# EDGAR Filing Document

**Accession Number:** 0000225030
**File Stem:** 0002000324-25-002931
**Filing Date:** 2025-8
**Character Count:** 335908
**Document Hash:** 114b93bbcbc41c938ae71d030e8fdcbc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002000324-25-002931.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0002000324-25-002931

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AFL CIO HOUSING INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000225030

**ORGANIZATION NAME:**
- **EIN:** 526220193
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03493
- **FILM NUMBER:** 251236179

**BUSINESS ADDRESS:**
- **STREET 1:** 1227 25TH STREET, NW
- **STREET 2:** SUITE 500
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20037
- **BUSINESS PHONE:** (202) 331-8055

**MAIL ADDRESS:**
- **STREET 1:** 1227 25TH STREET, NW
- **STREET 2:** SUITE 500
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20037

## Series and Classes Contracts Data

### AFL CIO HOUSING INVESTMENT TRUST (Series ID: S000009768)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000026832 | AFL CIO HOUSING INVESTMENT TRUST |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AFL CIO Housing Investment Trust

- **b. Investment Company Act file number:** 811-03493

- **c. CIK number of Registrant:** 0000225030

- **d. LEI of Registrant:** 549300VD1CNIEZWGKO35

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

  - **Street Address 1:** 1227 25th Street, NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20037

  - **Telephone number:** 202-331-8055

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

- **a. Name of Series:** AFL-CIO Housing Investment Trust

- **b. EDGAR series identifier (if any):** S000009768

- **c. LEI of Series:** 549300RFU4BMM7Q31B86

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $7331071784.00

**Total Liabilities:** $104478096.00

**Net Assets:** $7226593688.00

**Delayed Delivery Securities:** $81625667.00

**Cash Not Reported:** $3465916.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5461.82 | **1-Year:** 142281.98 | **5-Year:** 1283097.65 | **10-Year:** 1730970.4 | **30-Year:** 363048.49

