# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0000940400-26-020488
**Filing Date:** 2026-5
**Character Count:** 387215
**Document Hash:** d415e68005a36f1c4620478ef74d563c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020488.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBC FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001272950

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 261007712

**BUSINESS ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401
- **BUSINESS PHONE:** 612-380-1198

**MAIL ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAMARACK FUNDS TRUST
- **DATE OF NAME CHANGE:** 20031212

## Series and Classes Contracts Data

### RBC BlueBay Access Capital Community Investment Fund (Series ID: S000022825)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000066097 | Class I      | ACCSX           |
| C000074294 | Class A      | ACASX           |
| C000210802 | Class IS     | ACATX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RBC Funds Trust

- **b. Investment Company Act file number:** 811-21475

- **c. CIK number of Registrant:** 0001272950

- **d. LEI of Registrant:** 549300456VUEP58RCU35

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

  - **Street Address 1:** 250 Nicollet Mall

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55401

  - **Telephone number:** 612-376-7000

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

- **a. Name of Series:** RBC BlueBay Access Capital Community Investment Fund

- **b. EDGAR series identifier (if any):** S000022825

- **c. LEI of Series:** 549300UMF0TWTS8M4T52

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $789033136.36

**Total Liabilities:** $79553219.16

**Net Assets:** $709479917.20

**Delayed Delivery Securities:** $1988734.08

**Stand-by Commitments:** $74991272.91

**Cash Not Reported:** $1352862.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 69.25000000 | **1-Year:** 39256.96000000 | **5-Year:** 106677.78000000 | **10-Year:** 181815.94000000 | **30-Year:** 49527.49000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074294 | 0.41%                | 1.56%                | -1.73%               |
| Class ID C000066097 | 0.57%                | 1.46%                | -1.70%               |
| Class ID C000210802 | 0.45%                | 1.59%                | -1.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13265.27               | $1199693.99                                |
| Month 2  | $97246.11                | $8648796.69                                |
| Month 3  | $-21746.72               | $-14446960.98                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Securitized Index

