    | 0.01%             | 2037-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6127                                                         | CUSIP: 3138WFYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304995 | PA      | $285642.88    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WA1102                                                        | CUSIP: 3132WSF97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    992233 | PA      | $868303.38    | 0.03%             | 2028-12-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                     | PNC FINANCIAL SERVICES GROUP INC/THE 1.150000% 08/13/2026                         | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  18857000 | PA      | $16553408.51  | 0.53%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD6358                                                        | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    947544 | PA      | $818256.40    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $376096.40    | 0.01%             | 2024-07-01      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| DES MOINES IOWA AREA CMNTY COLLEGE XI NEW JOBS TRAING CTF                  | DES MOINES IA AREA CMNTY CLG DES MOINES AREA COMMUNITY COLLEGE                    | CUSIP: 250097L91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $654003.25    | 0.02%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1685808.00   | 0.05%             | 2032-05-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $464022.15    | 0.01%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1                       | CUSIP: 83162CZL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3787986 | PA      | $3589352.15   | 0.11%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 AB                          | CUSIP: 38380JFT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78266 | PA      | $67654.34     | 0.00%             | 2059-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5792                                                         | CUSIP: 3138LJNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    895250 | PA      | $811889.22    | 0.03%             | 2034-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-135 AC                          | CUSIP: 38378BS59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    663155 | PA      | $570773.64    | 0.02%             | 2053-01-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194675.76    | 0.01%             | 2024-04-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                               | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 658207PZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $797720.35    | 0.03%             | 2035-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                           | TRI-CNTY OR MET TRANSPRTN DIST TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2990000 | PA      | $2597763.43   | 0.08%             | 2027-09-01      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $417603.65    | 0.01%             | 2026-11-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1464672.61   | 0.05%             | 2026-06-01      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1319                                                         | CUSIP: 3140JVPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1393632 | PA      | $1289480.41   | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 463839                                                         | CUSIP: 31381LHQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    564601 | PA      | $570396.70    | 0.02%             | 2027-11-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9567                                                         | CUSIP: 3140KHTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    721452 | PA      | $645458.23    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED JEWISH APPEAL-FEDERATION OF JEWISH PHILANTHROPIES OF NEW YORK, INC. | UNITED JEWISH APPEAL-FEDERATION OF JEWISH PHILANTH 0.699000% 02/01/2023           | CUSIP: 910751AB2<br>LEI: 549300KFOHUQO5KVF916 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818512.05    | 0.03%             | 2023-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-77 AD                           | CUSIP: 38381E6J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1251011 | PA      | $1067182.18   | 0.03%             | 2062-01-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF3781                                                        | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    363725 | PA      | $344531.33    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-7 AC                            | CUSIP: 38381ENW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1965387 | PA      | $1612953.75   | 0.05%             | 2064-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5536                                                         | CUSIP: 3138LJEJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3103013 | PA      | $2934727.19   | 0.09%             | 2027-05-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2013-10A 1                                 | CUSIP: 831641EY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22323 | PA      | $22115.56     | 0.00%             | 2023-03-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2070                                                        | CUSIP: 31334YJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    436861 | PA      | $405559.34    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-61 AC                           | CUSIP: 38379RSN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    639043 | PA      | $563892.60    | 0.02%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBACHICAGOTAXIPARTS MONTHLY ADJUSTMENT                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    214462 | PA      | $214049.45    | 0.01%             | 2034-04-29      | Floating      | 1.48%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS1427                                                         | CUSIP: 3138WASR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140151 | PA      | $137542.18    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV7087                                                         | CUSIP: 3138XJ2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    188996 | PA      | $184612.06    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1573                                                         | CUSIP: 3140KLXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2039961 | PA      | $1822314.75   | 0.06%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU9862                                                         | CUSIP: 3140MB5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1520112 | PA      | $1303284.93   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0443                                                         | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2109434 | PA      | $2054053.83   | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K137 A2                   | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3500000 | PA      | $2969918.35   | 0.09%             | 2031-11-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA6159                                                         | CUSIP: 3140QDZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1398325 | PA      | $1208446.07   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF135 AS                  | CUSIP: 3137H7KA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500000 | PA      | $492092.95    | 0.02%             | 2029-05-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENTAL HSG REV                                    | MICHIGAN ST HSG DEV AUTH MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 59465MT21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $462675.33    | 0.01%             | 2023-04-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SD8172                                                        | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13255294 | PA      | $10941198.60  | 0.35%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK2031                                                         | CUSIP: 3140HFHH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    217619 | PA      | $213367.55    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $458372.45    | 0.01%             | 2026-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AYW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $223054.13    | 0.01%             | 2023-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.01%             | 2022-12-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2018-2-GS MSAIC 2018-2GS A                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9123541 | PA      | $8279313.52   | 0.26%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL0478                                                         | CUSIP: 3140HRQ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1961953 | PA      | $1909535.04   | 0.06%             | 2025-10-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $336671.56    | 0.01%             | 2023-10-01      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG G06072                                                   | CUSIP: 3128M8CH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    202605 | PA      | $210759.22    | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ2676                                                         | CUSIP: 3140H36N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330827 | PA      | $318899.14    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD7968                                                        | CUSIP: 3133B5Z96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2701676 | PA      | $2228932.61   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7898                                                         | CUSIP: 3140J0X47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8100000 | PA      | $6153728.36   | 0.20%             | 2032-08-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $375056.20    | 0.01%             | 2027-02-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-157 AC                          | CUSIP: 38380JBH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    464924 | PA      | $420729.39    | 0.01%             | 2056-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q012 A2                   | CUSIP: 3137FVNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4599991 | PA      | $3923761.09   | 0.13%             | 2030-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-88 CA                           | CUSIP: 38380J3J5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    953213 | PA      | $858522.63    | 0.03%             | 2058-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $62917.95     | 0.00%             | 2029-01-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI5362                                                         | CUSIP: 3138AJ5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87734 | PA      | $86499.67     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV4126                                                         | CUSIP: 3140MHSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    450321 | PA      | $386181.12    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH2979                                                         | CUSIP: 3138A4JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23649 | PA      | $23216.79     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $849827.44    | 0.03%             | 2023-10-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX7550                                                         | CUSIP: 3138Y9L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    109415 | PA      | $107378.72    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KDA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $2789930.12   | 0.09%             | 2023-06-15      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-81 AC                           | CUSIP: 38380NFC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72175 | PA      | $63842.18     | 0.00%             | 2060-08-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KDC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $720083.28    | 0.02%             | 2025-06-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5334                                                         | CUSIP: 3140GT4U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5643 | PA      | $5559.23      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P0 FHMR 2020-P003 A1              | CUSIP: 3137FWHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5958303 | PA      | $5043684.76   | 0.16%             | 2031-02-25      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $794372.76    | 0.03%             | 2030-01-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-171 EA                          | CUSIP: 38379K6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37939 | PA      | $33535.55     | 0.00%             | 2052-12-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1285                                                         | CUSIP: 3140JVNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635147 | PA      | $609757.71    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-9 A                             | CUSIP: 38379U4D5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    540574 | PA      | $466120.57    | 0.01%             | 2056-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9597                                                         | CUSIP: 3140KHUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561652 | PA      | $502327.40    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH7097                                                         | CUSIP: 3140GV3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1628226 | PA      | $1521371.28   | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB1536                                                        | CUSIP: 3133A7V55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    769481 | PA      | $661643.98    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA5694                                                         | CUSIP: 3140QDKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2267088 | PA      | $2020670.55   | 0.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $429448.99    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 684677                                                       | CUSIP: 36295YUA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73361 | PA      | $75017.75     | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-46 A                            | CUSIP: 38379U7H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1904938 | PA      | $1643528.44   | 0.05%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AN95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $279654.63    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL5452                                                         | CUSIP: 3140HXBW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3312662 | PA      | $2952452.57   | 0.09%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-106 AC                          | CUSIP: 38379RS95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84783 | PA      | $78332.29     | 0.00%             | 2051-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 439079                                                       | CUSIP: 36207QXG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    113223 | PA      | $115364.00    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45201YF36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $754955.36    | 0.02%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB2792                                                         | CUSIP: 3140QNC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3573449 | PA      | $3082955.48   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5309                                                         | CUSIP: 3140GT3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1067589 | PA      | $1032351.05   | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8522                                                         | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1829010 | PA      | $1690599.65   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV5020                                                         | CUSIP: 3138XGSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194793 | PA      | $190272.96    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-47 AD                           | CUSIP: 38380RZY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4837768 | PA      | $3903144.44   | 0.12%             | 2061-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $445280.50    | 0.01%             | 2026-11-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1714                                                        | CUSIP: 3133BA3X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1790759 | PA      | $1586870.29   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE0369                                                        | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1146053 | PA      | $1057732.27   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-199 A                           | CUSIP: 38381HZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    645000 | PA      | $597909.96    | 0.02%             | 2054-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                         | MILL CITY SOLAR LOAN 2019-2 LTD MCSLT 2019-2GS A                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1903046 | PA      | $1746904.24   | 0.06%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-165 AB                          | CUSIP: 38380MZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1431656 | PA      | $1291750.64   | 0.04%             | 2060-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA5579                                                        | CUSIP: 3133A0FU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1188956 | PA      | $1061092.76   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $397140.88    | 0.01%             | 2027-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3987                                                         | CUSIP: 3140QPND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9101945 | PA      | $8614596.54   | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AW8968                                                         | CUSIP: 3138XY6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27445 | PA      | $26934.30     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN8458                                                         | CUSIP: 3138LMMG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4769913 | PA      | $4598847.78   | 0.15%             | 2025-02-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $341751.10    | 0.01%             | 2026-05-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509735                                    | CUSIP: 83164LY88<br>LEI: N/A                  | Long             |  |  | US        |    587572 | PA      | $590379.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-170 AC                          | CUSIP: 38381DU73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    787755 | PA      | $651813.45    | 0.02%             | 2062-12-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO2209                                                         | CUSIP: 3140JWN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1042093 | PA      | $929899.66    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2015-10B 1                                 | CUSIP: 831641FE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116630 | PA      | $111831.98    | 0.00%             | 2025-09-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB1534                                                        | CUSIP: 3133A7V30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1050607 | PA      | $906227.49    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SPY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24985.04     | 0.00%             | 2031-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3143                                                         | CUSIP: 3140QAP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    497278 | PA      | $479348.93    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $387863.01    | 0.01%             | 2027-06-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812Q3W5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1944519.20   | 0.06%             | 2026-10-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-16 AK                           | CUSIP: 38379U4P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    589717 | PA      | $513377.32    | 0.02%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB2518                                                         | CUSIP: 3140QMYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3882655 | PA      | $3330226.82   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 3.125000% 11/15/2028                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20000000 | PA      | $19255468.80  | 0.62%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                         | DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY SERIES DCHFA 2017-A A                 | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2265017 | PA      | $2135215.82   | 0.07%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $332312.43    | 0.01%             | 2027-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN3584                                                         | CUSIP: 3138LF6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    982528 | PA      | $893823.71    | 0.03%             | 2028-11-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                 | TENN VALLEY AUTHORITY 1.500000% 09/15/2031                                        | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  15000000 | PA      | $12026362.65  | 0.38%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS0092                                                         | CUSIP: 3138W9C65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119417 | PA      | $112241.49    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR0679                                                         | CUSIP: 3140KXXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3415248 | PA      | $2823607.23   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD2417                                                        | CUSIP: 3133AYVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    447978 | PA      | $372802.48    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240UV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2960000 | PA      | $2866828.97   | 0.09%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $526152.65    | 0.02%             | 2027-06-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q60215                                                   | CUSIP: 3132VLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    577360 | PA      | $566739.04    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH7046                                                         | CUSIP: 3140GVZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2471145 | PA      | $2308458.49   | 0.07%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ4562                                                         | CUSIP: 3140H6B81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    552037 | PA      | $515522.01    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q48279                                                   | CUSIP: 3132WNFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637367 | PA      | $595174.67    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8524                                                         | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1786858 | PA      | $1700343.85   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $490708.65    | 0.02%             | 2023-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BV1491                                                      | CUSIP: 3617NEUQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    679249 | PA      | $615061.17    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609TN53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2867038.20   | 0.09%             | 2023-05-01      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q014 A1                   | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2652688 | PA      | $2163875.75   | 0.07%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA2531                                                        | CUSIP: 3133KHY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2318597 | PA      | $2004467.45   | 0.06%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST                                                            | FREED ABS TRUST 2022-1FP FREED 2022-1FP A                                         | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    572651 | PA      | $569298.57    | 0.02%             | 2029-03-19      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ3064                                                         | CUSIP: 3140KNMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2516448 | PA      | $2082813.59   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 467914                                                         | CUSIP: 31381QYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461725 | PA      | $490338.14    | 0.02%             | 2041-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-157 AB                          | CUSIP: 38378XUC3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11141 | PA      | $11037.14     | 0.00%             | 2054-08-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $239478.33    | 0.01%             | 2024-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RH73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1209208 | PA      | $1045371.25   | 0.03%             | 2058-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-36 A                            | CUSIP: 38379RGT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    155625 | PA      | $137425.11    | 0.00%             | 2057-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-191 AE                          | CUSIP: 38380JJT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2803138 | PA      | $2415948.82   | 0.08%             | 2059-07-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5368                                                         | CUSIP: 3140MJ6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1108783 | PA      | $1022558.73   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AC                           | CUSIP: 38380JWA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166050 | PA      | $154695.07    | 0.00%             | 2058-12-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-30 AB                           | CUSIP: 38379U7A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1263331 | PA      | $1139392.07   | 0.04%             | 2051-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-50 AB                           | CUSIP: 38378KHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    259684 | PA      | $241649.26    | 0.01%             | 2045-05-16      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 759466                                                      | CUSIP: 36230UQT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151671 | PA      | $146799.85    | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL4589                                                         | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6269709 | PA      | $5620641.70   | 0.18%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50943                                                   | CUSIP: 3132XTBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    361112 | PA      | $338378.42    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK1968                                                         | CUSIP: 3140HFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    673241 | PA      | $648967.17    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN5245                                                         | CUSIP: 3140JMZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    457332 | PA      | $427931.31    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522327                                    | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             |  |  | US        |    338684 | PA      | $358335.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO8938                                                         | CUSIP: 3140K44Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411823 | PA      | $401076.66    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YLD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4155000 | PA      | $3645930.23   | 0.12%             | 2026-10-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $583138.36    | 0.02%             | 2023-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 465588                                                         | CUSIP: 31381NF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    513322 | PA      | $527378.34    | 0.02%             | 2028-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN5350                                                         | CUSIP: 3140JM5L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    297601 | PA      | $285510.54    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ9195                                                         | CUSIP: 3140E2GD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49139 | PA      | $48176.76     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1272                                                         | CUSIP: 3140JVMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    472580 | PA      | $426489.88    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS9943                                                         | CUSIP: 3138WLBM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1983386 | PA      | $1852599.13   | 0.06%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2674                                                        | CUSIP: 3133A86K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1249246 | PA      | $1113639.69   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1212804.31   | 0.04%             | 2024-05-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $432338.02    | 0.01%             | 2026-02-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $399258.75    | 0.01%             | 2028-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC4341                                                        | CUSIP: 3133ANZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1377345 | PA      | $1182658.23   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Department of Housing and Urban Development                           | HOUSING URBAN DEVELOPMNT 5.770000% 08/01/2026                                     | CUSIP: 911759JH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    328000 | PA      | $328827.98    | 0.01%             | 2026-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3873                                                         | CUSIP: 3140QBJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    594073 | PA      | $530395.83    | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0210                                                         | CUSIP: 3140KKGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1794309 | PA      | $1553899.90   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WN0034                                                        | CUSIP: 3132XEBC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    839463 | PA      | $609870.94    | 0.02%             | 2037-04-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                             | PROLOGIS LP 1.250000% 10/15/2030                                                  | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5716000 | PA      | $4376507.47   | 0.14%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6245                                                         | CUSIP: 3140JN5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25244 | PA      | $23437.70     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DES MOINES IOWA AREA CMNTY COLLEGE XI NEW JOBS TRAING CTF                  | DES MOINES IA AREA CMNTY CLG DES MOINES AREA COMMUNITY COLLEGE                    | CUSIP: 250097N24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $555105.58    | 0.02%             | 2024-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q48819                                                   | CUSIP: 3132WNYR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1408656 | PA      | $1362702.46   | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY REV                                                | NEW YORK ST HSG FIN AGY AFFORD NEW YORK STATE HOUSING FINANCE AGENCY              | CUSIP: 64987JSH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1650190.65   | 0.05%             | 2027-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $380059.63    | 0.01%             | 2029-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q47221                                                   | CUSIP: 3132WMAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    452907 | PA      | $424585.12    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509350                                    | CUSIP: 83164LL74<br>LEI: N/A                  | Long             |  |  | US        |    154071 | PA      | $151348.