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

- **3-Month:** 2159.48 | **1-Year:** 32834.04 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026832 | 0.41%                | -0.94%               | 1.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-231835.00              | $8387706.00                                |
| Month 2  | $-2173599.00             | $-87718616.00                              |
| Month 3  | $-8578760.00             | $82090745.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Blackrock Liquidity Funds                     | Blackrock Liquidity FedFund  | CUSIP: N/A<br>LEI: 549300LRIF3NWCU26A80       | Long             | STIV             | RF                | US        |   3524152 | NS      | $3524151.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halkin Finance                                | Commerical Paper             | CUSIP: 40588LU15<br>LEI: N/A                  | Long             | STIV             |  | US        |  37000000 | PA      | $37000000.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesham Financial LTD                         | Commerical Paper             | CUSIP: 16536LU17<br>LEI: N/A                  | Long             | STIV             |  | US        |  68000000 | PA      | $68000000.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank US Fin Inc                        | Commerical Paper             | CUSIP: 20260AU16<br>LEI: N/A                  | Long             | STIV             |  | US        |  68000000 | PA      | $68000000.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31402G5Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202398 | PA      | $206254.83    | 0.00%             | 2033-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31401CAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62341 | PA      | $63681.78     | 0.00%             | 2033-05-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31402HAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101865 | PA      | $103875.47    | 0.00%             | 2033-08-01      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31385XKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206140 | PA      | $210019.80    | 0.00%             | 2033-08-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31403UYG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385613 | PA      | $391584.88    | 0.01%             | 2033-11-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31401XXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85087 | PA      | $86826.79     | 0.00%             | 2033-07-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31402DSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93504 | PA      | $95055.78     | 0.00%             | 2033-08-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31396P5W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77798 | PA      | $76820.03     | 0.00%             | 2037-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31404KRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196248 | PA      | $200879.55    | 0.00%             | 2034-04-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31405UT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105176 | PA      | $107733.63    | 0.00%             | 2034-11-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31396VRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179684 | PA      | $177461.56    | 0.00%             | 2037-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3136A4TC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1159584 | PA      | $1150545.87   | 0.02%             | 2042-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3136A6PG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2419645 | PA      | $2395078.06   | 0.03%             | 2042-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3136A9HU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065772 | PA      | $1052427.02   | 0.01%             | 2042-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3136AGXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2583329 | PA      | $2564765.63   | 0.04%             | 2043-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 31396V4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370154 | PA      | $366421.99    | 0.01%             | 2037-06-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3138EJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631610 | PA      | $655178.70    | 0.01%             | 2042-10-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | SINGLE FAMILY ARM            | CUSIP: 3140J7PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118804 | PA      | $1151061.32   | 0.02%             | 2045-02-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31342ATN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18362 | PA      | $18678.60     | 0.00%             | 2033-06-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31336CLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87701 | PA      | $89253.64     | 0.00%             | 2033-10-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3128JPEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83226 | PA      | $85371.13     | 0.00%             | 2035-07-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31396HUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122018 | PA      | $121113.27    | 0.00%             | 2036-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31396JYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156828 | PA      | $154958.21    | 0.00%             | 2036-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137A3CK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425157 | PA      | $1411193.97   | 0.02%             | 2040-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137AXXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406752 | PA      | $1382447.33   | 0.02%             | 2043-01-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137GAPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604966 | PA      | $596634.43    | 0.01%             | 2040-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137B3PV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1506080 | PA      | $1484149.25   | 0.02%             | 2043-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31398QUV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100447 | PA      | $1083670.02   | 0.01%             | 2040-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137BBHC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600412 | PA      | $1573171.32   | 0.02%             | 2044-06-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137B6NX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444209 | PA      | $439209.45    | 0.01%             | 2043-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31397KE23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166355 | PA      | $1162294.80   | 0.02%             | 2037-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 3137A3L31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1025204 | PA      | $1014904.57   | 0.01%             | 2040-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | SINGLE FAMILY ARM            | CUSIP: 31397GWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60747 | PA      | $60087.76     | 0.00%             | 2037-05-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128MCWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $72.61        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128PUPG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2150 | PA      | $2142.55      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128MMNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3487 | PA      | $3475.76      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128PUWW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1068 | PA      | $1064.18      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 31306XNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27892 | PA      | $27692.13     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128PT7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       436 | PA      | $434.26       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 31306XCR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15630 | PA      | $15494.93     | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 31306XND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25489 | PA      | $25260.22     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 31306XKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12546 | PA      | $12455.76     | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128PTSP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99237 | PA      | $98841.83     | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 31306YB75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9169 | PA      | $9088.20      | 0.00%             | 2027-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128MMRC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147637 | PA      | $146144.71    | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128MDRN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.73         | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128PT4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11643 | PA      | $11603.70     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 15 YR SINGLE FAMILY MBS      | CUSIP: 3128MDVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31222 | PA      | $31098.90     | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 15 YR SINGLE FAMILY MBS      | CUSIP: 3138AR5T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15939 | PA      | $15806.49     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 15 YR SINGLE FAMILY MBS      | CUSIP: 31418T2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $78.45        | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 15 YR SINGLE FAMILY MBS      | CUSIP: 3138AAGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       549 | PA      | $545.97       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 15 YR SINGLE FAMILY MBS      | CUSIP: 3140EY4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1623623 | PA      | $1583909.79   | 0.02%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292GUZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       244 | PA      | $256.13       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292GU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       104 | PA      | $107.17       | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4791 | PA      | $5000.20      | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292G6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       801 | PA      | $842.32       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HAV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       275 | PA      | $289.72       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HAK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1167 | PA      | $1218.76      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HA95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7820 | PA      | $8224.60      | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31293PG41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1195 | PA      | $1257.08      | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       193 | PA      | $200.40       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31293T4W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2000 | PA      | $2048.84      | 0.00%             | 2029-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       177 | PA      | $185.85       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HH56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       263 | PA      | $276.67       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       131 | PA      | $139.06       | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31298PZK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3825 | PA      | $3948.47      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292HVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.67         | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31287VXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2067 | PA      | $2164.21      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2777 | PA      | $2902.90      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31296SUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97303 | PA      | $101769.05    | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292H4K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129708 | PA      | $135405.16    | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297B6N7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1156 | PA      | $1209.00      | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297DTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307804 | PA      | $322191.08    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297DTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115360 | PA      | $120869.89    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297CZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32082 | PA      | $32638.02     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297DJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41015 | PA      | $42996.64     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297DAH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14848 | PA      | $15549.18     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297F5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10863 | PA      | $10863.41     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297F5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36182 | PA      | $37922.21     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297GDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25605 | PA      | $26866.13     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297HLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51228 | PA      | $52870.80     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297HY86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148311 | PA      | $154970.35    | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297HR68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156474 | PA      | $161401.73    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297HR50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92018 | PA      | $94800.53     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297HAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146773 | PA      | $151611.18    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297LBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95187 | PA      | $97823.19     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297MR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133011 | PA      | $139651.54    | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297MR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31600 | PA      | $32166.05     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297NB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206552 | PA      | $216254.49    | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297QRZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136142 | PA      | $142908.44    | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128K66R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46138 | PA      | $46723.45     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128K7RU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67010 | PA      | $70387.05     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31297V5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106676 | PA      | $113383.72    | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128K7HL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22163 | PA      | $22449.23     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KGD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208452 | PA      | $216018.46    | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KHSS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40859 | PA      | $42350.94     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KCG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38512 | PA      | $38980.17     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128LXS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151637 | PA      | $153603.96    | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128LXRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28597 | PA      | $28962.51     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KL4H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14798 | PA      | $15325.59     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KLRU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101004 | PA      | $104515.36    | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M4FX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26466 | PA      | $27395.51     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KR6X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28249 | PA      | $28606.22     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KSER9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131761 | PA      | $133381.26    | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KR7M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66406 | PA      | $67224.30     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KTKF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3874 | PA      | $3911.34      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128L04M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88097 | PA      | $94073.75     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M5NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66221 | PA      | $68643.39     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M5BA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163338 | PA      | $171928.88    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M5DW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4418 | PA      | $4660.50      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128LDNF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86680 | PA      | $89783.54     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128LCQ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10596 | PA      | $10730.70     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJLD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172596 | PA      | $174808.18    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312932H41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78153 | PA      | $75940.54     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128KXPZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2644 | PA      | $2823.00      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312938FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2323 | PA      | $2313.41      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312938CG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175665 | PA      | $174380.98    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312941SC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537729 | PA      | $544752.00    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312941WB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149424 | PA      | $145396.63    