# EDGAR Filing Document

**Accession Number:** 0001533490
**File Stem:** 0001533490-23-000033
**Filing Date:** 2023-1
**Character Count:** 369905
**Document Hash:** 6bbfdf69caa392dc08d58298f5317ce4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001533490-23-000033.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001533490-23-000033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Multi-Sector Account Portfolios, Inc.
- **CENTRAL INDEX KEY:** 0001533490
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0212

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22620
- **FILM NUMBER:** 23561393

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-4981

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

## Series and Classes Contracts Data

### T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio (Series ID: S000036341)

| Class ID   | Class Name                                                              | Ticker Symbol   |
|:---|:---|:---|
| C000111140 | T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio |  |

## Nport-Ex

T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

November 30, 2022 (Unaudited)

| PORTFOLIO OF INVESTMENTS 1 | Par/Shares | $ Value | Par/Shares | $ Value |
| --- | --- | --- | --- | --- |
| (Amounts in 000s) |  | (Amounts in 000s) |  |  |
| U.S. GOVERNMENT & AGENCY MORTGAGE-BACKED SECURITIES 107.8% |  | Federal National Mortgage Assn., UMBS |  |  |
| U.S. Government Agency Obligations 78.7% |  | 1.50%, 4/1/37 - 1/1/42 | 1,734 | 1,490 |
|  |  | 2.00%, 2/1/42 - 4/1/52 | 11,564 | 9,563 |
|  |  | 2.50%, 8/1/31 - 6/1/52 | 9,773 | 8,563 |

1

T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

| Federal Home Loan Mortgage | Par/Shares | $ Value | 3.00%, 2/1/30 - 2/1/52 | 10,360 | 9,431 |
| --- | --- | --- | --- | --- | --- |
| 2.50%, 4/1/30 |  |  | 3.50%, 11/1/25 - 1/1/52 | 5,101 | 4,793 |
| 3.00%, 5/1/27 - 2/1/47 | 492 | 451 | 4.00%, 12/1/30 - 12/1/49 | 3,862 | 3,762 |
| 3.50%, 12/1/41 - 6/1/43 | 458 | 433 | 4.50%, 7/1/39 - 8/1/52 | 2,951 | 2,924 |
| 6.00%, 12/20/52 | 385 | 1,005 |  |  |  |
| 4.00%, 8/1/40 - 12/1/41 | 328 | 319 | 5.00%, 2/1/24 - 9/1/52 | 1,733 | 1,755 |
| 4.50%, 6/1/39 - 5/1/42 | 224 | 32,732 | 5.50%, 11/1/23 - 5/1/44 | 375 | 391 |
| Total U.S. Government & Agency | 117 | 119 | 6.00%, 1/1/24 - 10/1/40 | 306 | 322 |
| Mortgage-Backed Securities (Cost $128,702) | 70 | 74 | 6.50%, 2/1/32 - 10/1/39 | 57 | 59 |
|  |  | 121,247 |  |  |  |

2

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T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

| $24,656) | 1 | 24,656 | 5.00%, 12/1/52 | 1,984 | 1,974 |
| --- | --- | --- | --- | --- | --- |
| 1st Government Obligations 1-7% |  |  | 6.00%, 12/1/52 | 2,640 | 2,699 |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st | 1 | $145,903 |  |  | 88,515 |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 | 344 | (311) | 1st Government Obligations 1-7% |  |  |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 | 334 | $112,517 | Government National Mortgage Assn. |  |  |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 | 650 | (620) | 2.00%, 3/20/51 - 5/20/52 | 5,899 | 5,035 |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 |  |  | 2.50%, 3/20/50 - 3/20/52 | 5,247 | 4,622 |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 |  |  | 2.00%, 3/15/42 - 6/20/52 | 4,294 | 3,975 |
| 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1st 1 |  |  | 2.00%, 3/15/42 - 6/20/52 | 4,294 | 3,975 |

3

T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

Unaudited

considered affiliated companies for all or some portion of the nine months ended November 30, 2022. Net realized gain (loss), investment income, 3,382
(Proceeds 2,153.5%) (Net Realized) and share denominated in U.S. dollars. Interests otherwise noted.
1Y CMT + 2.25%, 0.92% of the financed purchase commitment. Total value of such securities at period-end amounts to $50,000 and represents 28.5%
1Y CMT + 2.347%, 3.20% of the financed purchase commitment.
Affiliate
Federal Home Loan Mortgage Fund
6.00%, 9/20/34 - 9/20/38
6.00%, 9/20/34 - 9/20/38
6.00%, 9/20/34 - 9/20/38
6.00%, 9/20/34 - 9/20/38
6.00%, 9/20/34 - 9/20/38
6.00%, 9/20/34 - 9/20/38
6.00% of the total of the non-USD debt in open-end management investment contracts and future accounting and reporting guidance of the
Federal Home Loan Mortgage Fund.
Supplementally, Investment Secretary note constant maturity
was prepared in accordance with accounting principles generally accepted in the United States of America (GAAP). For additional
information on the fund's significant accounting policies and investment related disclosures, please refer to the fund's most recent
semiannual or annual shareholder report and its prospectus.