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF97 AS                   | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2658589 | PA      | $2598901.06   | 0.08%             | 2030-12-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG1 A2                   | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3850000 | PA      | $3124074.03   | 0.10%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-74 AG                           | CUSIP: 38380JK72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140459 | PA      | $138656.13    | 0.00%             | 2050-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CE25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $650875.96    | 0.02%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5372                                                         | CUSIP: 3140K06J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282618 | PA      | $260973.83    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-24 AB                           | CUSIP: 38380N6P9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    879233 | PA      | $766338.75    | 0.02%             | 2061-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q53883                                                   | CUSIP: 3132XWJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    454297 | PA      | $438399.82    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $309086.85    | 0.01%             | 2026-07-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q56469                                                   | CUSIP: 3132Y0FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    426379 | PA      | $413734.21    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-49 AD                           | CUSIP: 38379RQW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1381230 | PA      | $1217098.45   | 0.04%             | 2058-05-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 AC                          | CUSIP: 38381DME7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140416 | PA      | $116848.56    | 0.00%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $956059.15    | 0.03%             | 2026-04-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3322                                                        | CUSIP: 3133KJVP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    702938 | PA      | $604973.23    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-62 AE                           | CUSIP: 38379RTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    818839 | PA      | $736267.50    | 0.02%             | 2057-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | STRU CF-3343 A5 SERIES  CLASS                                                     | CUSIP: 38381EYS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    987004 | PA      | $850538.42    | 0.03%             | 2062-01-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8930                                                         | CUSIP: 3140JR4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    897587 | PA      | $830206.92    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-25 AB                           | CUSIP: 38380JQR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4642358 | PA      | $4157756.72   | 0.13%             | 2059-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE7198                                                         | CUSIP: 3140FS7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    319112 | PA      | $297989.74    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                        | NEW HAMPSHIRE ST HSG FIN AUTHS NEW HAMPSHIRE HOUSING FINANCE AUTHORITY            | CUSIP: 64469DUS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54757.72     | 0.00%             | 2034-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE3687                                                         | CUSIP: 3140FPCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515736 | PA      | $481567.74    | 0.02%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY3458                                                         | CUSIP: 3138YGZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213367 | PA      | $200115.78    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA6332                                                        | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2624978 | PA      | $2177552.17   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $838162.18    | 0.03%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC3549                                                        | CUSIP: 3133AM5J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    705599 | PA      | $584433.44    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A5H                              | CUSIP: 30329QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1854790.40   | 0.06%             | 2042-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $292021.18    | 0.01%             | 2028-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1428873.22   | 0.05%             | 2027-02-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL8108                                                         | CUSIP: 3140J1AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2854683 | PA      | $2214350.20   | 0.07%             | 2032-09-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1043011.93   | 0.03%             | 2024-05-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DELAWARE ST HSG AUTH REV                                                   | DELAWARE ST HSG AUTH REVENUE DELAWARE STATE HOUSING AUTHORITY                     | CUSIP: 246395YF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3760575 | PA      | $3474457.34   | 0.11%             | 2048-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $217161.28    | 0.01%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO2962                                                         | CUSIP: 3140JXJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1406873 | PA      | $1255928.81   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ2362                                                         | CUSIP: 3140KMTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3380480 | PA      | $2797159.18   | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4308                                                         | CUSIP: 3140JLYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185462 | PA      | $182373.90    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORPM NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972C3G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2135787.00   | 0.07%             | 2023-05-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0768                                                        | CUSIP: 3133A6Z95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    159901 | PA      | $138384.05    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5746                                                         | CUSIP: 3140GUL47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    937608 | PA      | $875491.25    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943297.66    | 0.03%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-94 AH                           | CUSIP: 38379RC76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189467 | PA      | $166223.71    | 0.01%             | 2059-02-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD4132                                                        | CUSIP: 3133B1SV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1885692 | PA      | $1616997.76   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $987289.47    | 0.03%             | 2024-11-01      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | STRU BMOC-6418 PT 4.57%  12/29/2032                                               | CUSIP: BCCXQ3P30<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5200000 | PA      | $5287547.20   | 0.17%             | 2032-12-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                      | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5023464.60   | 0.16%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-107 A                           | CUSIP: 38380NKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    529805 | PA      | $457567.87    | 0.01%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $653735.95    | 0.02%             | 2028-07-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AF3781                                                       | CUSIP: 36181KFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299818 | PA      | $290583.05    | 0.01%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-158 AB                          | CUSIP: 38380RCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2576881 | PA      | $2115086.49   | 0.07%             | 2062-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5394                                                         | CUSIP: 3138LH7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1250000 | PA      | $1192586.89   | 0.04%             | 2027-05-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-125 HA                          | CUSIP: 38379Y6P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    587250 | PA      | $502770.72    | 0.02%             | 2057-12-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $573863.70    | 0.02%             | 2027-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7876                                                         | CUSIP: 3140M9XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2566701 | PA      | $2201505.12   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH9379                                                         | CUSIP: 3140GYM55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123443 | PA      | $120310.17    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-50 AH                           | CUSIP: 38380M5R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     39665 | PA      | $39525.09     | 0.00%             | 2059-06-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 696843                                                      | CUSIP: 36296PEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     53258 | PA      | $54400.95     | 0.00%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA0116                                                         | CUSIP: 3140Q7DW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    769207 | PA      | $717926.45    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE3689                                                         | CUSIP: 3140FPC31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2134305 | PA      | $2060997.19   | 0.07%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-186 AK                          | CUSIP: 38383CT83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4814881 | PA      | $4156738.19   | 0.13%             | 2052-05-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AC6853                                                       | CUSIP: 36179GTJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    852078 | PA      | $833250.65    | 0.03%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $499027.01    | 0.02%             | 2024-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY REV                                                | NEW YORK ST HSG FIN AGY NEW YORK STATE HOUSING FINANCE AGENCY                     | CUSIP: 64986ME27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90133.25     | 0.00%             | 2025-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | CENTURY HOUSING CORP MTN 0.300000% 02/15/2023                                     | CUSIP: 15654VAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9888694.90   | 0.32%             | 2023-02-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 661707                                                       | CUSIP: 36294WDL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    823976 | PA      | $794584.34    | 0.03%             | 2054-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TTA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24660.58     | 0.00%             | 2023-07-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | CCMTRISTATE FL.CD 11/1/20 FLOATING RATE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  74357980 | PA      | $74357920.71  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY LOAN FUND, INC.                                       | ENTERPRISE COMMUNITY LOAN FUND INC 3.685000% 11/01/2023                           | CUSIP: 29375EAB1<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1894149.66   | 0.06%             | 2023-11-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $112256.97    | 0.00%             | 2023-10-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $453035.83    | 0.01%             | 2025-04-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY HOUSING DEVELOPMENT CORP NYHDC 2017-A A                             | CUSIP: 64972CM67<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7728267 | PA      | $5993509.26   | 0.19%             | 2046-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7351                                                         | CUSIP: 3140J0EZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    655000 | PA      | $545377.63    | 0.02%             | 2030-07-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q55002                                                   | CUSIP: 3132XXRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1239731 | PA      | $1152573.20   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                                | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QLZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    308461 | PA      | $264890.63    | 0.01%             | 2034-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YQS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $893233.23    | 0.03%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $397641.77    | 0.01%             | 2027-08-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RPL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59355.65     | 0.00%             | 2040-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2475027.36   | 0.08%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV9871                                                         | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    865797 | PA      | $795874.21    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q56476                                                   | CUSIP: 3132Y0FS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    522387 | PA      | $514913.61    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN4676                                                         | CUSIP: 3138LHFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1223580 | PA      | $1134990.40   | 0.04%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-72 A                            | CUSIP: 38379RWP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    472157 | PA      | $404429.55    | 0.01%             | 2057-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461Q35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1934333.46   | 0.06%             | 2050-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC6907                                                        | CUSIP: 3133ARU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1048929 | PA      | $905187.73    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY1387                                                         | CUSIP: 3138YERH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89580 | PA      | $84049.13     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBABUCKPIZZA MONTHLY ADJUSTMENT                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |      6169 | PA      | $6237.82      | 0.00%             | 2024-07-15      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN9844                                                         | CUSIP: 3138LN5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    765815 | PA      | $742807.32    | 0.02%             | 2030-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA5097                                                         | CUSIP: 3140QCUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    645829 | PA      | $575631.67    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-86 AC                           | CUSIP: 38379KRM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    324881 | PA      | $307870.29    | 0.01%             | 2050-03-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5348                                                         | CUSIP: 3140K05J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1934440 | PA      | $1726184.69   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8789                                                         | CUSIP: 3140KGXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    956286 | PA      | $825820.98    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-49 AH                           | CUSIP: 38381EQ43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5745432 | PA      | $4809394.00   | 0.15%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 411116                                                       | CUSIP: 36206GVH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    144314 | PA      | $147685.17    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM3973                                                         | CUSIP: 3138L4MX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3049228 | PA      | $3010217.50   | 0.10%             | 2023-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN4505                                                         | CUSIP: 3138LHAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    942810 | PA      | $871941.52    | 0.03%             | 2032-02-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1214365.32   | 0.04%             | 2026-05-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7899                                                         | CUSIP: 3138WHX56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756018 | PA      | $681799.49    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5365                                                         | CUSIP: 3140MJ6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1138370 | PA      | $1008894.85   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE0361                                                        | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    380428 | PA      | $338527.30    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA1934                                                         | CUSIP: 3140Q9EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1348774 | PA      | $1299730.13   | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AB7486                                                         | CUSIP: 31417EJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    675639 | PA      | $619641.45    | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54464                                                   | CUSIP: 3132XW6A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    506080 | PA      | $488370.39    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV4855                                                         | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    616105 | PA      | $528227.22    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1795                                                         | CUSIP: 3140JV7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410658 | PA      | $381241.96    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS7085                                                         | CUSIP: 3140LH2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11219000 | PA      | $11365386.30  | 0.36%             | 2029-11-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI9871                                                         | CUSIP: 3138AP6H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53083 | PA      | $52072.91     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-217 AB                          | CUSIP: 38381EMF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1427313 | PA      | $1248383.57   | 0.04%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-75 AC                           | CUSIP: 38380JX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    687018 | PA      | $624218.14    | 0.02%             | 2059-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0249                                                         | CUSIP: 3140KKH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    584009 | PA      | $522982.89    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5478                                                         | CUSIP: 3140K1CQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1229992 | PA      | $1139568.21   | 0.04%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 723006                                                       | CUSIP: 3620A9GP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    140170 | PA      | $141876.93    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1274                                                         | CUSIP: 3140JVMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423651 | PA      | $405885.84    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN1381                                                         | CUSIP: 3138LDRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    851677 | PA      | $798115.93    | 0.03%             | 2026-08-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0769                                                        | CUSIP: 3133A62A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1413350 | PA      | $1219121.64   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9534                                                         | CUSIP: 3140KHSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1771120 | PA      | $1524969.90   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                       | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1147359 | PA      | $1023519.94   | 0.03%             | 2049-10-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV3214                                                         | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    768239 | PA      | $664097.09    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5488                                                         | CUSIP: 3140K1C20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1010739 | PA      | $934079.17    | 0.03%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                             | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $275458.37    | 0.01%             | 2026-12-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA7612                                                        | CUSIP: 3133KPN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2230513 | PA      | $2110622.31   | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW1785                                                         | CUSIP: 3140MS6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    944049 | PA      | $810573.01    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5367                                                         | CUSIP: 3140MJ6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    599087 | PA      | $549996.83    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 AB                           | CUSIP: 38380R4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1310070 | PA      | $1106483.18   | 0.04%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD2419                                                         | CUSIP: 3140F9VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1144925 | PA      | $1105599.37   | 0.04%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q48294                                                   | CUSIP: 3132WNGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    176937 | PA      | $173952.33    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1829431.07   | 0.06%             | 2027-08-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO2957                                                         | CUSIP: 3140JXJB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    905556 | PA      | $812391.95    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AK8205                                                       | CUSIP: 36183SDJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2168759 | PA      | $2026572.96   | 0.06%             | 2055-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU9863                                                         | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1376474 | PA      | $1188028.24   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH5671                                                         | CUSIP: 3138A7JR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61674 | PA      | $60374.90     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6285                                                         | CUSIP: 3140JN6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    353509 | PA      | $339147.73    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-124 AC                          | CUSIP: 38380NNQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    202778 | PA      | $185576.42    | 0.01%             | 2060-09-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-15 AP                           | CUSIP: 38381ESB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1302666 | PA      | $1107279.46   | 0.04%             | 2055-12-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0444                                                         | CUSIP: 3140N4P68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3064371 | PA      | $3051269.59   | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                             | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $224956.33    | 0.01%             | 2028-12-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q52610                                                   | CUSIP: 3132XU3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1229098 | PA      | $1149176.41   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1236802.20   | 0.04%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $437899.71    | 0.01%             | 2025-10-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-8 AL                            | CUSIP: 38380NM55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    289970 | PA      | $257147.79    | 0.01%             | 2061-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6563                                                         | CUSIP: 3140JPJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    171537 | PA      | $164343.54    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $145276.13    | 0.00%             | 2024-08-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240WF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $612613.68    | 0.02%             | 2023-01-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AU6721                                                         | CUSIP: 3138X6PF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84434 | PA      | $82863.56     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972C5V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3050000 | PA      | $2989137.86   | 0.10%             | 2024-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SJ27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14740.14     | 0.00%             | 2024-01-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1314                                                         | CUSIP: 3140JVN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1158909 | PA      | $1034933.10   | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ1663                                                         | CUSIP: 3140H2Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    880276 | PA      | $820843.44    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH1167                                                         | CUSIP: 3140GPJM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168673 | PA      | $165535.06    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6236                                                         | CUSIP: 3140JN4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18070 | PA      | $17617.59     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1316                                                         | CUSIP: 3140JVPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131389 | PA      | $126880.87    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 463895                                                         | CUSIP: 31381LKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    321400 | PA      | $323852.86    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW6011                                                         | CUSIP: 3140MXVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    998384 | PA      | $945447.31    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN2174                                                         | CUSIP: 3138LEMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6600000 | PA      | $6233826.46   | 0.20%             | 2026-07-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH MULTI FAMILY REV                                     | ILLINOIS ST HSG DEV AUTH MF RE ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45202BCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1003899 | PA      | $851507.93    | 0.03%             | 2048-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB5042                                                        | CUSIP: 3133ABS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4347334 | PA      | $3737186.70   | 0.12%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORP MTN 0.981000% 09/25/2025                                     | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  33381000 | PA      | $30577964.38  | 0.98%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522158                                    | CUSIP: 83165ATP9<br>LEI: N/A                  | Long             |  |  | US        |    171856 | PA      | $175837.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH9270                                                         | CUSIP: 3140GYJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1303877 | PA      | $1217088.50   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ3065                                                         | CUSIP: 3140KNMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2634797 | PA      | $2275348.43   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1708                                                        | CUSIP: 3133BA3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2228956 | PA      | $2119242.89   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 AH                          | CUSIP: 38378XV24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93704 | PA      | $85798.18     | 0.00%             | 2054-08-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8894                                                         | CUSIP: 3140JR3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    711886 | PA      | $686220.01    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5477                                                         | CUSIP: 3140K1CP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1032386 | PA      | $923441.96    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7340                                                         | CUSIP: 3138WHEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1362980 | PA      | $1233183.20   | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7338                                                         | CUSIP: 3140J0EL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1715356 | PA      | $1403243.32   | 0.04%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA4064                                                        | CUSIP: 31339UQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    451037 | PA      | $431025.88    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 AD                          | CUSIP: 38378BE96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     91754 | PA      | $80758.42     | 0.00%             | 2053-02-16      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 466756                                                         | CUSIP: 31381PQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1573345 | PA      | $1586447.98   | 0.05%             | 2028-12-01      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $415502.96    | 0.01%             | 2024-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI6155                                                         | CUSIP: 3138AKZV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185489 | PA      | $184705.38    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $392735.97    | 0.01%             | 2035-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1078267.70   | 0.03%             | 2024-11-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $480892.75    | 0.02%             | 2023-10-01      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480FR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $139476.21    | 0.00%             | 2025-11-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q44395                                                   | CUSIP: 3132WH3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1425021 | PA      | $1282855.48   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC1953                                                        | CUSIP: 3133ALE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1727885 | PA      | $1493922.65   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-135 A                           | CUSIP: 38380P5E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1348506 | PA      | $1092573.02   | 0.03%             | 2063-01-16      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AA8479                                                       | CUSIP: 36178GM43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    549735 | PA      | $548677.34    | 0.02%             | 2035-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $121827.04    | 0.00%             | 2025-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA6794                                                        | CUSIP: 3133KNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1177664 | PA      | $1010175.10   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q07121                                                   | CUSIP: 3132GSG60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24597 | PA      | $23199.84     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 465260                                                         | CUSIP: 31381MZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1339595 | PA      | $1347691.12   | 0.04%             | 2028-06-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI3492                                                         | CUSIP: 3138AG3A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169647 | PA      | $169629.63    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3337                                                         | CUSIP: 3140QNV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1293913 | PA      | $1108815.20   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS1877                                                         | CUSIP: 3138WBCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16589 | PA      | $16280.66     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $469712.14    | 0.02%             | 2027-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA3562                                                        | CUSIP: 31339S5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1422968 | PA      | $1270084.95   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SMALL BUSINESS ADMINISTRATION SBA SBAANIMAL                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |     29059 | PA      | $29577.15     | 0.00%             | 2023-06-04      | Floating      | 3.19%                 | No            |                  3 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                           | TRI-CNTY OR MET TRANSPRTN DIST TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $682064.96    | 0.02%             | 2028-09-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                         | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HFL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1383731.90   | 0.04%             | 2041-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND, INC.                                                | REINVESTMENT FUND INC/THE 3.477000% 02/15/2023                                    | CUSIP: 75936LAG9<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2455379.12   | 0.08%             | 2023-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU2995                                                         | CUSIP: 3140M4KH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1269932 | PA      | $1058974.46   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1326                                                         | CUSIP: 3140JVPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824742 | PA      | $787299.01    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0193                                                         | CUSIP: 3140KKGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    385199 | PA      | $343463.70    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DES MOINES IOWA AREA CMNTY COLLEGE XI NEW JOBS TRAING CTF                  | DES MOINES IA AREA CMNTY CLG DES MOINES AREA COMMUNITY COLLEGE                    | CUSIP: 250097L83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    845000 | PA      | $815763.85    | 0.03%             | 2024-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AR5591                                                         | CUSIP: 3138W3F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33637 | PA      | $30866.49     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q51685                                                   | CUSIP: 3132XT2T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    879572 | PA      | $822374.78    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4347                                                         | CUSIP: 3140JLZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    217174 | PA      | $210211.86    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST                                                            | FREED ABS TRUST 2022-2CP FREED 2022-2CP A                                         | CUSIP: 35633LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3504981 | PA      | $3469456.41   | 0.11%             | 2029-05-18      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $604640.78    | 0.02%             | 2026-02-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3989412 | PA      | $3654666.55   | 0.12%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1572                                                         | CUSIP: 3140KLXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3426775 | PA      | $2946538.21   | 0.09%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AB98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $186517.21    | 0.01%             | 2023-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA2532                                                        | CUSIP: 3133KHY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    593377 | PA      | $512518.23    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5470                                                         | CUSIP: 3140KDCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    381955 | PA      | $329936.13    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 757173                                                      | CUSIP: 36230R6J0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    119121 | PA      | $115294.52    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F122 AS                 | CUSIP: 3137H3K84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3817314.40   | 0.12%             | 2031-09-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO3017                                                         | CUSIP: 3140JXK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1395981 | PA      | $1246646.03   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9000000 | PA      | $7909503.30   | 0.25%             | 2028-11-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS5579                                                         | CUSIP: 3138WFFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98307 | PA      | $92221.70     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1324                                                         | CUSIP: 3140JVPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1827245 | PA      | $1631141.67   | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH8879                                                         | CUSIP: 3138AA2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185029 | PA      | $184910.99    | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                       | JPMORGAN CHASE & CO 0.653000% 09/16/2024                                          | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18618000 | PA      | $17887730.92  | 0.57%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-64 HA                           | CUSIP: 38379USR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    828897 | PA      | $717543.49    | 0.02%             | 2057-12-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2405                                                        | CUSIP: 31334YU62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    340789 | PA      | $304877.36    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8922                                                         | CUSIP: 3140JR4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608983 | PA      | $564794.86    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-202 AB                          | CUSIP: 38381HXW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4575098.80   | 0.15%             | 2053-07-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS5117                                                         | CUSIP: 3138WEVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    424373 | PA      | $397743.24    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WA4420                                                        | CUSIP: 3132XDAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3446930 | PA      | $3219742.16   | 0.10%             | 2029-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AG                           | CUSIP: 38380NQ77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2259246 | PA      | $2023872.67   | 0.06%             | 2060-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196479XJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $53688.39     | 0.00%             | 2024-11-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $417391.05    | 0.01%             | 2028-05-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F118 AS                 | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1925336 | PA      | $1873520.42   | 0.06%             | 2028-07-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WN1096                                                        | CUSIP: 3132XFGE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6120000 | PA      | $5312370.96   | 0.17%             | 2028-01-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                     | TESLA AUTO LEASE TRUST 2021-B TESLA 2021-B A2                                     | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1283959 | PA      | $1254002.45   | 0.04%             | 2025-09-22      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 900649                                                         | CUSIP: 31410XTE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98134 | PA      | $101054.16    | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                           | TRI-CNTY OR MET TRANSPRTN DIST TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $889444.00    | 0.03%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB1941                                                         | CUSIP: 3140QMEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8903015 | PA      | $7385973.29   | 0.24%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8907                                                         | CUSIP: 3140JR3R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223879 | PA      | $199976.80    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1460393.26   | 0.05%             | 2027-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                 | PRUDENTIAL FINANCIAL INC MTN 1.500000% 03/10/2026                                 | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  13838000 | PA      | $12528021.16  | 0.40%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521860                                    | CUSIP: 83165AJD7<br>LEI: N/A                  | Long             |  |  | US        |    176248 | PA      | $185326.