# EDGAR Filing Document

**Accession Number:** 0000870355
**File Stem:** 0002048251-26-004250
**Filing Date:** 2026-5
**Character Count:** 120634
**Document Hash:** f3b60bde7833d8fb03ae496d02b7ed86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004250.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002048251-26-004250

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06260
- **FILM NUMBER:** 261029204

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**CCM Affordable Housing MBS ETF**

*Schedule of Investments March 31, 2026 (Unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**  | **Value**  |
| **MORTGAGE-BACKED SECURITIES - 95.79%** | **MORTGAGE-BACKED SECURITIES - 95.79%** | **MORTGAGE-BACKED SECURITIES - 95.79%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Agency Mortgage-Backed Obligations - 95.79%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Agency Mortgage-Backed Obligations - 95.79%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Agency Mortgage-Backed Obligations - 95.79%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**FHLMC - 30.74%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/01/2053 | $140526 | $147756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/01/2053 | 246060 | 255788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/2053 | 165466 | 171645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/01/2055 | 79859 | 82693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/01/2055 | 618292 | 640629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/01/2055 | 174655 | 181954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2052 | 199870 | 204715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2053 | 76646 | 78616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2053 | 40251 | 41286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/01/2053 | 45075 | 45976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/01/2053 | 72677 | 74268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2053 | 229349 | 234251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/01/2053 | 84919 | 86737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/01/2054 | 67297 | 68869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2055 | 557564 | 569035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2055 | 208840 | 214941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2055 | 595085 | 609933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/01/2055 | 334542 | 345023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2056 | 339619 | 346896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2052 | 62095 | 63108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2053 | 115115 | 116837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2053 | 113888 | 114696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2053 | 148510 | 149982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2053 | 106323 | 107660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2053 | 165481 | 167353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2053 | 254209 | 256262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/2054 | 213508 | 214762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2055 | 550951 | 556416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2055 | 493196 | 499833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2055 | 224701 | 227895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2055 | 92109 | 92682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2055 | 448285 | 452463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2055 | 73939 | 74828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/01/2055 | 204730 | 206818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2055 | 129461 | 130269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/2055 | 492066 | 494886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2056 | 278143 | 279878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2056 | 800008 | 805065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2053 | 179356 | 178089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2053 | 166053 | 164740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2053 | 79725 | 79270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2053 | 241755 | 239631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2053 | 80094 | 79487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2054 | 78826 | 77934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2055 | 595387 | 590344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/01/2055 | 407273 | 404626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2055 | 289807 | 286681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2055 | 306886 | 302883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2055 | 287442 | 283693 |

---

**CCM Affordable Housing MBS ETF**

*Schedule of Investments March 31, 2026 (Unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount** | **Value**  |
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2056 | $353292 | $348683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/2056 | 280514 | 276845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/2053 | 86446 | 83621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/01/2053 | 104037 | 100816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/01/2054 | 230809 | 222835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/01/2056 | 357456 | 345033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/2056 | 404050 | 389958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2052 | 93178 | 88762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2052 | 146415 | 139253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/01/2052 | 128014 | 121649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/2052 | 585636 | 538942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/2052 | 45066 | 41714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2052 | 409085 | 376468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2052 | 731353 | 671503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/2052 | 111053 | 98188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2052 | 306701 | 272009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2052 | 311056 | 276581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2052 | 164177 | 145490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/2052 | 106542 | 94828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2052 | 5405292 | 4773353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2051 | 1496016 | 1275316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/2051 | 680769 | 577446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2051 | 58816 | 50318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2051 | 379171 | 324498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/01/2051 | 479783 | 409023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/2051 | 554011 | 472304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2052 | 124766 | 106174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/01/2051 | 1319756 | 1073929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/01/2051 | 2111726 | 1711278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 1127400 | 920051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 416434 | 340769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/01/2051 | 460520 | 375500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2051 | 326004 | 266920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/01/2052 | 1823376 | 1475954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**FNMA - 64.05%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50%, 12/01/2053 | 102699 | 109869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/01/2053 | 29976 | 31619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/01/2054 | 197593 | 209561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 02/01/2054 | 45119 | 47450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 05/01/2054 | 91753 | 96928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/01/2053 | 27268 | 28270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/01/2053 | 461095 | 479460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/2053 | 528544 | 550171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/01/2054 | 108740 | 112668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/01/2054 | 292352 | 302911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/01/2054 | 75359 | 78205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/01/2055 | 58947 | 61329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2052 | 84834 | 86671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2053 | 66025 | 67458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/01/2053 | 54394 | 55540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/2053 | 157884 | 161310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/01/2053 | 136034 | 139235 |