- **Index Identifier:** ULBF5582

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200734 | PA      | $1593.27      | 0.00%             | 2032-04-23      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AP7483                                              | CUSIP: 3138MBJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108304 | PA      | $102700.13    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0688                                              | CUSIP: 3140QKXS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1562235 | PA      | $1326583.99   | 0.19%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ3611                                              | CUSIP: 3142GUAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3128087 | PA      | $3156530.50   | 0.44%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1383                                              | CUSIP: 3133KGRC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249688 | PA      | $1113871.05   | 0.16%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5070                                              | CUSIP: 31329NT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837479 | PA      | $780344.85    | 0.11%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2440                                              | CUSIP: 3140Q9WA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198939 | PA      | $189883.42    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8445                                              | CUSIP: 3140QUL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605662 | PA      | $633565.78    | 0.09%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7376                                              | CUSIP: 3140QTFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2428097 | PA      | $2494467.39   | 0.35%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1060                                              | CUSIP: 3140QLFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119045 | PA      | $907621.49    | 0.13%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522268                                             | CUSIP: 83165AW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13385 | PA      | $13621.64     | 0.00%             | 2029-01-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCMFH 1.38 05/01/2027                              | CUSIP: 64972EUC1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    160000 | PA      | $155889.86    | 0.02%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6208                                              | CUSIP: 3140QR3S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485457 | PA      | $490921.17    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BQ4493                                              | CUSIP: 3140KP7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447702 | PA      | $346326.65    | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3557                                              | CUSIP: 3140QA5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147242 | PA      | $136953.71    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-14 AB                                         | CUSIP: 38379RDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     68903 | PA      | $67431.55     | 0.01%             | 2042-08-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD9614                                              | CUSIP: 31418XVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262692 | PA      | $262172.68    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI0543                                              | CUSIP: 3131WCS82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47823 | PA      | $48073.04     | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5549                                              | CUSIP: 3140QREX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1749499 | PA      | $1793329.35   | 0.25%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    531055 | PA      | $11571.95     | 0.00%             | 2032-05-04      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3679                                              | CUSIP: 3133KKCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371901 | PA      | $1932064.71   | 0.27%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2152                                              | CUSIP: 3140Y8MA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228507 | PA      | $1218134.24   | 0.17%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522396                                             | CUSIP: 83165A3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57320 | PA      | $57860.79     | 0.01%             | 2029-06-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN8121                                              | CUSIP: 3138LMAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1457784 | PA      | $1313490.30   | 0.19%             | 2035-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522625                                             | CUSIP: 83165BD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    764777 | PA      | $815731.17    | 0.11%             | 2045-12-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530867                                             | CUSIP: 8316A06D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    660727 | PA      | $753380.81    | 0.11%             | 2035-07-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA7259                                              | CUSIP: 3140QFB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093276 | PA      | $931043.31    | 0.13%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AK6446                                              | CUSIP: 36183QET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155038 | PA      | $140218.89    | 0.02%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AA0645                                              | CUSIP: 31416HWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114731 | PA      | $114552.71    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 759298                                              | CUSIP: 36230UKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116315 | PA      | $111501.28    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1418                                              | CUSIP: 3140Q8SG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160939 | PA      | $153613.79    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR1115                                              | CUSIP: 3140KYGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259666 | PA      | $220973.04    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ6955                                              | CUSIP: 3131WXWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45573 | PA      | $46792.78     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2797                                              | CUSIP: 3140QNDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4899728 | PA      | $4334374.51   | 0.61%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US SMALL BUSINESS ADMINISTRATION (THE)           | SBA 509835                                             | CUSIP: 83164L4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224984 | PA      | $224103.06    | 0.03%             | 2041-09-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3628                                              | CUSIP: 3140QBA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331116 | PA      | $306859.55    | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BC0802                                              | CUSIP: 3140EU3L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232490 | PA      | $217327.23    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258251                                              | CUSIP: 31371PZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58474 | PA      | $60425.68     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0496                                              | CUSIP: 3140Y6RS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2307782 | PA      | $2376678.77   | 0.33%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH2980                                              | CUSIP: 3138A4J22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185673 | PA      | $181375.67    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AK6718                                              | CUSIP: 3138EBPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141678 | PA      | $134341.05    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 738845                                              | CUSIP: 3620ASZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126110 | PA      | $119396.52    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9913                                              | CUSIP: 3140QWAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3122346 | PA      | $3156492.07   | 0.44%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6263                                              | CUSIP: 3140QD5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983640 | PA      | $838591.92    | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0625                                              | CUSIP: 3140Y6VT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1701812 | PA      | $1744247.76   | 0.25%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2515                                              | CUSIP: 3140QMYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577847 | PA      | $1336413.96   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH5656                                              | CUSIP: 3138A7JA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431240 | PA      | $421260.50    | 0.06%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AJ0651                                              | CUSIP: 3138ARWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145142 | PA      | $141305.65    | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE5862                                              | CUSIP: 31419GQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104577 | PA      | $102156.51    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530757                                             | CUSIP: 8316A0ZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    562732 | PA      | $620324.91    | 0.09%             | 2035-02-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530089                                             | CUSIP: 8316A0C32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138017 | PA      | $146819.35    | 0.02%             | 2047-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7676                                              | CUSIP: 3138WHQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871034 | PA      | $785889.20    | 0.11%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522327                                             | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52236 | PA      | $54167.61     | 0.01%             | 2029-05-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AB2841                                              | CUSIP: 36178NEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492166 | PA      | $453634.11    | 0.06%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522356                                             | CUSIP: 83165AZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87500 | PA      | $88910.70     | 0.01%             | 2029-02-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fresb Mortgage Trust                             | FRESB 2020-SB81 A10H                                   | CUSIP: 30317QAG2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1286142 | PA      | $1133418.34   | 0.16%             | 2040-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510137                                             | CUSIP: 83164MHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10852 | PA      | $11027.78     | 0.00%             | 2028-02-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1979                                              | CUSIP: 3133KHFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349409 | PA      | $311387.65    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN7154                                              | CUSIP: 3138LK5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838631 | PA      | $789702.49    | 0.11%             | 2032-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0536                                              | CUSIP: 3140Q7S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147119 | PA      | $137082.33    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7223                                              | CUSIP: 3140QTAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995756 | PA      | $1023706.75   | 0.14%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 777621                                              | CUSIP: 31404S4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231964 | PA      | $235957.28    | 0.03%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4195                                              | CUSIP: 3133KKUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6409836 | PA      | $5216742.57   | 0.74%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5975                                              | CUSIP: 3142GWT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2842780 | PA      | $2878812.50   | 0.41%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI0238                                              | CUSIP: 3131WCHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47813 | PA      | $48635.66     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE5806                                              | CUSIP: 31419GNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78699 | PA      | $78543.67     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1524                                              | CUSIP: 3131WDVR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78698 | PA      | $80807.65     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 755679                                              | CUSIP: 31403RQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24767 | PA      | $25634.99     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-171 DA                                        | CUSIP: 38379K6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    262387 | PA      | $236280.24    | 0.03%             | 2046-03-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4966                                              | CUSIP: 3140QQQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2382903 | PA      | $2417494.93   | 0.34%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1132                                              | CUSIP: 3140Q8HJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266320 | PA      | $247802.91    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI2332                                              | CUSIP: 3131WESV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56557 | PA      | $57520.93     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 986957                                              | CUSIP: 31415RME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94074 | PA      | $97444.12     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0799                                              | CUSIP: 3140Y63H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228235 | PA      | $1243216.58   | 0.18%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH6768                                              | CUSIP: 3138A8QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370129 | PA      | $360318.00    | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 724629                                              | CUSIP: 3620ABA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213073 | PA      | $217055.83    | 0.03%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 723067                                              | CUSIP: 31402AJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90434 | PA      | $92863.61     | 0.01%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1493                                              | CUSIP: 3131WDUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97828 | PA      | $100450.13    | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0245                                              | CUSIP: 3140QKHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264860 | PA      | $224990.17    | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AQ7193                                              | CUSIP: 3138MN7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493411 | PA      | $467247.97    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6953                                              | CUSIP: 3140QSWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546623 | PA      | $1564029.83   | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4872                                              | CUSIP: 3133KLMV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1832416 | PA      | $1557147.37   | 0.22%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QE9026                                              | CUSIP: 3133BKA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461349 | PA      | $457856.63    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 540110                                             | CUSIP: 8316A8DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71194 | PA      | $77479.02     | 0.01%             | 2033-07-25      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FG Q63813                                              | CUSIP: 3132VQGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182276 | PA      | $169688.31    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 644437                                              | CUSIP: 31390E4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21306 | PA      | $22302.45     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4357                                              | CUSIP: 3133KKZW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795414 | PA      | $647081.68    | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6826                                              | CUSIP: 3140QSSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216561 | PA      | $219785.79    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8284                                              | CUSIP: 3140QUF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043359 | PA      | $1052886.93   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3928                                              | CUSIP: 3133KKLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559648 | PA      | $432967.75    | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2273                                              | CUSIP: 3140Y8Q33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3453825 | PA      | $3453332.11   | 0.49%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 607611                                              | CUSIP: 31388LAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20618 | PA      | $21496.16     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ2722                                              | CUSIP: 3142GTAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3429971 | PA      | $3400621.00   | 0.48%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AS5511                                              | CUSIP: 36193QDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375300 | PA      | $351576.55    | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH6764                                              | CUSIP: 3138A8QS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130512 | PA      | $127488.06    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1127                                              | CUSIP: 3140Y7HD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355567 | PA      | $365490.27    | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BO6771                                              | CUSIP: 3140K2QZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2077029 | PA      | $1764369.69   | 