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $328979.52    | 0.01%             | 2030-06-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO8900                                                         | CUSIP: 3140K43J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    723493 | PA      | $647375.72    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBACLEBURNE MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    415538 | PA      | $411001.66    | 0.01%             | 2038-07-15      | Floating      | 1.25%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-115 AE                          | CUSIP: 38381HGA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9891456 | PA      | $8955513.36   | 0.29%             | 2048-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1027561.10   | 0.03%             | 2029-05-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737222                                                       | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    119101 | PA      | $118796.31    | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $517833.58    | 0.02%             | 2026-06-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| First American Funds, Inc: Government Obligations Fund; Class X Shares     | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X CLASS X                        | CUSIP: 31846V336<br>LEI: N/A                  | Long             | STIV             |  | US        |  49967563 | PA      | $49967562.90  | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AC                           | CUSIP: 38380NQ44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1327800 | PA      | $1149692.67   | 0.04%             | 2062-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q07398                                                   | CUSIP: 3132GSRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     42681 | PA      | $40305.09     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $236341.18    | 0.01%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461P28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1189947.55   | 0.04%             | 2030-01-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $718752.61    | 0.02%             | 2025-06-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 636413                                                       | CUSIP: 36291SAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    530789 | PA      | $530008.08    | 0.02%             | 2036-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0009                                                         | CUSIP: 3140N4AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    497625 | PA      | $484559.91    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1033                                                         | CUSIP: 3140LBEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7250502 | PA      | $6186754.97   | 0.20%             | 2028-02-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEOWNERSHIP FIN                                 | MINNESOTA ST HSG FIN AGY HOMEO MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416QGK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    159517 | PA      | $152530.02    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654JT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $157021.71    | 0.01%             | 2024-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $847426.60    | 0.03%             | 2030-02-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522029                                    | CUSIP: 83165APN8<br>LEI: N/A                  | Long             |  |  | US        |     13309 | PA      | $14155.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8817                                                         | CUSIP: 3140HNYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89035 | PA      | $88819.66     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8290                                                         | CUSIP: 3138WJF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1335281 | PA      | $1203718.43   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $553051.35    | 0.02%             | 2026-12-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-31 AC                           | CUSIP: 38380RVH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2219276 | PA      | $1757406.70   | 0.06%             | 2061-01-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4386                                                         | CUSIP: 3140JL2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    217696 | PA      | $208572.72    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2022-ML13 ACA                       | CUSIP: 3137H9JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3493663.20   | 0.11%             | 2036-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 A                            | CUSIP: 38380JNP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3498530 | PA      | $3209362.46   | 0.10%             | 2050-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522317                                    | CUSIP: 83165AYN8<br>LEI: N/A                  | Long             |  |  | US        |    200684 | PA      | $212678.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1284                                                         | CUSIP: 3140JVNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1170790 | PA      | $1086559.76   | 0.03%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-124 AC                          | CUSIP: 38379RV75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    514668 | PA      | $449485.49    | 0.01%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB9466                                                        | CUSIP: 3133AGQT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5375499 | PA      | $4443424.29   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  14399000 | PA      | $11851960.89  | 0.38%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH1139                                                         | CUSIP: 3140GPHR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34406 | PA      | $32418.97     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4647000 | PA      | $4438129.06   | 0.14%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 AB                           | CUSIP: 38380PSS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    420189 | PA      | $344025.44    | 0.01%             | 2062-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS5767                                                         | CUSIP: 3138WFMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167747 | PA      | $157103.51    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX3165                                                         | CUSIP: 3138Y4QT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22932 | PA      | $22505.23     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $284850.54    | 0.01%             | 2025-08-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6247                                                         | CUSIP: 3140JN5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    171494 | PA      | $167021.00    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK7934                                                         | CUSIP: 3140HMY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1339762 | PA      | $1288344.51   | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN4133                                                         | CUSIP: 3138LGSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    222759 | PA      | $202765.44    | 0.01%             | 2033-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1030147.99   | 0.03%             | 2027-01-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $630798.25    | 0.02%             | 2028-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI8167                                                         | CUSIP: 3138ANCD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79310 | PA      | $78564.77     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $328447.11    | 0.01%             | 2024-06-01      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ2274                                                         | CUSIP: 3138YTQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153293 | PA      | $143543.16    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS0391                                                         | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4621000 | PA      | $3631191.92   | 0.12%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                       | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $234975.65    | 0.01%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738397                                                       | CUSIP: 3620ASKJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    271101 | PA      | $270408.10    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8870                                                         | CUSIP: 3140HN2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507347 | PA      | $510854.69    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2014-10A 1                                 | CUSIP: 831641FA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1732608 | PA      | $1684671.31   | 0.05%             | 2024-03-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q51686                                                   | CUSIP: 3132XT2U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    544634 | PA      | $525993.19    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                         | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2545000 | PA      | $2535448.11   | 0.08%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA5594                                                        | CUSIP: 3133KMGB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1541697 | PA      | $1273321.85   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL4134                                                         | CUSIP: 3140HVSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    654200 | PA      | $558209.52    | 0.02%             | 2034-02-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7910                                                         | CUSIP: 3140J0YG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4700000 | PA      | $4092122.30   | 0.13%             | 2027-08-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WER4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $656423.18    | 0.02%             | 2028-02-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT1269                                                         | CUSIP: 3140LPMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5035508 | PA      | $4324782.44   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-30 A                            | CUSIP: 38378KBF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10749 | PA      | $10718.64     | 0.00%             | 2042-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-159 AH                          | CUSIP: 38380RCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1480850 | PA      | $1249103.11   | 0.04%             | 2062-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH1145                                                         | CUSIP: 3140GPHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261572 | PA      | $256792.74    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ4876                                                         | CUSIP: 3140KQM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2052296 | PA      | $1700334.14   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA4580                                                         | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5440038 | PA      | $4982877.94   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6619                                                         | CUSIP: 3140JPK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    731200 | PA      | $681542.28    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YLB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2123581.69   | 0.07%             | 2025-10-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE3762                                                         | CUSIP: 3140FPFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820940 | PA      | $789989.28    | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-24 AE                           | CUSIP: 38379UFP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    159668 | PA      | $144154.27    | 0.00%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-184 A                           | CUSIP: 38381HWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3660292 | PA      | $3375427.32   | 0.11%             | 2054-01-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL # FHA ST MICH                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |   5330738 | PA      | $5096229.33   | 0.16%             | 2050-09-01      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-114 A                           | CUSIP: 38378BE21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    173693 | PA      | $154156.14    | 0.00%             | 2053-01-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A91756                                                   | CUSIP: 3129395R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     91513 | PA      | $90832.76     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AU1769                                                         | CUSIP: 3138X06F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124607 | PA      | $117248.20    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $733592.81    | 0.02%             | 2025-11-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBASUPERANTOJITO SBASUPERANTOJITO    12/3/2032                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    162660 | PA      | $158777.12    | 0.01%             | 2032-12-03      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0821                                                        | CUSIP: 3133A64E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    497334 | PA      | $429299.66    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 AN                          | CUSIP: 38378XZH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    610391 | PA      | $548912.44    | 0.02%             | 2055-03-16      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $265371.15    | 0.01%             | 2024-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419P7E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $290940.45    | 0.01%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-65 AH                           | CUSIP: 38380R2X7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400074 | PA      | $330571.69    | 0.01%             | 2062-12-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY HSG AUTH MULTIFAMILY HSG REV                       | DENVER CO CITY & CNTY MF HSG R DENVER CITY & COUNTY HOUSING AUTHORITY             | CUSIP: 24917QAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    870000 | PA      | $813316.37    | 0.03%             | 2024-08-01      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AS2544                                                       | CUSIP: 36193LZH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    719196 | PA      | $677840.78    | 0.02%             | 2042-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5335                                                         | CUSIP: 3140GT4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    239845 | PA      | $235382.40    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AW5358                                                         | CUSIP: 3138XU5U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50404 | PA      | $49260.15     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS7278                                                         | CUSIP: 3140LJCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7585000 | PA      | $7589125.33   | 0.24%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $248926.76    | 0.01%             | 2025-10-01      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868GK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1218571.20   | 0.04%             | 2023-09-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                               | WALMART INC 1.800000% 09/22/2031                                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  15336000 | PA      | $12663866.25  | 0.40%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS1671                                                         | CUSIP: 3138WA2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38047 | PA      | $37338.62     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                               | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NMY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $184997.87    | 0.01%             | 2037-12-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-127 AC                          | CUSIP: 38380NQK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    325604 | PA      | $282834.47    | 0.01%             | 2053-08-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 729017                                                       | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    212011 | PA      | $210320.78    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB4065                                                        | CUSIP: 3133AAQS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1489122 | PA      | $1231916.66   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $662102.00    | 0.02%             | 2028-11-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AUSTIN TEX ELEC UTIL SYS REV                                               | AUSTIN TX ELEC UTILITY SYS REV CITY OF AUSTIN TX ELECTRIC UTILITY REVENUE         | CUSIP: 052414RU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $779326.24    | 0.02%             | 2028-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-9 AD                            | CUSIP: 38380JME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1038064 | PA      | $907651.86    | 0.03%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q02377                                                   | CUSIP: 3132GFUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136825 | PA      | $135943.96    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8732                                                         | CUSIP: 3140KGV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1608319 | PA      | $1384172.63   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS2826                                                         | CUSIP: 3138WCD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80071 | PA      | $78212.86     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA3109                                                        | CUSIP: 31339SN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    811199 | PA      | $725310.62    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3986                                                         | CUSIP: 3140QPNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4751298 | PA      | $4354476.93   | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS0025                                                         | CUSIP: 3140LAA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7670436 | PA      | $6290702.64   | 0.20%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL8000                                                         | CUSIP: 3140J03J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4940000 | PA      | $4007876.39   | 0.13%             | 2030-09-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA7570                                                        | CUSIP: 3133KPMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    853828 | PA      | $807845.32    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE2155                                                        | CUSIP: 3133BBMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1132375 | PA      | $1003311.25   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $973430.47    | 0.03%             | 2023-05-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH MULTI FAMILY REV                                     | ILLINOIS HOUSING DEVELOPMENT AUTHORITY 2017-B IHDA 2017-B 1                       | CUSIP: 45202BCK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    942772 | PA      | $791800.70    | 0.03%             | 2043-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5366                                                         | CUSIP: 3140MJ6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1218796 | PA      | $1086821.91   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM2198                                                         | CUSIP: 3138L2NQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85310 | PA      | $84921.72     | 0.00%             | 2023-01-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $465564.50    | 0.01%             | 2029-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509573                                    | CUSIP: 83164LT68<br>LEI: N/A                  | Long             |  |  | US        |   1255917 | PA      | $1273915.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                    | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 6472004S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1962745.44   | 0.06%             | 2040-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3045                                                         | CUSIP: 3140QNL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8029872 | PA      | $6911876.67   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q44344                                                   | CUSIP: 3132WHZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    203119 | PA      | $183940.08    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20J 1                       | CUSIP: 83162CSV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1994333 | PA      | $1931682.66   | 0.06%             | 2029-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 890230                                                         | CUSIP: 31410LA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2735422 | PA      | $2797357.20   | 0.09%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-220 AC                          | CUSIP: 38381ELJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4776896 | PA      | $3915813.11   | 0.13%             | 2063-11-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A76444                                                   | CUSIP: 3128LAER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     98434 | PA      | $99699.64     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50514                                                   | CUSIP: 3132XSSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     51568 | PA      | $48369.78     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 688626                                                       | CUSIP: 36296EA30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102716 | PA      | $105992.17    | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB2784                                                         | CUSIP: 3140QNCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  22131148 | PA      | $18265813.71  | 0.58%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50397                                                   | CUSIP: 3132XSNP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1502042 | PA      | $1445895.36   | 0.05%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM9393                                                         | CUSIP: 3138LANK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    871131 | PA      | $841269.80    | 0.03%             | 2025-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| LOCAL INITIATIVES SUPPORT CORPORATION                                      | LOCAL INITIATIVES SUPPORT CORP MTN 1.000000% 11/15/2025                           | CUSIP: 53961LAA7<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4420679.45   | 0.14%             | 2025-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-140 AC                          | CUSIP: 38379KG77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    574560 | PA      | $523107.18    | 0.02%             | 2056-11-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $243112.72    | 0.01%             | 2025-10-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 469854                                                         | CUSIP: 31381S5P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1499546 | PA      | $1614145.74   | 0.05%             | 2026-12-01      | Fixed         | 8.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                   | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10748000 | PA      | $10254587.80  | 0.33%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2675                                                        | CUSIP: 3133A86L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1022104 | PA      | $880608.38    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE0367                                                        | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    402426 | PA      | $368900.73    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9533                                                         | CUSIP: 3140KHSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1636640 | PA      | $1407911.57   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA4531                                                         | CUSIP: 3140QCA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3864738 | PA      | $3450506.90   | 0.11%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM8561                                                         | CUSIP: 3138L9QP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3829295 | PA      | $3674279.23   | 0.12%             | 2025-04-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q47775                                                   | CUSIP: 3132WMT95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    662091 | PA      | $641893.12    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-152 EA                          | CUSIP: 38379UX84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1362694 | PA      | $1163198.29   | 0.04%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 AG                          | CUSIP: 38381EJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    834958 | PA      | $685811.82    | 0.02%             | 2059-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5876                                                         | CUSIP: 3140LGQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6000000 | PA      | $5615878.56   | 0.18%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CYA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919476.50    | 0.03%             | 2027-05-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN1684                                                         | CUSIP: 3138LD2S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2485024 | PA      | $2442474.88   | 0.08%             | 2023-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL2603                                                         | CUSIP: 3140HT3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5427882 | PA      | $5076118.53   | 0.16%             | 2029-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIVIDEND SOLAR LOANS LLC                                                   | DIVIDEND SOLAR LOANS 2019-1 LLC DIV 2019-1 A                                      | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3915230 | PA      | $3553291.00   | 0.11%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-40 AH                           | CUSIP: 38380RC73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7831578 | PA      | $6409809.06   | 0.20%             | 2063-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBAAMERICAN MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    566672 | PA      | $560460.18    | 0.02%             | 2038-04-11      | Floating      | 1.25%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A91363                                                   | CUSIP: 312939QQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76785 | PA      | $75575.61     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8790                                                         | CUSIP: 3140KGXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680436 | PA      | $606900.50    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $641305.20    | 0.02%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8742                                                         | CUSIP: 3140KGWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    811665 | PA      | $701381.41    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AU7007                                                         | CUSIP: 3138X6YD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118826 | PA      | $116070.27    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM8256                                                         | CUSIP: 3138L9E65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3250000 | PA      | $3100712.03   | 0.10%             | 2025-03-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q58775                                                   | CUSIP: 3132Y2XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1015265 | PA      | $1000249.72   | 0.03%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q61151                                                   | CUSIP: 3132VMH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    355873 | PA      | $343186.75    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $461249.37    | 0.01%             | 2028-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2637705.64   | 0.08%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                  | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020-AA A                                       | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2637161 | PA      | $2252470.60   | 0.07%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC0226                                                         | CUSIP: 3140EUHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119580 | PA      | $111893.21    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7135                                                         | CUSIP: 3138WG4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102848 | PA      | $96150.80     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT8101                                                         | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    736176 | PA      | $633114.16    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54585                                                   | CUSIP: 3132XXCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    581188 | PA      | $543696.92    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7636                                                         | CUSIP: 3140J0PW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1100000 | PA      | $851855.30    | 0.03%             | 2032-07-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-69 AB                           | CUSIP: 38380PLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    989839 | PA      | $809864.01    | 0.03%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY REV                                                    | NEW YORK ST MTGE AGY REVENUE STATE OF NEW YORK MORTGAGE AGENCY                    | CUSIP: 64988RHK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $486922.36    | 0.02%             | 2023-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ4812                                                         | CUSIP: 3140KQK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3333467 | PA      | $2757130.11   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-41 AD                           | CUSIP: 38381EXJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1778307 | PA      | $1537859.76   | 0.05%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-159 AC                          | CUSIP: 38380JAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    492009 | PA      | $429802.56    | 0.01%             | 2059-01-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9596                                                         | CUSIP: 3140KHUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    565838 | PA      | $492984.67    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $228599.15    | 0.01%             | 2025-04-01      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA2477                                                        | CUSIP: 3133KHXE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1057351 | PA      | $913277.05    | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3399                                                         | CUSIP: 3140QAX54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    880875 | PA      | $815861.28    | 0.03%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP1374                                                         | CUSIP: 3140K8Q46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1283385 | PA      | $1145136.15   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1834772.64   | 0.06%             | 2028-05-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49898                                                   | CUSIP: 3132WP7L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    274631 | PA      | $265019.39    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q39359                                                   | CUSIP: 3132QWMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1024745 | PA      | $960444.82    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q45623                                                   | CUSIP: 3132WKG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2753450 | PA      | $2487653.84   | 0.08%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1717                                                        | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1514528 | PA      | $1353346.87   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-113 A                           | CUSIP: 38379UG59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    601715 | PA      | $516428.67    | 0.02%             | 2058-02-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH6772                                                         | CUSIP: 3138A8Q25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50068 | PA      | $50014.59     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH4063                                                         | CUSIP: 3140GSQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    613851 | PA      | $573502.87    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-139 AE                          | CUSIP: 38380P5V2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    856348 | PA      | $702924.10    | 0.02%             | 2062-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                    | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225781 | PA      | $216375.05    | 0.01%             | 2046-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5522                                                         | CUSIP: 3140MKD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299158 | PA      | $246764.64    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q61986                                                   | CUSIP: 3132VNF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    931177 | PA      | $894843.19    | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-62 HA                           | CUSIP: 38380JD54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    112884 | PA      | $106210.62    | 0.00%             | 2050-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A A                                    | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4797667 | PA      | $3979917.61   | 0.13%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $267471.06    | 0.01%             | 2026-04-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF3780                                                        | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2905356 | PA      | $2944977.82   | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                          | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1118702.76   | 0.04%             | 2028-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-108 AE                          | CUSIP: 38379RL84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    414072 | PA      | $364354.65    | 0.01%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT7351                                                         | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5564373 | PA      | $4619209.72   | 0.15%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EB24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $412442.63    | 0.01%             | 2023-11-01      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738735                                                       | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     90258 | PA      | $87478.79     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 3.125000% 08/31/2029                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28000000 | PA      | $26933593.68  | 0.86%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509678                                    | CUSIP: 83164LXF3<br>LEI: N/A                  | Long             |  |  | US        |    324702 | PA      | $323513.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-125 AB                          | CUSIP: 38378BP78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    125885 | PA      | $109130.36    | 0.00%             | 2053-02-16      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $484803.99    | 0.02%             | 2026-04-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F105 AS                 | CUSIP: 3137FYTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6730249 | PA      | $6507352.23   | 0.21%             | 2031-02-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 690974                                                       | CUSIP: 36296GT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     39114 | PA      | $39999.15     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR4749                                                         | CUSIP: 3140L3H38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1622887 | PA      | $1345612.02   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509661                                    | CUSIP: 83164LWW7<br>LEI: N/A                  | Long             |  |  | US        |   1195179 | PA      | $1211948.