VALUATION

4

T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

3.00% 12/15/24 ARM Adjustable Rate Mortgage (ARM) rate shown is effective rate at period-end rates (Purchase) ARMs are released on a Value
Affiliate 5/25/50 published reference rate and agreed but may be determined using a 100% basis based on the rate of the underlying means. 11/30/22
T. Rowe Price Associates, Inc. 4.00% 46,532
1.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 14 13
2.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 17 17
3.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 20 20
4.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 23 23
5.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 26 26
6.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 29 29
7.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 32 32
8.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 35 35
9.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 38 38
10.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 41 41
11.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 44 44
12.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 47 47
13.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 50 50
14.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 53 53
15.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 56 56
16.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 59 59
17.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 62 62
18.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 65 65
19.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 68 68
20.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 71 71
21.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 74 74
22.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 77 77
23.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 80 80
24.00% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 83 83
25.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 86 86
26.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 89 89
27.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 92 92
28.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 95 95
29.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 98 98
30.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 101 101
31.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 104 104
32.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 107 107
33.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 110 110
34.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 113 113
35.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 116 116
36.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 119 119
37.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 122 122
38.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 125 125
39.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 128 128
40.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 131 131
41.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 134 134
42.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 137 137
43.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 140 140
44.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 143 143
45.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 146 146
46.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 149 149
47.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 152 152
48.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 155 155
49.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 158 158
50.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 161 161
51.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 164 164
52.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 167 167
53.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 170 170
54.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 173 173
55.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 176 176
56.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 179 179
57.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 182 182
58.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 185 185
59.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 188 188
60.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 191 191
61.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 194 194
62.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 197 197
63.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 200 200
64.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 203 203
65.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 206 206
66.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 209 209
67.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 212 212
68.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 215 215
69.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 218 218
70.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 221 221
71.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 224 224
72.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 227 227
73.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 230 230
74.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 233 233
75.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 236 236
76.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 239 239
77.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 242 242
78.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 245 245
79.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 248 248
80.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 251 251
81.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 254 254
82.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 257 257
83.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 260 260
84.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 263 263
85.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 266 266
86.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 269 269
87.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 272 272
88.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 275 275
89.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 278 278
90.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 281 281
91.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 284 284
92.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 287 287
93.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 290 290
94.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 293 293
95.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 296 296
96.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 299 299
97.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 302 302
98.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 305 305
99.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 308 308
100.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 311 311
101.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 314 314
102.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 317 317
103.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 320 320
104.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 323 323
105.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 326 326
106.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 329 329
107.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 332 332
108.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 335 335
109.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 338 338
110.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 341 341
111.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 344 344
112.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 347 347
113.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 350 350
114.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 353 353
115.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 356 356
116.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 359 359
117.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 362 362
118.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 365 365
119.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 368 368
120.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 371 371
121.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 374 374
122.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 377 377
123.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 380 380
124.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 383 383
125.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 386 386
126.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 389 389
127.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 392 392
128.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 395 395
129.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 398 398
130.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 401 401
131.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 404 404
132.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 407 407
133.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 410 410
134.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 413 413
135.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 416 416
136.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 419 419
137.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 422 422
138.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 425 425
139.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 428 428
140.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 431 431
141.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 434 434
142.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 437 437
143.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 440 440
144.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 443 443
145.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 446 446
146.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 449 449
147.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 452 452
148.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 455 455
149.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 458 458
150.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 461 461
151.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 464 464
152.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 467 467
153.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 470 470
154.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 473 473
155.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 476 476
156.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 479 479
157.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 482 482
158.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 485 485
159.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 488 488
160.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 491 491
161.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 494 494
162.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 497 497
163.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 500 500
164.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 503 503
165.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 506 506
166.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 509 509
167.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 512 512
168.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 515 515
169.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 518 518
170.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 521 521
171.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 524 524
172.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 527 527
173.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 530 530
174.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 533 533
175.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 536 536
176.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 539 539
177.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 542 542
178.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 545 545
179.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 548 548
180.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 551 551
181.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 554 554
182.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 557 557
183.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 560 560
184.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 563 563
185.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 566 566
186.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 569 569
187.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 572 572
188.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 575 575
189.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 578 578
190.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 581 581
191.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 584 584
192.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 587 587
193.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 590 590
194.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 593 593
195.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 596 596
196.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 599 599
197.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 602 602
198.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 605 605
199.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 608 608
200.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 611 611
201.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 614 614
202.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 617 617
203.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 620 620
204.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 623 623
205.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 626 626
206.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 629 629
207.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 632 632
208.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 635 635
209.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 638 638
210.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 641 641
211.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 644 644
212.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 647 647
213.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 650 650
214.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 653 653
215.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 656 656
216.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 659 659
217.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 662 662
218.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 665 665
219.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 668 668
220.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 671 671
221.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 674 674
222.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 677 677
223.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 680 680
224.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 683 683
225.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 686 686
226.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 689 689
227.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 692 692
228.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 695 695
229.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 698 698
230.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 701 701
231.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 704 704
232.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 707 707
233.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 710 710
234.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 713 713
235.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 716 716
236.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 719 719
237.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 722 722
238.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 725 725
239.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 728 728
240.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 731 731
241.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 734 734
242.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 737 737
243.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 740 740
244.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 743 743
245.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 746 746
246.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 749 749
247.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 752 752
248.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 755 755
249.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 758 758
250.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 761 761
251.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 764 764
252.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 767 767
253.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 770 770
254.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 773 773
255.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 776 776
256.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 779 779
257.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 782 782
258.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 785 785
259.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 788 788
260.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 791 791
261.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 794 794
262.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 797 797
263.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 800 800
264.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 803 803
265.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 806 806
266.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 809 809
267.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 812 812
268.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 815 815
269.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 818 818
270.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 821 821
271.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 824 824
272.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 827 827
273.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 830 830
274.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 833 833
275.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 836 836
276.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 839 839
277.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 842 842
278.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 845 845
279.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 848 848
280.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 851 851
281.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 854 854
282.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 857 857
283.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 860 860
284.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 863 863
285.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 866 866
286.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 869 869
287.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 872 872
288.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 875 875
289.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 878 878
290.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 881 881
291.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 884 884
292.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 887 887
293.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 890 890
294.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 893 893
295.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 896 896
296.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 899 899
297.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 902 902
298.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 905 905
299.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 908 908
300.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 911 911
301.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 914 914
302.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 917 917
303.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 920 920
304.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 923 923
305.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 926 926
306.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 929 929
307.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 932 932
308.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 935 935
309.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 938 938
310.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 941 941
311.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 944 944
312.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 947 947
313.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 950 950
314.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 953 953
315.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 956 956
316.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 959 959
317.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 962 962
318.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 965 965
319.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 968 968
320.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 971 971
321.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 974 974
322.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 977 977
323.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 980 980
324.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 983 983
325.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 986 986
326.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 989 989
327.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 992 992
328.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 995 995
329.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 998 998
330.50% 4/1/27 10 Interest-only security for which the fund receives interest on the loan. 1 1 1

5

5

T. ROWE PRICE MORTGAGE-BACKED SECURITIES MULTI-SECTOR ACCOUNT PORTFOLIO

| 4.00%, 6/1/37 - 9/1/52 | 680 | 652 | 4.00%, 5/20/37 - 2/20/43 | 28 | 3 |
| --- | --- | --- | --- | --- | --- |
| 4.50%, 9/1/37 - 5/1/50 | 145 | 144 | Government National Mortgage Assn. |  |  |
| significant amount of judgment, there is a degree of subjectivity inherent in each pricing decisions. Fair value prices determined by the Federal National Mortgage Assn. |  |  | TBA (1) |  |  |
| 3.50%, 4/1/42 - 5/1/46 | 1,010 | 949 | 2.00%, 12/20/52 | 1,257 | 1,070 |
| 4.00%, 11/1/40 | 187 | 179 | 2.50%, 12/20/52 | 1,267 | 1,113 |
| U.S. Government & Agency Mortgage-Backed Securities |  |  | $ - $121,247 | $ - $121,247 |  |
| Federal Depositary Mortgage periodic reporting to the Board on valuation matters |  |  | 3.00%, 12/20/52 | 1,203 | 1,066 |
| ARM Short-Term Investments |  |  | 3.50%, 12/20/52 24,656 | 1,277 | 24,656 |
| 12M USD/USD on valuation, techniques and inputs are used to determine the fair value of financial instruments. GAAP establishes the following fair value hierarchy that categorizes the inputs used to measure fair value: |  |  | 4.00%, 12/20/52 | 286 | 267 |
|  |  |  | $24,656 | $121,247 | $ - $145,903 |

Level 1 - quoted prices (unadjusted) in active markets for identical financial instruments that the fund can access at the reporting date

Level 2 - inputs other than Level 1 quoted prices that are observable, either directly or indirectly (including, but not limited to, quoted