---

**CCM Affordable Housing MBS ETF**

*Schedule of Investments March 31, 2026 (Unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount** | **Value**  |
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2053 | $462221 | $473096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/01/2053 | 272212 | 279652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2054 | 764205 | 782184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2054 | 157711 | 161379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2054 | 261855 | 267115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2054 | 220867 | 226836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/01/2054 | 250384 | 258434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/01/2054 | 148231 | 151728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/2054 | 346470 | 353433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/01/2054 | 456122 | 466778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2055 | 681928 | 697789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2055 | 683326 | 701483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2055 | 203965 | 208701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2055 | 552474 | 566318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/01/2055 | 245933 | 251202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2055 | 131486 | 134959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/01/2055 | 280250 | 288479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/01/2055 | 144946 | 148091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/01/2056 | 387133 | 395397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2056 | 490402 | 501103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/2053 | 76765 | 77777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2053 | 86541 | 87487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2053 | 341163 | 345895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/01/2053 | 622625 | 628796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2053 | 555851 | 562314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/2053 | 571569 | 578214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/2054 | 208726 | 210217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2054 | 318638 | 321276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2054 | 192217 | 194260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/01/2054 | 80382 | 81116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2054 | 359615 | 363654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/01/2054 | 223534 | 225751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2055 | 568282 | 575075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2055 | 434399 | 439592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2055 | 241822 | 244539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2055 | 455231 | 459092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2055 | 110140 | 110771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/01/2055 | 679078 | 687239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/2055 | 146835 | 148353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2055 | 88785 | 89868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/2055 | 185455 | 186611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/01/2056 | 943457 | 949039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/2056 | 169600 | 170618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2052 | 150616 | 149904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2052 | 408835 | 406523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2053 | 164520 | 162914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2053 | 75287 | 74616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/01/2053 | 83657 | 82760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2053 | 396286 | 393097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2053 | 859806 | 852888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2053 | 2245129 | 2227065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2054 | 87617 | 86599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2054 | 105382 | 104065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2054 | 111610 | 110191 |

---

**CCM Affordable Housing MBS ETF**

*Schedule of Investments March 31, 2026 (Unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount** | **Value** |
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2054 | $474356 | $469630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2054 | 139571 | 137991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/01/2055 | 332642 | 329081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2055 | 147181 | 145590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2055 | 218342 | 216474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2055 | 341339 | 338410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2055 | 300852 | 296840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2055 | 229361 | 226302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2056 | 416137 | 410709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/2056 | 1345858 | 1327970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/01/2052 | 81271 | 78686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/01/2053 | 101892 | 98549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/2053 | 876764 | 848687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/2053 | 165475 | 160437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/2053 | 1107017 | 1071567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/2053 | 2758518 | 2669667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/2054 | 132899 | 128359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/2054 | 249053 | 240629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/2056 | 124491 | 120134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2049 | 22464 | 21636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2052 | 530870 | 502931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2052 | 199624 | 190641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2052 | 146132 | 139556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2052 | 164366 | 156270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2052 | 149020 | 141166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2052 | 139175 | 132056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2052 | 647616 | 613382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/2053 | 1555846 | 1472602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2053 | 1336628 | 1264975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2053 | 893900 | 845888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/2053 | 1962157 | 1856565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/01/2055 | 788999 | 745392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/2052 | 125005 | 115707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2052 | 226784 | 209508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2052 | 2053296 | 1885265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/2052 | 346068 | 320522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/2052 | 210807 | 193556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/2052 | 86869 | 79760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/2052 | 744699 | 683757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/01/2031 | 6563 | 6450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/01/2034 | 102329 | 98524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/2052 | 144168 | 128029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/2052 | 1174606 | 1040925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2052 | 497188 | 438474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/2052 | 106376 | 94586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/2052 | 209103 | 184831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/2052 | 195628 | 173477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2026 | 2866 | 2866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2031 | 50462 | 49463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2035 | 83492 | 79438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/01/2036 | 33895 | 32182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2051 | 2448405 | 2087203 |