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA7287                                                         | CUSIP: 3140QFCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2132746 | PA      | $1765506.04   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM9780                                                         | CUSIP: 3138LA2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    364420 | PA      | $319506.78    | 0.01%             | 2031-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS4913                                                         | CUSIP: 3138WEN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448613 | PA      | $420290.61    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738152                                                       | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    394025 | PA      | $394404.16    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-185 AD                          | CUSIP: 38380JGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    116269 | PA      | $101133.40    | 0.00%             | 2059-04-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ5696                                                         | CUSIP: 3138YXKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21750 | PA      | $20436.76     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORPM NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972CZ63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3969487.20   | 0.13%             | 2023-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2210000 | PA      | $2110651.88   | 0.07%             | 2029-01-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP1310                                                         | CUSIP: 3140K8N49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    414042 | PA      | $388857.31    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 508506                                    | CUSIP: 83164KNX7<br>LEI: N/A                  | Long             |  |  | US        |    104601 | PA      | $104828.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $366607.72    | 0.01%             | 2025-07-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4339                                                         | CUSIP: 3140JLZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196602 | PA      | $192899.21    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1121947.44   | 0.04%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 A1                   | CUSIP: 3137F9CR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2785422 | PA      | $2360726.39   | 0.08%             | 2030-08-25      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q62396                                                   | CUSIP: 3132VNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    169136 | PA      | $157492.43    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO9006                                                         | CUSIP: 3140K5AG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    484552 | PA      | $450572.09    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                              | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PMG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $467817.76    | 0.01%             | 2023-06-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC9073                                                         | CUSIP: 3140F5CK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1826308 | PA      | $1646325.78   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-141 CD                          | CUSIP: 38380NUW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    852009 | PA      | $737805.66    | 0.02%             | 2060-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ0616                                                         | CUSIP: 3140H1VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1623117 | PA      | $1514913.63   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WET0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2195000 | PA      | $1891696.22   | 0.06%             | 2029-02-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8463                                                         | CUSIP: 3138WJMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1984869 | PA      | $1791440.73   | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 AJ                          | CUSIP: 38379KK80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1636994 | PA      | $1477137.08   | 0.05%             | 2055-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q59058                                                   | CUSIP: 3132Y3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    405489 | PA      | $391612.48    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX4858                                                         | CUSIP: 3138Y6MG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125363 | PA      | $117705.69    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A10F                               | CUSIP: 30306LAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513098 | PA      | $475600.78    | 0.02%             | 2027-10-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $573236.97    | 0.02%             | 2027-12-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521919                                    | CUSIP: 83165AK86<br>LEI: N/A                  | Long             |  |  | US        |     36460 | PA      | $38350.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1603                                                         | CUSIP: 3140KLX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1920642 | PA      | $1592492.56   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K140 A1                   | CUSIP: 3137H6LY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486372 | PA      | $429285.56    | 0.01%             | 2031-07-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION     | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GFN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1794723.48   | 0.06%             | 2024-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                           | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RD69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1077728.27   | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-75 AC                           | CUSIP: 38380NDP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    395398 | PA      | $374603.63    | 0.01%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $215233.43    | 0.01%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $64630.83     | 0.00%             | 2026-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-187 AF                          | CUSIP: 38378XR45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    695587 | PA      | $631866.02    | 0.02%             | 2055-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                     | TESLA AUTO LEASE TRUST 2021-B TESLA 2021-B A3                                     | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1947000 | PA      | $1825175.82   | 0.06%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49902                                                   | CUSIP: 3132WQAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    157294 | PA      | $155150.02    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS9814                                                         | CUSIP: 3138WK3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1062154 | PA      | $992443.26    | 0.03%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLONY TEX LOC DEV CORP SALES TAX INCREMENT CONTRACT REV                   | COLONY TX LOCAL DEV CORP SALES COLONY LOCAL DEVELOPMENT CORP                      | CUSIP: 19625AAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $464950.91    | 0.01%             | 2028-10-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q55004                                                   | CUSIP: 3132XXR27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649407 | PA      | $626681.94    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC9420                                                        | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1758554 | PA      | $1466636.08   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 783418                                                      | CUSIP: 36241LYP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1294637 | PA      | $1283203.99   | 0.04%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                       | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2981683 | PA      | $2901126.39   | 0.09%             | 2041-06-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-72 AD                           | CUSIP: 38381E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    494973 | PA      | $420633.87    | 0.01%             | 2063-04-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-19 B                            | CUSIP: 38379KAR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    550782 | PA      | $501707.78    | 0.02%             | 2056-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509575                                    | CUSIP: 83164LT84<br>LEI: N/A                  | Long             |  |  | US        |    957903 | PA      | $981020.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-14 AG                           | CUSIP: 38381ERV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2217719 | PA      | $1855927.23   | 0.06%             | 2058-01-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $224762.63    | 0.01%             | 2025-04-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA5570                                                        | CUSIP: 3133KMFK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1909912 | PA      | $1576800.25   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS3009                                                         | CUSIP: 3138WCKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122854 | PA      | $120003.76    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-102 AH                          | CUSIP: 38379RQ63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    989275 | PA      | $856157.62    | 0.03%             | 2058-12-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-144 AE                          | CUSIP: 38381HPL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    732663 | PA      | $651244.45    | 0.02%             | 2064-10-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB4824                                                         | CUSIP: 3140QQLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7130163 | PA      | $6942964.60   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737837                                                       | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189716 | PA      | $183873.88    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q58774                                                   | CUSIP: 3132Y2XC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    616728 | PA      | $598952.48    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1014346.31   | 0.03%             | 2029-05-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1318                                                         | CUSIP: 3140JVPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    982025 | PA      | $876555.92    | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN ATLANTA RAPID TRAN AUTH GA SALES TAX REV                      | MET ATLANTA GA RAPID TRANSIT A METROPOLITAN ATLANTA RAPID TRANSIT AUTHORITY       | CUSIP: 5917458F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $679819.54    | 0.02%             | 2024-07-01      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-90 AE                           | CUSIP: 38381DJG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2124782 | PA      | $1757934.06   | 0.06%             | 2061-05-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD1137                                                        | CUSIP: 3133AXHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1521712 | PA      | $1266424.53   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA2094                                                         | CUSIP: 3140Q9KG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1400408 | PA      | $1346662.38   | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6309                                                         | CUSIP: 3138WGAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240185 | PA      | $225045.63    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY REV                                                | NEW YORK ST HSG FIN AGY NEW YORK STATE HOUSING FINANCE AGENCY                     | CUSIP: 64986ML60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1085731.94   | 0.03%             | 2039-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT9012                                                         | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    655814 | PA      | $566351.86    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5371                                                         | CUSIP: 3140K06H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746777 | PA      | $668899.04    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662MR51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $592411.91    | 0.02%             | 2028-11-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2173                                                        | CUSIP: 31334YMW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    588792 | PA      | $525717.87    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-30 HA                           | CUSIP: 38380JRN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83132 | PA      | $81966.65     | 0.00%             | 2048-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3153                                                        | CUSIP: 3133A9QE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1451498 | PA      | $1291826.79   | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN9141                                                         | CUSIP: 3138LNEP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1257022 | PA      | $1214117.11   | 0.04%             | 2025-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $927073.14    | 0.03%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1090876.67   | 0.03%             | 2026-06-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0264                                                        | CUSIP: 3133A6JH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    842186 | PA      | $727102.55    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522020                                    | CUSIP: 83165APD0<br>LEI: N/A                  | Long             |  |  | US        |     27540 | PA      | $27727.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-50 PT                           | CUSIP: 38379RVE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2495372 | PA      | $2144232.66   | 0.07%             | 2057-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-112 AC                          | CUSIP: 38381DQX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1435014 | PA      | $1210902.53   | 0.04%             | 2063-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $496816.53    | 0.02%             | 2027-04-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8079                                                         | CUSIP: 3138WH6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1591916 | PA      | $1439102.68   | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT2173                                                         | CUSIP: 3140LQMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2128885 | PA      | $1756365.35   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG04 A1                   | CUSIP: 3137F84R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8849194 | PA      | $7477448.02   | 0.24%             | 2030-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3677                                                        | CUSIP: 3133KKCN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1780121 | PA      | $1475041.17   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0192                                                         | CUSIP: 3140KKGA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1360460 | PA      | $1174857.81   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $326627.61    | 0.01%             | 2036-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP1309                                                         | CUSIP: 3140K8N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750399 | PA      | $668941.02    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY5019                                                         | CUSIP: 3138YJSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86501 | PA      | $80237.72     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509460                                    | CUSIP: 83164LQM6<br>LEI: N/A                  | Long             |  |  | US        |    567225 | PA      | $561113.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV4125                                                         | CUSIP: 3140MHSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    599995 | PA      | $497933.43    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA2842                                                         | CUSIP: 3140QAEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    399416 | PA      | $394818.77    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                              | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PGL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495250.45    | 0.02%             | 2023-06-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-128 PT                          | CUSIP: 38381DZL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    470541 | PA      | $390199.30    | 0.01%             | 2061-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $898971.80    | 0.03%             | 2024-04-01      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC6096                                                        | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2225262 | PA      | $1919644.88   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM5197                                                         | CUSIP: 3138L5X39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374022 | PA      | $370409.15    | 0.01%             | 2030-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-3 AG                            | CUSIP: 38380JNJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3046729 | PA      | $2681157.65   | 0.09%             | 2058-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6616                                                         | CUSIP: 3138WGK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    577316 | PA      | $540326.77    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SH94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9856.00      | 0.00%             | 2023-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL5261                                                         | CUSIP: 3140HWZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1889854 | PA      | $1658624.45   | 0.05%             | 2030-03-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $979770.75    | 0.03%             | 2026-05-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-134 KQ                          | CUSIP: 38381DVW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    344617 | PA      | $281254.54    | 0.01%             | 2060-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-56 AD                           | CUSIP: 38380JYZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2558153 | PA      | $2326287.02   | 0.07%             | 2058-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5403                                                         | CUSIP: 3140K1AD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124715 | PA      | $116552.60    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1590892.20   | 0.05%             | 2029-12-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1                       | CUSIP: 83162CRR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3352 | PA      | $3304.89      | 0.00%             | 2028-03-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2022-ML13 AUS                       | CUSIP: 3137H9JN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4423183.00   | 0.14%             | 2036-09-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-167 AB                          | CUSIP: 38383YCV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9108099 | PA      | $8372614.73   | 0.27%             | 2050-10-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1054985.96   | 0.03%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 508206                                    | CUSIP: 83164KDK6<br>LEI: N/A                  | Long             |  |  | US        |     12879 | PA      | $12905.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AW3597                                                         | CUSIP: 3138XS7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121478 | PA      | $118658.57    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BI3170                                                      | CUSIP: 3617HCQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    244908 | PA      | $234769.16    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY8252                                                         | CUSIP: 3138YNE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9053 | PA      | $8506.50      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-96 AC                           | CUSIP: 38380MBE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    504644 | PA      | $473228.99    | 0.02%             | 2049-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU1093                                                         | CUSIP: 3140M2GB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3285250 | PA      | $2840139.16   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AP7482                                                         | CUSIP: 3138MBJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60810 | PA      | $55803.82     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 AV5053                                                      | CUSIP: 36195FTJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299196 | PA      | $271982.95    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD0456                                                         | CUSIP: 3140F7QJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18134 | PA      | $16995.61     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q57389                                                   | CUSIP: 3132Y1F78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    596094 | PA      | $587705.22    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                                | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2121459 | PA      | $1802152.69   | 0.06%             | 2057-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FRETE 2021-ML08 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   1374259 | PA      | $1056346.70   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA4957                                                        | CUSIP: 3133KLQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2025368 | PA      | $1676609.91   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT1347                                                         | CUSIP: 3140LPP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3999417 | PA      | $3314510.11   | 0.11%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-90 AB                           | CUSIP: 38379RZM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2113764 | PA      | $1901160.43   | 0.06%             | 2057-07-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-136 AE                          | CUSIP: 38380MQB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    906054 | PA      | $845944.80    | 0.03%             | 2058-09-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-79 AC                           | CUSIP: 38381DBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1077018 | PA      | $913282.32    | 0.03%             | 2057-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5395                                                         | CUSIP: 3140GT7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    583133 | PA      | $567921.23    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A2                   | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $6413856.80   | 0.21%             | 2030-06-25      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2021-SB83 MORTGAGE TRUST FRESB 2021-SB83 A5F                                | CUSIP: 30318NAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2898934 | PA      | $2612982.74   | 0.08%             | 2026-01-25      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | USDA RYZE 06/25/2038                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |  13988205 | PA      | $13988205.00  | 0.45%             | 2038-06-25      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| UNITED JEWISH APPEAL-FEDERATION OF JEWISH PHILANTHROPIES OF NEW YORK, INC. | UNITED JEWISH APPEAL-FEDERATION OF JEWISH PHILANTH 0.917000% 02/01/2024           | CUSIP: 910751AC0<br>LEI: 549300KFOHUQO5KVF916 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $969201.59    | 0.03%             | 2024-02-01      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                             | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QFK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1908342.80   | 0.06%             | 2024-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                    | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2456505 | PA      | $2332310.40   | 0.07%             | 2037-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $561912.27    | 0.02%             | 2023-06-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $926639.50    | 0.03%             | 2026-11-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $84617.06     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS7201                                                         | CUSIP: 3140LJAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4675000 | PA      | $4944023.11   | 0.16%             | 2032-11-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-2 AB                            | CUSIP: 38380JLL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    421141 | PA      | $364725.64    | 0.01%             | 2059-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC0223                                                         | CUSIP: 3140EUG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    784467 | PA      | $734338.77    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1476260.28   | 0.05%             | 2029-11-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F100 AS                 | CUSIP: 3137FF3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4568660 | PA      | $4463996.49   | 0.14%             | 2028-01-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-48 AT                           | CUSIP: 38380PGY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1621322 | PA      | $1382312.15   | 0.04%             | 2061-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1201                                                         | CUSIP: 3140LBKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6860000 | PA      | $5823658.57   | 0.19%             | 2028-02-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS4536                                                         | CUSIP: 3138WEBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70264 | PA      | $65901.16     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-54 AE                           | CUSIP: 38379RRW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    231880 | PA      | $206316.23    | 0.01%             | 2057-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG V83539                                                   | CUSIP: 3132L84Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    881899 | PA      | $826661.23    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5424                                                         | CUSIP: 3140KDA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1024535 | PA      | $882280.33    | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ9193                                                         | CUSIP: 3140E2GB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116822 | PA      | $108605.92    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5441                                                         | CUSIP: 3140K1BK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    869982 | PA      | $778296.16    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54586                                                   | CUSIP: 3132XXCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2381566 | PA      | $2297496.32   | 0.07%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL9838                                                         | CUSIP: 3140J24Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2386000 | PA      | $1953182.32   | 0.06%             | 2030-12-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 510047                                    | CUSIP: 83164MEU9<br>LEI: N/A                  | Long             |  |  | US        |    466329 | PA      | $497526.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2380905.97   | 0.08%             | 2030-11-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION     | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $3577903.73   | 0.11%             | 2027-08-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $342724.37    | 0.01%             | 2029-06-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7796                                                         | CUSIP: 3140M9UW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1609194 | PA      | $1335985.00   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2636                                                        | CUSIP: 3133A84V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    754425 | PA      | $651920.14    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN5288                                                         | CUSIP: 3140JM2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1023831 | PA      | $984539.40    | 0.03%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-43 AD                           | CUSIP: 38380RYH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5085428 | PA      | $4164160.87   | 0.13%             | 2062-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 464573                                                         | CUSIP: 31381MCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2088319 | PA      | $2146378.26   | 0.07%             | 2040-02-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $1027100.67   | 0.03%             | 2025-05-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K131 A1                   | CUSIP: 3137H27L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3912335 | PA      | $3323571.64   | 0.11%             | 2031-01-25      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6238                                                         | CUSIP: 3140JN4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123827 | PA      | $122161.08    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5432                                                         | CUSIP: 3140K1BA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    609136 | PA      | $586776.17    | 0.02%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8523                                                         | CUSIP: 3140MNPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1869012 | PA      | $1770700.19   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $154088.87    | 0.00%             | 2027-04-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1358                                                         | CUSIP: 3140JVQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1065619 | PA      | $985321.25    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q48287                                                   | CUSIP: 3132WNF56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    984676 | PA      | $954893.29    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 3.875000% 09/30/2029                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  21000000 | PA      | $21144375.00  | 0.68%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $249350.78    | 0.01%             | 2026-11-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5750                                                         | CUSIP: 3140LGL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4640733.45   | 0.15%             | 2032-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD4139                                                        | CUSIP: 3133B1S44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    840040 | PA      | $727781.74    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOANS 2017-1 LLC MSAIC 2017-1A A                                     | CUSIP: 61946EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    713409 | PA      | $682845.79    | 0.02%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521967                                    | CUSIP: 83165AMQ4<br>LEI: N/A                  | Long             |  |  | US        |    357020 | PA      | $375579.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY (THE)                                                    | HOWARD UNIVERSITY 1.991000% 10/01/2025                                            | CUSIP: 442851AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909707.56    | 0.03%             | 2025-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 688624                                                       | CUSIP: 36296EAZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76931 | PA      | $77830.93     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA5900                                                        | CUSIP: 3133A0RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    391908 | PA      | $352580.63    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-20 AD                           | CUSIP: 38379U5M4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    744925 | PA      | $645159.61    | 0.02%             | 2057-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YQT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2282154.75   | 0.07%             | 2027-04-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 B                             | CUSIP: 38379U4C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2627224 | PA      | $2091004.98   | 0.07%             | 2058-12-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB2791                                                         | CUSIP: 3140QNC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8958030 | PA      | $7433591.75   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-105 AB                          | CUSIP: 38379RN66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299990 | PA      | $264325.51    | 0.01%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 748456                                                       | CUSIP: 3620C4QH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    180246 | PA      | $179568.61    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0229                                                         | CUSIP: 3140KKHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    544974 | PA      | $489591.79    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH4060                                                         | CUSIP: 3140GSQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    707500 | PA      | $681991.96    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 591746                                                       | CUSIP: 36201SL31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    718743 | PA      | $703302.26    | 0.02%             | 2048-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BC5351                                                      | CUSIP: 3617B85L8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    471711 | PA      | $444353.04    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA3597                                                         | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2288101 | PA      | $2127025.33   | 0.07%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                           | SALESFORCE INC 1.500000% 07/15/2028                                               | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  23297000 | PA      | $20087750.65  | 0.64%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-7 AD                            | CUSIP: 38378X2G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    228759 | PA      | $211289.34    | 0.01%             | 2056-01-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA8057                                                        | CUSIP: 3133KP5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381643 | PA      | $371623.01    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORP 6.204000% 11/10/2028                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25046000 | PA      | $25905453.49  | 0.83%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK1969                                                         | CUSIP: 3140HFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    643155 | PA      | $627751.92    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1012687.88   | 0.03%             | 2024-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-111 AB                          | CUSIP: 38378BH51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     99363 | PA      | $98623.29     | 0.00%             | 2052-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 2.750000% 08/15/2032                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  32000000 | PA      | $29640000.00  | 0.95%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $542235.86    | 0.02%             | 2024-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL6240                                                         | CUSIP: 3140HX5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750000 | PA      | $643867.14    | 0.02%             | 2030-03-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $429183.80    | 0.01%             | 2026-12-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA7182                                                         | CUSIP: 3140QE6U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1937123 | PA      | $1602564.59   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 778766                                                       | CUSIP: 36176W6B2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284583 | PA      | $275819.35    | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WN1107                                                        | CUSIP: 3132XFGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10500000 | PA      | $9380613.27   | 0.30%             | 2026-08-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 464836                                                         | CUSIP: 31381MLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1474163 | PA      | $1491076.14   | 0.05%             | 2028-03-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN7354                                                         | CUSIP: 3138LLE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2539265 | PA      | $2392300.21   | 0.08%             | 2027-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                 | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4581250.57   | 0.15%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT8307                                                         | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1131303 | PA      | $1070612.07   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $758374.48    | 0.02%             | 2028-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509760                                    | CUSIP: 83164LZZ7<br>LEI: N/A                  | Long             |  |  | US        |   1190875 | PA      | $1217777.