# EDGAR Filing Document

**Accession Number:** 0000870355
**File Stem:** 0001752724-25-210964
**Filing Date:** 2025-8
**Character Count:** 109187
**Document Hash:** af493f4ffd9f11624ce48598a9b79656
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210964.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** QUAKER INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000870355

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06260
- **FILM NUMBER:** 251269864

**BUSINESS ADDRESS:**
- **STREET 1:** 261 N UNIVERSITY DR , SUITE 520
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33324
- **BUSINESS PHONE:** 888-220-8888

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

## Series and Classes Contracts Data

### CCM Affordable Housing MBS ETF (Series ID: S000081361)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000244087 | CCM Affordable Housing MBS ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Quaker Investment Trust

- **b. Investment Company Act file number:** 811-06260

- **c. CIK number of Registrant:** 0000870355

- **d. LEI of Registrant:** 549300CFFZWFST2P5837

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

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

  - **City:** Plantation

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33324

  - **Telephone number:** 8882208888

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

- **a. Name of Series:** CCM Affordable Housing MBS ETF

- **b. EDGAR series identifier (if any):** S000081361

- **c. LEI of Series:** 5299005T51WKFR926962

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

- **a. Date of fiscal year-end:** 2025-06-30

- **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:** $130815445.04

**Total Liabilities:** $1463345.22

**Net Assets:** $129352099.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -395.75077226 | **1-Year:** -6814.86012554 | **5-Year:** -18977.45031533 | **10-Year:** -36839.31557540 | **30-Year:** -11401.88081297

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

- **3-Month:** -8.50068992 | **1-Year:** -142.18848066 | **5-Year:** -431.53634754 | **10-Year:** -804.01055811 | **30-Year:** -199.19614985