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312942AD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65574 | PA      | $63420.81     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312942KX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570455 | PA      | $566179.90    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1157557 | PA      | $1090456.29   | 0.02%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3129447K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10167 | PA      | $9853.27      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1415039 | PA      | $1332021.59   | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GKF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687953 | PA      | $648070.45    | 0.01%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1846516 | PA      | $1686871.91   | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2881888 | PA      | $2628431.50   | 0.04%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HNTY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225274 | PA      | $205554.26    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HQBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638045 | PA      | $1494647.97   | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2537354 | PA      | $2311757.83   | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HP4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1245231 | PA      | $1133056.38   | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HRH45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2439867 | PA      | $2230347.01   | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132HPN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1756360 | PA      | $1639483.73   | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GRKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2283694 | PA      | $2150365.44   | 0.03%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GRKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1910916 | PA      | $1798442.60   | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GTYK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1428367 | PA      | $1340781.19   | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312934SC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768771 | PA      | $762872.20    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293537 | PA      | $290706.79    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GRTL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169080 | PA      | $167509.86    | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199205 | PA      | $198001.72    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128M6T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139138 | PA      | $138532.41    | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312942U78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571396 | PA      | $566210.88    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312936FJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909783 | PA      | $902774.97    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312933RC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650368 | PA      | $645404.02    | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132L5TQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192558 | PA      | $191368.49    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GFVU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168580 | PA      | $166977.32    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312944Q95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145245 | PA      | $144106.72    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GDJ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378326 | PA      | $375025.73    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190148 | PA      | $1172710.63   | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312938GE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328670 | PA      | $326119.17    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 312945RT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132102 | PA      | $131158.21    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M3DF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428198 | PA      | $422883.35    | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJTN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249858 | PA      | $1134577.28   | 0.02%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31292SCB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715262 | PA      | $664886.90    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M9PA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550152 | PA      | $512888.43    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M9Y73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481509 | PA      | $446857.79    | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132MAAK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60123 | PA      | $56210.56     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1655395 | PA      | $1585483.17   | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QLTA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177071 | PA      | $169398.92    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QLSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400508 | PA      | $383223.76    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365594 | PA      | $349968.26    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132JNQ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609237 | PA      | $585142.65    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M92L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338140 | PA      | $325434.56    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M75X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649301 | PA      | $623136.70    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QNE62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192020 | PA      | $1140792.05   | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418960 | PA      | $401198.74    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454681 | PA      | $1351601.67   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007808 | PA      | $1865045.10   | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132M8F68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321166 | PA      | $308448.71    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132L6ST9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361413 | PA      | $1304631.07   | 0.02%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365277 | PA      | $349729.12    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QRA26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912718 | PA      | $844747.88    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1124510 | PA      | $1040767.87   | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132226 | PA      | $130040.56    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453229 | PA      | $1351748.93   | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132MAVQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986097 | PA      | $969800.82    | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132GGHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152320 | PA      | $150898.69    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QLEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51040 | PA      | $50196.25     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307298 | PA      | $2133311.23   | 0.03%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2944614 | PA      | $2527664.10   | 0.03%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660228 | PA      | $566741.09    | 0.01%             | 2046-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1001192 | PA      | $883156.26    | 0.01%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QRC40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655774 | PA      | $585678.96    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484159 | PA      | $434879.61    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    834583 | PA      | $743549.86    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291513 | PA      | $1153464.35   | 0.02%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WGQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1837560 | PA      | $1637124.82   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3456517 | PA      | $3195870.38   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868213 | PA      | $801929.38    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WGFX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1536632 | PA      | $1418357.67   | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WEKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4269084 | PA      | $3943162.08   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WFFT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672718 | PA      | $638692.10    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QREU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614454 | PA      | $585678.59    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1286172 | PA      | $1187979.56   | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401748 | PA      | $371076.30    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WJEB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465426 | PA      | $429602.42    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QQHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328095 | PA      | $313523.76    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QVPU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129996 | PA      | $123664.51    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QWS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453992 | PA      | $431880.50    | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QVPP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348426 | PA      | $1282750.71   | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJYJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671474 | PA      | $638139.80    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WDGM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272607 | PA      | $260011.21    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WECW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625846 | PA      | $594776.88    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QXA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866121 | PA      | $823936.61    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2618036 | PA      | $2509986.08   | 0.03%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3356266 | PA      | $3199091.33   | 0.04%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538578 | PA      | $512346.85    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WGUH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852148 | PA      | $808513.36    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WJP54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500332 | PA      | $474712.43    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WJFB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1599053 | PA      | $1517173.32   | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132WJLF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473540 | PA      | $449291.98    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QS4X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4566875 | PA      | $4353006.43   | 0.06%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3358 | PA      | $3194.09      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 31335AWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3433 | PA      | $3262.83      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48023 | PA      | $45519.13     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132QVJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63982 | PA      | $60865.72     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2795268 | PA      | $2649514.71   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31378FZ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4130 | PA      | $4343.40      | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371GVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       171 | PA      | $180.17       | 0.00%             | 2028-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371GX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       142 | PA      | $149.81       | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31380LFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4846 | PA      | $5002.55      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31379YRM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8837 | PA      | $9122.93      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371HDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7653 | PA      | $7708.16      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371HFM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8876 | PA      | $8939.76      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31378QD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4306 | PA      | $4338.08      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371JDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1903 | PA      | $1993.00      | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371J3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        54 | PA      | $57.28        | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371J3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49 | PA      | $50.68        | 0.00%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31387JEM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32551 | PA      | $34234.49     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31387JTH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51211 | PA      | $53859.68     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31388KPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17004 | PA      | $17901.49     | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31385H3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4342 | PA      | $4571.48      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31388XSQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3298 | PA      | $3413.25      | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31389F6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43978 | PA      | $46328.60     | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31385H6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       109 | PA      | $114.55       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371JSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1969 | PA      | $2071.32      | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31389NR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40446 | PA      | $42657.93     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31390FSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37982 | PA      | $40271.58     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31390FE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13515 | PA      | $14271.62     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31385WT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       678 | PA      | $706.54       | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31401NXX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75349 | PA      | $75950.57     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31403NFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100083 | PA      | $103139.01    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31403YNJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33904 | PA      | $34858.85     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31404EQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9992 | PA      | $10305.05     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405JZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17735 | PA      | $18297.64     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31404X3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134583 | PA      | $135971.09    | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405PAT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60239 | PA      | $62137.57     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405JA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60231 | PA      | $62159.67     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405PBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34936 | PA      | $35869.69     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405KFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43923 | PA      | $45353.75     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405NDX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67563 | PA      | $69592.72     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405NDA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85095 | PA      | $87840.25     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405QRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173911 | PA      | $182217.96    | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31406GMH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79547 | PA      | $82192.49     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31405TP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14837 | PA      | $15202.82     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31406S6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82698 | PA      | $86782.95     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31406PRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1443 | PA      | $1476.20      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407D4B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50612 | PA      | $51197.78     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407BTX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73295 | PA      | $74132.83     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407C6H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113499 | PA      | $117207.81    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407JLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75557 | PA      | $78034.37     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407JMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32067 | PA      | $33648.86     | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407G5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55379 | PA      | $57923.00     | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31406UKE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54064 | PA      | $55845.30     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371MER4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32743 | PA      | $34301.58     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31407XRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130948 | PA      | $137574.17    | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31409T5V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20240 | PA      | $20898.59     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371MQC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18386 | PA      | $18995.46     