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF36 A                    | CUSIP: 3137FBAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1541234 | PA      | $1534970.57   | 0.05%             | 2024-08-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #                                   | CUSIP: 38381EFY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    446173 | PA      | $373767.02    | 0.01%             | 2062-10-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5402                                                         | CUSIP: 3140K1AC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1467456 | PA      | $1313043.72   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV9873                                                         | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2161914 | PA      | $2055497.31   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-187 A                           | CUSIP: 38383YX80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    449400 | PA      | $412748.73    | 0.01%             | 2054-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $551853.25    | 0.02%             | 2025-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU1092                                                         | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4104975 | PA      | $3408656.99   | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221RZE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39093.97     | 0.00%             | 2024-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU3147                                                         | CUSIP: 3140M4P93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    475253 | PA      | $394490.49    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF2486                                                        | CUSIP: 3133BPXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1401147 | PA      | $1418523.32   | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q56906                                                   | CUSIP: 3132Y0U81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1008362 | PA      | $996726.08    | 0.03%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-143 AG                          | CUSIP: 38379R4Y6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1509532 | PA      | $1302868.01   | 0.04%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | CAPITAL IMPACT PARTNERS MTN 4.800000% 10/15/2023                                  | CUSIP: 14020ADS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4951922.10   | 0.16%             | 2023-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-21 AB                           | CUSIP: 38381EQG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1390139 | PA      | $1158520.18   | 0.04%             | 2062-12-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8635                                                         | CUSIP: 3138WJSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2150810 | PA      | $2009434.43   | 0.06%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH2607                                                         | CUSIP: 3140GQ3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    545227 | PA      | $510748.17    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A56707                                                   | CUSIP: 3128KKNY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58110 | PA      | $58856.43     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737051                                                       | CUSIP: 3620AQZQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    139371 | PA      | $139014.53    | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A92906                                                   | CUSIP: 312941GP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    249773 | PA      | $249669.88    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $268456.80    | 0.01%             | 2029-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461M96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $509854.07    | 0.02%             | 2025-07-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AD8500                                                         | CUSIP: 31418WNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80231 | PA      | $80101.07     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 468251                                                         | CUSIP: 31381REY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    537273 | PA      | $533660.87    | 0.02%             | 2026-06-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE0366                                                        | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    826531 | PA      | $737031.29    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509541                                    | CUSIP: 83164LS69<br>LEI: N/A                  | Long             |  |  | US        |    174821 | PA      | $169756.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-15 AD                           | CUSIP: 38378NPX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1265 | PA      | $1260.31      | 0.00%             | 2054-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $130644.58    | 0.00%             | 2028-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 658393                                                       | CUSIP: 36294SNJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    178382 | PA      | $181142.25    | 0.01%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-164 AH                          | CUSIP: 38381DT26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    394629 | PA      | $318937.94    | 0.01%             | 2063-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7686                                                         | CUSIP: 3140J0RG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2850317 | PA      | $2336919.34   | 0.07%             | 2030-08-01      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AH7386                                                       | CUSIP: 36182QF35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1818265 | PA      | $1763373.24   | 0.06%             | 2053-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $110258.79    | 0.00%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-85 AG                           | CUSIP: 38380J2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    729899 | PA      | $675323.57    | 0.02%             | 2057-07-16      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AK                           | CUSIP: 38379UUB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1256441 | PA      | $1084351.39   | 0.03%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-130 AB                          | CUSIP: 38380NNG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300564 | PA      | $268708.50    | 0.01%             | 2061-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AG7484                                                       | CUSIP: 36182CJ57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    433023 | PA      | $420678.87    | 0.01%             | 2049-03-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                         | METROPOLITAN LIFE GLOBAL FUNDING I 144A 0.950000% 07/02/2025                      | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  16323000 | PA      | $14755558.62  | 0.47%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8911                                                         | CUSIP: 3140JR3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000565 | PA      | $926098.66    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO3200                                                         | CUSIP: 3140JXRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    705432 | PA      | $629344.35    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738629                                                       | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300188 | PA      | $290945.53    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $615777.62    | 0.02%             | 2029-12-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN0889                                                         | CUSIP: 3140JG7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366128 | PA      | $358701.94    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AD8950                                                       | CUSIP: 36180M5K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1928828 | PA      | $1884992.75   | 0.06%             | 2048-09-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-160 AC                          | CUSIP: 38379K3W6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2132739 | PA      | $1887570.01   | 0.06%             | 2056-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC1370                                                        | CUSIP: 3133AKQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2886778 | PA      | $2398929.51   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO2963                                                         | CUSIP: 3140JXJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1073274 | PA      | $993703.96    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 699255                                                       | CUSIP: 36296RZU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    127305 | PA      | $131346.75    | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS2625                                                         | CUSIP: 3140LC4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4645000 | PA      | $3760172.32   | 0.12%             | 2031-07-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1143110.36   | 0.04%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $450088.72    | 0.01%             | 2025-10-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 646777                                                       | CUSIP: 36292EQ60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34504 | PA      | $34908.14     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND, INC.                                                | REINVESTMENT FUND INC/THE 3.700000% 02/15/2025                                    | CUSIP: 75936LAJ3<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144714.45    | 0.00%             | 2025-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738267                                                       | CUSIP: 3620ASFG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    171679 | PA      | $170552.26    | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $363541.44    | 0.01%             | 2025-06-01      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 783417                                                      | CUSIP: 36241LYN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1970673 | PA      | $1988179.54   | 0.06%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ4612                                                         | CUSIP: 3140H6DS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    315781 | PA      | $295122.04    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8520                                                         | CUSIP: 3140MNPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    815132 | PA      | $728383.41    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KDB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2878346.60   | 0.09%             | 2024-06-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7257                                                         | CUSIP: 3140J0B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    396985 | PA      | $315466.16    | 0.01%             | 2032-06-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 728954                                                       | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    107330 | PA      | $106926.38    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT7189                                                         | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3745434 | PA      | $3106133.24   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION     | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4135000 | PA      | $3790276.21   | 0.12%             | 2025-08-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20I 1                       | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    343551 | PA      | $332163.42    | 0.01%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA2315                                                         | CUSIP: 3140Q9SD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    538924 | PA      | $519492.06    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 466907                                                         | CUSIP: 31381PU89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    339941 | PA      | $345288.58    | 0.01%             | 2026-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $657353.62    | 0.02%             | 2024-10-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT7190                                                         | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2981594 | PA      | $2573336.28   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q62397                                                   | CUSIP: 3132VNUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    530526 | PA      | $508922.42    | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AT1983                                                         | CUSIP: 3138WPFZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    424619 | PA      | $389646.94    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 466595                                                         | CUSIP: 31381PKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3290305 | PA      | $3321509.52   | 0.11%             | 2025-11-01      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1070384.63   | 0.03%             | 2028-07-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK0898                                                         | CUSIP: 3140HD7L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189256 | PA      | $182432.35    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-210 AL                          | CUSIP: 38381EDF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    499628 | PA      | $409447.02    | 0.01%             | 2062-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 763543                                                       | CUSIP: 36176EBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78578 | PA      | $77664.97     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH5643                                                         | CUSIP: 3138A7HV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59551 | PA      | $58306.90     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA4768                                                        | CUSIP: 3133KLJM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3275120 | PA      | $2706678.94   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA7634                                                        | CUSIP: 3133A2PT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1331249 | PA      | $1188396.77   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5418                                                         | CUSIP: 3138LJAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750000 | PA      | $686118.89    | 0.02%             | 2033-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5487                                                         | CUSIP: 3140K1CZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1264318 | PA      | $1131020.72   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV9872                                                         | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1798247 | PA      | $1701785.63   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654JR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98164.40     | 0.00%             | 2023-06-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $276240.51    | 0.01%             | 2028-02-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EVW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1808764.43   | 0.06%             | 2025-11-01      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-74 AD                           | CUSIP: 38379RYW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2622798 | PA      | $2294335.72   | 0.07%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $256664.64    | 0.01%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8829                                                         | CUSIP: 3140HNY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    269665 | PA      | $261973.05    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BV1487                                                      | CUSIP: 3617NEUL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    303838 | PA      | $264691.99    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2016-20L 1                       | CUSIP: 83162CYE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240680 | PA      | $222609.32    | 0.01%             | 2036-12-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $728468.10    | 0.02%             | 2030-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $423544.38    | 0.01%             | 2023-01-01      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK1957                                                         | CUSIP: 3140HFE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    265969 | PA      | $256379.98    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA4497                                                         | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6571130 | PA      | $5929999.94   | 0.19%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1210941.16   | 0.04%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-124 AH                          | CUSIP: 38378XJU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     52550 | PA      | $47504.71     | 0.00%             | 2049-09-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1667                                                        | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1077122 | PA      | $956305.27    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $988421.27    | 0.03%             | 2026-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL6827                                                         | CUSIP: 3140HYSR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5974063 | PA      | $4840341.89   | 0.15%             | 2032-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522053                                    | CUSIP: 83165AQE7<br>LEI: N/A                  | Long             |  |  | US        |     54420 | PA      | $54814.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA5721                                                        | CUSIP: 3133A0LA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1159269 | PA      | $1037203.46   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION     | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $741942.88    | 0.02%             | 2024-08-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING MTN 1.300000% 07/12/2026                  | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  13949000 | PA      | $12194487.81  | 0.39%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EGC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2120000 | PA      | $1969034.16   | 0.06%             | 2026-05-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL8014                                                         | CUSIP: 3140J03Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3880115 | PA      | $2837893.32   | 0.09%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SMALL BUSINESS ADMINISTRATION SBA SBASCHATZ                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |      7342 | PA      | $7699.58      | 0.00%             | 2023-10-04      | Floating      | 4.15%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-131 A                           | CUSIP: 38379R3A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    984794 | PA      | $853843.21    | 0.03%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AG8734                                                       | CUSIP: 36182DV36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    143438 | PA      | $139020.52    | 0.00%             | 2043-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6277                                                         | CUSIP: 3140JN6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70347 | PA      | $68873.16     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F116 AS                 | CUSIP: 3137H1LQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9196962 | PA      | $8960600.06   | 0.29%             | 2028-06-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $439673.20    | 0.01%             | 2027-01-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                           | TRI-CNTY OR MET TRANSPRTN DIST TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RST2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $547134.42    | 0.02%             | 2025-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD6343                                                         | CUSIP: 3140FEBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337170 | PA      | $306373.83    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-5 A                             | CUSIP: 38380RSE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    480157 | PA      | $388819.55    | 0.01%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $233153.23    | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-35 AP                           | CUSIP: 38381EP51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    360386 | PA      | $316376.88    | 0.01%             | 2063-10-16      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YQU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $1930446.26   | 0.06%             | 2027-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q57906                                                   | CUSIP: 3132Y1YC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1248409 | PA      | $1241300.07   | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN8814                                                         | CUSIP: 3138LMYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    924285 | PA      | $882794.41    | 0.03%             | 2028-04-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT8102                                                         | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    865356 | PA      | $767136.20    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A78742                                                   | CUSIP: 3128LCWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    455538 | PA      | $471468.50    | 0.02%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-4 GOOD 2021-4GS A                  | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6224964 | PA      | $4810485.42   | 0.15%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                        | NEW HAMPSHIRE ST HSG FIN AUTHS NEW HAMPSHIRE HOUSING FINANCE AUTHORITY            | CUSIP: 64469DE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $346380.19    | 0.01%             | 2039-07-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 530199                                                      | CUSIP: 36212C7L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37300 | PA      | $37304.78     | 0.00%             | 2031-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                            | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $343644.48    | 0.01%             | 2027-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH8877                                                         | CUSIP: 3138AA2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93889 | PA      | $91908.15     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF3783                                                        | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1480131 | PA      | $1517131.98   | 0.05%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $235009.95    | 0.01%             | 2024-07-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-97 A                            | CUSIP: 38379RD59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    236963 | PA      | $206486.36    | 0.01%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AM0526                                                       | CUSIP: 36184KSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1018935 | PA      | $979398.33    | 0.03%             | 2050-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-105 A                           | CUSIP: 38380NKA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10706 | PA      | $9898.21      | 0.00%             | 2061-05-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521970                                    | CUSIP: 83165AMT8<br>LEI: N/A                  | Long             |  |  | US        |    249790 | PA      | $267355.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $344864.32    | 0.01%             | 2027-10-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD7046                                                         | CUSIP: 3140FEZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2679915 | PA      | $2504543.23   | 0.08%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1337717.46   | 0.04%             | 2028-06-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 698997                                                      | CUSIP: 36296RRS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102854 | PA      | $105099.52    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB7302                                                        | CUSIP: 3133AEDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2221710 | PA      | $1842144.78   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 508298                                    | CUSIP: 83164KGF4<br>LEI: N/A                  | Long             |  |  | US        |    164202 | PA      | $164744.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $482124.71    | 0.02%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL6486                                                         | CUSIP: 3140HYF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1470000 | PA      | $1282851.15   | 0.04%             | 2030-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-150 AB                          | CUSIP: 38378B2U2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22493 | PA      | $21546.92     | 0.00%             | 2044-08-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $519433.91    | 0.02%             | 2025-05-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q16506                                                   | CUSIP: 3132J7U83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15072 | PA      | $13820.16     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TFZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $298938.18    | 0.01%             | 2023-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD5482                                                        | CUSIP: 3133B3CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1022430 | PA      | $846137.98    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5329                                                         | CUSIP: 3140GT4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167992 | PA      | $156792.53    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SB8112                                                        | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2848387 | PA      | $2640136.79   | 0.08%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TTN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $159149.84    | 0.01%             | 2025-01-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8814                                                         | CUSIP: 3140KGYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746321 | PA      | $647710.05    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD7966                                                        | CUSIP: 3133B5Z70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1137463 | PA      | $975219.31    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1709                                                        | CUSIP: 3133BA3S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    967179 | PA      | $917850.46    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351PR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5295000 | PA      | $5007191.86   | 0.16%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN0321                                                         | CUSIP: 3140JGLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    716723 | PA      | $689218.18    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-154 AC                          | CUSIP: 38380JCJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1809109 | PA      | $1565341.81   | 0.05%             | 2058-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q59686                                                   | CUSIP: 3132Y3XQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    211572 | PA      | $204168.10    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                        | OPORTUN FUNDING XIV LLC OPTN 2021-A A                                             | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13900000 | PA      | $12746194.36  | 0.41%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5431                                                         | CUSIP: 3140K1A97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    844545 | PA      | $754033.43    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 409120                                                      | CUSIP: 36206EPD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    104645 | PA      | $106035.36    | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO6215                                                         | CUSIP: 3140K13Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215926 | PA      | $192541.37    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2105000 | PA      | $2013342.41   | 0.06%             | 2028-01-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3D8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $843121.39    | 0.03%             | 2023-11-01      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AC                          | CUSIP: 38380JEE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1368799 | PA      | $1262315.12   | 0.04%             | 2050-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-144 AD                          | CUSIP: 38378BY52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150457 | PA      | $134941.98    | 0.00%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $350282.05    | 0.01%             | 2023-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $116836.62    | 0.00%             | 2023-10-01      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN3958                                                         | CUSIP: 3140JLMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433548 | PA      | $416782.95    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                    | LOANPAL SOLAR LOAN 2021-1 LTD LPSLT 2021-1GS A                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7870378 | PA      | $5923635.41   | 0.19%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AX9585                                                         | CUSIP: 3138YBUK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    669151 | PA      | $629386.22    | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $81890.72     | 0.00%             | 2025-06-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA DEV AUTH REV                                                    | ATLANTA GA DEV AUTH ATLANTA DEVELOPMENT AUTHORITY/THE                             | CUSIP: 04780NLZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72103.79     | 0.00%             | 2024-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB0668                                                         | CUSIP: 3140QKW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2116048 | PA      | $1748422.75   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV3016                                                         | CUSIP: 3140MGK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1421456 | PA      | $1185585.50   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972C5Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2315000 | PA      | $2237477.13   | 0.07%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $432865.98    | 0.01%             | 2025-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP1467                                                         | CUSIP: 3140K8TZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1147102 | PA      | $1026071.62   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ4492                                                         | CUSIP: 3140KP7E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    894248 | PA      | $741473.74    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q47624                                                   | CUSIP: 3132WMPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    529743 | PA      | $522181.56    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $954555.40    | 0.03%             | 2027-05-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AU6999                                                         | CUSIP: 3138X6X59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    559143 | PA      | $544975.26    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8808                                                         | CUSIP: 3138WJYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1304832 | PA      | $1221092.72   | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20C 1                       | CUSIP: 83162CYM9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3901840 | PA      | $3684473.52   | 0.12%             | 2037-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-41 HA                           | CUSIP: 38379UJW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    106473 | PA      | $92364.50     | 0.00%             | 2057-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BK9581                                                      | CUSIP: 3617JAUE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     95503 | PA      | $93571.44     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $132158.37    | 0.00%             | 2027-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $272053.28    | 0.01%             | 2028-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $383870.93    | 0.01%             | 2028-06-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR1282                                                         | CUSIP: 3140KYM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2064459 | PA      | $1708234.84   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AN9543                                                       | CUSIP: 36187SS81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1568700 | PA      | $1498341.54   | 0.05%             | 2050-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-69 AB                           | CUSIP: 38380JN61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    690749 | PA      | $662280.67    | 0.02%             | 2056-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509392                                    | CUSIP: 83164LNH0<br>LEI: N/A                  | Long             |  |  | US        |     88751 | PA      | $88171.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-163 AB                          | CUSIP: 38381HRE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    553713 | PA      | $506215.03    | 0.02%             | 2062-07-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3338                                                         | CUSIP: 3140QNV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6071440 | PA      | $5380173.18   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $243429.85    | 0.01%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-102 AD                          | CUSIP: 38381DQN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    924010 | PA      | $757919.92    | 0.02%             | 2062-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THE SALVATION ARMY                                                         | SALVATION ARMY/UNITED STATES 5.637000% 09/01/2026                                 | CUSIP: 795830AV0<br>LEI: REBY2QYKWTQSD2UTPK35 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2465463.62   | 0.08%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654JU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $150499.33    | 0.00%             | 2024-12-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1277672.87   | 0.04%             | 2027-05-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AK7840                                                       | CUSIP: 36183RV91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    874667 | PA      | $836985.33    | 0.03%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUOLUMNE WIND PROJ AUTH CALIF REV                                          | TUOLUMNE CA WIND PROJ AUTH REV TUOLUMNE WIND PROJECT AUTHORITY                    | CUSIP: 89978KAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $902855.04    | 0.03%             | 2034-01-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AC3668                                                       | CUSIP: 36179DCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1736301 | PA      | $1709539.11   | 0.05%             | 2043-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2504420.75   | 0.08%             | 2029-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1565079.07   | 0.05%             | 2024-11-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS1368                                                         | CUSIP: 3138WAQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49055 | PA      | $47916.73     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q61800                                                   | CUSIP: 3132VNAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    777295 | PA      | $747555.91    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509596                                    | CUSIP: 83164LUV1<br>LEI: N/A                  | Long             |  |  | US        |     59322 | PA      | $59059.