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244087 | 1.70%                | -0.99%               | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-46644.94               | $1811760.82                                |
| Month 2  | $-151193.19              | $-1602572.26                               |
| Month 3  | $13779.36                | $-54740.73                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association      | FANNIE MAE POOL FN 890778                                  | CUSIP: 31410LUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272135 | PA      | $263502.91    | 0.20%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BM5016                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8633 | PA      | $8434.69      | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BO1316                                  | CUSIP: 3140JVPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51872 | PA      | $49197.58     | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BR9616                                  | CUSIP: 3140L8VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38934 | PA      | $36593.35     | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7189                                  | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1582168 | PA      | $1257962.88   | 0.97%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7190                                  | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2654798 | PA      | $2222860.24   | 1.72%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7259                                  | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4693348 | PA      | $3729986.67   | 2.88%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7260                                  | CUSIP: 3140LWB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1526554 | PA      | $1281592.71   | 0.99%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7351                                  | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2108092 | PA      | $1675383.37   | 1.30%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8101                                  | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    170140 | PA      | $142477.07    | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8102                                  | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215342 | PA      | $187227.89    | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8242                                  | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91174 | PA      | $82256.06     | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8307                                  | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153028 | PA      | $142703.59    | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT9012                                  | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    722559 | PA      | $602383.61    | 0.47%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1004                                  | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394378 | PA      | $315759.90    | 0.24%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1005                                  | CUSIP: 3140M2DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140139 | PA      | $117695.97    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1006                                  | CUSIP: 3140M2DL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617848 | PA      | $565916.06    | 0.44%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1031                                  | CUSIP: 3140M2ED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617177 | PA      | $516571.00    | 0.40%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1090                                  | CUSIP: 3140M2F80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299787 | PA      | $267506.91    | 0.21%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1091                                  | CUSIP: 3140M2F98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394643 | PA      | $361163.49    | 0.28%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1092                                  | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273129 | PA      | $217560.14    | 0.17%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU2995                                  | CUSIP: 3140M4KH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84998 | PA      | $68174.08     | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU3147                                  | CUSIP: 3140M4P93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229426 | PA      | $182748.48    | 0.14%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU5889                                  | CUSIP: 3140M7RK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    931593 | PA      | $739723.81    | 0.57%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU5890                                  | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    840265 | PA      | $699732.35    | 0.54%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU9860                                  | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103627 | PA      | $83195.49     | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU9861                                  | CUSIP: 3140MB5X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199333 | PA      | $158569.25    | 0.12%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU9863                                  | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106417 | PA      | $89628.69     | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV3018                                  | CUSIP: 3140MGK83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177731 | PA      | $148959.87    | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV3213                                  | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1136906 | PA      | $901957.26    | 0.70%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV3214                                  | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1018426 | PA      | $847464.76    | 0.66%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV4127                                  | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155506 | PA      | $135935.32    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV4855                                  | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    578645 | PA      | $480880.77    | 0.37%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV5365                                  | CUSIP: 3140MJ6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    505765 | PA      | $438275.03    | 0.34%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV5366                                  | CUSIP: 3140MJ6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115321 | PA      | $100926.95    | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV5368                                  | CUSIP: 3140MJ6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140497 | PA      | $127861.78    | 0.10%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV5521                                  | CUSIP: 3140MKD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    675877 | PA      | $561685.71    | 0.43%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8519                                  | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198900 | PA      | $173735.44    | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8522                                  | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362804 | PA      | $330682.88    | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8523                                  | CUSIP: 3140MNPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167250 | PA      | $156701.86    | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8524                                  | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    156120 | PA      | $147224.03    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV9871                                  | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231193 | PA      | $209868.04    | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV9872                                  | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    539206 | PA      | $502911.37    | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV9873                                  | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202819 | PA      | $191293.49    | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BW6010                                  | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    239874 | PA      | $216414.20    | 0.17%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BW6011                                  | CUSIP: 3140MXVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151148 | PA      | $141522.68    | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0008                                  | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    656661 | PA      | $612167.28    | 0.47%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0443                                  | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85668 | PA      | $82093.84     | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0445                                  | CUSIP: 3140N4P76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418329 | PA      | $419386.28    | 0.32%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0446                                  | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86517 | PA      | $88113.97     | 0.07%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX4161                                  | CUSIP: 3140N8TT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175505 | PA      | $168142.26    | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX4162                                  | CUSIP: 3140N8TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    413620 | PA      | $406730.96    | 0.31%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX4182                                  | CUSIP: 