---

**CCM Affordable Housing MBS ETF**

*Schedule of Investments March 31, 2026 (Unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/2051 | $613011 | $522837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/2051 | 1393908 | 1190813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/2051 | 581294 | 495365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/01/2051 | 135156 | 115587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/2051 | 804674 | 681797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/2051 | 1933221 | 1641279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/01/2052 | 104378 | 89337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2052 | 174146 | 148804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2052 | 997089 | 844211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/01/2052 | 566888 | 479677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2052 | 661156 | 559443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2052 | 166846 | 142592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/01/2052 | 345901 | 293558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/01/2051 | 1494869 | 1211918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/01/2051 | 4261254 | 3453189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 77493 | 63412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 2035666 | 1649641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 254616 | 207011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/01/2051 | 224796 | 182767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/01/2051 | 358063 | 293004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2051 | 646677 | 523913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/01/2051 | 912313 | 738673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/01/2052 | 92384 | 75666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/01/2052 | 195366 | 158635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/01/2052 | 1107569 | 895992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**GNMA - 1.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/20/2050 | 95037 | 96172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2050 | 138147 | 128850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/20/2051 | 908495 | 778301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL MORTGAGE-BACKED SECURITIES** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(Cost $101,553,420)** |  | 96172820 |
|  | **Shares** |  |
| **SHORT-TERM INVESTMENT - 5.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Money Market Fund - 5.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First American Government Obligations Fund Cl X, 3.58% (a) | 5018852 | 5018852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT-TERM INVESTMENT** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(Cost $5,018,852)** |  | 5018852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments (Cost $106,572,272) - 100.79%** |  | $101191672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Liabilities in Excess of Other Assets, Net - (0.79)%** |  | (789363) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS - 100.00%** |  | $100402309 |

---

(a) The
rate shown is the 7-day effective yield as of March 31, 2026.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Plantation

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33324

  - **Telephone number:** 8882208888

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $101577444.59

**Total Liabilities:** $1175135.92

**Net Assets:** $100402308.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -326.62470516 | **1-Year:** -5015.25153582 | **5-Year:** -14261.61464688 | **10-Year:** -28867.95684995 | **30-Year:** -8868.05423277

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

- **3-Month:** -3.17701120 | **1-Year:** -51.89234807 | **5-Year:** -159.76316134 | **10-Year:** -304.56954938 | **30-Year:** -77.94726017

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244087 | -1.78%               | 1.60%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3192.34                | $-2319174.08                               |
| Month 2  | $12374.26                | $1434871.91                                |
| Month 3  | $-35528.18               | $199916.98                                 |