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-94 AB                           | CUSIP: 38378KSZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    214838 | PA      | $192436.73    | 0.01%             | 2054-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2569552.90   | 0.08%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF131 AS                  | CUSIP: 3137H5Y76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1081700 | PA      | $1054329.09   | 0.03%             | 2032-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX CNTY VA ECONOMIC DEV AUTH FAC REV                                  | FAIRFAX CNTY VA ECON DEV AUTH FAIRFAX COUNTY ECONOMIC DEVELOPMENT AUTHORITY       | CUSIP: 30382LCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $497861.00    | 0.02%             | 2033-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $759944.42    | 0.02%             | 2029-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2021-SB82 MORTGAGE TRUST FRESB 2021-SB82 A7F                                | CUSIP: 30318CAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2438365 | PA      | $2125672.71   | 0.07%             | 2027-12-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-74 DA                           | CUSIP: 38381E4A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4958465 | PA      | $4203031.73   | 0.13%             | 2058-12-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AB9496                                                         | CUSIP: 31417GRS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23504 | PA      | $21568.28     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $187609.65    | 0.01%             | 2026-10-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS3493                                                         | CUSIP: 3138WC3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241021 | PA      | $236457.55    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-175 AC                          | CUSIP: 38379RJX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1825152 | PA      | $1558918.76   | 0.05%             | 2058-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                                  | MAINE ST HSG AUTH MTGE PURCHAS MAINE STATE HOUSING AUTHORITY                      | CUSIP: 56052FWV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3179459.16   | 0.10%             | 2027-11-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521884                                    | CUSIP: 83165AJ54<br>LEI: N/A                  | Long             |  |  | US        |    130628 | PA      | $137463.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-81 AB                           | CUSIP: 38379RXD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    263643 | PA      | $229910.08    | 0.01%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AO6152                                                       | CUSIP: 3617A6ZR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1804025 | PA      | $1739732.25   | 0.06%             | 2045-01-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-7 AC                            | CUSIP: 38378B4F3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    531568 | PA      | $485492.74    | 0.02%             | 2047-03-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5499                                                         | CUSIP: 3140KDDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270707 | PA      | $241096.92    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8733                                                         | CUSIP: 3140KGV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610606 | PA      | $543589.20    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AD                           | CUSIP: 38380RTL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4805806 | PA      | $3804742.86   | 0.12%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5307                                                         | CUSIP: 3140GT3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    357640 | PA      | $333829.67    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-96 DA                           | CUSIP: 38381HBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    779888 | PA      | $666254.81    | 0.02%             | 2057-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB4293                                                         | CUSIP: 3140QPXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6564258 | PA      | $6391915.80   | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $910546.06    | 0.03%             | 2028-12-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $212380.95    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB2739                                                        | CUSIP: 3133A9BG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1434286 | PA      | $1233838.62   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SD8231                                                        | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12604708 | PA      | $12277689.02  | 0.39%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $717044.35    | 0.02%             | 2030-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50396                                                   | CUSIP: 3132XSNN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58084 | PA      | $56630.57     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49035                                                   | CUSIP: 3132WPBD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    418027 | PA      | $390137.40    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AA8478                                                       | CUSIP: 36178GM35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    261396 | PA      | $260892.69    | 0.01%             | 2035-05-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-32 AB                           | CUSIP: 38380MY39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    680956 | PA      | $657828.91    | 0.02%             | 2059-12-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 AX5545                                                      | CUSIP: 36196HES5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    429371 | PA      | $405197.26    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AU                           | CUSIP: 38380JWC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    830653 | PA      | $731785.72    | 0.02%             | 2059-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $369115.61    | 0.01%             | 2028-11-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $266539.02    | 0.01%             | 2027-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20K 1                       | CUSIP: 83162CTR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5896 | PA      | $5555.14      | 0.00%             | 2030-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2012-20A 1                       | CUSIP: 83162CUN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11991 | PA      | $11141.83     | 0.00%             | 2032-01-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN FS1501                                                         | CUSIP: 3140XGU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1315                                                         | CUSIP: 3140JVN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    316122 | PA      | $293865.67    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13510060.48  | 0.43%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-126 AD                          | CUSIP: 38379RX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75129 | PA      | $66261.31     | 0.00%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522156                                    | CUSIP: 83165ATM6<br>LEI: N/A                  | Long             |  |  | US        |    180752 | PA      | $193612.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC0480                                                        | CUSIP: 3133AJQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3766041 | PA      | $3122589.41   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1800                                                         | CUSIP: 3140JWAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1221171 | PA      | $1090208.76   | 0.03%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 510004                                    | CUSIP: 83164MDH9<br>LEI: N/A                  | Long             |  |  | US        |    235822 | PA      | $241462.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN1428                                                         | CUSIP: 3138LDSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    546405 | PA      | $516387.56    | 0.02%             | 2026-04-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN5344                                                         | CUSIP: 3140JM5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    681551 | PA      | $631671.03    | 0.02%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                          | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $556281.65    | 0.02%             | 2028-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $635734.30    | 0.02%             | 2027-11-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL2741                                                         | CUSIP: 3140HUBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3297865 | PA      | $3059939.03   | 0.10%             | 2029-06-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522305                                    | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             |  |  | US        |    168963 | PA      | $173904.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH1158                                                         | CUSIP: 3140GPJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    349833 | PA      | $326690.79    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $669180.15    | 0.02%             | 2027-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 699710                                                       | CUSIP: 36296SKX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    329272 | PA      | $328597.45    | 0.01%             | 2044-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FHA 023-98146 ST. FRANCIS 6.51% 07/01/2047                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |    563224 | PA      | $548097.03    | 0.02%             | 2047-07-01      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A5H                                | CUSIP: 30320VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3653740 | PA      | $3287446.83   | 0.11%             | 2041-04-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB8769                                                        | CUSIP: 3133AFW64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3411441 | PA      | $2823198.34   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AH0540                                                         | CUSIP: 3138A1S69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24674 | PA      | $24179.25     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20B 1                       | CUSIP: 83162CTV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    287959 | PA      | $277504.23    | 0.01%             | 2031-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SD8108                                                        | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7683957 | PA      | $6839221.31   | 0.22%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-149 A                           | CUSIP: 38381HNL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4780130 | PA      | $4357224.13   | 0.14%             | 2062-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV6342                                                         | CUSIP: 3138XJBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81891 | PA      | $79203.21     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 874487                                                         | CUSIP: 31409LRG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    404742 | PA      | $403545.29    | 0.01%             | 2025-05-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                   | US TREASURY N/B 3.125000% 08/31/2027                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23582000 | PA      | $22861643.48  | 0.73%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA5237                                                         | CUSIP: 3140QCZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1243203 | PA      | $1109589.04   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                         | MILL CITY SOLAR LOAN 2019-1 LTD MCSLT 2019-1A A                                   | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   6419968 | PA      | $6034203.56   | 0.19%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $370938.49    | 0.01%             | 2025-04-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5412                                                         | CUSIP: 3140KDAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    444882 | PA      | $398828.86    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU9860                                                         | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1143093 | PA      | $952094.15    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AD1699                                                       | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58838 | PA      | $54608.12     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN7692                                                         | CUSIP: 3140JQRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    387295 | PA      | $345678.80    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-99 AE                           | CUSIP: 38378BC64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    564298 | PA      | $488527.30    | 0.02%             | 2048-02-16      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | STRU AM-8643 AG3 SERIES  CLASS                                                    | CUSIP: 38381EG51<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    979697 | PA      | $821450.69    | 0.03%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $318395.53    | 0.01%             | 2025-11-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AC5324                                                       | CUSIP: 36179E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    605898 | PA      | $600900.27    | 0.02%             | 2032-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EWB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $1819395.61   | 0.06%             | 2028-05-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | USDA HIGHLAND MATURITY: 7/14/2024                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |    249905 | PA      | $253498.04    | 0.01%             | 2024-07-14      | Fixed         | 5.28%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-71 AB                           | CUSIP: 38380PHD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    760644 | PA      | $635410.20    | 0.02%             | 2062-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3798                                                         | CUSIP: 3140QPGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7236345 | PA      | $6631970.25   | 0.21%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6283                                                         | CUSIP: 3140JN6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355395 | PA      | $329827.66    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0406                                                        | CUSIP: 3133A6NX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    658659 | PA      | $568801.97    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA URBAN RESIDENTIAL FIN AUTH REV                                  | ATLANTA GA URBAN RSDL FIN AUTH ATLANTA URBAN RESIDENTIAL FINANCE AUTHORITY        | CUSIP: 04785RAZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $382419.65    | 0.01%             | 2023-12-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF136 AS                  | CUSIP: 3137H7M26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2430000 | PA      | $2384187.45   | 0.08%             | 2032-04-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY8277                                                         | CUSIP: 3138YNFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53392 | PA      | $52241.38     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SBA VOS REAL ESTATE 5.27%  6/29/24                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |      5185 | PA      | $5242.64      | 0.00%             | 2024-06-29      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1320000 | PA      | $1235795.62   | 0.04%             | 2024-06-01      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522371                                    | CUSIP: 83165A2C7<br>LEI: N/A                  | Long             |  |  | US        |     64608 | PA      | $67651.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522423                                    | CUSIP: 83165A4G6<br>LEI: N/A                  | Long             |  |  | US        |    260180 | PA      | $271879.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-128 AK                          | CUSIP: 38380P4C5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1981363 | PA      | $1639598.80   | 0.05%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA4780                                                        | CUSIP: 31346YJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    526274 | PA      | $469349.33    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q56900                                                   | CUSIP: 3132Y0U24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    890322 | PA      | $857099.41    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $556086.64    | 0.02%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH SINGLE FAMILY REV                                | SOUTH DAKOTA ST HSG DEV AUTH S SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83755NEZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $348158.92    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR2612                                                         | CUSIP: 3140L03W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    449749 | PA      | $387529.81    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3545                                                        | CUSIP: 3133KJ5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    960713 | PA      | $825974.80    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN6262                                                         | CUSIP: 3138LJ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    490265 | PA      | $467636.38    | 0.01%             | 2027-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK2557                                                         | CUSIP: 3140HFZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    958193 | PA      | $926566.23    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $470834.92    | 0.02%             | 2025-10-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-22 B                            | CUSIP: 38379KCM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1975000 | PA      | $1740487.32   | 0.06%             | 2049-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE-ACES FNA 2022-M1S A2                                                   | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2062005.50   | 0.07%             | 2032-04-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q57694                                                   | CUSIP: 3132Y1RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    342768 | PA      | $330772.22    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $356504.84    | 0.01%             | 2026-11-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA0918                                                         | CUSIP: 3140Q8AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    829910 | PA      | $774667.19    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-26 AD                           | CUSIP: 38380N6H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2525904 | PA      | $2194662.92   | 0.07%             | 2061-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YLC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1080910.66   | 0.03%             | 2026-04-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1713                                                        | CUSIP: 3133BA3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2891510 | PA      | $2672696.03   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6301                                                         | CUSIP: 3140JPAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    764796 | PA      | $734141.31    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM6620                                                         | CUSIP: 3138L7LA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510902 | PA      | $497932.53    | 0.02%             | 2024-08-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 684988                                                      | CUSIP: 36295Y6Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83455 | PA      | $85244.53     | 0.00%             | 2038-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC5136                                                        | CUSIP: 3133APV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2690920 | PA      | $2319475.93   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2022-P013 A2              | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450000 | PA      | $397037.88    | 0.01%             | 2032-02-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $484654.90    | 0.02%             | 2037-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q61387                                                   | CUSIP: 3132VMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    592257 | PA      | $575645.26    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q55774                                                   | CUSIP: 3132XYMY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    434313 | PA      | $426733.48    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $171056.24    | 0.01%             | 2023-06-01      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FRETE 2021-ML08 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 30318LAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   1762320 | PA      | $1372147.79   | 0.04%             | 2037-11-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1283                                                         | CUSIP: 3140JVM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    554380 | PA      | $495012.63    | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1922                                                         | CUSIP: 3140LCD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1667488.54   | 0.05%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 770515                                                       | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    380115 | PA      | $366247.79    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TWA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $162406.58    | 0.01%             | 2025-01-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ5697                                                         | CUSIP: 3138YXKK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56402 | PA      | $55110.82     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 890246                                                         | CUSIP: 31410LBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1181758 | PA      | $1240758.09   | 0.04%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1301771.31   | 0.04%             | 2026-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $521592.42    | 0.02%             | 2024-05-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 738954                                                       | CUSIP: 3620AS5P0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     51114 | PA      | $49137.14     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8932                                                         | CUSIP: 3140JR4S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146463 | PA      | $143743.78    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                                  | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $730750.20    | 0.02%             | 2023-07-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO9005                                                         | CUSIP: 3140K5AF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    679820 | PA      | $607121.79    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509010                                    | CUSIP: 83164LAK7<br>LEI: N/A                  | Long             |  |  | US        |     40375 | PA      | $40955.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8760                                                         | CUSIP: 3140KGWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203517 | PA      | $182217.75    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                             | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QFQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2492478.33   | 0.08%             | 2027-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1522999.16   | 0.05%             | 2023-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8650                                                         | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3502715 | PA      | $3146854.68   | 0.10%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $936714.57    | 0.03%             | 2027-12-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 759104                                                       | CUSIP: 36230UDH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    161503 | PA      | $155613.67    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 464254                                                         | CUSIP: 31381LWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2332673 | PA      | $2356036.51   | 0.08%             | 2027-11-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6302                                                         | CUSIP: 3140JPAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7548 | PA      | $7385.95      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                              | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PCE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131275.34    | 0.00%             | 2024-06-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 464632                                                         | CUSIP: 31381MED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    420306 | PA      | $428669.05    | 0.01%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8815                                                         | CUSIP: 3140KGYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    659335 | PA      | $589436.42    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7816                                                         | CUSIP: 3138WHVJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1756939 | PA      | $1587002.83   | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $343753.46    | 0.01%             | 2025-11-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $220122.78    | 0.01%             | 2027-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 AK                          | CUSIP: 38381EKF4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9849892 | PA      | $7632164.19   | 0.24%             | 2061-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $633038.99    | 0.02%             | 2026-06-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q37430                                                   | CUSIP: 3132QUHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74087 | PA      | $69429.93     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 AX5544                                                      | CUSIP: 36196HER7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    202796 | PA      | $184402.33    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-33 AH                           | CUSIP: 38380RUT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1118933 | PA      | $927437.41    | 0.03%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                       | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UM21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    166331 | PA      | $158619.70    | 0.01%             | 2043-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-70 AE                           | CUSIP: 38379RYP2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166418 | PA      | $145992.80    | 0.00%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-36 AE                           | CUSIP: 38380RXF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1955336 | PA      | $1597075.44   | 0.05%             | 2057-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $898227.42    | 0.03%             | 2028-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM8227                                                         | CUSIP: 3138L9D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86177 | PA      | $80155.91     | 0.00%             | 2033-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1604                                                         | CUSIP: 3140KLYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2292590 | PA      | $1976640.80   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ4813                                                         | CUSIP: 3140KQK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2692922 | PA      | $2315248.00   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $477341.59    | 0.02%             | 2048-01-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54012                                                   | CUSIP: 3132XWN64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1088632 | PA      | $1016712.06   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH1143                                                         | CUSIP: 3140GPHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284233 | PA      | $274802.42    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1139                                                         | CUSIP: 3140LBHR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2400000 | PA      | $2039789.23   | 0.07%             | 2028-02-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL8013                                                         | CUSIP: 3140J03X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4201858 | PA      | $3073213.74   | 0.10%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509409                                    | CUSIP: 83164LN23<br>LEI: N/A                  | Long             |  |  | US        |     38243 | PA      | $38036.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 465394                                                         | CUSIP: 31381M7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    457478 | PA      | $465514.61    | 0.01%             | 2026-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 779354                                                       | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3811 | PA      | $3621.28      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 V                            | CUSIP: 38379UMX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    820736 | PA      | $744439.37    | 0.02%             | 2050-05-16      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $240622.18    | 0.01%             | 2025-08-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $666254.84    | 0.02%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC0066                                                         | CUSIP: 3140EUCC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154612 | PA      | $144657.38    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AE                          | CUSIP: 38382AR56<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    638883 | PA      | $551949.69    | 0.02%             | 2061-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV3015                                                         | CUSIP: 3140MGK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2366508 | PA      | $1959692.60   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE7181                                                        | CUSIP: 3133BG6S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    833133 | PA      | $763547.38    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A1              | CUSIP: 3137H13U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  24707378 | PA      | $21328592.47  | 0.68%             | 2031-01-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA1074                                                         | CUSIP: 3140Q8FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1645344 | PA      | $1536508.70   | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW6012                                                         | CUSIP: 3140MXVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    856638 | PA      | $837331.45    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $433895.40    | 0.01%             | 2027-06-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC1163                                                        | CUSIP: 3133AKJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1435856 | PA      | $1233498.76   | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS4738                                                         | CUSIP: 3138WEHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313896 | PA      | $294331.97    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609TN61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1388813.88   | 0.04%             | 2024-05-01      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-99 A                            | CUSIP: 38380J6N3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23356 | PA      | $23083.91     | 0.00%             | 2052-01-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $470198.65    | 0.02%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q38376                                                   | CUSIP: 3132QVJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    632377 | PA      | $592697.69    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ7638                                                         | CUSIP: 3140KTPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1695641 | PA      | $1410660.62   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1571                                                         | CUSIP: 3140KLW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4427646 | PA      | $3663625.49   | 0.12%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS9380                                                         | CUSIP: 3138WKM69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    995335 | PA      | $930939.70    | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2020-2 MSAIC 2020-2A A                                    | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4036504 | PA      | $3377904.24   | 0.11%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q01597                                                   | CUSIP: 3132GEX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    126321 | PA      | $124331.50    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6227                                                         | CUSIP: 3140JN4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    161831 | PA      | $155889.86    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A1                   | CUSIP: 3137FVEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1466499 | PA      | $1278930.78   | 0.04%             | 2029-04-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS0716                                                         | CUSIP: 3138W9YN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184282 | PA      | $180547.56    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 507253                                    | CUSIP: 83164JBW5<br>LEI: N/A                  | Long             |  |  | US        |     13060 | PA      | $13093.