3140N8UG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    251901 | PA      | $247466.78    | 0.19%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX4662                                  | CUSIP: 3140N9FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152493 | PA      | $150997.86    | 0.12%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX6155                                  | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166958 | PA      | $163884.96    | 0.13%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX6157                                  | CUSIP: 3140NAZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106584 | PA      | $108534.38    | 0.08%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX9385                                  | CUSIP: 3140NENB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86794 | PA      | $87117.28     | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY0168                                  | CUSIP: 3140NGFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117320 | PA      | $112299.06    | 0.09%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY0169                                  | CUSIP: 3140NGFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96002 | PA      | $94237.81     | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1804                                  | CUSIP: 3140NJAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168358 | PA      | $161390.25    | 0.12%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1805                                  | CUSIP: 3140NJAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102187 | PA      | $100290.33    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1806                                  | CUSIP: 3140NJAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120360 | PA      | $120515.12    | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1807                                  | CUSIP: 3140NJAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81373 | PA      | $82762.62     | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY8469                                  | CUSIP: 3140NRMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    516806 | PA      | $517122.92    | 0.40%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY9982                                  | CUSIP: 3140NTCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407234 | PA      | $408475.60    | 0.32%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY9983                                  | CUSIP: 3140NTCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159695 | PA      | $162617.19    | 0.13%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB2283                                  | CUSIP: 3140QMRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680956 | PA      | $540944.90    | 0.42%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB2400                                  | CUSIP: 3140QMU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6369041 | PA      | $5303727.43   | 4.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3049                                  | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1454359 | PA      | $1210645.89   | 0.94%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3061                                  | CUSIP: 3140QNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1248006 | PA      | $1085646.34   | 0.84%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3606                                  | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2695920 | PA      | $2433031.85   | 1.88%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3798                                  | CUSIP: 3140QPGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756605 | PA      | $682602.22    | 0.53%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6590                                  | CUSIP: 3140QSKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1618855 | PA      | $1505991.71   | 1.16%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6591                                  | CUSIP: 3140QSKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    921294 | PA      | $882347.60    | 0.68%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6626                                  | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1409090 | PA      | $1310760.45   | 1.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6627                                  | CUSIP: 3140QSLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1159828 | PA      | $1110797.82   | 0.86%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6958                                  | CUSIP: 3140QSWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    950201 | PA      | $883893.62    | 0.68%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7018                                  | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2122840 | PA      | $1974703.42   | 1.53%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7019                                  | CUSIP: 3140QSYR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2862776 | PA      | $2741313.21   | 2.12%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7230                                  | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411111 | PA      | $403939.57    | 0.31%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7233                                  | CUSIP: 3140QTBB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    930568 | PA      | $931710.50    | 0.72%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7456                                  | CUSIP: 3140QTJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1684652 | PA      | $1686616.73   | 1.30%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7459                                  | CUSIP: 3140QTJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1986985 | PA      | $1951862.42   | 1.51%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7592                                  | CUSIP: 3140QTNJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1547826 | PA      | $1549535.36   | 1.20%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7612                                  | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1899134 | PA      | $1933352.04   | 1.49%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7613                                  | CUSIP: 3140QTN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2282601 | PA      | $2241723.39   | 1.73%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7746                                  | CUSIP: 3140QTTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    642141 | PA      | $663200.22    | 0.51%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB8426                                  | CUSIP: 3140QULG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242812 | PA      | $247701.82    | 0.19%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9119                                  | CUSIP: 3140QVDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    380356 | PA      | $382163.90    | 0.30%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9710                                  | CUSIP: 3140QVYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    251946 | PA      | $241126.84    | 0.19%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9911                                  | CUSIP: 3140QWAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232157 | PA      | $228039.72    | 0.18%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9912                                  | CUSIP: 3140QWAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    268743 | PA      | $269916.03    | 0.21%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1488                                  | CUSIP: 3140A1UN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    768934 | PA      | $769699.72    | 0.60%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1489                                  | CUSIP: 3140A1UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202204 | PA      | $205642.34    | 0.16%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1490                                  | CUSIP: 3140A1UQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34867 | PA      | $36054.31     | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4979                                  | CUSIP: 3140A5Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    560688 | PA      | $570374.71    | 0.44%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4980                                  | CUSIP: 3140A5RA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    562919 | PA      | $581379.49    | 0.45%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4981                                  | CUSIP: 3140A5RB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42475 | PA      | $44759.60     | 0.03%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5136                                  | CUSIP: 3140A5V62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    805506 | PA      | $819390.17    | 0.63%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5138                                  | CUSIP: 3140A5V88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300850 | PA      | $318462.44    | 0.25%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5139                                  | CUSIP: 3140A5V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112576 | PA      | $123643.21    | 0.10%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA8574                                  | CUSIP: 3140YWQ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189816 | PA      | $193064.47    | 0.15%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA8576                                  | CUSIP: 3140YWQ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61985 | PA      | $65227.41     | 0.05%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB0789                                  | CUSIP: 3140A92X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228131 | PA      | $228574.03    | 0.18%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2784                                  | CUSIP: 3140ACCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98226 | PA      | $96374.68     | 