# EDGAR Filing Document

**Accession Number:** 0001722388
**File Stem:** 0001752724-23-045873
**Filing Date:** 2023-2
**Character Count:** 89275
**Document Hash:** a48a5a715b90ce11c850ab2c2c854360
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045873.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045873

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Impact Shares Trust I
- **CENTRAL INDEX KEY:** 0001722388
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23312
- **FILM NUMBER:** 23681453

**BUSINESS ADDRESS:**
- **STREET 1:** CORPORATION TRUST CENTER 1209 ORANGE ST
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19801
- **BUSINESS PHONE:** 4694428424

**MAIL ADDRESS:**
- **STREET 1:** CORPORATION TRUST CENTER 1209 ORANGE ST
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Impact Shares Funds I Trust
- **DATE OF NAME CHANGE:** 20171113

## Series and Classes Contracts Data

### Impact Shares Affordable Housing MBS ETF (Series ID: S000071211)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000226008 | Impact Shares Affordable Housing MBS ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Impact Shares Trust I

- **b. Investment Company Act file number:** 811-23312

- **c. CIK number of Registrant:** 0001722388

- **d. LEI of Registrant:** 00000000000000000000

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

  - **Street Address 1:** Corporation Trust Center 1209 Orange St

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19801

  - **Telephone number:** 4694428424

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

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

- **b. EDGAR series identifier (if any):** S000071211

- **c. LEI of Series:** 549300JKRU74I2V89639

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $102119338.77

**Total Liabilities:** $127705.75

**Net Assets:** $101991633.02

**Cash Not Reported:** $2857.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -232.44977876 | **1-Year:** -5300.83028077 | **5-Year:** -15241.96575369 | **10-Year:** -28532.63034250 | **30-Year:** -9410.61831855

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

- **3-Month:** -20.89946850 | **1-Year:** -360.12292978 | **5-Year:** -998.91043508 | **10-Year:** -1819.75402419 | **30-Year:** -527.09023858

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226008 | -0.79%               | 3.98%                | -1.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13163.53                | $-1094062.85                               |
| Month 2  | $-75273.84               | $3590389.22                                |
| Month 3  | $-213853.45              | $-1411890.53                               |