6

| 12/1/35 | 1 | 1 | 4.50%, 12/20/52 | 240 | 235 |
| --- | --- | --- | --- | --- | --- |
| 12M USD LIBOR + 1.70%, 3.95%, |  |  | 5.50%, 12/20/52 | 3,100 | 3,137 |
| 11/1/37 | 2 | 2 |  |  |  |
| 12M USD LIBOR + 1.881%, 4.131%, |  |  |  |  |  |
| 8/1/36 | 2 | 2 |  |  |  |
| TBA Sales Commitments |  |  |  |  |  |
| prices for similar financial instruments in active markets, quoted prices for identical or similar financial instruments in inactive markets, interest rates and yield curves, implied volatilities, and credit spreads) |  |  |  |  |  |

#### OTHER MATTERS

Level 3 - unobservable inputs (including the Valuation Designee's assumptions in determining fair value)

Unpredictable events such as environmental or natural disasters, war, terrorism, pandemics, outbreaks of infectious diseases, and
Observable inputs are developed using market data, such as publicly available information about actual events or transactions, and
similar public health threats may significantly affect the economy and the markets and issuers in which a fund invests. Certain events
reflect the assumptions that market participants would use to price the financial instrument. Unobservable inputs are those for which
market data are not available and are developed using the best information available about the assumptions that market participants

may cause instability across global markets, including reduced liquidity and disruptions in trading markets, while some events may affect certain geographic regions, countries, sectors, and industries more significantly than others, and exacerbate other pre-existing would use to price the financial instrument. GAAP requires valuation techniques to maximize the use of relevant observable inputs and political, social, and economic risks. When multiple inputs are used to derive fair value, the financial instrument is assigned to the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the ~~Sect. 2020~~, ~~the fair value of the fair value of GAAP~~ is based on the

Russia and certain of its citizens, creating impacts on Russian-related stocks and debt and greater volatility in global markets.

These are recent examples of global events which may have a negative impact on the values of certain portfolio holdings or the fund's pricing services consider the yield or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by overall performance. Management is actively monitoring the risks and financial impacts arising from these events. Dealers who make markets in such securities.

Investments in mutual funds are valued at the mutual fund's closing NAV per share on the day of valuation.

Investments for which market quotations are not readily available or deemed unreliable are valued at fair value as determined in good faith by the Valuation Designee. The Valuation Designee has adopted methodologies for determining the fair value of investments for which market quotations are not readily available or deemed unreliable, including the use of other pricing sources. Factors used

The accompanying notes are an integral part of this Portfolio of Investments.

In determining fair value vary by type of investment and may include market or investment specific considerations. The Valuation

Designee typically will afford greatest weight to actual prices in arm's length transactions, to the extent they represent orderly transactions between market participants, transaction information can be reliably obtained, and prices are deemed representative of fair value. However, the Valuation Designee may also consider other valuation methods such as market-based valuation multiples; a discount or premium from market value of a similar, freely traded security of the same issuer; discounted cash flows; yield to maturity; or some combination. Fair value determinations are reviewed on a regular basis. Because any fair value determination involves a

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE MULTI-SECTOR ACCOUNT PORTFOLIOS, INC.

- **b. Investment Company Act file number:** 811-22620

- **c. CIK number of Registrant:** 0001533490

- **d. LEI of Registrant:** 5493000IASNDXADJ9N08

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio

- **b. EDGAR series identifier (if any):** S000036341

- **c. LEI of Series:** 5493009UPH0JED3QCE15

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

- **a. Date of fiscal year-end:** 2023-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $160331899.00

**Total Liabilities:** $43708857.07

**Net Assets:** $116623041.93

**Stand-by Commitments:** $41321256.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.055107 | **1-Year:** -602.330199 | **5-Year:** -20887.037971 | **10-Year:** -43283.227328 | **30-Year:** -521.916208

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111140 | -5.17%               | -1.50%               | 4.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1008744.59             | $-4441890.62                               |
| Month 2  | $-284662.94              | $-1523842.46                               |
| Month 3  | $-374382.47              | $5002099.92                                |

**Designated Index Information**

- **Index Name:** Bloomberg US MBS Index Total Return Value Unhedged USD (Returns, Unhedged)