0.07%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2785                                  | CUSIP: 3140ACCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361966 | PA      | $362937.14    | 0.28%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2786                                  | CUSIP: 3140ACCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365022 | PA      | $371263.36    | 0.29%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2791                                  | CUSIP: 3140ACC50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    138044 | PA      | $142700.55    | 0.11%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2792                                  | CUSIP: 3140ACC68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115967 | PA      | $122469.94    | 0.09%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB3721                                  | CUSIP: 3140ADD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253015 | PA      | $259143.18    | 0.20%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB6583                                  | CUSIP: 3140AGJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    214446 | PA      | $215256.32    | 0.17%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB6592                                  | CUSIP: 3140AGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    474447 | PA      | $489936.14    | 0.38%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB8695                                  | CUSIP: 3140AJUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92140 | PA      | $92379.37     | 0.07%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB8714                                  | CUSIP: 3140AJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    217029 | PA      | $220883.36    | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC1301                                  | CUSIP: 3140ANNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106585 | PA      | $104601.40    | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC1339                                  | CUSIP: 3140ANPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    447129 | PA      | $454720.74    | 0.35%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC1357                                  | CUSIP: 3140ANQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91705 | PA      | $94790.93     | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC4910                                  | CUSIP: 3140ASN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256574 | PA      | $257389.24    | 0.20%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC4922                                  | CUSIP: 3140ASPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    460563 | PA      | $469434.82    | 0.36%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC6985                                  | CUSIP: 3140AUXP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135530 | PA      | $129746.40    | 0.10%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC7000                                  | CUSIP: 3140AUX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    161463 | PA      | $158566.93    | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC7885                                  | CUSIP: 3140AVXP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112948 | PA      | $110738.83    | 0.09%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC9745                                  | CUSIP: 3140AXZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    340234 | PA      | $334236.77    | 0.26%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC9764                                  | CUSIP: 3140AXZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    712442 | PA      | $714935.62    | 0.55%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD0841                                  | CUSIP: 3140B05B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    803043 | PA      | $817785.44    | 0.63%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD1887                                  | CUSIP: 3140B2CZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    480064 | PA      | $471134.07    | 0.36%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD1888                                  | CUSIP: 3140B2C28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515125 | PA      | $518060.44    | 0.40%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD3898                                  | CUSIP: 3140B4KL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    691575 | PA      | $705696.80    | 0.55%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD4264                                  | CUSIP: 3140B4W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    246896 | PA      | $242247.79    | 0.19%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD4282                                  | CUSIP: 3140B4XL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489328 | PA      | $489762.04    | 0.38%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5559                                  | CUSIP: 3140B6E92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    225723 | PA      | $229709.29    | 0.18%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5892                                  | CUSIP: 3140B6RN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129618 | PA      | $129648.81    | 0.10%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5893                                  | CUSIP: 3140B6RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557256 | PA      | $566488.14    | 0.44%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD6403                                  | CUSIP: 3140B7DH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248824 | PA      | $253071.14    | 0.20%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8474                                  | CUSIP: 3140B9MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    344998 | PA      | $338315.96    | 0.26%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8492                                  | CUSIP: 3140B9NJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    685483 | PA      | $686174.61    | 0.53%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8509                                  | CUSIP: 3140B9N39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145998 | PA      | $148576.45    | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DE1131                                  | CUSIP: 3140BDHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169600 | PA      | $169724.37    | 0.13%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DE1158                                  | CUSIP: 3140BDJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282886 | PA      | $287915.23    | 0.22%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM3664                                  | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5633 | PA      | $5320.68      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM4457                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213160 | PA      | $204680.57    | 0.16%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM4662                                  | CUSIP: 3140X8FC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96108 | PA      | $90346.76     | 0.07%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM7387                                  | CUSIP: 3140XBF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67491 | PA      | $66781.13     | 0.05%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM7751                                  | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286042 | PA      | $226468.47    | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM7940                                  | CUSIP: 3140XBZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184603 | PA      | $180862.69    | 0.14%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM8502                                  | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108827 | PA      | $106698.01    | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FS1278                                  | CUSIP: 3140XGM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121443 | PA      | $116161.60    | 0.09%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FS2040                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2855767 | PA      | $2267597.11   | 1.75%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FS5635                                  | CUSIP: 3140XMHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205813 | PA      | $191831.70    | 0.15%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA2612                                  | CUSIP: 31418B3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55842 | PA      | $55271.59     | 0.04%             | 2026-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA3738                                  | CUSIP: 31418DEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117880 | PA      | $113234.55    | 0.09%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4028                                  | CUSIP: 31418DPN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66965 | PA      | $64822.84     | 0.05%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4303                                  | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333696 | PA      | $305569.48    | 0.24%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4384                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    412968 | PA      | $385876.22    | 0.30%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4441                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67908 | PA      | $60434.02     | 0.05%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4547                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    878114 | PA      | $696646.35    | 0.54%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4783                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126611 | PA      | $118010.26    | 0.09%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4839                                  | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330902 | PA      | $308372.23    | 0.24%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA4977                                  | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    435003 | PA      | $416714.99    | 0.32%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA5105                                  | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76764 | PA      | $73512.95     | 0.06%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA5164                                  | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1016828 | PA      | $998688.90    | 0.77%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA5341                                  | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261275 | PA      | $242985.02    | 0.19%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA5583                                  | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    212891 | PA      | $197988.04    | 0.15%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                        | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X CLASS X | CUSIP: 31846V336<br>LEI: N/A                  | Long             | STIV             |  | US        |   4788121 | PA      | $4788121.18   | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6096                                 | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1583912 | PA      | $1326208.07   | 1.