### Schedule of Portfolio Investments

| Name                                                                                           | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT7351                               | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2581659 | PA      | $2116596.22   | 2.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1031                               | CUSIP: 3140M2ED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756926 | PA      | $642554.66    | 0.63%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT9012                               | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    862314 | PA      | $736364.04    | 0.72%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS1374                               | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    237465 | PA      | $208719.20    | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT7259                               | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5442054 | PA      | $4453325.65   | 4.37%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM7599                               | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2402183 | PA      | $2210433.71   | 2.17%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD8209                              | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    119251 | PA      | $104750.71    | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE0367                              | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    635847 | PA      | $578720.94    | 0.57%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU5890                               | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1124052 | PA      | $953856.92    | 0.94%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4578                               | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363547 | PA      | $307979.92    | 0.30%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE0361                              | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    392540 | PA      | $346003.64    | 0.34%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC6906                              | CUSIP: 3133ARU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2501544 | PA      | $2050400.24   | 2.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR RA6694                              | CUSIP: 3133KNNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2716340 | PA      | $2211597.63   | 2.17%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF0540                              | CUSIP: 3133BMS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    487503 | PA      | $469249.03    | 0.46%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR RA7258                              | CUSIP: 3133KPB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    113735 | PA      | $103443.96    | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8057                              | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    665829 | PA      | $593899.23    | 0.58%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1618                              | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    560928 | PA      | $553820.97    | 0.54%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF5743                              | CUSIP: 3133BTLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314200 | PA      | $321489.85    | 0.32%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM7837                               | CUSIP: 3140XBV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    471588 | PA      | $415919.58    | 0.41%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BN0341                               | CUSIP: 3140JGLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    216166 | PA      | $216186.96    | 0.21%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU2299                               | CUSIP: 3140M3RV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    615789 | PA      | $501957.78    | 0.49%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4733                               | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    619866 | PA      | $596671.22    | 0.59%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM3039                               | CUSIP: 3140X6LV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219958 | PA      | $218481.60    | 0.21%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8114                              | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    437199 | PA      | $378720.20    | 0.37%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS1206                               | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267835 | PA      | $244524.43    | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1006                               | CUSIP: 3140M2DL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    843428 | PA      | $750978.51    | 0.74%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD0291                              | CUSIP: 3132DMKC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23476 | PA      | $23450.63     | 0.02%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8108                              | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2653380 | PA      | $2335048.48   | 2.29%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE1709                              | CUSIP: 3133BA3S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148290 | PA      | $139603.48    | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE1717                              | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    138245 | PA      | $122337.24    | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV4127                               | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173421 | PA      | $152928.64    | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BW6010                               | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253453 | PA      | $230493.49    | 0.23%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD1136                              | CUSIP: 3133AXHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    626375 | PA      | $532620.86    | 0.52%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1005                               | CUSIP: 3140M2DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    182959 | PA      | $155257.09    | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CB4917                               | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448254 | PA      | $449457.51    | 0.44%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV5521                               | CUSIP: 3140MKD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    715962 | PA      | $607172.98    | 0.60%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC8223                              | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1548075 | PA      | $1269823.51   | 1.25%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA7055                            | CUSIP: 36179VZU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    774492 | PA      | $735725.32    | 0.72%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM3664                               | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7222 | PA      | $6877.18      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CA6422                               | CUSIP: 3140QED41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118712 | PA      | $104485.87    | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM8138                               | CUSIP: 3140XCBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104973 | PA      | $102512.61    | 0.10%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BW0954                               | CUSIP: 3140MSBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    469893 | PA      | $452307.02    | 0.44%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BN3158                               | CUSIP: 3140JKQL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20808 | PA      | $20283.14     | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4804                               | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198230 | PA      | $185947.67    | 0.18%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8006                              | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    533517 | PA      | $500772.22    | 0.49%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV9871                               | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    360942 | PA      | $329360.93    | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR ZS4772                              | CUSIP: 3132A5JR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1358557 | PA      | $1292428.15   | 1.27%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8173                              | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    315610 | PA      | $267938.99    | 0.26%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX0445                               | CUSIP: 3140N4P76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    710114 | PA      | $712259.87    | 0.70%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC6098                              | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1878170 | PA      | $1539541.58   | 1.51%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF5328                              | CUSIP: 3133BS4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230692 | PA      | $232439.73    | 0.23%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BW6011                               | CUSIP: 3140MXVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    186071 | PA      | $174795.96    | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT7260                               | CUSIP: 3140LWB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1823720 | PA      | $1556075.37   | 1.53%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4701                               | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9693 | PA      | $9330.68      | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU9861                               | CUSIP: 3140MB5X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242453 | PA      | $197737.29    | 0.19%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF3782                              | CUSIP: 3133BRFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    635365 | PA      | $611574.86    | 0.60%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4737                               | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    387351 | PA      | $381994.35    | 0.37%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU7107                               | CUSIP: 3140M83R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55999 | PA      | $45642.26     | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX0443                               | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113112 | PA      | $108876.37    | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS2463                               | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325307 | PA      | $286393.31    | 0.28%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8286                              | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2450000 | PA      | $2298188.57   | 2.25%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA3695                               | CUSIP: 31418DC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299116 | PA      | $280743.46    | 0.28%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM4662                               | CUSIP: 3140X8FC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140227 | PA      | $128663.37    | 0.13%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BR9616                               | CUSIP: 