- **Index Identifier:** LUMSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| T Rowe Price Government Reserve Investment Fund | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  24581780 | NS      | $24581780.23  | 21.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290000 | PA      | $248653.69    | 0.21%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38381VKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134397 | PA      | $127767.51    | 0.11%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6339 | PA      | $5867.81      | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8062 | PA      | $7355.14      | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38379HFS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36567 | PA      | $468.05       | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43986 | PA      | $7054.80      | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18836 | PA      | $2858.44      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38377GU23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21034 | PA      | $20682.03     | 0.02%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION        | CUSIP: 38375GQN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9190 | PA      | $64.12        | 0.00%             | 2037-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13805 | PA      | $14151.61     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36296JNX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23140 | PA      | $23180.00     | 0.02%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36295QLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10827 | PA      | $10865.67     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66755 | PA      | $63436.57     | 0.05%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23002 | PA      | $23756.31     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23002 | PA      | $23756.31     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1710 | PA      | $1821.58      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622ABDK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225952 | PA      | $213242.79    | 0.18%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                              | GINNIE MAE II POOL                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114317 | PA      | $109203.08    | 0.09%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108027 | PA      | $103896.57    | 0.09%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A3AD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74495 | PA      | $70312.76     | 0.06%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A2YK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145978 | PA      | $135724.28    | 0.12%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A2TA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122765 | PA      | $115752.58    | 0.10%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38376 | PA      | $39634.44     | 0.03%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9138 | PA      | $9178.24      | 0.01%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10256 | PA      | $9519.13      | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17247 | PA      | $17816.44     | 0.02%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24980 | PA      | $23621.55     | 0.02%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159791 | PA      | $150829.40    | 0.13%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355586 | PA      | $334752.45    | 0.29%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36225DAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10870 | PA      | $10656.16     | 0.01%             | 2034-05-20      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22792 | PA      | $23462.79     | 0.02%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14880 | PA      | $15023.77     | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60186 | PA      | $58678.08     | 0.05%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75742 | PA      | $77954.16     | 0.07%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58316 | PA      | $60007.56     | 0.05%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3892 | PA      | $3929.85      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79462 | PA      | $79356.86     | 0.07%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1867 | PA      | $1819.76      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35723 | PA      | $34827.91     | 0.03%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10077 | PA      | $9824.56      | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23928 | PA      | $24628.13     | 0.02%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9048 | PA      | $9134.91      | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64276 | PA      | $64891.47     | 0.06%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4925 | PA      | $5069.43      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6804 | PA      | $7003.41      | 0.01%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38177 | PA      | $38543.19     | 0.03%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1313 | PA      | $1350.98      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FFT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5812 | PA      | $5868.40      | 0.01%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FEK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12614 | PA      | $13208.90     | 0.01%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FEG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8085 | PA      | $7881.79      | 0.01%             | 2040-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3125 | PA      | $3154.63      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1203 | PA      | $1215.04      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54449 | PA      | $57746.30     | 0.05%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202ETA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13760 | PA      | $14594.82     | 0.01%             | 2038-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202ET25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33290 | PA      | $34851.91     | 0.03%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202ELL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10898 | PA      | $11561.29     | 0.01%             | 2036-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53270 | PA      | $55766.21     | 0.05%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3823 | PA      | $3934.40      | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EFP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20779 | PA      | $21756.48     | 0.02%             | 2035-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EE96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27246 | PA      | $28523.20     | 0.02%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EE88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15328 | PA      | $15684.17     | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7229 | PA      | $7439.74      | 0.01%             | 2035-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202ECA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19128 | PA      | $19711.86     | 0.02%             | 2035-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1121 | PA      | $1153.28      | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EAL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17379 | PA      | $18003.97     | 0.02%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       694 | PA      | $707.29       | 0.00%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1827 | PA      | $1880.01      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202E7G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5490 | PA      | $5542.77      | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DZX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       545 | PA      | $553.64       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28417 | PA      | $29333.08     | 0.03%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DXS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1645 | PA      | $1691.29      | 0.00%             | 2033-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DXB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2201 | PA      | $2261.83      | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28329 | PA      | $29241.48     | 0.03%             | 2033-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202DVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2130 | PA      | $2187.33      | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202D6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7343 | PA      | $7651.08      | 0.01%             | 2034-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19643 | PA      | $20264.68     | 0.02%             | 2034-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202D3W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5846 | PA      | $6016.14      | 0.01%             | 2034-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36202D2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       757 | PA      | $785.02       | 0.00%             | 2033-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36193UCX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16449 | PA      | $15522.75     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36193EPR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63930 | PA      | $60392.24     | 0.05%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36192STM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6494 | PA      | $6133.96      | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36189MBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13567 | PA      | $12831.57     | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16410 | PA      | $15516.42     | 0.01%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36184Q2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5878 | PA      | $5557.89      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36183QTR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157243 | PA      | $142992.11    | 0.12%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8561 | PA      | $8096.62      | 0.01%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36183EZE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10714 | PA      | $10136.96     | 0.01%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36181KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93871 | PA      | $88594.13     | 0.08%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36181BV56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4404 | PA      | $4184.71      | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36180CYU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4821 | PA      | $4557.05      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617MEFL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24400 | PA      | $22983.06     | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617MEDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34757 | PA      | $32672.73     | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617LSAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10003 | PA      | $9368.24      | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617LKBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17865 | PA      | $16770.06     | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617GSFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23876 | PA      | $23235.98     | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 3617A9KW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7621 | PA      | $7188.78      | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1182727 | PA      | $1159052.61   | 0.99%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1017438 | PA      | $971679.97    | 0.83%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165546 | PA      | $149879.69    | 0.13%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230221 | PA      | $202422.48    | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274820 | PA      | $234186.30    | 0.20%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1332101 | PA      | $1136055.30   | 0.97%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535238 | PA      | $471250.12    | 0.40%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722715 | PA      | $636853.88    | 0.55%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    549267 | PA      | $496367.90    | 0.43%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3177767 | PA      | $2798981.09   | 2.40%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157640 | PA      | $138965.80    | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2692794 | PA      | $2300095.14   | 1.97%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134103 | PA      | $1029871.92   | 0.88%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540877 | PA      | $462114.68    | 0.40%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339140 | PA      | $290187.00    | 0.25%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107616 | PA      | $97242.09     | 0.08%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719716 | PA      | $612830.78    | 0.53%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681848 | PA      | $655312.67    | 0.56%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179VSM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46502 | PA      | $47100.97     | 0.04%             | 2050-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423030 | PA      | $373863.94    | 0.32%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179VKQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30195 | PA      | $30566.03     | 0.03%             | 2050-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222867 | PA      | $198630.80    | 0.17%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99815 | PA      | $89463.56     | 0.08%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89001 | PA      | $91577.36     | 0.08%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46421 | PA      | $43712.75     | 0.04%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16740 | PA      | $17134.99     | 0.01%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159206 | PA      | $163553.33    | 0.14%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14479 | PA      | $14882.73     | 0.01%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42870 | PA      | $43097.57     | 0.04%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197597 | PA      | $203143.22    | 0.17%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $143.63       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178912 | PA      | $159786.78    | 0.14%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61199 | PA      | $61587.00     | 0.05%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4883 | PA      | $5037.14      | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40521 | PA      | $40902.96     | 0.04%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10986 | PA      | $11381.21     | 0.01%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14210 | PA      | $14696.25     | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80929 | PA      | $78407.54     | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16250 | PA      | $16462.07     | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108216 | PA      | $109822.97    | 0.09%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143078 | PA      | $138618.15    | 0.12%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96281 | PA      | $98109.54     | 0.08%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111054 | PA      | $112749.42    | 0.10%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79653 | PA      | $79410.98     | 0.07%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7654 | PA      | $7434.16      | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10468 | PA      | $10628.71     | 0.01%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233284 | PA      | $232094.75    | 0.20%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23525 | PA      | $23415.42     | 0.02%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30056 | PA      | $30517.51     | 0.03%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129214 | PA      | $125184.25    | 0.11%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24506 | PA      | $23734.99     | 0.02%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5194 | PA      | $5243.64      | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41213 | PA      | $40003.61     | 0.03%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305969 | PA      | $288623.00    | 0.25%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50554 | PA      | $46369.94     | 0.04%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114566 | PA      | $105129.10    | 0.09%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80065 | PA      | $73447.49     | 0.06%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366463 | PA      | $346026.54    | 0.30%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23216 | PA      | $21337.50     | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72078 | PA      | $66231.72     | 0.06%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92195 | PA      | $84874.06     | 0.07%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134561 | PA      | $126352.22    | 0.11%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85241 | PA      | $86265.41     | 0.07%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39596 | PA      | $40075.88     | 0.03%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94546 | PA      | $89119.75     | 0.08%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516683 | PA      | $477968.76    | 0.41%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202739 | PA      | $187754.91    | 0.16%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402284 | PA      | $380347.54    | 0.33%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92676 | PA      | $87623.18     | 0.08%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14343 | PA      | $15019.07     | 0.01%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13114 | PA      | $12737.25     | 0.01%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NX60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8386 | PA      | $8149.09      | 0.01%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144743 | PA      | $137815.84    | 0.12%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142605 | PA      | $135786.62    | 0.12%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146204 | PA      | $139336.14    | 0.12%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3478 | PA      | $3390.62      | 0.00%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66475 | PA      | $63292.73     | 0.05%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38906 | PA      | $37043.82     | 0.03%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17506 | PA      | $17061.19     | 0.01%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9097 | PA      | $9363.52      | 0.01%             | 2042-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4882 | PA      | $4759.94      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22225 | PA      | $21161.15     | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41351 | PA      | $40313.34     | 0.03%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35336 | PA      | $33644.38     | 0.03%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36179DEQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4232 | PA      | $4001.64      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361380 | PA      | $335409.58    | 0.29%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48511 | PA      | $45029.46     | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE II POOL                              | CUSIP: 36178DZN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106354 | PA      | $99548.00     | 0.09%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE I POOL                               | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19948 | PA      | $18959.91     | 0.02%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36222 | PA      | $35303.21     | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419JYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2744 | PA      | $2705.38      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6070 | PA      | $5916.53      | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36994 | PA      | $36055.84     | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2962 | PA      | $2969.21      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69407 | PA      | $67648.23     | 0.06%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10066 | PA      | $10364.96     | 0.01%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12590 | PA      | $12622.19     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8255 | PA      | $8046.07      | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        76 | PA      | $77.43        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ATF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       826 | PA      | $867.36       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2434 | PA      | $2360.07      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1413 | PA      | $1483.60      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AN52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6012 | PA      | $6027.12      | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4054 | PA      | $4245.67      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20395 | PA      | $21361.37     | 0.02%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4192 | PA      | $4401.27      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14617 | PA      | $15345.90     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419AA64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21647 | PA      | $22775.55     | 0.02%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13496 | PA      | $14134.10     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55046 | PA      | $56142.71     | 0.05%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418UEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13585 | PA      | $13855.31     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14296 | PA      | $14580.41     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1402 | PA      | $1426.06      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418Q3R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38373 | PA      | $39241.29     | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3755 | PA      | $3871.84      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8747 | PA      | $9176.40      | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2372 | PA      | $2489.99      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MPU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6165 | PA      | $6465.76      | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2647 | PA      | $2729.37      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7846 | PA      | $8090.50      | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16639 | PA      | $17492.57     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22635 | PA      | $23590.98     | 0.02%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103092 | PA      | $100849.57    | 0.09%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104747 | PA      | $98609.07     | 0.08%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515630 | PA      | $513281.93    | 0.44%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178996 | PA      | $174333.38    | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190323 | PA      | $175906.99    | 0.15%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845225 | PA      | $823295.58    | 0.71%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467515 | PA      | $409967.24    | 0.35%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547169 | PA      | $468571.02    | 0.40%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556810 | PA      | $473007.80    | 0.41%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756512 | PA      | $663389.92    | 0.57%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270792 | PA      | $231844.42    | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659054 | PA      | $2191133.22   | 1.88%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759495 | PA      | $626669.86    | 0.54%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232233 | PA      | $197277.90    | 0.17%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3266432 | PA      | $2694917.71   | 2.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509955 | PA      | $416883.05    | 0.36%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184529 | PA      | $169178.68    | 0.15%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690538 | PA      | $1397433.50   | 1.20%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83640 | PA      | $69423.69     | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69758 | PA      | $67032.16     | 0.06%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135878 | PA      | $130937.15    | 0.11%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66151 | PA      | $61879.12     | 0.05%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58449 | PA      | $54611.39     | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96562 | PA      | $90368.38     | 0.08%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9395 | PA      | $9071.85      | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154886 | PA      | $144860.75    | 0.12%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3377 | PA      | $3275.06      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30954 | PA      | $28933.13     | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8674 | PA      | $8109.65      | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55525 | PA      | $50027.65     | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337368 | PA      | $304309.84    | 0.26%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330508 | PA      | $298018.48    | 0.26%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418CAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89963 | PA      | $84957.38     | 0.07%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39493 | PA      | $37976.90     | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11370 | PA      | $11263.68     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41556 | PA      | $38805.53     | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25556 | PA      | $23967.77     | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83439 | PA      | $81408.73     | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418BT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7368 | PA      | $7186.56      | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96469 | PA      | $90788.22     | 0.08%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53608 | PA      | $50455.77     | 0.04%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56454 | PA      | $53134.36     | 0.05%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4327 | PA      | $4217.89      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423305 | PA      | $412570.94    | 0.35%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11135 | PA      | $11031.84     | 0.01%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14735 | PA      | $14361.71     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21615 | PA      | $21670.07     | 0.02%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23381 | PA      | $22788.60     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10233 | PA      | $10464.95     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417YJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16355 | PA      | $16725.28     | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29033 | PA      | $29106.70     | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       373 | PA      | $379.98       | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4149 | PA      | $4159.51      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417U3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       655 | PA      | $663.16       | 0.00%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1049 | PA      | $1048.05      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417MTS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       539 | PA      | $545.29       | 0.00%             | 2024-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417LA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9979 | PA      | $10004.52     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2861 | PA      | $2866.75      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3651 | PA      | $3440.89      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417GP67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3169.00      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45431 | PA      | $41692.82     | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417GEQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6795 | PA      | $6235.70      | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417FZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112633 | PA      | $103356.33    | 0.09%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199580 | PA      | $183141.82    | 0.16%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31048 | PA      | $28398.38     | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417F4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73299 | PA      | $67261.23     | 0.06%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417EWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139356 | PA      | $127878.72    | 0.11%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417ECK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60128 | PA      | $55176.30     | 0.05%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417DQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57642 | PA      | $52895.06     | 0.05%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35040 | PA      | $32154.80     | 0.03%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69520 | PA      | $63795.30     | 0.05%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237304 | PA      | $217762.23    | 0.19%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23602 | PA      | $21658.69     | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417D2G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9167 | PA      | $8411.68      | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43425 | PA      | $40431.72     | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19082 | PA      | $17959.87     | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31417CGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30830 | PA      | $29014.60     | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9881 | PA      | $9906.32      | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416XJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2806 | PA      | $2735.00      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20715 | PA      | $21693.38     | 0.02%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1302 | PA      | $1300.74      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9415 | PA      | $9875.66      | 0.01%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416CJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14914 | PA      | $15692.07     | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2384 | PA      | $2503.42      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31 | PA      | $30.86        | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1254 | PA      | $1271.39      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6281 | PA      | $6608.04      | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BM47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12074 | PA      | $12651.18     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7929 | PA      | $8324.64      | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17822 | PA      | $18648.77     | 0.02%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31416B2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        80 | PA      | $81.12        | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31415VYC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1547 | PA      | $1602.95      | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31415QP91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5089 | PA      | $5340.57      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31413QJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1902 | PA      | $1909.00      | 0.00%             | 2037-11-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       927 | PA      | $928.97       | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9923 | PA      | $10406.08     | 0.01%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5304 | PA      | $5547.16      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $620.34       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       912 | PA      | $939.44       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       427 | PA      | $439.44       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459016 | PA      | $431367.53    | 0.37%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41034 | PA      | $38769.44     | 0.03%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16309 | PA      | $15680.88     | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8299 | PA      | $8486.47      | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5413 | PA      | $4968.02      | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410LF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16416 | PA      | $16904.73     | 0.01%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11150 | PA      | $11731.59     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4807 | PA      | $4956.72      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       385 | PA      | $403.63       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4840 | PA      | $5076.89      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5197 | PA      | $5463.13      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410KAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5306 | PA      | $5471.09      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410K3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31515 | PA      | $33158.06     | 0.03%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5877 | PA      | $6060.43      | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13179 | PA      | $13768.28     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19269 | PA      | $20316.74     | 0.02%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GL27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1128 | PA      | $1162.81      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1219 | PA      | $1280.31      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3651 | PA      | $3833.03      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1299 | PA      | $1364.25      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1236 | PA      | $1288.59      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410GA78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1863 | PA      | $1920.79      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2239 | PA      | $2348.74      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410FZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       562 | PA      | $590.80       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410FYE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7935 | PA      | $8330.64      | 0.01%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410FVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1019 | PA      | $1069.36      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2932 | PA      | $3023.14      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XHCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272495 | PA      | $266784.52    | 0.23%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182555 | PA      | $181841.00    | 0.16%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190214 | PA      | $164725.24    | 0.14%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127966 | PA      | $106141.54    | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606235 | PA      | $503207.29    | 0.43%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549283 | PA      | $453308.14    | 0.39%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XDGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120618 | PA      | $108152.52    | 0.09%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264649 | PA      | $265318.62    | 0.23%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89608 | PA      | $83760.13     | 0.07%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XC5X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47392 | PA      | $48173.93     | 0.04%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XBZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177778 | PA      | $172719.14    | 0.15%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XB4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201156 | PA      | $188321.14    | 0.16%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140XARS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106144 | PA      | $100210.50    | 0.09%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187768 | PA      | $188243.47    | 0.16%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21678 | PA      | $20099.32     | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241898 | PA      | $247981.04    | 0.21%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358141 | PA      | $347132.25    | 0.30%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6V24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137602 | PA      | $137950.45    | 0.12%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146274 | PA      | $137898.14    | 0.12%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62016 | PA      | $57380.80     | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282314 | PA      | $264255.08    | 0.23%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264645 | PA      | $236704.14    | 0.20%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26103 | PA      | $26692.82     | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147468 | PA      | $139127.99    | 0.12%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106836 | PA      | $96926.14     | 0.08%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QNR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903612 | PA      | $1760952.39   | 1.51%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998052 | PA      | $883496.82    | 0.76%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526933 | PA      | $434741.68    | 0.37%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505816 | PA      | $417356.70    | 0.36%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598318 | PA      | $515445.03    | 0.44%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29815 | PA      | $26404.97     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067049 | PA      | $916220.64    | 0.79%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935642 | PA      | $803769.03    | 0.69%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059301 | PA      | $910063.29    | 0.78%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791017 | PA      | $680181.69    | 0.58%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509376 | PA      | $437368.00    | 0.38%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447080 | PA      | $382788.83    | 0.33%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188581 | PA      | $168240.06    | 0.14%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QDU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77861 | PA      | $69455.92     | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QDGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257350 | PA      | $233072.55    | 0.20%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QDGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205967 | PA      | $182461.57    | 0.16%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237237 | PA      | $212471.10    | 0.18%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35356 | PA      | $34955.68     | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363236 | PA      | $342708.97    | 0.29%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15241 | PA      | $14555.31     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322096 | PA      | $287538.90    | 0.25%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99453 | PA      | $94785.97     | 0.08%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160021 | PA      | $142835.75    | 0.12%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140QANY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53088 | PA      | $53626.60     | 0.05%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43281 | PA      | $42851.94     | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140Q9DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115433 | PA      | $114475.82    | 0.10%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905468 | PA      | $776983.74    | 0.67%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297535 | PA      | $280657.19    | 0.24%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74078 | PA      | $72129.32     | 0.06%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JAMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52627 | PA      | $52193.99     | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JAD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215708 | PA      | $209634.56    | 0.18%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94489 | PA      | $86714.80     | 0.07%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78001 | PA      | $71577.87     | 0.06%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25124 | PA      | $23646.81     | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199686 | PA      | $194495.70    | 0.17%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115562 | PA      | $110706.89    | 0.09%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119089 | PA      | $118119.99    | 0.10%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208159 | PA      | $202974.96    | 0.17%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39641 | PA      | $35577.19     | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335080 | PA      | $316031.12    | 0.27%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226800 | PA      | $208137.76    | 0.18%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9LQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456133 | PA      | $418569.90    | 0.36%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J9GS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145138 | PA      | $145504.96    | 0.12%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63652 | PA      | $59904.34     | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113972 | PA      | $104586.58    | 0.09%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J8UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332784 | PA      | $333626.39    | 0.29%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J8AN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172060 | PA      | $167775.29    | 0.14%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150420 | PA      | $144794.95    | 0.12%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153165 | PA      | $143049.92    | 0.12%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66804 | PA      | $66614.82     | 0.06%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201285 | PA      | $211113.70    | 0.18%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58975 | PA      | $58583.56     | 0.05%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4223 | PA      | $3952.31      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J6F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190465 | PA      | $177905.88    | 0.15%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156462 | PA      | $147752.66    | 0.13%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30520 | PA      | $30538.66     | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59171 | PA      | $59883.42     | 0.05%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140HDSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118481 | PA      | $108475.59    | 0.09%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186569 | PA      | $178848.87    | 0.15%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50935 | PA      | $46071.19     | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90928 | PA      | $82061.21     | 0.07%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146043 | PA      | $131856.73    | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78081 | PA      | $70438.46     | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140F5C35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33772 | PA      | $30505.06     | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140F5BM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25675 | PA      | $24195.31     | 0.02%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140F0MX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52467 | PA      | $48767.98     | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64388 | PA      | $60309.88     | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84990 | PA      | $79624.25     | 0.07%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31409ADV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       268 | PA      | $280.02       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31408F7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       341 | PA      | $352.00       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31408F7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       341 | PA      | $352.67       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       613 | PA      | $595.49       | 0.00%             | 2035-12-01      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31407HTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       195 | PA      | $205.18       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31406S4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320 | PA      | $327.89       | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DWK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2426 | PA      | $2546.37      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       560 | PA      | $587.61       | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1912 | PA      | $1891.81      | 0.00%             | 2036-08-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1701 | PA      | $1785.50      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2874 | PA      | $2995.06      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       243 | PA      | $255.25       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4654 | PA      | $4882.94      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6248 | PA      | $6548.07      | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7927 | PA      | $8322.24      | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1170 | PA      | $1228.79      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3388 | PA      | $3493.61      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4733 | PA      | $4969.46      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12241 | PA      | $12600.67     | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3382 | PA      | $3549.02      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2083 | PA      | $2148.38      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206991 | PA      | $213455.78    | 0.18%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3463 | PA      | $3636.01      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20629 | PA      | $21271.70     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9184 | PA      | $9470.21      | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14674 | PA      | $15130.93     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2522 | PA      | $2600.99      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8933 | PA      | $9211.34      | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7716 | PA      | $8042.58      | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2804 | PA      | $2891.07      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8754 | PA      | $9177.35      | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2309 | PA      | $2381.33      