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31408JCJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       955 | PA      | $953.68       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31408W4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92840 | PA      | $97326.45     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31408BYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130287 | PA      | $137028.78    | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31410R5U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105370 | PA      | $108829.91    | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31410MDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217590 | PA      | $224834.40    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31408ERU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38436 | PA      | $39708.26     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31409X3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36451 | PA      | $38762.27     | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412BWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16382 | PA      | $17163.50     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31411WGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44158 | PA      | $44656.09     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412XMY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82960 | PA      | $87451.23     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371NEU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41141 | PA      | $41589.71     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31411WFV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        96 | PA      | $98.42        | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31411X2J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       216 | PA      | $223.22       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31413HJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6553 | PA      | $6775.84      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31414LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $127.83       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31411FHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2217 | PA      | $2292.33      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412SGP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4934 | PA      | $5108.37      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31413DD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4099 | PA      | $4236.07      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31413UR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4310 | PA      | $4453.78      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31413YTT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73245 | PA      | $75776.41     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31414AW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46463 | PA      | $48056.99     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31414SYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15468 | PA      | $15641.44     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31414CU97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11641 | PA      | $11557.92     | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31414AHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12603 | PA      | $13248.59     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101792 | PA      | $107891.29    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416TDZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38770 | PA      | $38417.14     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416TED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195370 | PA      | $193666.12    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416TE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515399 | PA      | $511146.67    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412UY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725780 | PA      | $720807.88    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417YNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236780 | PA      | $239534.36    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416A4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22251 | PA      | $22500.67     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418RBS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17113 | PA      | $17300.45     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416J5H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92128 | PA      | $91330.48     | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418X2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496346 | PA      | $491987.09    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418U3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574551 | PA      | $581231.02    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418XDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90466 | PA      | $89636.22     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419ADT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $76.75        | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419GRA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90810 | PA      | $87929.91     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419E3V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886257 | PA      | $859373.76    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419E3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624821 | PA      | $605156.16    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416WJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98761 | PA      | $97855.81     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138A4RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1474531 | PA      | $1427831.03   | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412RHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115661 | PA      | $114590.51    | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417MTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72552 | PA      | $71912.98     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419B5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80714 | PA      | $79921.40     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416WSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817593 | PA      | $827128.30    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138A9AL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424047 | PA      | $428940.58    | 0.01%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417YXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622036 | PA      | $629300.07    | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31416YDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388492 | PA      | $392910.65    | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138A8G83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40649 | PA      | $39342.37     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138AX4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440905 | PA      | $413947.29    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138E6EK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470213 | PA      | $441464.08    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138E3AA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78253 | PA      | $73567.79     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138E57H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288630 | PA      | $271638.31    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418AF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431754 | PA      | $405211.00    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138EAMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54415 | PA      | $49625.32     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418AFH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169789 | PA      | $155234.39    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138AT4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203378 | PA      | $1132982.75   | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LX5Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373270 | PA      | $341305.08    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LQPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247959 | PA      | $226198.02    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LUDV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203267 | PA      | $185577.78    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138M1K31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332969 | PA      | $307218.82    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LWEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207826 | PA      | $189349.13    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LWD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173001 | PA      | $158037.52    | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138M53S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291669 | PA      | $266003.59    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LW6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319002 | PA      | $290427.75    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418AHJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112492 | PA      | $102567.84    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138MQWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350849 | PA      | $319655.01    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417DKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1919818 | PA      | $1798729.46   | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138MPP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91272 | PA      | $85394.02     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417CNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2096014 | PA      | $1964770.30   | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138LWDV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22584 | PA      | $21156.47     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417CCF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23193 | PA      | $21730.78     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138EKD51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36869 | PA      | $34559.35     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417DK77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157988 | PA      | $147875.13    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138EKG41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2096750 | PA      | $2074864.26   | 0.03%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1352324 | PA      | $1340009.34   | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138X0C55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84410 | PA      | $83410.09     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31412PR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136255 | PA      | $135042.49    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31417MZL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164512 | PA      | $162983.27    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583794 | PA      | $578362.69    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138XQ5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590027 | PA      | $1523804.86   | 0.02%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138YBPY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300914 | PA      | $288086.05    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138YEVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483691 | PA      | $463485.15    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138YEV87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386000 | PA      | $370367.95    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138YENY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2689162 | PA      | $2493460.66   | 0.03%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138YTQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126731 | PA      | $1041483.47   | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138ELYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376371 | PA      | $371883.20    | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WBSS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302466 | PA      | $297656.95    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140EW5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3857802 | PA      | $3568333.70   | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140E9JX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2244346 | PA      | $2085060.28   | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140F76S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3078312 | PA      | $2739007.83   | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140F8D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1192522 | PA      | $1061076.88   | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140E7FG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4883271 | PA      | $4345016.43   | 0.06%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WJBM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1561890 | PA      | $1480018.66   | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140EW6Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1111194 | PA      | $1055725.72   | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140E12T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3414457 | PA      | $3246148.12   | 0.04%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075158 | PA      | $992803.89    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WJQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4518869 | PA      | $4281998.26   | 0.06%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FNJL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2998791 | PA      | $2764407.00   | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FMLM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663969 | PA      | $1533914.16   | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FRAX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1601043 | PA      | $1475906.57   | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138ERU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632044 | PA      | $582643.56    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FP4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886729 | PA      | $817422.41    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140E4WF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546114 | PA      | $504795.18    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WE4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364288 | PA      | $336726.59    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140GS7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1240292 | PA      | $1139475.80   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WKRE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583010 | PA      | $536713.73    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WKRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572219 | PA      | $526779.71    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FQWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577818 | PA      | $1452524.65   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FTRN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166824 | PA      | $1071979.23   | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FQY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634363 | PA      | $584781.59    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FUKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507970 | PA      | $467632.81    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WJBN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2894788 | PA      | $2743048.26   | 0.04%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140J6GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2230775 | PA      | $2111750.25   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021462 | PA      | $942263.92    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140F4A22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676601 | PA      | $624141.12    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761436 | PA      | $702398.54    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FHSV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051961 | PA      | $969739.88    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WJZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384078 | PA      | $1275899.58   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3138WKRK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2566190 | PA      | $2429269.67   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3085582 | PA      | $2827058.01   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140FFMG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021476 | PA      | $995976.53    | 0.01%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140GR3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159595 | PA      | $155211.77    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1652448 | PA      | $1608615.17   | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140HFGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318756 | PA      | $309603.16    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140HFG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1234340 | PA      | $1198898.03   | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140H7LL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2708769 | PA      | $2630990.40   | 0.04%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30730 | PA      | $29838.09     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98601 | PA      | $95923.82     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1886401 | PA      | $1780445.55   | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140JLP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873814 | PA      | $847358.50    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458836 | PA      | $1416491.43   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140JSZQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554716 | PA      | $505812.31    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140JXKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41060 | PA      | $36213.63     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133KHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3809991 | PA      | $3466960.45   | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133A4PK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11807273 | PA      | $9885699.75   | 0.14%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140X6R52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9412014 | PA      | $8293403.24   | 0.11%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QEBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12323210 | PA      | $10317670.21  | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133KGK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4683814 | PA      | $4270891.46   | 0.06%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133A9ZV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6113325 | PA      | $5110771.02   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133A8LC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8498026 | PA      | $7104392.88   | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140X8KN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11132925 | PA      | $9307182.43   | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133AB2K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11476659 | PA      | $9594545.10   | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XAEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9981170 | PA      | $8728167.23   | 0.12%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QGE94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4475817 | PA      | $3918133.57   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140KEHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4529666 | PA      | $3963857.58   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XAYT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4530927 | PA      | $4121571.58   | 0.06%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XCZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25756520 | PA      | $21484288.59  | 0.30%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XDNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13486109 | PA      | $11835251.40  | 0.16%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XDWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8509362 | PA      | $7451761.54   | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QL3A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4292115 | PA      | $3896622.61   | 0.05%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XD3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18978792 | PA      | $16519156.03  | 0.23%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MBCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10389668 | PA      | $8724776.27   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XFJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39739594 | PA      | $33371526.42  | 0.46%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XF4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19943017 | PA      | $17489294.20  | 0.24%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XHL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29310176 | PA      | $27434893.18  | 0.38%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MWHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9787571 | PA      | $9418599.11   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MUW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10086418 | PA      | $9706180.10   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MSU86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22389883 | PA      | $22090629.25  | 0.31%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XHVJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17953162 | PA      | $17326856.76  | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MRAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13329472 | PA      | $12439155.06  | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140MXZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18834490 | PA      | $18582755.57  | 0.26%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16529436 | PA      | $16395032.25  | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XJBV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20748107 | PA      | $20076169.13  | 0.28%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DN3T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14985017 | PA      | $14764831.35  | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140N5Z49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17287803 | PA      | $16613127.66  | 0.23%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3133BKB99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15074676 | PA      | $14529944.96  | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DQCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16417750 | PA      | $16207808.21  | 0.22%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DQFS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20615220 | PA      | $20351603.37  | 0.28%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DQFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19067220 | PA      | $19185072.20  | 0.27%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XMAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13730745 | PA      | $14026588.09  | 0.19%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DQXZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15092387 | PA      | $15196047.22  | 0.21%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QSUC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8517192 | PA      | $8692186.64   | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QTH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15031678 | PA      | $15605988.81  | 0.22%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GQW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13778298 | PA      | $14052775.78  | 0.19%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GQRA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8554753 | PA      | $8765272.23   | 0.12%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XN5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18012408 | PA      | $18136124.83  | 0.25%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22221528 | PA      | $22290823.36  | 0.31%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GRLL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14300702 | PA      | $14625807.40  | 0.20%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GRP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20699521 | PA      | $20757601.91  | 0.29%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DSYJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21001377 | PA      | $21445997.64  | 0.30%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140ABBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12641926 | PA      | $12909567.70  | 0.18%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GRBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23258249 | PA      | $23786990.88  | 0.33%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140XPXX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23643815 | PA      | $23902262.92  | 0.33%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GS6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16942510 | PA      | $17591150.10  | 0.24%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3142GTBK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14511578 | PA      | $14674737.12  | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14255034 | PA      | $14516735.18  | 0.20%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QVWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27727572 | PA      | $28143302.86  | 0.39%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DUWS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24312674 | PA      | $24722790.00  | 0.34%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | 30 YR SINGLE FAMILY MBS      | CUSIP: 3132DVG25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24105904 | PA      | $24437200.83  | 0.34%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140QVXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20189961 | PA      | $20221374.89  | 0.28%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 3140W1M67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14890154 | PA      | $14781875.43  | 0.20%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36202CLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        81 | PA      | $81.13        | 0.00%             | 2025-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36202CK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       181 | PA      | $181.18       | 0.00%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36202CNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1206 | PA      | $1207.87      | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36206JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2849 | PA      | $2886.50      | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208HST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17321 | PA      | $17593.48     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36206EDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       894 | PA      | $892.47       | 0.00%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207NEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3933 | PA      | $3964.64      | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208UYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4477 | PA      | $4551.16      | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36206DST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       585 | PA      | $588.85       | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207FFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       539 | PA      | $542.18       | 0.00%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207MRY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1367 | PA      | $1387.04      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36225ART9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1503 | PA      | $1513.12      | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36209HMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19184 | PA      | $19525.37     | 0.00%             | 2028-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36209AR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1105 | PA      | $1122.18      | 0.00%             | 2028-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208VS22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7201 | PA      | $7325.05      | 0.00%             | 2028-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207MT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2036 | PA      | $2070.66      | 0.00%             | 2028-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208VSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8043 | PA      | $8181.40      | 0.00%             | 2028-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36209NFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4043 | PA      | $4081.65      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208PT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15035 | PA      | $15222.73     | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36209HJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20380 | PA      | $20924.28     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36202C4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       357 | PA      | $368.42       | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208CFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14154 | PA      | $14354.34     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207SQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3760 | PA      | $3776.03      | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36209RLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5717 | PA      | $5877.08      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208EXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7997 | PA      | $8123.62      | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36212AXC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15911 | PA      | $16227.41     | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207FD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       990 | PA      | $995.13       | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36225A7H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3995 | PA      | $4051.45      | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208YLW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21894 | PA      | $22203.74     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36208DB46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3692 | PA      | $3705.35      | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36207BBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59040 | PA      | $60317.30     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36225BHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21647 | PA      | $22057.53     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36225BKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2680 | PA      | $2782.71      | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36225BKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6308 | PA      | $6512.57      | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36211FQZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1681 | PA      | $1732.91      | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36200KKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35815 | PA      | $36489.84     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36212M7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20630 | PA      | $21127.65     | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36202SWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    282529 | PA      | $288234.78    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36200MN33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29325 | PA      | $30183.11     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36200MNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14233 | PA      | $14645.20     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36200MHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6545 | PA      | $6756.21      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36201F6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41144 | PA      | $42409.87     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36295LKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25750 | PA      | $26815.40     | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36294RB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225913 | PA      | $234924.90    | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36295FKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111006 | PA      | $113635.58    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36241KLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122171 | PA      | $125021.74    | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 36294SKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26564 | PA      | $27209.05     | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 3620AECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205138 | PA      | $198679.91    | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 3620C0YW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    392160 | PA      | $379356.31    | 0.01%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 3620C0YX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166028 | PA      | $160825.15    | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 30 YR SINGLE FAMILY MBS      | CUSIP: 3620A7ZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    417437 | PA      | $412610.74    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31383R6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33853 | PA      | $34621.36     | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31371JL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $78.46        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31383WPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23818 | PA      | $25081.35     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 30 YR SINGLE FAMILY MBS      | CUSIP: 31389MUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93806 | PA      | $94723.78     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3617U7V89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  36467985 | PA      | $28660374.01  | 0.40%             | 2064-08-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618FUEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2840105 | PA      | $3035393.19   | 0.04%             | 2065-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618G92C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14677021 | PA      | $15513283.91  | 0.21%             | 2066-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618G92E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5048738 | PA      | $5301855.73   | 0.07%             | 2066-03-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3617FTE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16836000 | PA      | $17981369.92  | 0.25%             | 2065-08-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3617FTE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17536400 | PA      | $18729418.83  | 0.26%             | 2065-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618G92G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1540990 | PA      | $1676862.04   | 0.02%             | 2065-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618F8Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18436419 | PA      | $18825253.32  | 0.26%             | 2065-08-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618F82D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95761 | PA      | $939247.44    | 0.01%             | 2066-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3618JUCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5033267 | PA      | $4423921.25   | 0.06%             | 2066-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: 3617FR7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7037565 | PA      | $4306323.00   | 0.06%             | 2067-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $817858.03    | 0.01%             | 2067-02-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY CONSTRUCTION MBS | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $3174464.62   | 0.04%             | 2058-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |  14090000 | PA      | $14081292.38  | 0.19%             | 2037-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36184QBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2368530 | PA      | $2365557.68   | 0.03%             | 2055-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36193CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3575396 | PA      | $3552417.21   | 0.05%             | 2051-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617A45T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10984670 | PA      | $10967171.01  | 0.15%             | 2035-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36180CVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  35327485 | PA      | $35089024.82  | 0.49%             | 2039-08-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36193DFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  27040212 | PA      | $26406741.10  | 0.37%             | 2057-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36186PSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12904192 | PA      | $12709622.42  | 0.18%             | 2057-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36189YXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14146439 | PA      | $13850099.64  | 0.19%             | 2042-04-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36197CYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  56491795 | PA      | $53574445.93  | 0.74%             | 