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-64 A                            | CUSIP: 38379RUK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    393157 | PA      | $338928.33    | 0.01%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB4507                                                        | CUSIP: 3133ABAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2468805 | PA      | $2124740.50   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO2971                                                         | CUSIP: 3140JXJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272336 | PA      | $262160.38    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A10F                             | CUSIP: 30329QAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1761051.60   | 0.06%             | 2032-08-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AB6333                                                         | CUSIP: 31417DBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370178 | PA      | $339692.68    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $806943.97    | 0.03%             | 2025-08-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA0566                                                         | CUSIP: 3140Q7TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    586008 | PA      | $546456.05    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS6007                                                         | CUSIP: 3140LGU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5288976 | PA      | $5026334.87   | 0.16%             | 2032-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87269.49     | 0.00%             | 2027-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BH0074                                                      | CUSIP: 3617GWCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1174991 | PA      | $1125801.23   | 0.04%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA5698                                                        | CUSIP: 3133KMKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2252594 | PA      | $1859333.14   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q60598                                                   | CUSIP: 3132VLUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    311617 | PA      | $299970.85    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK5299                                                         | CUSIP: 3140HJ3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    372565 | PA      | $365622.74    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-106 AG                          | CUSIP: 38380PUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    866706 | PA      | $729159.97    | 0.02%             | 2062-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-111 AD                          | CUSIP: 38380PYD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1539460 | PA      | $1299962.58   | 0.04%             | 2062-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                       | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $550029.16    | 0.02%             | 2031-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF2487                                                        | CUSIP: 3133BPXQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1001714 | PA      | $979137.63    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG3 A2                   | CUSIP: 3137H7MF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1350000 | PA      | $1162072.98   | 0.04%             | 2032-05-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6567                                                         | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    686229 | PA      | $640547.77    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GNMA 2.15% 12/16/2050 12/16/2050  2.15%                                           | CUSIP: 38381HCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1455442 | PA      | $1276232.51   | 0.04%             | 2050-12-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 705999                                                       | CUSIP: 36297AKL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     85256 | PA      | $87942.67     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ5686                                                         | CUSIP: 3138YXJ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55115 | PA      | $51667.80     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO8937                                                         | CUSIP: 3140K44X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    403851 | PA      | $373669.25    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FHA 023-98141 MILLPONDAPTS. 03/01/2047  6.00%                                     | CUSIP: 31399H9K4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2746348 | PA      | $2663544.95   | 0.09%             | 2047-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH5391                                                         | CUSIP: 3140GT7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242087 | PA      | $226601.36    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AC4095                                                         | CUSIP: 31417NRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4863 | PA      | $4791.57      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $713343.97    | 0.02%             | 2029-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-20B 1                       | CUSIP: 83162CN41<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9854352 | PA      | $8899533.47   | 0.28%             | 2042-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-26 AE                           | CUSIP: 38380JQA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1336620 | PA      | $1253526.16   | 0.04%             | 2052-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC3550                                                        | CUSIP: 3133AM5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2834312 | PA      | $2443935.84   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522150                                    | CUSIP: 83165ATF1<br>LEI: N/A                  | Long             |  |  | US        |      8151 | PA      | $8244.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2020-10D 1                       | CUSIP: 83162CG23<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3241008 | PA      | $2898451.38   | 0.09%             | 2030-07-01      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA6095                                                        | CUSIP: 3133KMXY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2088691 | PA      | $1734720.10   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $918628.52    | 0.03%             | 2025-10-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1271120.25   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL # 2022 -73 AK                       | CUSIP: 38381E6R4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2218736 | PA      | $1860346.48   | 0.06%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | STRU CSC-2007 AH3 SERIES  CLASS                                                   | CUSIP: 38381EZY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7748212 | PA      | $6208552.84   | 0.20%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                         | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $305925.20    | 0.01%             | 2030-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN6823                                                         | CUSIP: 3138LKSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2457411 | PA      | $2270300.66   | 0.07%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA1773                                                        | CUSIP: 3133KG6J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    934052 | PA      | $833651.37    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q39374                                                   | CUSIP: 3132QWMY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48803 | PA      | $47651.28     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB1681                                                        | CUSIP: 3133A72N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    525895 | PA      | $471060.10    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8886                                                         | CUSIP: 3140JR2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1548852 | PA      | $1435499.77   | 0.05%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2014-10B 1                                 | CUSIP: 831641FB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215013 | PA      | $208186.57    | 0.01%             | 2024-09-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 720288                                                       | CUSIP: 3620A6F51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87392 | PA      | $88352.77     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8895                                                         | CUSIP: 3140HN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600079 | PA      | $580790.97    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-8 AB                            | CUSIP: 38381EVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1496655 | PA      | $1272725.29   | 0.04%             | 2062-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F113 AS                 | CUSIP: 3137H13L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3628976 | PA      | $3533227.63   | 0.11%             | 2028-05-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK2008                                                         | CUSIP: 3140HFGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    470708 | PA      | $456082.35    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $868744.80    | 0.03%             | 2027-07-01      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-80 AK                           | CUSIP: 38381DDC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1923769 | PA      | $1620092.04   | 0.05%             | 2062-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 AN                            | CUSIP: 38381ETS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  16315690 | PA      | $14193539.50  | 0.45%             | 2051-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 759191                                                       | CUSIP: 36230UF87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    235912 | PA      | $227306.06    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT8242                                                         | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    408829 | PA      | $374810.78    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR3230                                                         | CUSIP: 3140L1SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4082521 | PA      | $3385031.23   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA7661                                                         | CUSIP: 3140QFQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2492068 | PA      | $2062346.26   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA2612                                                        | CUSIP: 3133KH3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5075148 | PA      | $4369812.92   | 0.14%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP                                                       | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MPG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1481137 | PA      | $1362983.41   | 0.04%             | 2043-01-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8813                                                         | CUSIP: 3140HNYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    645160 | PA      | $621897.49    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $945384.23    | 0.03%             | 2029-11-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF0536                                                        | CUSIP: 3133BMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    367013 | PA      | $348270.37    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV4127                                                         | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    846153 | PA      | $753351.18    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                         | METROPOLITAN LIFE GLOBAL FUNDING I 144A 4.400000% 06/30/2027                      | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  14695000 | PA      | $14355677.76  | 0.46%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ0805                                                         | CUSIP: 3138YR3P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355603 | PA      | $333510.01    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                     | TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A3                                     | CUSIP: 88167HAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2222701 | PA      | $2213629.41   | 0.07%             | 2023-12-20      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC2796                                                         | CUSIP: 3140EXDA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1074775 | PA      | $972368.97    | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $109004.26    | 0.00%             | 2024-04-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2509519.07   | 0.08%             | 2027-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN4338                                                         | CUSIP: 3140JLZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231814 | PA      | $225220.73    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 696844                                                      | CUSIP: 36296PER8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66797 | PA      | $66765.59     | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                  | SUNNOVA HELIOS V ISSUER LLC SNVA 2021-A A                                         | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2390177 | PA      | $1951092.97   | 0.06%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 717198                                                       | CUSIP: 3620A2X35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    156275 | PA      | $155687.68    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $85218.86     | 0.00%             | 2025-12-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7010                                                         | CUSIP: 3140HYYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $8190006.40   | 0.26%             | 2030-06-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5528                                                         | CUSIP: 3140LGEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2546106 | PA      | $2393123.46   | 0.08%             | 2032-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                     | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FNX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4780.62      | 0.00%             | 2039-03-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $545205.49    | 0.02%             | 2024-11-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-29 A                            | CUSIP: 38379RNF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1286827 | PA      | $1144948.57   | 0.04%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-165 AB                          | CUSIP: 38381HSH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8903311 | PA      | $8204258.50   | 0.26%             | 2049-05-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY REV                                                 | CALIFORNIA ST HSG FIN AGY REVE CALIFORNIA HOUSING FINANCE AGENCY                  | CUSIP: 13034PYZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1416971.61   | 0.05%             | 2036-08-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $439589.65    | 0.01%             | 2024-10-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO1273                                                         | CUSIP: 3140JVMX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1039922 | PA      | $962203.73    | 0.03%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV3213                                                         | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1588256 | PA      | $1317846.03   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | FEDERAL HOUSING AUTHORITY PROJECT LOAN 034-35271                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |    112869 | PA      | $111732.46    | 0.00%             | 2025-11-01      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB5052                                                         | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  25717181 | PA      | $25608024.21  | 0.82%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $481698.87    | 0.02%             | 2026-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT9013                                                         | CUSIP: 3140LYAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1424435 | PA      | $1180014.80   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                    | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 647200X58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    357651 | PA      | $340843.81    | 0.01%             | 2034-10-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-114 AD                          | CUSIP: 38379KZZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575935 | PA      | $542596.67    | 0.02%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-28 A                            | CUSIP: 38379U6M3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2518189 | PA      | $2171675.62   | 0.07%             | 2057-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN5758                                                         | CUSIP: 3138LJMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1426745 | PA      | $1354518.89   | 0.04%             | 2027-06-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 698160                                                       | CUSIP: 36296QTR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57894 | PA      | $57386.86     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509977                                    | CUSIP: 83164MCN7<br>LEI: N/A                  | Long             |  |  | US        |    116814 | PA      | $119342.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $216524.95    | 0.01%             | 2026-06-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN4171                                                         | CUSIP: 3138LGT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    770116 | PA      | $719309.65    | 0.02%             | 2035-01-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION     | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $553821.43    | 0.02%             | 2026-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 BD9036                                                      | CUSIP: 3617BRBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    598515 | PA      | $563333.92    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-53 AC                           | CUSIP: 38380M4D0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     43326 | PA      | $42776.55     | 0.00%             | 2051-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK1959                                                         | CUSIP: 3140HFE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    881654 | PA      | $821783.92    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA6535                                                        | CUSIP: 3133A1HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1143061 | PA      | $1021152.73   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $306543.19    | 0.01%             | 2026-08-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BR9147                                                         | CUSIP: 3140L8EV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2381584 | PA      | $2059117.34   | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR WA4405                                                        | CUSIP: 3132XDAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2742262 | PA      | $2522453.85   | 0.08%             | 2027-05-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-178 EA                          | CUSIP: 38379U2R6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2509372 | PA      | $2203930.06   | 0.07%             | 2058-08-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1767666.60   | 0.06%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $275552.42    | 0.01%             | 2023-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-71 AH                           | CUSIP: 38381E7H5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1976815 | PA      | $1687336.11   | 0.05%             | 2063-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $129180.43    | 0.00%             | 2024-11-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-28 AD                           | CUSIP: 38380RXP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15152670 | PA      | $12287286.81  | 0.39%             | 2062-01-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 AX5461                                                      | CUSIP: 36196HB66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    795495 | PA      | $720095.55    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 464969                                                         | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2380801 | PA      | $2395290.20   | 0.08%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN8931                                                         | CUSIP: 3140JR4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    491450 | PA      | $472125.44    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BX0445                                                         | CUSIP: 3140N4P76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4970196 | PA      | $5030610.77   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS5917                                                         | CUSIP: 3138WFSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232692 | PA      | $217831.76    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 726403                                                       | CUSIP: 3620ADAC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23736 | PA      | $24013.37     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG G06073                                                   | CUSIP: 3128M8CJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    462585 | PA      | $483108.77    | 0.02%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $466768.44    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                    | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QXP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3187828 | PA      | $3084135.95   | 0.10%             | 2040-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ1546                                                         | CUSIP: 3140KLWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2649873 | PA      | $2278506.83   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 900106                                                         | CUSIP: 31410XAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52226 | PA      | $53995.03     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN FS1278                                                         | CUSIP: 3140XGM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13010362 | PA      | $12251192.62  | 0.39%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS7134                                                         | CUSIP: 3138WG4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    559267 | PA      | $505736.15    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3215000 | PA      | $2926456.64   | 0.09%             | 2025-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AP9712                                                         | CUSIP: 3138MDYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74207 | PA      | $68095.07     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                       | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A5H                                | CUSIP: 30306LAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156725 | PA      | $155686.13    | 0.00%             | 2037-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-146 AB                          | CUSIP: 38380NWC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    838930 | PA      | $748783.21    | 0.02%             | 2061-07-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                                   | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DBW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    803019 | PA      | $765812.64    | 0.02%             | 2038-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1026254.03   | 0.03%             | 2028-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $325342.02    | 0.01%             | 2028-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA6536                                                        | CUSIP: 3133A1HM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    687495 | PA      | $636088.31    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $634228.52    | 0.02%             | 2030-05-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49040                                                   | CUSIP: 3132WPBJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2003033 | PA      | $1939033.74   | 0.06%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD8214                                                        | CUSIP: 3133B6DT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    802836 | PA      | $691056.18    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7880                                                         | CUSIP: 3140M9XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1017604 | PA      | $882171.36    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ2316                                                         | CUSIP: 3138YTSE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51282 | PA      | $47702.67     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                               | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NUU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3194657 | PA      | $2972793.86   | 0.10%             | 2054-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB4506                                                        | CUSIP: 3133ABAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3577123 | PA      | $2960285.78   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN ATLANTA RAPID TRAN AUTH GA SALES TAX REV                      | MET ATLANTA GA RAPID TRANSIT A METROPOLITAN ATLANTA RAPID TRANSIT AUTHORITY       | CUSIP: 5917458G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1818932.54   | 0.06%             | 2025-07-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 AE                          | CUSIP: 38379KVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    265150 | PA      | $241632.30    | 0.01%             | 2052-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-47 AB                           | CUSIP: 38379RQP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    315000 | PA      | $282246.36    | 0.01%             | 2058-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3120                                                        | CUSIP: 3133KJPD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2087061 | PA      | $1796198.93   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QC6098                                                        | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1359279 | PA      | $1128180.08   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-127 AB                          | CUSIP: 38379R2A0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    506108 | PA      | $436321.07    | 0.01%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS9548                                                         | CUSIP: 3138WKTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1136444 | PA      | $1061741.57   | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-73 CA                           | CUSIP: 38380JR67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    188164 | PA      | $176942.42    | 0.01%             | 2049-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-23 AC                           | CUSIP: 38380NW96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    623406 | PA      | $540956.57    | 0.02%             | 2062-02-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3556                                                         | CUSIP: 3140QA5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    962001 | PA      | $894681.62    | 0.03%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DES MOINES IOWA AREA CMNTY COLLEGE XI NEW JOBS TRAING CTF                  | DES MOINES IA AREA CMNTY CLG DES MOINES AREA COMMUNITY COLLEGE                    | CUSIP: 250097N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $222740.24    | 0.01%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A76192                                                   | CUSIP: 3128L92Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    195063 | PA      | $197862.04    | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-53 AE                           | CUSIP: 38381E2Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3134101 | PA      | $2858428.06   | 0.09%             | 2171-03-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB1680                                                        | CUSIP: 3133A72M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    980748 | PA      | $843683.33    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 886136                                                         | CUSIP: 31410DPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153511 | PA      | $158079.21    | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2406                                                        | CUSIP: 31334YU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    254519 | PA      | $245397.47    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20C 1                       | CUSIP: 83162CWX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30875 | PA      | $28652.63     | 0.00%             | 2035-03-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q45628                                                   | CUSIP: 3132WKHE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2278289 | PA      | $2136301.88   | 0.07%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6785                                                         | CUSIP: 3138WGRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    802126 | PA      | $750729.77    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AE                           | CUSIP: 38379UTY2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1580429 | PA      | $1326974.50   | 0.04%             | 2057-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO8980                                                         | CUSIP: 3140K46S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    543517 | PA      | $486639.95    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV4124                                                         | CUSIP: 3140MHSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1382589 | PA      | $1140441.49   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0816                                                        | CUSIP: 3133A63Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    479813 | PA      | $427331.14    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-61 AC                           | CUSIP: 38378NX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    612408 | PA      | $569931.85    | 0.02%             | 2054-02-16      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 AC                          | CUSIP: 38380PZ31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    613529 | PA      | $517452.63    | 0.02%             | 2062-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8521                                                         | CUSIP: 3140MNPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2867710 | PA      | $2628502.85   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54876                                                   | CUSIP: 3132XXM22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    406609 | PA      | $379071.21    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-158 A                           | CUSIP: 38383YJU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1496244 | PA      | $1365920.59   | 0.04%             | 2056-06-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VMA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    524559 | PA      | $498188.97    | 0.02%             | 2039-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN0323                                                         | CUSIP: 3140JGLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    268484 | PA      | $263894.64    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49044                                                   | CUSIP: 3132WPBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    652002 | PA      | $642563.99    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $107930.97    | 0.00%             | 2023-10-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC.                                     | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATE 6.000000% 10/20/2027           | CUSIP: 17330RH65<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040566.55   | 0.16%             | 2027-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU9861                                                         | CUSIP: 3140MB5X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2075787 | PA      | $1719459.61   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT7260                                                         | CUSIP: 3140LWB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2065573 | PA      | $1784833.18   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA7418                                                        | CUSIP: 3133A2G38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    548323 | PA      | $508514.41    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 714594                                                       | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33141 | PA      | $32899.75     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT7259                                                         | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5229085 | PA      | $4332803.55   | 0.14%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 726402                                                       | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13259 | PA      | $13162.36     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB4066                                                        | CUSIP: 3133AAQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    771871 | PA      | $670075.86    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN8521                                                         | CUSIP: 3138LMPF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2391464 | PA      | $2240330.76   | 0.07%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-70 A                            | CUSIP: 38380PLL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    534447 | PA      | $454423.76    | 0.01%             | 2062-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-87 AD                           | CUSIP: 38379UVF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    318457 | PA      | $275311.35    | 0.01%             | 2058-03-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA8482                                                        | CUSIP: 3133A3M70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1521165 | PA      | $1360761.08   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AZ4755                                                         | CUSIP: 3138YWH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110175 | PA      | $103146.42    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC9068                                                         | CUSIP: 3140F5CE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    317319 | PA      | $296692.57    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q47223                                                   | CUSIP: 3132WMAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    350908 | PA      | $342125.73    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-52 AE                           | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    554364 | PA      | $515390.93    | 0.02%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 AH                           | CUSIP: 38379RNZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    568210 | PA      | $512377.85    | 0.02%             | 2058-07-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-28 AB                           | CUSIP: 38380JSK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3805661 | PA      | $3378132.46   | 0.11%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                    | LOANPAL SOLAR LOAN 2021-2 LTD LPSLT 2021-2GS A                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3613211 | PA      | $2664132.90   | 0.09%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49608                                                   | CUSIP: 3132WPVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    243675 | PA      | $240282.01    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3 GOOD 2021-3CS A                  | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7731811 | PA      | $5532819.68   | 0.18%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB5903                                                        | CUSIP: 3133ACRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1336626 | PA      | $1110739.28   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BE7216                                                         | CUSIP: 3140FTAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    464481 | PA      | $452198.06    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q012 A1                   | CUSIP: 3137FVNM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1821192 | PA      | $1696956.75   | 0.05%             | 2025-08-25      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2021-3 MSAIC 2021-3A A                                    | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7048048 | PA      | $5760894.65   | 0.18%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP5425                                                         | CUSIP: 3140KDA34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    214441 | PA      | $191561.70    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BO5373                                                         | CUSIP: 3140K06K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114974 | PA      | $111053.22    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW1784                                                         | CUSIP: 3140MS6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1311017 | PA      | $1203589.49   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 AB                            | CUSIP: 38379U3X2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67045 | PA      | $56934.67     | 0.00%             | 2058-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN MA4578                                                         | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6969078 | PA      | $5966720.16   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CB3688                                                         | CUSIP: 3140QPC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9052973 | PA      | $8297837.48   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AQ                          | CUSIP: 38380JEM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3511827 | PA      | $3048856.96   | 0.10%             | 2059-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-37 AD                           | CUSIP: 38380MV81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    943849 | PA      | $892992.38    | 0.03%             | 2060-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-47 AE                           | CUSIP: 38380M6H9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    128146 | PA      | $115853.46    | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-41 AD                           | CUSIP: 38380JTV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    573969 | PA      | $535583.30    | 0.02%             | 2059-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA6683                                                         | CUSIP: 3140QEM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3112240 | PA      | $2683591.98   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARKANSAS ST DEV FIN AUTH ECONOMIC DEV REV                                  | ARKANSAS ST DEV FIN AUTH ECON ARKANSAS DEVELOPMENT FINANCE AUTHORITY              | CUSIP: 04108NU59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $83755.91     | 0.00%             | 2023-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $348466.57    | 0.01%             | 2024-11-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 759301                                                      | CUSIP: 36230UKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189254 | PA      | $183181.50    | 0.01%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-155 DC                          | CUSIP: 38378XWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    781555 | PA      | $741428.20    | 0.02%             | 2047-06-16      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC6041                                                         | CUSIP: 3140F1WB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347329 | PA      | $324468.30    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $488689.60    | 0.02%             | 2026-10-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP9598                                                         | CUSIP: 3140KHUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    395536 | PA      | $343275.28    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522282                                    | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             |  |  | US        |     76836 | PA      | $79763.