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20030 | PA      | $20653.96     | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7014 | PA      | $7345.28      | 0.01%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402DGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14544 | PA      | $15229.65     | 0.01%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       963 | PA      | $1003.66      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2285 | PA      | $2356.56      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4676 | PA      | $4726.23      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4478 | PA      | $4529.43      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11983 | PA      | $12356.27     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10567 | PA      | $10960.11     | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5616 | PA      | $5791.35      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | FREDDIE MAC REMICS                              | CUSIP: 31397R7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18720 | PA      | $19248.91     | 0.02%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1452 | PA      | $1418.75      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26480 | PA      | $25458.90     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138YR5G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55716 | PA      | $54328.57     | 0.05%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138YR3Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16934 | PA      | $15878.37     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45542 | PA      | $42721.94     | 0.04%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138Y3X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11058 | PA      | $10801.06     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11639 | PA      | $10944.83     | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138X3XX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250548 | PA      | $244733.50    | 0.21%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                 | FANNIE MAE POOL                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12962 | PA      | $11829.93     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13978 | PA      | $13162.26     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64026 | PA      | $58752.60     | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23090 | PA      | $21187.92     | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77397 | PA      | $71021.48     | 0.06%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7771 | PA      | $7323.57      | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WNXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33171 | PA      | $30438.33     | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86451 | PA      | $80767.96     | 0.07%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124928 | PA      | $116844.11    | 0.10%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322659 | PA      | $291311.48    | 0.25%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138758 | PA      | $125274.90    | 0.11%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269375 | PA      | $243118.54    | 0.21%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77171 | PA      | $69705.15     | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329578 | PA      | $300478.81    | 0.26%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201257 | PA      | $188132.08    | 0.16%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WJ5G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47375 | PA      | $44290.48     | 0.04%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638551 | PA      | $577516.58    | 0.50%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195827 | PA      | $176948.47    | 0.15%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14947 | PA      | $14003.29     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29365 | PA      | $27492.77     | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WGA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69555 | PA      | $65141.52     | 0.06%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3740 | PA      | $3647.47      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WF2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143588 | PA      | $134522.35    | 0.12%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42667 | PA      | $39990.80     | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEXL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87934 | PA      | $82326.26     | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53700 | PA      | $50385.78     | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2023 | PA      | $1898.11      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEHR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42929 | PA      | $40223.46     | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEFP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6457 | PA      | $6239.84      | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WEAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4447 | PA      | $4296.79      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WDT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66842 | PA      | $65290.46     | 0.06%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6765 | PA      | $6608.29      | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110102 | PA      | $106318.34    | 0.09%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138WBQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10481 | PA      | $10507.58     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69248 | PA      | $63461.11     | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5980 | PA      | $5635.99      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34235 | PA      | $31443.17     | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59514 | PA      | $56011.99     | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138MPCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141496 | PA      | $133138.86    | 0.11%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138MFSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6224 | PA      | $5711.44      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34434 | PA      | $32406.63     | 0.03%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17483 | PA      | $16450.47     | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34816 | PA      | $32841.22     | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138LTJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69010 | PA      | $67384.61     | 0.06%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ETV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70217 | PA      | $63526.35     | 0.05%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9051 | PA      | $8844.13      | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20673 | PA      | $19483.05     | 0.02%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420100 | PA      | $393656.47    | 0.34%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERPZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85406 | PA      | $80641.82     | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26502 | PA      | $25149.59     | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196225 | PA      | $186214.15    | 0.16%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391644 | PA      | $371664.33    | 0.32%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53321 | PA      | $53451.07     | 0.05%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3846 | PA      | $3752.74      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EQ2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28018 | PA      | $26249.38     | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5776 | PA      | $6101.85      | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9152 | PA      | $9598.66      | 0.01%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223562 | PA      | $218375.90    | 0.19%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25089 | PA      | $25656.24     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359151 | PA      | $338034.88    | 0.29%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ENJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15492 | PA      | $15498.12     | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2604 | PA      | $2685.04      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EMKX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13903 | PA      | $14217.14     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ELX81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7373 | PA      | $7696.36      | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42840 | PA      | $40394.49     | 0.03%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12964 | PA      | $12219.54     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EKUQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18509 | PA      | $17452.19     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9594 | PA      | $9028.74      | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EKF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9150 | PA      | $9172.64      | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7626 | PA      | $7518.97      | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EK2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127042 | PA      | $124003.02    | 0.11%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4698 | PA      | $4578.79      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3195 | PA      | $3203.25      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8068 | PA      | $8088.89      | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27516 | PA      | $27585.59     | 0.02%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32788 | PA      | $31956.65     | 0.03%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33268 | PA      | $32594.05     | 0.03%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJ7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3273 | PA      | $3432.83      | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EJ4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11906 | PA      | $12507.82     | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3968 | PA      | $3866.97      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10434 | PA      | $10459.91     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHQ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $41.11        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2320 | PA      | $2268.24      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       289 | PA      | $292.44       | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHGP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20144 | PA      | $20194.90     | 0.02%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11809 | PA      | $11509.99     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EH3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       776 | PA      | $756.03       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21684 | PA      | $22174.88     | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EGNK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21957 | PA      | $22013.01     | 0.02%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28586 | PA      | $28658.30     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EG6X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       661 | PA      | $692.94       | 0.00%             | 2039-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22701 | PA      | $22125.24     | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2381 | PA      | $2340.51      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138AJNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11938 | PA      | $11933.61     | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34244 | PA      | $33375.59     | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11400 | PA      | $11110.50     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A5BP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5084 | PA      | $4955.18      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37254 | PA      | $36309.36     | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28391 | PA      | $27671.39     | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A2GV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23111 | PA      | $22432.61     | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108277 | PA      | $105532.67    | 0.09%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2266 | PA      | $2361.47      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7655 | PA      | $8040.14      | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | FREDDIE MAC REMICS                              | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601279 | PA      | $93954.07     | 0.08%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                              | FREDDIE MAC REMICS                              | CUSIP: 3137AX6D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192772 | PA      | $10219.86     | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1261 | PA      | $1322.72      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1844 | PA      | $1962.10      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31371KKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2799 | PA      | $2957.25      | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31371K7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       773 | PA      | $787.32       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6635 | PA      | $6953.80      | 0.01%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1324 | PA      | $1390.27      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3882 | PA      | $4075.35      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2652 | PA      | $2735.19      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       553 | PA      | $580.34       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                      | FANNIE MAE POOL                                 | CUSIP: 31368HL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5038 | PA      | $5269.71      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KYWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536281 | PA      | $472510.51    | 0.41%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KYWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974431 | PA      | $827761.19    | 0.71%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315603 | PA      | $261672.24    | 0.22%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1772041 | PA      | $1526706.68   | 1.31%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KNGN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1413661 | PA      | $1166534.09   | 1.