2060-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36196BLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9757823 | PA      | $9453018.02   | 0.13%             | 2058-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617MRWR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28484681 | PA      | $26374108.46  | 0.36%             | 2056-01-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617G0RF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14871821 | PA      | $14467738.65  | 0.20%             | 2059-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617G0QU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16078258 | PA      | $15231174.57  | 0.21%             | 2059-09-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617ATJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13516726 | PA      | $12917434.63  | 0.18%             | 2059-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617MRW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25746750 | PA      | $22742902.00  | 0.31%             | 2060-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617QRG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22663129 | PA      | $20511378.05  | 0.28%             | 2057-04-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617QCSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10078952 | PA      | $9139765.37   | 0.13%             | 2058-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617HVYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6582251 | PA      | $6172933.45   | 0.09%             | 2060-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617GCDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22426411 | PA      | $20197517.22  | 0.28%             | 2046-04-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617URRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32883769 | PA      | $30023078.23  | 0.42%             | 2059-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617JMZP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10799201 | PA      | $10272135.16  | 0.14%             | 2060-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617AU3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6833590 | PA      | $6714610.82   | 0.09%             | 2061-01-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617AU3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7483039 | PA      | $7352752.14   | 0.10%             | 2061-01-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617W6V97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  49306601 | PA      | $42100096.48  | 0.58%             | 2056-11-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617W9QW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  45061865 | PA      | $40140343.04  | 0.56%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617XJD31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  49514347 | PA      | $45599940.49  | 0.63%             | 2061-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 36197JZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19869138 | PA      | $19547138.85  | 0.27%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617JMZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32559756 | PA      | $30466684.57  | 0.42%             | 2061-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617H4UZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  37795863 | PA      | $35757115.91  | 0.49%             | 2060-08-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617H3KC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2199925 | PA      | $2161135.71   | 0.03%             | 2060-12-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617JMZW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  40052652 | PA      | $36918652.42  | 0.51%             | 2061-09-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618AGQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23668676 | PA      | $22527585.82  | 0.31%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617JMZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50763154 | PA      | $46755250.32  | 0.65%             | 2061-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617NM4P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  33843247 | PA      | $29711325.04  | 0.41%             | 2062-03-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617VBM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6137717 | PA      | $5290608.13   | 0.07%             | 2062-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617VBMZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  27675899 | PA      | $23031135.66  | 0.32%             | 2063-05-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617QLXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14070420 | PA      | $11934248.94  | 0.17%             | 2062-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617V3VM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14345805 | PA      | $12285675.37  | 0.17%             | 2063-06-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617W6VR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4926104 | PA      | $4173405.52   | 0.06%             | 2063-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618ACYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20199918 | PA      | $21095724.05  | 0.29%             | 2058-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618BKVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6440571 | PA      | $6693666.47   | 0.09%             | 2058-10-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618BNEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5484114 | PA      | $5742130.77   | 0.08%             | 2058-11-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618FJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16170277 | PA      | $16756352.87  | 0.23%             | 2058-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618FTCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12748137 | PA      | $13168991.66  | 0.18%             | 2058-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618ABSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5919282 | PA      | $6133820.78   | 0.08%             | 2058-12-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617YXDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2236062 | PA      | $2313450.28   | 0.03%             | 2058-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617YXCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10970907 | PA      | $10260047.36  | 0.14%             | 2063-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617YPFZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15167739 | PA      | $14003600.09  | 0.19%             | 2064-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617YXDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10679033 | PA      | $10597605.02  | 0.15%             | 2064-07-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618ABXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  39602932 | PA      | $40153689.53  | 0.56%             | 2059-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618HJ3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10943234 | PA      | $11320928.48  | 0.16%             | 2059-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618F82N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5694441 | PA      | $5867119.04   | 0.08%             | 2060-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617V84Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 102805447 | PA      | $100389210.28 | 1.39%             | 2063-12-15      | Fixed         | 3.05%                 | No            |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618F4TC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22498706 | PA      | $22106035.88  | 0.31%             | 2060-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618K95X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8280603 | PA      | $8532797.40   | 0.12%             | 2060-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |  13440000 | PA      | $13517589.12  | 0.19%             | 2060-06-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618K5MD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9306712 | PA      | $9304012.91   | 0.13%             | 2060-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618K5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10011119 | PA      | $10008215.85  | 0.14%             | 2060-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3618F4TD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  30163700 | PA      | $30819941.46  | 0.43%             | 2060-06-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 3617F2DM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  65847934 | PA      | $51821533.73  | 0.72%             | 2065-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   1784260 | PA      | $1667003.64   | 0.02%             | 2038-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   1486127 | PA      | $1486420.94   | 0.02%             | 2044-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   3306324 | PA      | $3309755.79   | 0.05%             | 2046-08-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   3035413 | PA      | $3035914.24   | 0.04%             | 2050-01-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   1857912 | PA      | $1886908.03   | 0.03%             | 2053-01-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |  57615000 | PA      | $56408369.06  | 0.78%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   6519820 | PA      | $6498147.86   | 0.09%             | 2037-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   7057811 | PA      | $7032903.86   | 0.10%             | 2050-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   4309606 | PA      | $3942186.51   | 0.05%             | 2062-02-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   3011742 | PA      | $2780003.28   | 0.04%             | 2062-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |   5529174 | PA      | $4560136.85   | 0.06%             | 2063-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOUSING ADMINISTRATION                | MF PERMANENT RISK-SHARE PC   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGA              | US        |  20903679 | PA      | $19535094.32  | 0.27%             | 2060-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 31377TT48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137069 | PA      | $137170.17    | 0.00%             | 2029-01-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 31381RK78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3895633 | PA      | $3920894.42   | 0.05%             | 2041-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 31381RK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1893204 | PA      | $1913942.65   | 0.03%             | 2041-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 31381SN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444100 | PA      | $443136.38    | 0.01%             | 2035-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 31381U2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2464343 | PA      | $2518132.90   | 0.03%             | 2029-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L7T48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9748591 | PA      | $9456379.51   | 0.13%             | 2029-10-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9FR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23684258 | PA      | $22536159.15  | 0.31%             | 2030-04-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9JU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4721736 | PA      | $4290408.78   | 0.06%             | 2035-04-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24032466 | PA      | $22863426.29  | 0.32%             | 2030-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9LM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11860571 | PA      | $11233718.57  | 0.16%             | 2030-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9XT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5978083 | PA      | $5683109.31   | 0.08%             | 2030-05-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L92T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7683420 | PA      | $7202142.21   | 0.10%             | 2035-05-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138L9XB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3360758 | PA      | $3289821.56   | 0.05%             | 2027-06-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LAPD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20283844 | PA      | $18562574.97  | 0.26%             | 2035-07-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LCBV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14186082 | PA      | $13919935.83  | 0.19%             | 2027-10-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LBAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13398084 | PA      | $13282204.26  | 0.18%             | 2025-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LD6N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $23122952.50  | 0.32%             | 2031-06-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LGKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14131224 | PA      | $13791006.45  | 0.19%             | 2026-12-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138ET5Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3004318 | PA      | $2982153.14   | 0.04%             | 2026-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LHTV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7202495 | PA      | $6952497.48   | 0.10%             | 2029-04-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LJCH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26442366 | PA      | $25843240.33  | 0.36%             | 2027-06-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LKHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6009832 | PA      | $5871044.50   | 0.08%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LLU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17168624 | PA      | $17075835.83  | 0.24%             | 2027-12-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LLRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22258767 | PA      | $22132628.86  | 0.31%             | 2028-01-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LMNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29279358 | PA      | $29080949.29  | 0.40%             | 2028-02-01      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LMP49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36830439 | PA      | $36596179.42  | 0.51%             | 2028-03-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HT3B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17054073 | PA      | $17065207.60  | 0.24%             | 2029-05-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HUEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40533066 | PA      | $40562233.81  | 0.56%             | 2029-06-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140JAWR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3434176 | PA      | $3329206.73   | 0.05%             | 2029-05-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HVJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13475702 | PA      | $13190126.51  | 0.18%             | 2026-09-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HU4N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37100684 | PA      | $35062936.21  | 0.49%             | 2029-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3138LM4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11491719 | PA      | $11274592.57  | 0.16%             | 2028-07-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HVDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8629638 | PA      | $7932873.57   | 0.11%             | 2031-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HTYA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12324561 | PA      | $10877832.30  | 0.15%             | 2034-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HVQ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $17330544.00  | 0.24%             | 2034-09-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HWBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9520338 | PA      | $9299321.25   | 0.13%             | 2026-11-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HWL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18450209 | PA      | $16483913.16  | 0.23%             | 2031-11-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HVXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11449682 | PA      | $10586996.58  | 0.15%             | 2029-11-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HWJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11975000 | PA      | $10636967.39  | 0.15%             | 2031-11-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HWZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20550000 | PA      | $18950482.53  | 0.26%             | 2030-01-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HXPN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11230326 | PA      | $10370285.54  | 0.14%             | 2030-03-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HYER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13380817 | PA      | $11667342.15  | 0.16%             | 2032-05-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6970020 | PA      | $6151669.11   | 0.09%             | 2030-07-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3056788 | PA      | $2689529.97   | 0.04%             | 2030-07-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14235000 | PA      | $12345290.94  | 0.17%             | 2030-07-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0JC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37950000 | PA      | $32790545.70  | 0.45%             | 2030-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0KT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19709746 | PA      | $16570702.91  | 0.23%             | 2032-07-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0K74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1173578 | PA      | $1044284.38   | 0.01%             | 2030-07-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0K66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3025000 | PA      | $2644043.00   | 0.04%             | 2030-07-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0LU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14157681 | PA      | $11858225.86  | 0.16%             | 2032-07-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25610000 | PA      | $22278973.89  | 0.31%             | 2030-07-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0NB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10313705 | PA      | $8647764.02   | 0.12%             | 2032-07-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0N30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6659584 | PA      | $5791990.82   | 0.08%             | 2030-08-01      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0PH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8392000 | PA      | $5123923.58   | 0.07%             | 2050-07-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0PT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10500000 | PA      | $9156117.60   | 0.13%             | 2030-07-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0R51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $18316365.90  | 0.25%             | 2030-08-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0TU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4230176 | PA      | $3679449.00   | 0.05%             | 2030-08-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0UK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083306 | PA      | $955267.79    | 0.01%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J0Q37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44677497 | PA      | $32694407.13  | 0.45%             | 2037-08-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J1DZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14200000 | PA      | $8483846.80   | 0.12%             | 2050-09-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J15B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27329000 | PA      | $23242207.68  | 0.32%             | 2030-11-01      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140J3CK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12400000 | PA      | $10582780.00  | 0.15%             | 2030-12-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LAG90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21290368 | PA      | $18437533.26  | 0.26%             | 2031-01-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LBL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24211032 | PA      | $20848420.09  | 0.29%             | 2031-01-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LBTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6160000 | PA      | $5050733.07   | 0.07%             | 2033-03-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LDCF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23623000 | PA      | $20170704.07  | 0.28%             | 2031-08-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LC5T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3540913 | PA      | $2583629.51   | 0.04%             | 2051-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LDA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  57950000 | PA      | $48688680.19  | 0.67%             | 2031-10-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LCMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9811664 | PA      | $8966331.96   | 0.12%             | 2028-08-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LBY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $15859720.80  | 0.22%             | 2031-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LD2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18162924 | PA      | $15732287.45  | 0.22%             | 2036-12-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LD5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25400000 | PA      | $21751734.50  | 0.30%             | 2031-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LECX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40943000 | PA      | $40163957.07  | 0.56%             | 2031-11-01      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LEMT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12736683 | PA      | $9372695.76   | 0.13%             | 2051-12-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LEGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11956634 | PA      | $8819191.62   | 0.12%             | 2051-12-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NWG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26171931 | PA      | $20680785.02  | 0.29%             | 2039-10-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27810731 | PA      | $21891683.82  | 0.30%             | 2041-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NXKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11635859 | PA      | $9006733.04   | 0.12%             | 2041-01-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25155000 | PA      | $18380688.07  | 0.25%             | 2042-03-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19701724.00  | 0.27%             | 2029-02-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6163353 | PA      | $4845574.83   | 0.07%             | 2052-05-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFX41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19318854 | PA      | $16040571.65  | 0.22%             | 2038-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFX58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15744866 | PA      | $13073065.88  | 0.18%             | 2038-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LFZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7094021 | PA      | $5467938.26   | 0.08%             | 2052-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LGKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28526000 | PA      | $28184575.16  | 0.39%             | 2032-05-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LGP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  63761248 | PA      | $63440847.63  | 0.88%             | 2029-06-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $-586250.65   | -0.01%            | 2041-12-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LGSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30975000 | PA      | $30983852.66  | 0.43%             | 2032-06-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 313637ZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19865000 | PA      | $18792915.75  | 0.26%             | 2033-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LGWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26250000 | PA      | $25381571.25  | 0.35%             | 2032-08-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LHUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12013756 | PA      | $11291186.17  | 0.16%             | 2052-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LHXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15800000 | PA      | $15814493.34  | 0.22%             | 2032-11-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29835000 | PA      | $29798631.14  | 0.41%             | 2028-02-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41708000 | PA      | $41602462.08  | 0.58%             | 2028-03-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LKZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21805000 | PA      | $21610774.14  | 0.30%             | 2033-06-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LKR96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8587000 | PA      | $8472508.67   | 0.12%             | 2033-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LKWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10632000 | PA      | $10544996.22  | 0.15%             | 2030-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LKYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20915000 | PA      | $21139974.29  | 0.29%             | 2030-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJHF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27805000 | PA      | $28836173.45  | 0.40%             | 2032-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11760405 | PA      | $12381459.81  | 0.17%             | 2032-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LK3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10699000 | PA      | $10847660.47  | 0.15%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLEH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11665000 | PA      | $12001685.73  | 0.17%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19000000 | PA      | $19704632.10  | 0.27%             | 2032-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11361000 | PA      | $11355341.09  | 0.16%             | 2033-09-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14584000 | PA      | $15016212.88  | 0.21%             | 2028-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13405000 | PA      | $13603651.38  | 0.19%             | 2033-09-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLQA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7757000 | PA      | $7939602.88   | 0.11%             | 2030-09-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LK4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4860000 | PA      | $4985373.42   | 0.07%             | 2030-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLJ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3465000 | PA      | $3567784.03   | 0.05%             | 2033-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15366000 | PA      | $15858323.57  | 0.22%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLTX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3748000 | PA      | $3927001.48   | 0.05%             | 2033-09-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14596000 | PA      | $15140417.66  | 0.21%             | 2030-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLYD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8020000 | PA      | $8355971.43   | 0.12%             | 2030-10-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LL2E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3860000 | PA      | $4096443.53   | 0.06%             | 2033-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LL5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6140000 | PA      | $6522522.61   | 0.09%             | 2033-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5222000 | PA      | $5376172.76   | 0.07%             | 2033-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6609000 | PA      | $7191606.48   | 0.10%             | 2035-12-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140HW6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3650830 | PA      | $3647069.62   | 0.05%             | 2028-01-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11175000 | PA      | $11375538.73  | 0.16%             | 2034-02-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NULQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801000 | PA      | $2859795.51   | 0.04%             | 2034-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3815000 | PA      | $3774844.45   | 0.05%             | 2034-01-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NURB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7430000 | PA      | $7458975.51   | 0.10%             | 2034-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLYH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12400000 | PA      | $12415238.36  | 0.17%             | 2033-10-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6465927 | PA      | $6690751.36   | 0.09%             | 2028-11-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10500000 | PA      | $10952531.10  | 0.15%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMCG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18367000 | PA      | $19015487.34  | 0.26%             | 2028-11-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMCF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15979000 | PA      | $16543173.75  | 0.23%             | 2028-11-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9817000 | PA      | $10147263.51  | 0.14%             | 2028-11-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36000000 | PA      | $37064862.00  | 0.51%             | 2029-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4673716 | PA      | $4872828.04   | 0.07%             | 2029-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $568573.00    | 0.01%             | 2043-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7910000 | PA      | $8350363.15   | 0.12%             | 2034-05-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVGK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3652181 | PA      | $3826900.08   | 0.05%             | 2034-06-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20041000 | PA      | $20869066.06  | 0.29%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  68500000 | PA      | $70544396.20  | 0.98%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $-286052.48   | 0.00%             | 2044-07-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NU3A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22230000 | PA      | $22910142.41  | 0.32%             | 2029-04-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16998000 | PA      | $17591048.32  | 0.24%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVG27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9129000 | PA      | $9393363.97   | 0.13%             | 2029-06-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVD46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9620000 | PA      | $9860650.07   | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NVM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12750000 | PA      | $13052302.50  | 0.18%             | 2029-08-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NU6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24200000 | PA      | $24667558.52  | 0.34%             | 2029-06-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NWHH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13034419 | PA      | $12582077.59  | 0.17%             | 2034-10-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LMAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17542000 | PA      | $18424460.84  | 0.25%             | 2030-11-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LLQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13422000 | PA      | $13697228.85  | 0.19%             | 2028-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NWXX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6172000 | PA      | $6419556.45   | 0.09%             | 2029-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140LJ6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7315348 | PA      | $7367387.42   | 0.10%             | 2040-04-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NXNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7273900 | PA      | $7588542.00   | 0.11%             | 2035-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NWRB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17525123 | PA      | $18080341.51  | 0.25%             | 2035-02-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NXM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28065908 | PA      | $29195995.52  | 0.40%             | 2035-02-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NX3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15555000 | PA      | $15964269.16  | 0.22%             | 2032-04-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140JCQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  47389746 | PA      | $48822816.84  | 0.68%             | 2035-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NYMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11037000 | PA      | $11149046.52  | 0.15%             | 2035-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NXR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8566000 | PA      | $8835618.28   | 0.12%             | 2030-02-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |  15134000 | PA      | $15398390.98  | 0.21%             | 2032-07-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |  11300000 | PA      | $11371800.20  | 0.16%             | 2032-07-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3140NYRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19397000 | PA      | $19761648.08  | 0.27%             | 2030-06-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |  35232000 | PA      | $35481125.47  | 0.49%             | 2030-07-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132WWYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23444301 | PA      | $22705870.74  | 0.31%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XEAS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9008433 | PA      | $8666286.70   | 0.12%             | 2029-12-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XHKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7319941 | PA      | $6622241.34   | 0.09%             | 2031-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XHK29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11571879 | PA      | $10480456.06  | 0.15%             | 2031-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132WWAQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19095939 | PA      | $13444247.88  | 0.19%             | 2050-05-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132WVBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41992012 | PA      | $36085541.37  | 0.50%             | 2034-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132V8AN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3824452 | PA      | $3813088.77   | 0.05%             | 2027-07-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132YBY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17436365 | PA      | $16512349.25  | 0.23%             | 2040-05-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XGR73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10207000 | PA      | $10252522.20  | 0.14%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XFLQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  93650000 | PA      | $93951140.94  | 1.30%             | 2028-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XGTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9198000 | PA      | $9239267.75   | 0.13%             | 2029-12-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132WWZH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9793834 | PA      | $9768834.46   | 0.14%             | 2039-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XG2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5045000 | PA      | $5161409.84   | 0.07%             | 2029-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3132XEF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60000000 | PA      | $57784182.00  | 0.80%             | 2055-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137FBTQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32165875 | PA      | $30179808.73  | 0.42%             | 2033-10-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137FKWD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14119447 | PA      | $14033307.40  | 0.19%             | 2026-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137FKSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9943952.00   | 0.14%             | 2025-10-25      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F72K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1105847 | PA      | $1102748.63   | 0.02%             | 2030-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F72L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1951495 | PA      | $1940101.44   | 0.03%             | 2030-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F84N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9563123 | PA      | $9513071.24   | 0.13%             | 2030-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F84M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4034480 | PA      | $4019069.58   | 0.06%             | 2030-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4946060 | PA      | $4902018.55   | 0.07%             | 2030-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137F9ZZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10725565 | PA      | $10655729.67  | 0.15%             | 2027-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137FXZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23428612 | PA      | $23166188.61  | 0.32%             | 