### 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 DC1301                                  | CUSIP: 3140ANNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105382 | PA      | $104064.71    | 0.10%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH0480                                 | CUSIP: 3133CCQ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80094 | PA      | $79487.42     | 0.08%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7351                                  | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2035666 | PA      | $1649640.93   | 1.64%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3359                                 | CUSIP: 3133C3WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    104037 | PA      | $100816.09    | 0.10%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1031                                  | CUSIP: 3140M2ED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    581294 | PA      | $495365.05    | 0.49%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2792                                  | CUSIP: 3140ACC68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91753 | PA      | $96927.97     | 0.10%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT9012                                  | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    613011 | PA      | $522837.42    | 0.52%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB2400                                  | CUSIP: 3140QMU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1933221 | PA      | $1641279.09   | 1.63%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7746                                  | CUSIP: 3140QTTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    528544 | PA      | $550171.22    | 0.55%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7259                                  | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4261254 | PA      | $3453189.34   | 3.44%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD8209                                 | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111052 | PA      | $98187.80     | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX9385                                  | CUSIP: 3140NENB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76765 | PA      | $77777.35     | 0.08%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5152                                 | CUSIP: 3133CHWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    254209 | PA      | $256261.63    | 0.26%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0367                                 | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    585636 | PA      | $538941.58    | 0.54%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA8574                                  | CUSIP: 3140YWQ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157711 | PA      | $161379.05    | 0.16%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB2283                                  | CUSIP: 3140QMRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    646677 | PA      | $523912.58    | 0.52%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU5890                                  | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    804674 | PA      | $681797.13    | 0.68%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA2205                                 | CUSIP: 3142JQNX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    287442 | PA      | $283692.49    | 0.28%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6958                                  | CUSIP: 3140QSWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    893900 | PA      | $845887.94    | 0.84%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1489                                  | CUSIP: 3140A1UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136034 | PA      | $139234.59    | 0.14%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0361                                 | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    306701 | PA      | $272008.69    | 0.27%             | 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        |   2111726 | PA      | $1711277.96   | 1.70%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7592                                  | CUSIP: 3140QTNJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    571569 | PA      | $578214.40    | 0.58%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7230                                  | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    396286 | PA      | $393096.99    | 0.39%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5559                                  | CUSIP: 3140B6E92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203965 | PA      | $208700.56    | 0.21%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF5743                                 | CUSIP: 3133BTLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76646 | PA      | $78616.48     | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6271                                 | CUSIP: 31426Q6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    407273 | PA      | $404626.12    | 0.40%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0436                                 | CUSIP: 3133C0PV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45075 | PA      | $45976.45     | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD6403                                  | CUSIP: 3140B7DH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245933 | PA      | $251202.08    | 0.25%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5893                                  | CUSIP: 3140B6RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    552474 | PA      | $566317.80    | 0.56%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7613                                  | CUSIP: 3140QTN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2245129 | PA      | $2227064.66   | 2.22%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR SD8108                                 | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 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        |     93178 | PA      | $88761.85     | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9710                                  | CUSIP: 3140QVYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    249053 | PA      | $240629.45    | 0.24%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1717                                 | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106542 | PA      | $94827.64     | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD1888                                  | CUSIP: 3140B2C28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    434399 | PA      | $439591.91    | 0.44%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8509                                  | CUSIP: 3140B9N39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131486 | PA      | $134959.22    | 0.13%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5153                                 | CUSIP: 3133CHWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229349 | PA      | $234251.30    | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV4127                                  | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144168 | PA      | $128029.10    | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC4910                                  | CUSIP: 3140ASN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223534 | PA      | $225751.01    | 0.22%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG5437                                 | CUSIP: 3133C6BE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72677 | PA      | $74267.90     | 0.07%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BW6010                                  | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210807 | PA      | $193556.05    | 0.19%             | 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        |    479783 | PA      | $409023.15    | 0.41%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC1339                                  | CUSIP: 3140ANPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346470 | PA      | $353433.38    | 0.35%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1005                                  | CUSIP: 3140M2DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135156 | PA      | $115586.67    | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9120                                 | CUSIP: 31426GD28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224701 | PA      | $227895.22    | 0.23%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DE9430                                  | CUSIP: 3140BNPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88785 | PA      | $89867.80     | 0.09%             | 2055-09-01      | 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        |    661156 | PA      | $559443.03    | 0.56%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4980                                  | CUSIP: 3140A5RA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461095 | PA      | $479459.68    | 0.48%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC8223                                 | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1127400 | PA      | $920051.07    | 0.92%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX0517                                 | CUSIP: 31425USF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    213508 | PA      | $214762.29    | 0.21%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX8790                                 | CUSIP: 31426FXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     92109 | PA      | $92681.50     | 0.09%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB8714                                  | CUSIP: 3140AJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148231 | PA      | $151727.62    | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5136                                  | CUSIP: 3140A5V62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    764205 | PA      | $782184.22    | 0.78%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB6592                                  | CUSIP: 3140AGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    292352 | PA      | $302910.96    | 0.30%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC1357                                  | CUSIP: 3140ANQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75359 | PA      | $78205.26     | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1806                                  | CUSIP: 3140NJAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86541 | PA      | $87486.64     | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QJ3298                                 | CUSIP: 3133CTUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78826 | PA      | $77933.63     | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV9871                                  | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226784 | PA      | $209507.72    | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX4040                                 | CUSIP: 31425YP27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    550951 | PA      | $556415.49    | 0.55%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG1592                                  | CUSIP: 3140U4XW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    387133 | PA      | $395397.33    | 0.39%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3332                                 | CUSIP: 3133C3VZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241755 | PA      | $239631.34    | 0.24%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA2199                                 | CUSIP: 3142JQNR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    492066 | PA      | $494886.29    | 0.49%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6098                                 | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1319756 | PA      | $1073928.75   | 1.07%             | 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        |    115115 | PA      | $116836.83    | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD0841                                  | CUSIP: 3140B05B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    681928 | PA      | $697789.38    | 0.69%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9119                                  | CUSIP: 3140QVDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359615 | PA      | $363654.00    | 0.36%             | 2054-09-01      | 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        |    139175 | PA      | $132055.49    | 0.13%             | 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        |   1393908 | PA      | $1190813.48   | 1.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG5567                                  | CUSIP: 3140U9FH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124491 | PA      | $120134.46    | 0.12%             | 2056-03-01      | 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        |    195366 | PA      | $158634.52    | 0.16%             | 2052-01-01      | 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        |     81271 | PA      | $78686.06     | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2785                                  | CUSIP: 3140ACCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318638 | PA      | $321276.23    | 0.32%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM4662                                  | CUSIP: 3140X8FC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83492 | PA      | $79438.47     | 0.08%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DF0270                                  | CUSIP: 3140BQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58947 | PA      | $61328.56     | 0.06%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BR9616                                  | CUSIP: 3140L8VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33895 | PA      | $32182.45     | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3061                                  | CUSIP: 3140QNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1174606 | PA      | $1040925.40   | 1.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY9432                                 | CUSIP: 31426UPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    174655 | PA      | $181954.36    | 0.18%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC6096                                 | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1496016 | PA      | $1275315.96   | 1.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3783                                 | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    199870 | PA      | $204714.77    | 0.20%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD3898                                  | CUSIP: 3140B4KL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    683326 | PA      | $701483.01    | 0.70%             | 2055-02-01      | 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        |    164366 | PA      | $156269.67    | 0.16%             | 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        |    125005 | PA      | $115707.06    | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8102                                  | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209103 | PA      | $184830.54    | 0.18%             | 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        |    224796 | PA      | $182767.13    | 0.18%             | 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        |    460520 | PA      | $375500.37    | 0.37%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC9745                                  | CUSIP: 3140AXZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    332642 | PA      | $329080.72    | 0.33%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA2612                                  | CUSIP: 31418B3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2866 | PA      | $2866.21      | 0.00%             | 2026-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA8576                                  | CUSIP: 3140YWQ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45119 | PA      | $47450.09     | 0.05%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC9764                                  | CUSIP: 3140AXZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    568282 | PA      | $575074.73    | 0.57%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1667                                 | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    164177 | PA      | $145490.03    | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC7885                                  | CUSIP: 3140AVXP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111610 | PA      | $110191.20    | 0.11%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1805                                  | CUSIP: 3140NJAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83657 | PA      | $82760.16     | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2784                                  | CUSIP: 3140ACCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87617 | PA      | $86598.87     | 0.09%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7189                                  | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1494869 | PA      | $1211918.10   | 1.21%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY0168                                  | CUSIP: 3140NGFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101892 | PA      | $98548.72     | 