3140L8VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57886 | PA      | $53034.13     | 0.05%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1536                              | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1068895 | PA      | $872245.38    | 0.86%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC6096                              | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1849185 | PA      | $1573691.07   | 1.54%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM7075                               | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11922 | PA      | $11367.69     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF3783                              | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    485147 | PA      | $493391.78    | 0.48%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV8523                               | CUSIP: 3140MNPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213985 | PA      | $201164.17    | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV5368                               | CUSIP: 3140MJ6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152652 | PA      | $139872.42    | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4441                               | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88444 | PA      | $76586.53     | 0.08%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT8102                               | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    246541 | PA      | $216614.80    | 0.21%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU3147                               | CUSIP: 3140M4P93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244413 | PA      | $199869.58    | 0.20%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD1137                              | CUSIP: 3133AXHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    661147 | PA      | $542153.10    | 0.53%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4028                               | CUSIP: 31418DPN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105230 | PA      | $100745.42    | 0.10%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA2612                               | CUSIP: 31418B3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    399212 | PA      | $384137.87    | 0.38%             | 2026-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QN7508                              | CUSIP: 3133GEKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1143477 | PA      | $1019856.13   | 1.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE1667                              | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    210445 | PA      | $185142.02    | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BM5090                               | CUSIP: 3140J9UQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101165 | PA      | $101436.43    | 0.10%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT7189                               | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1887278 | PA      | $1546058.91   | 1.52%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX4162                               | CUSIP: 3140N8TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    652055 | PA      | $643037.56    | 0.63%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CB2784                               | CUSIP: 3140QNCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277171 | PA      | $225934.30    | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU5889                               | CUSIP: 3140M7RK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1171029 | PA      | $959615.37    | 0.94%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD2417                              | CUSIP: 3133AYVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    352426 | PA      | $289577.63    | 0.28%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV5365                               | CUSIP: 3140MJ6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    577699 | PA      | $507276.72    | 0.50%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR ZT1251                              | CUSIP: 3132ADL89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50334 | PA      | $51091.92     | 0.05%             | 2023-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA6545                            | CUSIP: 36179VHW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    143150 | PA      | $144130.01    | 0.14%             | 2050-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8166                              | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    323140 | PA      | $263513.32    | 0.26%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV9945                               | CUSIP: 3140MQBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155055 | PA      | $141516.11    | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE2624                              | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    437344 | PA      | $397995.66    | 0.39%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD6358                              | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    168758 | PA      | $143816.48    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM4457                               | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    332571 | PA      | $312163.14    | 0.31%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA3932                               | CUSIP: 31418DLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    497419 | PA      | $478392.50    | 0.47%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8053                              | CUSIP: 3132DV5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    547223 | PA      | $533055.23    | 0.52%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF3780                              | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    120144 | PA      | $120640.03    | 0.12%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds: Government Portfolio; Institutional Class Shares | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUND Mutual Fund | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1582754 | NS      | $1582753.54   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF5326                              | CUSIP: 3133BS4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    363823 | PA      | $359976.49    | 0.35%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV3213                               | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1230655 | PA      | $1008477.77   | 0.99%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC6907                              | CUSIP: 3133ARU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    916044 | PA      | $781675.54    | 0.77%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV5366                               | CUSIP: 3140MJ6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145409 | PA      | $128395.88    | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX4161                               | CUSIP: 3140N8TT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229642 | PA      | $221043.36    | 0.22%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV3018                               | CUSIP: 3140MGK83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195307 | PA      | $166784.86    | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8287                              | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    875000 | PA      | $842235.63    | 0.83%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT8242                               | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102936 | PA      | $93632.30     | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8184                              | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    636041 | PA      | $620753.56    | 0.61%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM7387                               | CUSIP: 3140XBF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230454 | PA      | $220631.70    | 0.22%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT8101                               | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    180912 | PA      | $154095.61    | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX4662                               | CUSIP: 3140N9FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205000 | PA      | $202402.59    | 0.20%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU9863                               | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129979 | PA      | $111164.75    | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA7139                            | CUSIP: 36179V4Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11802 | PA      | $11235.48     | 0.01%             | 2051-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV2851                               | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1224140 | PA      | $1036718.20   | 1.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8225                              | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    478441 | PA      | $419884.06    | 0.41%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV8524                               | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200428 | PA      | $189088.62    | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1091                               | CUSIP: 3140M2F98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    744382 | PA      | $663922.67    | 0.65%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS1476                               | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466386 | PA      | $409558.66    | 0.40%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 CE6248                            | CUSIP: 3617VU5H6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1339822 | PA      | $1137748.14   | 1.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX0425                               | CUSIP: 3140N4PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159821 | PA      | $160910.17    | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX0008                               | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    773641 | PA      | $725702.73    | 0.71%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV8519                               | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209476 | PA      | $184642.46    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4026                               | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    553236 | PA      | $523017.02    | 0.51%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8206                              | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    287358 | PA      | $252328.07    | 0.25%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC9420                              | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    516361 | PA      | $424242.94    | 0.42%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV3214                               | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1308044 | PA      | $1118134.95   | 1.