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509647                                    | CUSIP: 83164LWG2<br>LEI: N/A                  | Long             |  |  | US        |     56395 | PA      | $57217.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-140 A                           | CUSIP: 38379R4E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    869924 | PA      | $750978.17    | 0.02%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-139 AB                          | CUSIP: 38378BV55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     44746 | PA      | $37565.62     | 0.00%             | 2053-02-16      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-48 AE                           | CUSIP: 38379KGW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70263 | PA      | $65729.54     | 0.00%             | 2050-02-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 737712                                                       | CUSIP: 3620ARR94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93550 | PA      | $90152.61     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-17 AJ                           | CUSIP: 38381EUZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    491718 | PA      | $413565.79    | 0.01%             | 2056-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK8869                                                         | CUSIP: 3140HN2B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    943048 | PA      | $936687.73    | 0.03%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221THR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $237213.53    | 0.01%             | 2024-10-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $824761.51    | 0.03%             | 2027-11-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522268                                    | CUSIP: 83165AW59<br>LEI: N/A                  | Long             |  |  | US        |    442056 | PA      | $456774.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 MG                          | CUSIP: 38379KM96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $840442.30    | 0.03%             | 2055-11-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1805455.31   | 0.06%             | 2029-07-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $630485.78    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-63 AG                           | CUSIP: 38380NAN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    182506 | PA      | $171851.49    | 0.01%             | 2060-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A93467                                                   | CUSIP: 312941Z83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73248 | PA      | $71916.06     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA5067                                                        | CUSIP: 3133KLTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1517686 | PA      | $1254016.06   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20E 1                       | CUSIP: 83162CTG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57620 | PA      | $55518.44     | 0.00%             | 2030-05-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1060976.24   | 0.03%             | 2029-08-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-75 AC                           | CUSIP: 38380R4Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2417826 | PA      | $1996563.76   | 0.06%             | 2062-04-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2092592.85   | 0.07%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $676131.70    | 0.02%             | 2027-08-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20F 1                       | CUSIP: 83162CYR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5299747 | PA      | $4901597.28   | 0.16%             | 2037-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA6160                                                         | CUSIP: 3140QDZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337359 | PA      | $300550.04    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2020-1 MSAIC 2020-1A A                                    | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2697576 | PA      | $2348522.00   | 0.08%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                               | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NV57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $61562.42     | 0.00%             | 2028-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE-ACES FNA 2021-M1S A2                                                   | CUSIP: 3136BDXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13550000 | PA      | $10824135.66  | 0.35%             | 2030-12-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY5025                                                         | CUSIP: 3138YJSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    262524 | PA      | $255442.83    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $478792.19    | 0.02%             | 2024-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $348718.27    | 0.01%             | 2051-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q41877                                                   | CUSIP: 3132WFCP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1029658 | PA      | $931409.15    | 0.03%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-100 B                           | CUSIP: 38378BA82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500000 | PA      | $445565.00    | 0.01%             | 2051-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                      | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $427414.74    | 0.01%             | 2026-10-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA0744                                                         | CUSIP: 3140Q7ZJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244827 | PA      | $228734.21    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YGT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $832631.10    | 0.03%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $445439.25    | 0.01%             | 2026-08-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                         | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $654633.13    | 0.02%             | 2027-08-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1034900.54   | 0.03%             | 2024-11-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA2301                                                        | CUSIP: 31334YRW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398640 | PA      | $368962.09    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK4747                                                         | CUSIP: 3140HJHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    349722 | PA      | $337112.27    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ0652                                                         | CUSIP: 3140H1WN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    807885 | PA      | $755281.37    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG A68746                                                   | CUSIP: 3128L0WF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124517 | PA      | $126211.03    | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AY4388                                                         | CUSIP: 3138YH2W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130532 | PA      | $122825.76    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-92 AB                           | CUSIP: 38379RF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    999212 | PA      | $909047.21    | 0.03%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6735                                                         | CUSIP: 3140JPPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    760399 | PA      | $706244.59    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20E 1                       | CUSIP: 83162CRU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9762 | PA      | $9670.92      | 0.00%             | 2028-05-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV5364                                                         | CUSIP: 3140MJ6A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298798 | PA      | $256963.96    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-66 A                            | CUSIP: 38380NBZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14327 | PA      | $13520.02     | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA6478                                                        | CUSIP: 3133KNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8941 | PA      | $7668.92      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG4 A2                   | CUSIP: 3137H92X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6850000 | PA      | $6299286.03   | 0.20%             | 2032-08-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-2 AH                            | CUSIP: 38380NU64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2346186 | PA      | $2061846.89   | 0.07%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-64 AE                           | CUSIP: 38380NBK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    442584 | PA      | $410853.19    | 0.01%             | 2060-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7247                                                         | CUSIP: 3140J0BR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3009188 | PA      | $2474708.43   | 0.08%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-152 AC                          | CUSIP: 38380JCC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    310073 | PA      | $274008.67    | 0.01%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                             | LOS ANGELES CA UNIF SCH DIST LOS ANGELES UNIFIED SCHOOL DISTRICT/CA               | CUSIP: 544647GE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2970000 | PA      | $2969241.76   | 0.09%             | 2023-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $139990.50    | 0.00%             | 2024-10-01      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BC1141                                                         | CUSIP: 3140EVHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324466 | PA      | $293484.40    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB0757                                                        | CUSIP: 3133A6ZW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    827264 | PA      | $739003.17    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2021-2 MSAIC 2021-2A A                                    | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9311585 | PA      | $7714672.38   | 0.25%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AM9376                                                         | CUSIP: 3138LAM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439988 | PA      | $403552.69    | 0.01%             | 2045-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV0670                                                         | CUSIP: 3138XBW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92391 | PA      | $90246.80     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $237775.05    | 0.01%             | 2025-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $415491.11    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                   | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2M7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $568991.06    | 0.02%             | 2025-06-01      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3957                                                         | CUSIP: 3140QBMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1589188 | PA      | $1422004.27   | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT1268                                                         | CUSIP: 3140LPMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2999296 | PA      | $2478205.02   | 0.08%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV8519                                                         | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271155 | PA      | $1131149.94   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QE1715                                                        | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4650540 | PA      | $4265033.67   | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QF3779                                                        | CUSIP: 3133BRFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3316647 | PA      | $3302159.52   | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA7748                                                        | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15669369 | PA      | $13875111.86  | 0.44%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3270                                                         | CUSIP: 3140QAT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209614 | PA      | $201098.40    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB5044                                                        | CUSIP: 3133ABS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500897 | PA      | $2069352.92   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 510056                                    | CUSIP: 83164ME54<br>LEI: N/A                  | Long             |  |  | US        |    120099 | PA      | $132046.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-67 AE                           | CUSIP: 38379KPM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    438169 | PA      | $384717.57    | 0.01%             | 2056-10-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                   | STATE STREET CORP 5.751000% 11/04/2026                                            | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1659606.03   | 0.05%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 770396                                                       | CUSIP: 36176MUV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     94237 | PA      | $93324.76     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 510051                                    | CUSIP: 83164MEY1<br>LEI: N/A                  | Long             |  |  | US        |    170068 | PA      | $178432.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 AB                           | CUSIP: 38380JNQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2397498 | PA      | $2136072.49   | 0.07%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 696513                                                       | CUSIP: 36296NYJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32991 | PA      | $34030.83     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                        | NEW HAMPSHIRE ST HSG FIN AUTHS NEW HAMPSHIRE HOUSING FINANCE AUTHORITY            | CUSIP: 64469DVQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24952.84     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q40641                                                   | CUSIP: 3132WDWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    353208 | PA      | $331045.92    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QD6359                                                        | CUSIP: 3133B4B46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1283726 | PA      | $1063266.21   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3298                                                        | CUSIP: 3133KJUX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3330883 | PA      | $2867972.44   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-111 AD                          | CUSIP: 38379RU43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76996 | PA      | $72026.10     | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                    | MOSAIC SOLAR LOAN TRUST 2021-1 MSAIC 2021-1A A                                    | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5410901 | PA      | $4267604.30   | 0.14%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CHW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $703697.91    | 0.02%             | 2024-11-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA2994                                                         | CUSIP: 3140QAKG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296667 | PA      | $285969.94    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108YW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1066518.97   | 0.03%             | 2025-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BV2851                                                         | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  24502535 | PA      | $20978060.37  | 0.67%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $357167.47    | 0.01%             | 2023-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3834                                                        | CUSIP: 3133AAHK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1617901 | PA      | $1397176.70   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509348                                    | CUSIP: 83164LL58<br>LEI: N/A                  | Long             |  |  | US        |    279645 | PA      | $275135.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BT2780                                                         | CUSIP: 3140LRCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5891957 | PA      | $4866302.47   | 0.16%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966TGD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $337939.04    | 0.01%             | 2025-02-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461MM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24894.72     | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI6154                                                         | CUSIP: 3138AKZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110700 | PA      | $110629.00    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q017 A                    | CUSIP: 3137H74L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1725000 | PA      | $1712076.30   | 0.05%             | 2030-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                    | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480FL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $113453.41    | 0.00%             | 2023-05-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K123 A1                   | CUSIP: 3137F8ZU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2841556 | PA      | $2422208.11   | 0.08%             | 2030-06-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367X9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $315326.69    | 0.01%             | 2029-01-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-53 AE                           | CUSIP: 38378BTB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    237749 | PA      | $214385.30    | 0.01%             | 2047-03-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                        | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174365Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $292647.54    | 0.01%             | 2041-07-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA7663                                                         | CUSIP: 3140QFQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1599526 | PA      | $1375165.00   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN AC6851                                                       | CUSIP: 36179GTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    852078 | PA      | $833250.64    | 0.03%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN 890247                                                         | CUSIP: 31410LBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1289457 | PA      | $1356684.70   | 0.04%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENTAL HSG REV                                    | MICHIGAN ST HSG DEV AUTH MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 59465MT39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $443661.84    | 0.01%             | 2023-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  20000000 | PA      | $17522968.00  | 0.56%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q49606                                                   | CUSIP: 3132WPU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1326008 | PA      | $1283578.96   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK5300                                                         | CUSIP: 3140HJ3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    387640 | PA      | $389939.68    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BU7879                                                         | CUSIP: 3140M9XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1056137 | PA      | $915003.28    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 778847                                                       | CUSIP: 36176XBQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45366 | PA      | $43734.65     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 521984                                    | CUSIP: 83165AM92<br>LEI: N/A                  | Long             |  |  | US        |     87929 | PA      | $93246.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                            | SAN FRANCISCO CITY & CNTY CA CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 7976462V7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1460882.77   | 0.05%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                | BANK OF AMERICA CORP MTN 2.456000% 10/22/2025                                     | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17767000 | PA      | $16717132.34  | 0.53%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-60 AC                           | CUSIP: 38380JE53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    695838 | PA      | $636306.62    | 0.02%             | 2058-12-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                  | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $416882.67    | 0.01%             | 2026-04-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL5265                                                         | CUSIP: 3140HWZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    774145 | PA      | $693405.08    | 0.02%             | 2030-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108QH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2831723.24   | 0.09%             | 2023-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PRESERVATION OF AFFORDABLE HOUSING, INC.                                   | PRESERVATION OF AFFORDABLE HOUSING INC 4.479000% 12/01/2032                       | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4698727.16   | 0.15%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                    | LOANPAL SOLAR LOAN LTD LPSLT 2020-3GS A                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250767 | PA      | $1812901.60   | 0.06%             | 2047-12-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-170 AH                          | CUSIP: 38380RGG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    399371 | PA      | $326126.06    | 0.01%             | 2062-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA1243                                                         | CUSIP: 3140Q8LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2978891 | PA      | $2789294.04   | 0.09%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-91 AQ                           | CUSIP: 38380PRQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1161502 | PA      | $976009.89    | 0.03%             | 2062-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP                                                       | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MND9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2403346 | PA      | $2217192.74   | 0.07%             | 2037-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q50951                                                   | CUSIP: 3132XTBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    633437 | PA      | $611267.83    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6299                                                         | CUSIP: 3140JN7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    655404 | PA      | $607033.58    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL2117                                                         | CUSIP: 3140HTK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5925000 | PA      | $5590027.58   | 0.18%             | 2029-04-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $481931.80    | 0.02%             | 2024-05-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q57388                                                   | CUSIP: 3132Y1F60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    475483 | PA      | $457738.69    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SH86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4991.10      | 0.00%             | 2023-01-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-51 HA                           | CUSIP: 38380RL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    984919 | PA      | $778838.81    | 0.02%             | 2062-10-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH9370                                                         | CUSIP: 3140GYMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75652 | PA      | $70778.19     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA3738                                                         | CUSIP: 3140QBEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    747041 | PA      | $701767.95    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                         | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1204865.88   | 0.04%             | 2026-08-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2282602.25   | 0.07%             | 2029-06-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 509417                                    | CUSIP: 83164LPA3<br>LEI: N/A                  | Long             |  |  | US        |    283523 | PA      | $279239.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS8918                                                         | CUSIP: 3138WJ4C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2745829 | PA      | $2565621.29   | 0.08%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AN8587                                                         | CUSIP: 3138LMRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7714658 | PA      | $7351030.33   | 0.24%             | 2028-05-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA9082                                                         | CUSIP: 3140QHCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3255933 | PA      | $2691403.03   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351MV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $521263.16    | 0.02%             | 2029-09-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BH2671                                                         | CUSIP: 3140GQ6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    905725 | PA      | $845625.80    | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS5960                                                         | CUSIP: 3140LGTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1110298.99   | 0.04%             | 2032-06-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN5289                                                         | CUSIP: 3140JM2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120196 | PA      | $118166.41    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AS6956                                                         | CUSIP: 3138WGWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1331589 | PA      | $1246133.82   | 0.04%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                 | GINNIE MAE II POOL G2 CE6248                                                      | CUSIP: 3617VU5H6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    255719 | PA      | $222835.80    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-82 AC                           | CUSIP: 38380XAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1090369 | PA      | $988352.85    | 0.03%             | 2051-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BD0472                                                         | CUSIP: 3140F7Q28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277493 | PA      | $248917.66    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                             | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654JQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.00%             | 2022-12-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-26 AD                           | CUSIP: 38380MQ95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87247 | PA      | $85858.58     | 0.00%             | 2060-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AI3491                                                         | CUSIP: 3138AG2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149727 | PA      | $149675.95    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EA90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $490817.70    | 0.02%             | 2023-05-01      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                               | TRUIST FINANCIAL CORP MTN 1.267000% 03/02/2027                                    | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12215000 | PA      | $10834620.72  | 0.35%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN CA5693                                                         | CUSIP: 3140QDKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1188327 | PA      | $1022812.81   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-100 AD                          | CUSIP: 38380PXB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    779622 | PA      | $654412.19    | 0.02%             | 2062-04-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-164 AD                          | CUSIP: 38381DS84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2698061 | PA      | $2255780.00   | 0.07%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BK1960                                                         | CUSIP: 3140HFFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406633 | PA      | $379186.54    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A                               | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14550000 | PA      | $13903892.70  | 0.44%             | 2039-01-17      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BS1017                                                         | CUSIP: 3140LBDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3120000 | PA      | $2523619.36   | 0.08%             | 2031-02-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                             | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $892715.34    | 0.03%             | 2029-01-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL8103                                                         | CUSIP: 3140J1AD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6921228 | PA      | $5652583.50   | 0.18%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA2089                                                        | CUSIP: 3133KHKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    507087 | PA      | $451937.57    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                         | DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY 2014-A DCHFA 2014-A A                 | CUSIP: 25477PNF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    846917 | PA      | $792133.16    | 0.03%             | 2045-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE ANDREW W. MELLON FOUNDATION                                            | ANDREW W MELLON FOUNDATION/THE 0.947000% 08/01/2027                               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |  20238000 | PA      | $17266976.80  | 0.55%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BQ0211                                                         | CUSIP: 3140KKGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362995 | PA      | $324952.72    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR RA3381                                                        | CUSIP: 3133KJXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2648021 | PA      | $2277951.96   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 646728                                                       | CUSIP: 36292EPM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72752 | PA      | $73602.43     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR SD8244                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  35249418 | PA      | $33354725.17  | 1.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BN6239                                                         | CUSIP: 3140JN4Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35916 | PA      | $35795.92     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QB3835                                                        | CUSIP: 3133AAHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3403582 | PA      | $2817073.60   | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-47 CA                           | CUSIP: 38380JVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    106426 | PA      | $102990.88    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ4571                                                         | CUSIP: 3140H6CH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    216349 | PA      | $212040.78    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC GOLD POOL FG Q54511                                                   | CUSIP: 3132XXAM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1260073 | PA      | $1177869.27   | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 411105                                                       | CUSIP: 36206GU65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24562 | PA      | $24849.64     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AB80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $178357.57    | 0.01%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN AV0214                                                         | CUSIP: 3138XBGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34665 | PA      | $34019.85     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | FREDDIE MAC POOL FR QA7417                                                        | CUSIP: 3133A2G20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1223012 | PA      | $1091584.88   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BJ2752                                                         | CUSIP: 3140H4BW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1017208 | PA      | $978171.25    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BL7892                                                         | CUSIP: 3140J0XW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6187500 | PA      | $5055141.79   | 0.16%             | 2030-08-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-81 AE                           | CUSIP: 38379KST6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    321906 | PA      | $296457.90    | 0.01%             | 2056-10-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                              | SMALL BUSINESS ADMINISTRATION POOLS SBA 522125                                    | CUSIP: 83165ASN5<br>LEI: N/A                  | Long             |  |  | US        |     27498 | PA      | $27953.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-73 AG                           | CUSIP: 38379KLW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    419852 | PA      | $383696.98    | 0.01%             | 2055-11-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GINNIE MAE I POOL GN 768250                                                       | CUSIP: 36176KH34<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2276280 | PA      | $2247075.05   | 0.07%             | 2052-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-6 AH                            | CUSIP: 38378X3G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    461061 | PA      | $420972.58    | 0.01%             | 2051-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                  | SUNNOVA HELIOS II ISSUER LLC 2021-B SNVA 2021-B A                                 | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  22695634 | PA      | $17310981.44  | 0.55%             | 2048-07-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-72 AC                           | CUSIP: 38378KQG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    320586 | PA      | $294632.24    | 0.01%             | 2046-05-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BP8743                                                         | CUSIP: 3140KGWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346304 | PA      | $310761.61    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                      | FANNIE MAE POOL FN BW1786                                                         | CUSIP: 3140MS6Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1023820 | PA      | $907256.97    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                      | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY                  | CUSIP: 64988YHD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $347458.34    | 0.01%             | 2024-10-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** COMMUNITY CAPITAL TRUST

**Signature:** Daniel Caballero

**Name of Signer:** Daniel Caballero

**Title:** Investment Analyst