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6098                                 | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1539438 | PA      | $1227308.82   | 0.95%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6906                                 | CUSIP: 3133ARU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2238836 | PA      | $1779290.80   | 1.38%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6907                                 | CUSIP: 3133ARU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    693752 | PA      | $578367.63    | 0.45%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC8222                                 | CUSIP: 3133ATD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    433769 | PA      | $364557.50    | 0.28%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC8223                                 | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1150185 | PA      | $921301.23    | 0.71%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC9420                                 | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    463889 | PA      | $372068.47    | 0.29%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC9422                                 | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68481 | PA      | $57534.02     | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD1136                                 | CUSIP: 3133AXHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    516471 | PA      | $432587.70    | 0.33%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD1137                                 | CUSIP: 3133AXHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    472375 | PA      | $378043.77    | 0.29%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD2417                                 | CUSIP: 3133AYVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    332527 | PA      | $267044.29    | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD2418                                 | CUSIP: 3133AYVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    565412 | PA      | $473579.57    | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD6358                                 | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    127193 | PA      | $106302.00    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD8209                                 | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    113009 | PA      | $98281.28     | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0361                                 | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    311755 | PA      | $272347.41    | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0366                                 | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    319482 | PA      | $279504.07    | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0367                                 | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    597570 | PA      | $541181.14    | 0.42%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0369                                 | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     46266 | PA      | $42105.03     | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1667                                 | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    167465 | PA      | $146072.08    | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1709                                 | CUSIP: 3133BA3S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     94874 | PA      | $89087.76     | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1715                                 | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    863358 | PA      | $778980.45    | 0.60%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1717                                 | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    119505 | PA      | $104781.01    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE2624                                 | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    416003 | PA      | $376715.06    | 0.29%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF0536                                 | CUSIP: 3133BMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    149447 | PA      | $140051.40    | 0.11%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF0540                                 | CUSIP: 3133BMS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    387550 | PA      | $371764.34    | 0.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3780                                 | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67637 | PA      | $68082.47     | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3781                                 | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129852 | PA      | $121541.73    | 0.09%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3782                                 | CUSIP: 3133BRFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    427614 | PA      | $409693.36    | 0.32%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3783                                 | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    235619 | PA      | $240140.95    | 0.19%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF5326                                 | CUSIP: 3133BS4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    351696 | PA      | $345850.32    | 0.27%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF5327                                 | CUSIP: 3133BS4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    186857 | PA      | $179387.96    | 0.14%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF5328                                 | CUSIP: 3133BS4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130304 | PA      | $131061.25    | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF5743                                 | CUSIP: 3133BTLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155853 | PA      | $158988.64    | 0.12%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF7077                                 | CUSIP: 3133BU2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273481 | PA      | $268869.87    | 0.21%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF7079                                 | CUSIP: 3133BU2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48042 | PA      | $49055.40     | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0421                                 | CUSIP: 3133C0PE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89062 | PA      | $87728.96     | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0424                                 | CUSIP: 3133C0PH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    199177 | PA      | $195920.84    | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0426                                 | CUSIP: 3133C0PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89866 | PA      | $86037.50     | 0.07%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0436                                 | CUSIP: 3133C0PV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54309 | PA      | $55224.12     | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0437                                 | CUSIP: 3133C0PW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125450 | PA      | $125499.29    | 0.10%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3332                                 | CUSIP: 3133C3VZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264893 | PA      | $260056.54    | 0.20%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3342                                 | CUSIP: 3133C3WB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    150162 | PA      | $150317.83    | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3359                                 | CUSIP: 3133C3WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    107777 | PA      | $103330.56    | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG5427                                 | CUSIP: 3133C6A41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130012 | PA      | $130256.02    | 0.10%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG5437                                 | CUSIP: 3133C6BE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    131287 | PA      | $133638.06    | 0.10%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH0480                                 | CUSIP: 3133CCQ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124901 | PA      | $122834.61    | 0.09%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH0481                                 | CUSIP: 3133CCRA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    168080 | PA      | $168472.04    | 0.13%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5152                                 | CUSIP: 