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM3663                               | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    375456 | PA      | $355944.76    | 0.35%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1004                               | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466152 | PA      | $382292.78    | 0.37%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4698                               | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    601577 | PA      | $528059.71    | 0.52%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1086                              | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    475705 | PA      | $433492.72    | 0.43%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS2849                               | CUSIP: 3140XJEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1016334 | PA      | $862764.89    | 0.85%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FS1278                               | CUSIP: 3140XGM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183616 | PA      | $172034.79    | 0.17%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CA6444                               | CUSIP: 3140QEES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466667 | PA      | $441887.89    | 0.43%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CA2575                               | CUSIP: 3140Q92H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    534746 | PA      | $523658.56    | 0.51%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1090                               | CUSIP: 3140M2F80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    422363 | PA      | $367354.10    | 0.36%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA6541                            | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2364161 | PA      | $2112944.96   | 2.07%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR RA7091                              | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2404486 | PA      | $2039115.67   | 2.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV4855                               | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    703084 | PA      | $596360.35    | 0.58%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA2239                               | CUSIP: 31418BPZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209876 | PA      | $205410.94    | 0.20%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT8307                               | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164693 | PA      | $154522.33    | 0.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4303                               | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    452040 | PA      | $403188.85    | 0.40%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4384                               | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    565817 | PA      | $519332.71    | 0.51%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA3738                               | CUSIP: 31418DEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185774 | PA      | $174375.86    | 0.17%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8172                              | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229205 | PA      | $186834.49    | 0.18%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CA4431                               | CUSIP: 3140QB4R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2128184 | PA      | $1953810.08   | 1.92%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU1092                               | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    358473 | PA      | $293252.32    | 0.29%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1532                              | CUSIP: 3132DNVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    412915 | PA      | $407204.79    | 0.40%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1131                              | CUSIP: 3132DNHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    189396 | PA      | $178692.31    | 0.18%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR RA3838                              | CUSIP: 3133KKHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2930731 | PA      | $2579954.31   | 2.53%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF5327                              | CUSIP: 3133BS4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    274500 | PA      | $264357.10    | 0.26%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF3781                              | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    135450 | PA      | $127309.20    | 0.12%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA7054                            | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1899831 | PA      | $1761494.90   | 1.73%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8187                              | CUSIP: 3132D6CY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    102955 | PA      | $96426.91     | 0.09%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8231                              | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115814 | PA      | $111486.31    | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA3415                               | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24938 | PA      | $23725.27     | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN CB3832                               | CUSIP: 3140QPHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    288580 | PA      | $254432.17    | 0.25%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8175                              | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    206276 | PA      | $187701.61    | 0.18%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE0369                              | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69710 | PA      | $64022.65     | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QF0536                              | CUSIP: 3133BMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    158925 | PA      | $149864.47    | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD8244                              | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    383147 | PA      | $359406.53    | 0.35%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR ZT1806                              | CUSIP: 3132AEAF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80066 | PA      | $80301.56     | 0.08%             | 2029-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM8612                               | CUSIP: 3140XCSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240873 | PA      | $236065.42    | 0.23%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM8502                               | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    541441 | PA      | $521136.26    | 0.51%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA6934                            | CUSIP: 36179VV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    144487 | PA      | $137597.32    | 0.13%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BT7190                               | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3263988 | PA      | $2778897.86   | 2.72%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SD1761                              | CUSIP: 3132DN5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1748460 | PA      | $1592122.62   | 1.56%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QN8332                              | CUSIP: 3133GFHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    666965 | PA      | $596163.68    | 0.58%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR ZN2863                              | CUSIP: 3131Y9FC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     85634 | PA      | $83673.10     | 0.08%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8119                              | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    890526 | PA      | $794261.42    | 0.78%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR ZM6127                              | CUSIP: 3131Y0YY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20226 | PA      | $19310.22     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC9422                              | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79559 | PA      | $67821.42     | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR SB8182                              | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    469870 | PA      | $440097.01    | 0.43%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4684                               | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    508918 | PA      | $489901.94    | 0.48%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GINNIE MAE II POOL G2 MA6477                            | CUSIP: 36179VFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    393231 | PA      | $385452.32    | 0.38%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN 890778                               | CUSIP: 31410LUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    528183 | PA      | $495267.43    | 0.49%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR RA7748                              | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    856869 | PA      | $752067.68    | 0.74%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BM5016                               | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17029 | PA      | $16290.84     | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QC8222                              | CUSIP: 3133ATD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    488734 | PA      | $416628.07    | 0.41%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM4486                               | CUSIP: 3140X76Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    109218 | PA      | $104550.85    | 0.10%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BX0446                               | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113898 | PA      | $115624.63    | 0.11%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV9873                               | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283993 | PA      | $267798.73    | 0.26%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU2995                               | CUSIP: 3140M4KH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96477 | PA      | $79293.09     | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD7058                              | CUSIP: 3133B4ZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9514 | PA      | $8353.09      | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4761                               | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    641094 | PA      | $632228.17    | 0.62%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QD2418                              | CUSIP: 3133AYVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    816173 | PA      | $692466.21    | 0.68%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN FM7940                               | CUSIP: 3140XBZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522554 | PA      | $498201.12    | 0.49%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE1715                              | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    544285 | PA      | $495261.48    | 0.49%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BU9860                               | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120109 | PA      | $98567.18     | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC POOL FR QE0366                              | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    390744 | PA      | $345025.34    | 0.34%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4437                               | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318716 | PA      | $259896.47    | 0.25%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN MA4467                               | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    426692 | PA      | $375301.07    | 0.37%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV9872                               | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    932326 | PA      | $874755.00    | 0.86%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE POOL FN BV8522                               | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289599 | PA      | $265819.42    | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Impact Shares Trust I

**Signature:** Ethan Powell

**Name of Signer:** Ethan Powell

**Title:** President