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KLZX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002828 | PA      | $828428.53    | 0.71%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192344 | PA      | $184351.10    | 0.16%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98180 | PA      | $96656.41     | 0.08%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133KGHP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462024 | PA      | $416490.32    | 0.36%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133AQP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476209 | PA      | $410467.68    | 0.35%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133AQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201016 | PA      | $172601.61    | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133APV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160497 | PA      | $137827.64    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133ANKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137516 | PA      | $987198.59    | 0.85%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133AMGK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110253 | PA      | $96170.61     | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133AM5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57191 | PA      | $49142.69     | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3133AKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50325 | PA      | $43243.07     | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26437 | PA      | $26532.48     | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31335AFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10232 | PA      | $10269.27     | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57557 | PA      | $52875.51     | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132JBBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90110 | PA      | $82781.23     | 0.07%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                           | FREDDIE MAC GOLD POOL                           | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54989 | PA      | $51927.81     | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132H7BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45172 | PA      | $42563.87     | 0.04%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43701 | PA      | $41181.00     | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12674 | PA      | $12366.44     | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3132GEUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32301 | PA      | $32418.21     | 0.03%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DWFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636872 | PA      | $545369.51    | 0.47%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3557053 | PA      | $3045407.26   | 2.61%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DWDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6869024 | PA      | $5663654.87   | 4.86%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643814 | PA      | $532070.81    | 0.46%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DV4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142140 | PA      | $135552.11    | 0.12%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DNXE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213279 | PA      | $201792.63    | 0.17%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DMCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123797 | PA      | $112171.64    | 0.10%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132DMB46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322174 | PA      | $303763.68    | 0.26%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132D6CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46883 | PA      | $46766.52     | 0.04%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132D6CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132689 | PA      | $129755.95    | 0.11%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132D6BQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400393 | PA      | $351106.58    | 0.30%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132ACS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38740 | PA      | $36060.25     | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132A9TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306894 | PA      | $293520.89    | 0.25%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132A9T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98713 | PA      | $95860.34     | 0.08%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132A8HM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73373 | PA      | $71968.78     | 0.06%             | 2031-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC POOL                                | CUSIP: 3132A8GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109542 | PA      | $105586.17    | 0.09%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31296TKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3917 | PA      | $4015.79      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31296QQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1170 | PA      | $1181.36      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312946PD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       853 | PA      | $856.01       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30325 | PA      | $29588.11     | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312945ZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49998 | PA      | $48783.39     | 0.04%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17733 | PA      | $17301.72     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312944TS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14985 | PA      | $14620.77     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55418 | PA      | $54072.18     | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1446 | PA      | $1410.78      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312944AG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5144 | PA      | $5019.18      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40950 | PA      | $39955.35     | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76862 | PA      | $74994.49     | 0.06%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312943CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       222 | PA      | $216.83       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       379 | PA      | $369.48       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1072 | PA      | $1050.78      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7935 | PA      | $7742.38      | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3494 | PA      | $3408.63      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3378 | PA      | $3448.87      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2227 | PA      | $2235.42      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11403 | PA      | $11674.28     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312940AM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2947 | PA      | $3017.21      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4423 | PA      | $4425.90      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3841 | PA      | $3844.21      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14397 | PA      | $14439.72     | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4902 | PA      | $4891.49      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8000 | PA      | $7546.06      | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34929 | PA      | $32946.58     | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4236 | PA      | $3997.62      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41457 | PA      | $39139.84     | 0.03%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6767 | PA      | $6389.98      | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11371 | PA      | $10729.99     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292LV77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38923 | PA      | $36756.33     | 0.03%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292LK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85876 | PA      | $81095.13     | 0.07%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 31292KYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9563 | PA      | $9979.05      | 0.01%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128S4LX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1727 | PA      | $1726.31      | 0.00%             | 2037-06-01      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       770 | PA      | $766.41       | 0.00%             | 2037-02-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128QLRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       598 | PA      | $604.90       | 0.00%             | 2036-01-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       742 | PA      | $740.45       | 0.00%             | 2036-12-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       722 | PA      | $705.79       | 0.00%             | 2036-11-01      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1021 | PA      | $1012.04      | 0.00%             | 2037-04-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       272 | PA      | $277.74       | 0.00%             | 2036-10-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6113 | PA      | $6014.21      | 0.01%             | 2034-11-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MMPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5963 | PA      | $5768.86      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211227 | PA      | $190683.70    | 0.16%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47721 | PA      | $45063.65     | 0.04%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34412 | PA      | $32496.81     | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21368 | PA      | $21439.95     | 0.02%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJFJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3184 | PA      | $3353.65      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5259 | PA      | $5559.55      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18096 | PA      | $19018.03     | 0.02%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MJAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1583 | PA      | $1663.18      | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56443 | PA      | $53505.07     | 0.05%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MDGE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7178 | PA      | $6945.22      | 0.01%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128MDGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12677 | PA      | $12268.89     | 0.01%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9303 | PA      | $9312.23      | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59395 | PA      | $54565.54     | 0.05%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M9LU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48278 | PA      | $44352.26     | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M8XW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23470 | PA      | $24026.21     | 0.02%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M8R48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3856 | PA      | $3761.91      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       153 | PA      | $149.19       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M8HG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5469 | PA      | $5336.26      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M8A95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3899 | PA      | $4043.27      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M7UU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5285 | PA      | $5302.08      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36098 | PA      | $36229.06     | 0.03%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27270 | PA      | $27354.26     | 0.02%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M7BK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14158 | PA      | $14871.22     | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2152 | PA      | $2261.43      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M75X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1048.53      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38976 | PA      | $39900.06     | 0.03%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13602 | PA      | $13924.97     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24428 | PA      | $24515.89     | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3500 | PA      | $3651.18      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1843 | PA      | $1936.44      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M6VF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9675 | PA      | $10166.62     | 0.01%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2097 | PA      | $2205.60      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $996.64       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5514 | PA      | $5795.04      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M4QG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27384 | PA      | $28511.42     | 0.02%             | 2037-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M4GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4198 | PA      | $4420.21      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128M4B77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1256 | PA      | $1322.54      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128LXKW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3536 | PA      | $3706.18      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       258 | PA      | $266.67       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128LXBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6794 | PA      | $7129.04      | 0.01%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20403 | PA      | $21061.21     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12151 | PA      | $12758.04     | 0.01%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       754 | PA      | $749.85       | 0.00%             | 2037-02-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       781 | PA      | $763.33       | 0.00%             | 2037-01-01      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC GOLD POOL                           | CUSIP: 3128FWAJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1245 | PA      | $1271.77      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                     | FREDDIE MAC NON GOLD POOL                       | CUSIP: 31288VHR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.55         | 0.00%             | 2023-08-01      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    985000 | PA      | $1005232.99   | 0.86%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3100000 | PA      | $3136765.94   | 2.69%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -310000 | PA      | $-309709.38   | -0.27%            | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240000 | PA      | $235059.37    | 0.20%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -317000 | PA      | $-310474.26   | -0.27%            | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -650000 | PA      | $-620419.92   | -0.53%            | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280000 | PA      | $267257.81    | 0.23%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -334000 | PA      | $-310045.94   | -0.27%            | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1653000 | PA      | $1534448.91   | 1.32%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -344000 | PA      | $-310657.75   | -0.27%            | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1348000 | PA      | $1217344.91   | 1.04%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1402000 | PA      | $1232007.51   | 1.06%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GINNIE MAE                                      | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1616000 | PA      | $1375115.00   | 1.18%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2640000 | PA      | $2699178.53   | 2.31%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2894000 | PA      | $2879530.00   | 2.47%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849000 | PA      | $826315.78    | 0.71%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707000 | PA      | $668529.25    | 0.57%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2937000 | PA      | $2688272.81   | 2.31%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3918000 | PA      | $3467233.55   | 2.97%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5156000 | PA      | $4410394.09   | 3.78%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336000 | PA      | $310431.05    | 0.27%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5942000 | PA      | $4894026.16   | 4.20%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512000 | PA      | $1360061.72   | 1.17%             | 2027-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                       | FANNIE MAE OR FREDDIE MAC                       | CUSIP: 01F0124C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2913000 | PA      | $2552914.52   | 2.19%             | 2035-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** T. ROWE PRICE MULTI-SECTOR ACCOUNT PORTFOLIOS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President