3133CHWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    304980 | PA      | $305107.38    | 0.24%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5153                                 | CUSIP: 3133CHWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    294363 | PA      | $299635.08    | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5154                                 | CUSIP: 3133CHWP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    341372 | PA      | $353667.25    | 0.27%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5155                                 | CUSIP: 3133CHWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    169880 | PA      | $178770.96    | 0.14%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH7527                                 | CUSIP: 3133CLLG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121203 | PA      | $123535.73    | 0.10%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH7532                                 | CUSIP: 3133CLLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    362427 | PA      | $374892.02    | 0.29%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QJ0983                                 | CUSIP: 3133CRCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     90452 | PA      | $91966.69     | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QJ3298                                 | CUSIP: 3133CTUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     98632 | PA      | $96863.46     | 0.07%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QN7508                                 | CUSIP: 3133GEKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    634117 | PA      | $580180.48    | 0.45%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QN8332                                 | CUSIP: 3133GFHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    469725 | PA      | $430430.15    | 0.33%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX0517                                 | CUSIP: 31425USF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219883 | PA      | $220005.68    | 0.17%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX0540                                 | CUSIP: 31425US63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236701 | PA      | $226526.15    | 0.18%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX4040                                 | CUSIP: 31425YP27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    591681 | PA      | $593078.51    | 0.46%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX8790                                 | CUSIP: 31426FXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103493 | PA      | $103568.01    | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX8840                                 | CUSIP: 31426FZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    588576 | PA      | $598698.80    | 0.46%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9120                                 | CUSIP: 31426GD28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    227095 | PA      | $228132.64    | 0.18%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9121                                 | CUSIP: 31426GD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258060 | PA      | $263359.81    | 0.20%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9332                                 | CUSIP: 31426GLN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    499330 | PA      | $500513.32    | 0.39%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9895                                 | CUSIP: 31426G7H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     94181 | PA      | $97352.08     | 0.08%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3776                                 | CUSIP: 31426NFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637872 | PA      | $648843.44    | 0.50%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3788                                 | CUSIP: 31426NF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    487790 | PA      | $488147.31    | 0.38%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3815                                 | CUSIP: 31426NGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    606022 | PA      | $594464.97    | 0.46%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6271                                 | CUSIP: 31426Q6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    412579 | PA      | $404810.91    | 0.31%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6274                                 | CUSIP: 31426Q6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77905 | PA      | $77983.65     | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6313                                 | CUSIP: 31426RAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    702962 | PA      | $726910.52    | 0.56%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6320                                 | CUSIP: 31426RAW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    414413 | PA      | $421486.14    | 0.33%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR RA6649                                 | CUSIP: 3133KNL68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3665225 | PA      | $2909062.01   | 2.25%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR RA7748                                 | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9357759 | PA      | $8126647.39   | 6.28%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR RQ0029                                 | CUSIP: 3142J6A78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    345000 | PA      | $356333.65    | 0.28%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8006                                 | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    358670 | PA      | $344415.58    | 0.27%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8114                                 | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    327948 | PA      | $292582.90    | 0.23%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8119                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    656733 | PA      | $600873.17    | 0.46%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8182                                 | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    341623 | PA      | $325563.83    | 0.25%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8184                                 | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    190711 | PA      | $187593.85    | 0.15%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SB8187                                 | CUSIP: 3132D6CY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75431 | PA      | $71885.21     | 0.06%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD1536                                 | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    893296 | PA      | $710871.99    | 0.55%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8108                                 | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8166                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277243 | PA      | $220432.18    | 0.17%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8385                                 | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    298634 | PA      | $308427.97    | 0.24%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8407                                 | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    286047 | PA      | $280450.48    | 0.22%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8455                                 | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    270702 | PA      | $279392.10    | 0.22%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8474                                 | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    602173 | PA      | $590392.64    | 0.46%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8490                                 | CUSIP: 3132DWNF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    146083 | PA      | $139748.51    | 0.11%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8492                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    225498 | PA      | $221086.96    | 0.17%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8504                                 | CUSIP: 3132DWNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    245506 | PA      | $234860.20    | 0.18%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8505                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    291462 | PA      | $285759.92    | 0.22%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8525                                 | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    201477 | PA      | $204800.39    | 0.16%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 CE6248                               | CUSIP: 3617VU5H6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1024550 | PA      | $865422.40    | 0.67%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 MA6477                               | CUSIP: 36179VFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299828 | PA      | $292745.54    | 0.23%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 MA6545                               | CUSIP: 36179VHW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103485 | PA      | $104073.38    | 0.08%             | 2050-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 MA6934                               | CUSIP: 36179VV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    109369 | PA      | $103290.49    | 0.08%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 MA7054                               | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1451044 | PA      | $1336716.98   | 1.03%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2 | GINNIE MAE II POOL G2 MA7139                               | CUSIP: 36179V4Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8994 | PA      | $8494.59      | 0.01%             | 2051-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Quaker Investment Trust

**Signature:** Alexander Alario

**Name of Signer:** Alexander Alario

**Title:** Portfolio Manager