2031-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137H1LV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14014695 | PA      | $13912819.83  | 0.19%             | 2031-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137H2NB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13577116 | PA      | $13437291.91  | 0.19%             | 2031-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137HADA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21716896 | PA      | $21813662.56  | 0.30%             | 2033-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137HAAD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35155268 | PA      | $35399276.73  | 0.49%             | 2033-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation        | MULTIFAMILY PERMANENT MBS    | CUSIP: 3137HKPU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19999954.00  | 0.28%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405213 | PA      | $1331966.04   | 0.02%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | MULTIFAMILY PERMANENT MBS    | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20021474 | PA      | $19510985.99  | 0.27%             | 2027-09-25      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES                      | MF PERMANENT RISK-SHARE PC   | CUSIP: 12647RAA2<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          |  | US        |   4354621 | PA      | $3875175.79   | 0.05%             | 2053-05-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378BF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19295545 | PA      | $17765124.43  | 0.25%             | 2053-01-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378BA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5538438 | PA      | $5114908.51   | 0.07%             | 2051-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378BWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    510135 | PA      | $494641.89    | 0.01%             | 2050-04-16      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378NST1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7190078 | PA      | $7067471.67   | 0.10%             | 2045-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378NPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6361154 | PA      | $6258554.37   | 0.09%             | 2044-03-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378N3R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1043239 | PA      | $1036960.87   | 0.01%             | 2054-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378XDV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15819887 | PA      | $15259178.13  | 0.21%             | 2054-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378XDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6503788 | PA      | $5880675.24   | 0.08%             | 2055-05-16      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378XC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11545000 | PA      | $10634403.13  | 0.15%             | 2054-05-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38378BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1937099 | PA      | $1873204.96   | 0.03%             | 2052-09-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379KKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2486057 | PA      | $2356194.92   | 0.03%             | 2048-12-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379KCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2002755 | PA      | $1888488.44   | 0.03%             | 2047-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379K3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1367108 | PA      | $1344249.69   | 0.02%             | 2048-05-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379KQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4283412 | PA      | $3690921.12   | 0.05%             | 2052-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379KLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1882174 | PA      | $1804183.41   | 0.02%             | 2049-04-16      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379K3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    864940 | PA      | $836045.83    | 0.01%             | 2056-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379RCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141996 | PA      | $140776.60    | 0.00%             | 2056-05-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379RCE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    543491 | PA      | $529132.77    | 0.01%             | 2056-06-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379UED4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1909712 | PA      | $1837443.82   | 0.03%             | 2056-11-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379UGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    913820 | PA      | $891793.66    | 0.01%             | 2056-10-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379RGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2378460 | PA      | $2163943.17   | 0.03%             | 2057-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380JEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15212654 | PA      | $12825204.84  | 0.18%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380JER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  60000000 | PA      | $46700226.00  | 0.65%             | 2053-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380MYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28533680 | PA      | $27471240.16  | 0.38%             | 2059-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380MY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2635015 | PA      | $2576349.20   | 0.04%             | 2059-12-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380NCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2900367 | PA      | $2776590.80   | 0.04%             | 2058-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380NWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6792803 | PA      | $6295049.45   | 0.09%             | 2059-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380PRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  56330288 | PA      | $48479146.67  | 0.67%             | 2062-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24930930 | PA      | $19957313.82  | 0.28%             | 2062-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19653559 | PA      | $15582161.01  | 0.22%             | 2062-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16288676 | PA      | $13007864.29  | 0.18%             | 2063-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20948266 | PA      | $16870300.74  | 0.23%             | 2063-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  51177009 | PA      | $40212923.29  | 0.56%             | 2062-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34262772 | PA      | $27214943.43  | 0.38%             | 2062-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  46961764 | PA      | $36903878.15  | 0.51%             | 2063-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380NH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15629900 | PA      | $13487623.84  | 0.19%             | 2060-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380R2Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25160851 | PA      | $19908219.26  | 0.28%             | 2062-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380N5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15571754 | PA      | $13142591.93  | 0.18%             | 2061-02-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380NM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11514568 | PA      | $9923663.31   | 0.14%             | 2061-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380RT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26119640 | PA      | $20903751.83  | 0.29%             | 2062-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DLG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  49569365 | PA      | $38259177.44  | 0.53%             | 2063-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38380N2L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9078740 | PA      | $7639868.17   | 0.11%             | 2061-01-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DTM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13750923 | PA      | $11036362.61  | 0.15%             | 2062-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DWJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25237486 | PA      | $20085104.15  | 0.28%             | 2063-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17610437 | PA      | $13586041.64  | 0.19%             | 2063-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23623219 | PA      | $18756049.39  | 0.26%             | 2063-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381DZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  33093125 | PA      | $26241706.47  | 0.36%             | 2064-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38379UZS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15507811 | PA      | $12738469.89  | 0.18%             | 2057-12-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381EAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  40168458 | PA      | $31990569.30  | 0.44%             | 2063-07-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381EQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  40855574 | PA      | $32445817.62  | 0.45%             | 2063-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381EPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  36435426 | PA      | $29143786.42  | 0.40%             | 2064-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | MULTIFAMILY PERMANENT MBS    | CUSIP: 38381EWY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23628211 | PA      | $18722944.69  | 0.26%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: N/A<br>LEI: 549300NLJBK1VP6K2K81       | Long             | ABS-MBS          | MUN               | US        |   9200000 | PA      | $6991828.88   | 0.10%             | 2058-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corporation | MULTIFAMILY REVENUE BONDS    | CUSIP: 64972CM67<br>LEI: 549300SQWVHKBRF8D702 | Long             | ABS-MBS          | MUN               | US        |  19468031 | PA      | $15677268.62  | 0.22%             | 2046-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chicago Housing Authority                     | MULTIFAMILY REVENUE BONDS    | CUSIP: 16753QBH9<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |  25000000 | PA      | $22476932.50  | 0.31%             | 2038-01-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corporation | MULTIFAMILY REVENUE BONDS    | CUSIP: 64972EUS6<br>LEI: 549300SQWVHKBRF8D702 | Long             | ABS-MBS          | MUN               | US        |  13000000 | PA      | $8928847.20   | 0.12%             | 2046-11-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corporation | MULTIFAMILY REVENUE BONDS    | CUSIP: 64972EUR8<br>LEI: 549300SQWVHKBRF8D702 | Long             | ABS-MBS          | MUN               | US        |   6275000 | PA      | $4800405.12   | 0.07%             | 2041-11-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: 57587GRD9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | ABS-MBS          | MUN               | US        |  53425000 | PA      | $52684593.61  | 0.73%             | 2066-06-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: 57587GUS2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | ABS-MBS          | MUN               | US        |  26645000 | PA      | $25991885.75  | 0.36%             | 2066-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: 57587GVY8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | ABS-MBS          | MUN               | US        |  30060000 | PA      | $27160352.28  | 0.38%             | 2065-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: 45202BRH1<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | ABS-MBS          | MUN               | US        |   5615000 | PA      | $5663085.74   | 0.08%             | 2026-11-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: 45202BRJ7<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | ABS-MBS          | MUN               | US        |  13320000 | PA      | $13109690.52  | 0.18%             | 2066-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: 57586VCL5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | ABS-MBS          | MUN               | US        |  35415000 | PA      | $34384345.59  | 0.48%             | 2067-12-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: 45202BSK3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | ABS-MBS          | MUN               | US        |   2370000 | PA      | $2370019.43   | 0.03%             | 2026-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: 45202BSL1<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | ABS-MBS          | MUN               | US        |  21400000 | PA      | $19362694.32  | 0.27%             | 2067-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: 45202BSM9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | ABS-MBS          | MUN               | US        |  16490000 | PA      | $15562594.16  | 0.22%             | 2042-07-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HOUSING FINANCE AGENCY          | MULTIFAMILY REVENUE BONDS    | CUSIP: 57586VDX8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | ABS-MBS          | MUN               | US        |  24600000 | PA      | $23039934.42  | 0.32%             | 2067-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Chicago                               | MULTIFAMILY REVENUE BONDS    | CUSIP: 167570PB0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | ABS-MBS          | MUN               | US        |   1500000 | PA      | $1500124.35   | 0.02%             | 2037-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| City of Chicago                               | MULTIFAMILY REVENUE BONDS    | CUSIP: 167570PC8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | ABS-MBS          | MUN               | US        |   1000000 | PA      | $923808.80    | 0.01%             | 2044-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: N/A<br>LEI: 54930053Z6M9JVHBQZ16       | Long             | ABS-MBS          | MUN               | US        |   2727850 | PA      | $2712216.62   | 0.04%             | 2047-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority        | MULTIFAMILY REVENUE BONDS    | CUSIP: N/A<br>LEI: 54930053Z6M9JVHBQZ16       | Long             | ABS-MBS          | MUN               | US        |    834865 | PA      | $830339.55    | 0.01%             | 2048-11-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $13259788.00  | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4811421.30   | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $10893154.50  | 0.15%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $14428986.00  | 0.20%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13680531.00  | 0.19%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $93907800.00  | 1.30%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8156872.00   | 0.11%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $35737532.00  | 0.49%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9899654.00   | 0.14%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9989014.00   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $53910290.50  | 0.75%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30336915.00  | 0.42%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115000000 | PA      | $105311802.00 | 1.46%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18255924.00  | 0.25%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93000000 | PA      | $88601258.10  | 1.23%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Department of the Treasury      | US Treasury                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55600000 | PA      | $54403326.76  | 0.75%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 311 W 42nd Street                             | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |  46921415 | PA      | $46863465.23  | 0.65%             | 2025-11-19      | Floating      | 7.45%                 | No            |                  3 | On Loan: No      |
| Ladder 260                                    | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   8161487 | PA      | $8104789.15   | 0.11%             | 2025-11-20      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| Hudson Exchange                               | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |  28524978 | PA      | $28375928.32  | 0.39%             | 2027-06-14      | Floating      | 7.13%                 | No            |                  3 | On Loan: No      |
| Landmark Towers                               | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |  16758421 | PA      | $16781167.14  | 0.23%             | 2027-06-12      | Floating      | 6.68%                 | No            |                  3 | On Loan: No      |
| 400 Lake Shore Drive                          | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9822 | PA      | $184957.53    | 0.00%             | 2058-12-01      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| 400 Lake Shore Drive                          | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         0 | PA      | $70054.29     | 0.00%             | 2053-12-01      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Olson Court                                   | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |  20153254 | PA      | $20630398.01  | 0.29%             | 2027-05-10      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Olson Court                                   | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         0 | PA      | $34521.44     | 0.00%             | 2027-05-10      | Fixed         | 6.52%                 | No            |                  3 | On Loan: No      |
| Union Tower                                   | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         0 | PA      | $-58342.81    | 0.00%             | 2027-06-25      | Floating      | 6.33%                 | No            |                  3 | On Loan: No      |
| Carville Park Apartments                      | MULTIFAMILY CONSTRUCTION     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         0 | PA      | $-77188.61    | 0.00%             | 2027-06-11      | Floating      | 6.80%                 | No            |                  3 | On Loan: No      |
| HIT Advisers, LLC                             | Equity                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       999 | OU      | $777939.66    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | US Treasury Futures          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       685 | NC      | $2392719.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | US Treasury Futures          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-152648.34   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | US Treasury Futures          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -770 | NC      | $-356439.48   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-20

**Name of Applicant:** AFL CIO Housing Investment Trust

**Signature:** Nicholas C. Milano

**Name of Signer:** Nicholas C. Milano

**Title:** General Counsel