0.10%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX4162                                  | CUSIP: 3140N8TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    408835 | PA      | $406523.12    | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU5889                                  | CUSIP: 3140M7RK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    912313 | PA      | $738673.03    | 0.74%             | 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        |    326004 | PA      | $266919.91    | 0.27%             | 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        |    497188 | PA      | $438473.63    | 0.44%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8492                                  | CUSIP: 3140B9NJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    679078 | PA      | $687239.37    | 0.68%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD5892                                  | CUSIP: 3140B6RN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110140 | PA      | $110771.18    | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6626                                  | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1336628 | PA      | $1264975.05   | 1.26%             | 2053-07-01      | Fixed         | 4.00%                 | 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        |     95037 | PA      | $96171.67     | 0.10%             | 2050-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB8426                                  | CUSIP: 3140QULG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    220867 | PA      | $226836.37    | 0.23%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA8988                                 | CUSIP: 3142JX7A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    280514 | PA      | $276845.07    | 0.28%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB6583                                  | CUSIP: 3140AGJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192217 | PA      | $194259.87    | 0.19%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH0481                                 | CUSIP: 3133CCRA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165481 | PA      | $167353.25    | 0.17%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1807                                  | CUSIP: 3140NJAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54394 | PA      | $55540.36     | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DF3715                                  | CUSIP: 3140BUDV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185455 | PA      | $186611.25    | 0.19%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE2624                                 | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    409085 | PA      | $376467.80    | 0.37%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY9433                                 | CUSIP: 31426UPT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    204730 | PA      | $206817.99    | 0.21%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD6358                                 | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124766 | PA      | $106174.04    | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DF9038                                  | CUSIP: 3140U1BG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229361 | PA      | $226302.37    | 0.23%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2791                                  | CUSIP: 3140ACC50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108740 | PA      | $112667.74    | 0.11%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3780                                 | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     62095 | PA      | $63108.15     | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV3213                                  | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1107569 | PA      | $895992.27    | 0.89%             | 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        |    680769 | PA      | $577446.29    | 0.58%             | 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        |    106376 | PA      | $94585.83     | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV3018                                  | CUSIP: 3140MGK83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174146 | PA      | $148804.36    | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8242                                  | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86869 | PA      | $79760.30     | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR RA6649                                 | CUSIP: 3133KNL68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1823376 | PA      | $1475954.14   | 1.47%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD4282                                  | CUSIP: 3140B4XL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    455231 | PA      | $459091.50    | 0.46%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3606                                  | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2053296 | PA      | $1885265.39   | 1.88%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX6155                                  | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164520 | PA      | $162914.45    | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8101                                  | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166846 | PA      | $142592.24    | 0.14%             | 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        |    150616 | PA      | $149903.83    | 0.15%             | 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        |    104378 | PA      | $89337.17     | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QJ0983                                 | CUSIP: 3133CRCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67297 | PA      | $68869.25     | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8524                                  | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146132 | PA      | $139556.35    | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |    908495 | PA      | $778300.59    | 0.78%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0008                                  | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    647616 | PA      | $613382.11    | 0.61%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX0540                                 | CUSIP: 31425US63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230809 | PA      | $222834.77    | 0.22%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QZ9114                                 | CUSIP: 31427KDU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    306886 | PA      | $302882.83    | 0.30%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY0169                                  | CUSIP: 3140NGFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75287 | PA      | $74616.03     | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8519                                  | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195628 | PA      | $173476.76    | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7459                                  | CUSIP: 3140QTJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    859806 | PA      | $852887.60    | 0.85%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DF3692                                  | CUSIP: 3140BUC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300852 | PA      | $296839.92    | 0.30%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB0789                                  | CUSIP: 3140A92X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208726 | PA      | $210216.70    | 0.21%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7018                                  | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1962157 | PA      | $1856565.40   | 1.85%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC9420                                 | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    416434 | PA      | $340768.62    | 0.34%             | 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        |    997089 | PA      | $844211.09    | 0.84%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC6985                                  | CUSIP: 3140AUXP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132899 | PA      | $128359.09    | 0.13%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0421                                 | CUSIP: 3133C0PE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79725 | PA      | $79269.91     | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0437                                 | CUSIP: 3133C0PW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    113888 | PA      | $114695.48    | 0.11%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1004                                  | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    358063 | PA      | $293003.67    | 0.29%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX6157                                  | CUSIP: 3140NAZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66025 | PA      | $67458.26     | 0.07%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5139                                  | CUSIP: 3140A5V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102699 | PA      | $109868.51    | 0.11%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5154                                 | CUSIP: 3133CHWP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    246060 | PA      | $255787.64    | 0.25%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG5568                                  | CUSIP: 3140U9FJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1345858 | PA      | $1327970.31   | 1.32%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3798                                  | CUSIP: 3140QPGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    744699 | PA      | $683756.58    | 0.68%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6627                                  | CUSIP: 3140QSLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1107017 | PA      | $1071566.51   | 1.07%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7456                                  | CUSIP: 3140QTJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    555851 | PA      | $562313.78    | 0.56%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9895                                 | CUSIP: 31426G7H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79859 | PA      | $82693.25     | 0.08%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY9983                                  | CUSIP: 3140NTCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157884 | PA      | $161310.34    | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD8474                                  | CUSIP: 3140B9MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    341339 | PA      | $338409.63    | 0.34%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9332                                 | CUSIP: 31426GLN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493196 | PA      | $499832.55    | 0.50%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB3721                                  | CUSIP: 3140ADD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    250384 | PA      | $258433.71    | 0.26%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV4855                                  | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    566888 | PA      | $479676.78    | 0.48%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6313                                 | CUSIP: 31426RAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    618292 | PA      | $640629.39    | 0.64%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX9121                                 | CUSIP: 31426GD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    208840 | PA      | $214941.47    | 0.21%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA5138                                  | CUSIP: 3140A5V88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197593 | PA      | $209561.46    | 0.21%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD1887                                  | CUSIP: 3140B2CZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    474356 | PA      | $469629.89    | 0.47%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT8307                                  | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149020 | PA      | $141165.51    | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9911                                  | CUSIP: 3140QWAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    218342 | PA      | $216473.91    | 0.22%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA3738                                  | CUSIP: 31418DEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102329 | PA      | $98523.63     | 0.10%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4979                                  | CUSIP: 3140A5Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    462221 | PA      | $473096.06    | 0.47%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6591                                  | CUSIP: 3140QSKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    876764 | PA      | $848687.11    | 0.85%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7019                                  | CUSIP: 3140QSYR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2758518 | PA      | $2669666.73   | 2.66%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DF5624                                  | CUSIP: 3140BWHA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144946 | PA      | $148091.44    | 0.15%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BO1316                                  | CUSIP: 3140JVPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22464 | PA      | $21636.33     | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU1092                                  | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254616 | PA      | $207011.42    | 0.21%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3788                                 | CUSIP: 31426NF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448285 | PA      | $452462.71    | 0.45%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY9982                                  | CUSIP: 3140NTCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    341163 | PA      | $345895.41    | 0.34%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA8991                                 | CUSIP: 3142JX7D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    800008 | PA      | $805065.41    | 0.80%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF3781                                 | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128014 | PA      | $121648.56    | 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        |    138147 | PA      | $128850.04    | 0.13%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG1553                                  | CUSIP: 3140U4WP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    416137 | PA      | $410709.02    | 0.41%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QX8840                                 | CUSIP: 31426FZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    557564 | PA      | $569034.84    | 0.57%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB7612                                  | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272212 | PA      | $279652.35    | 0.28%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB2786                                  | CUSIP: 3140ACCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261855 | PA      | $267115.43    | 0.27%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                        | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X CLASS X | CUSIP: 31846V336<br>LEI: N/A                  | Long             | STIV             |  | US        |   5018852 | PA      | $5018852.25   | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0424                                 | CUSIP: 3133C0PH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    166053 | PA      | $164739.78    | 0.16%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG0426                                 | CUSIP: 3133C0PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86446 | PA      | $83621.07     | 0.08%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA5453                                 | CUSIP: 3142JUBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    353292 | PA      | $348683.17    | 0.35%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0369                                 | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45066 | PA      | $41714.16     | 0.04%             | 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        |    146415 | PA      | $139253.27    | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN FM8502                                  | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50462 | PA      | $49462.63     | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DE1158                                  | CUSIP: 3140BDJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280250 | PA      | $288478.57    | 0.29%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BT7190                                  | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2448404 | PA      | $2087203.20   | 2.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF7079                                 | CUSIP: 3133BU2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40251 | PA      | $41285.49     | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN MA5583                                  | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    788999 | PA      | $745391.77    | 0.74%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH5155                                 | CUSIP: 3133CHWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    140526 | PA      | $147756.48    | 0.15%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY9430                                 | CUSIP: 31426UPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    289807 | PA      | $286680.58    | 0.29%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QF7077                                 | CUSIP: 3133BU2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    179356 | PA      | $178088.66    | 0.18%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC9422                                 | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58816 | PA      | $50317.62     | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH7527                                 | CUSIP: 3133CLLG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84919 | PA      | $86736.79     | 0.09%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC7000                                  | CUSIP: 3140AUX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139571 | PA      | $137991.40    | 0.14%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG5427                                 | CUSIP: 3133C6A41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106323 | PA      | $107660.31    | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB3049                                  | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    345901 | PA      | $293557.82    | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB6590                                  | CUSIP: 3140QSKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1555846 | PA      | $1472602.26   | 1.47%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA4981                                  | CUSIP: 3140A5RB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29976 | PA      | $31619.06     | 0.03%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3776                                 | CUSIP: 31426NFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    595085 | PA      | $609932.99    | 0.61%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG1573                                  | CUSIP: 3140U4XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    943457 | PA      | $949038.74    | 0.95%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6274                                 | CUSIP: 31426Q6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73939 | PA      | $74827.50     | 0.07%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DB8695                                  | CUSIP: 3140AJUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80382 | PA      | $81116.12     | 0.08%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR RA7748                                 | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5405292 | PA      | $4773353.40   | 4.75%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DC4922                                  | CUSIP: 3140ASPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456122 | PA      | $466778.25    | 0.46%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DD4264                                  | CUSIP: 3140B4W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147181 | PA      | $145589.98    | 0.15%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA8990                                 | CUSIP: 3142JX7C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    404050 | PA      | $389957.95    | 0.39%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BM5016                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6563 | PA      | $6449.96      | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG5569                                  | CUSIP: 3140U9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169600 | PA      | $170617.73    | 0.17%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN CB9912                                  | CUSIP: 3140QWAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241822 | PA      | $244538.58    | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QC8222                                 | CUSIP: 3133ATD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    379171 | PA      | $324498.22    | 0.32%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA5440                                 | CUSIP: 3142JUBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    339619 | PA      | $346896.25    | 0.35%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QH7532                                 | CUSIP: 3133CLLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165466 | PA      | $171644.66    | 0.17%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BX0446                                  | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84834 | PA      | $86670.50     | 0.09%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DG5570                                  | CUSIP: 3140U9FL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    490402 | PA      | $501103.07    | 0.50%             | 2056-03-01      | 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        |    199624 | PA      | $190640.89    | 0.19%             | 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        |     77493 | PA      | $63412.23     | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY3815                                 | CUSIP: 31426NGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    595387 | PA      | $590344.02    | 0.59%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QD2418                                 | CUSIP: 3133AYVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    554011 | PA      | $472303.75    | 0.47%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA5419                                 | CUSIP: 3142JUAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    357456 | PA      | $345033.29    | 0.34%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE1715                                 | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    731353 | PA      | $671503.45    | 0.67%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QY6320                                 | CUSIP: 31426RAW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    334542 | PA      | $345022.98    | 0.34%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BU9860                                  | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92384 | PA      | $75665.61     | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1488                                  | CUSIP: 3140A1UN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    622625 | PA      | $628796.21    | 0.63%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QE0366                                 | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    311056 | PA      | $276581.15    | 0.28%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR TA5430                                 | CUSIP: 3142JUA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    278143 | PA      | $279877.99    | 0.28%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DE1131                                  | CUSIP: 3140BDHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146835 | PA      | $148352.71    | 0.15%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV9872                                  | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    530870 | PA      | $502930.99    | 0.50%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QG3342                                 | CUSIP: 3133C3WB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148510 | PA      | $149982.43    | 0.15%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BY1804                                  | CUSIP: 3140NJAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    165475 | PA      | $160436.93    | 0.16%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN BV8522                                  | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346068 | PA      | $320521.65    | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | FREDDIE MAC POOL FR QZ9121                                 | CUSIP: 31427KD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129461 | PA      | $130268.64    | 0.13%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association      | FANNIE MAE POOL FN DA1490                                  | CUSIP: 3140A1UQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27268 | PA      | $28270.31     | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Quaker Investment Trust

**Signature:** Alexander Alario

**Name of Signer:** Alexander Alario

**Title:** Portfolio Manager