0.25%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7548                                              | CUSIP: 3140QTL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400363 | PA      | $416309.41    | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7586                                              | CUSIP: 3140QTNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761534 | PA      | $801362.76    | 0.11%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-107 A                                         | CUSIP: 38378BK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    203523 | PA      | $188109.90    | 0.03%             | 2045-01-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 948600                                              | CUSIP: 31413LKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150378 | PA      | $158212.60    | 0.02%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135965 | PA      | $379.72       | 0.00%             | 2031-04-15      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7733                                              | CUSIP: 3140QTSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245510 | PA      | $254183.52    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AY1389                                              | CUSIP: 3138YERK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498704 | PA      | $466178.25    | 0.07%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4572                                              | CUSIP: 3131WHCH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115032 | PA      | $118996.30    | 0.02%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BL4589                                              | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878125 | PA      | $831662.66    | 0.12%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7625                                              | CUSIP: 3140QTPK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665770 | PA      | $696107.30    | 0.10%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5254                                              | CUSIP: 31329NZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316211 | PA      | $303238.70    | 0.04%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AW1565                                              | CUSIP: 3138XQW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117654 | PA      | $113801.13    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1987                                              | CUSIP: 3133KHF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619848 | PA      | $552482.45    | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 695961                                              | CUSIP: 31400SFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118039 | PA      | $120829.22    | 0.02%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0584                                              | CUSIP: 31421AUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121498 | PA      | $118306.09    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7469                                              | CUSIP: 3133KPJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3767080 | PA      | $3568822.68   | 0.50%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BL5454                                              | CUSIP: 3140HXBY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427989 | PA      | $380462.85    | 0.05%             | 2035-01-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522615                                             | CUSIP: 83165BDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    261712 | PA      | $271988.40    | 0.04%             | 2030-12-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7454                                              | CUSIP: 3140QTH85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974194 | PA      | $2019624.57   | 0.28%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4208                                              | CUSIP: 3140QPVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2794849 | PA      | $2708936.54   | 0.38%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                  | FR QF0539                                              | CUSIP: 3133BMS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1342379 | PA      | $1271418.73   | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 470828                                              | CUSIP: 31381UA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232576 | PA      | $224502.21    | 0.03%             | 2032-03-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AY3435                                              | CUSIP: 3138YGY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62563 | PA      | $58970.55     | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS1524                                              | CUSIP: 3140LBVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687291 | PA      | $595673.25    | 0.08%             | 2033-03-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4118                                              | CUSIP: 3131WGSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63022 | PA      | $65192.38     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1353                                              | CUSIP: 3131WDQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64388 | PA      | $66117.91     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7335                                              | CUSIP: 3138WHEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511628 | PA      | $461615.52    | 0.07%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BO3599                                              | CUSIP: 3140JX7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407021 | PA      | $362785.95    | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS6778                                              | CUSIP: 3138WGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383304 | PA      | $358304.77    | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-94 AC                                         | CUSIP: 38379UZE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    142840 | PA      | $119064.34    | 0.02%             | 2057-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                  | CA SFO 1.78 06/15/2029                                 | CUSIP: 79773KDG6<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1656526.79   | 0.23%             | 2029-06-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530390                                             | CUSIP: 8316A0NG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40945 | PA      | $42082.67     | 0.01%             | 2033-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 664269                                              | CUSIP: 36294Y6E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307025 | PA      | $307025.36    | 0.04%             | 2038-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5509                                              | CUSIP: 3133KMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976125 | PA      | $833142.45    | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA2255                                              | CUSIP: 3133KHQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450503 | PA      | $401394.02    | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4767                                              | CUSIP: 3140QQJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4837198 | PA      | $4800726.47   | 0.68%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 779593                                              | CUSIP: 36176X3A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85784 | PA      | $82869.33     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE5861                                              | CUSIP: 31419GQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233792 | PA      | $228375.28    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7704                                              | CUSIP: 3140QTR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490427 | PA      | $1543082.45   | 0.22%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB3797                                              | CUSIP: 3140QPGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6660575 | PA      | $6310035.90   | 0.89%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage trust 2019-SB66                   | FRESB 2019-SB66 A5H                                    | CUSIP: 30312BAA3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    461140 | PA      | $459422.63    | 0.06%             | 2039-06-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS4070                                              | CUSIP: 3138WDQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200043 | PA      | $192070.35    | 0.03%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AK6716                                              | CUSIP: 3138EBPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291525 | PA      | $276440.31    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522683                                             | CUSIP: 83165BFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24866 | PA      | $26164.21     | 0.00%             | 2031-10-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9076                                              | CUSIP: 3140QVCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4155899 | PA      | $4202579.86   | 0.59%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522639                                             | CUSIP: 83165BEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36600 | PA      | $37952.61     | 0.01%             | 2031-03-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA4320                                              | CUSIP: 3140QBYS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457284 | PA      | $407585.87    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1003                                              | CUSIP: 3140QLDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408343 | PA      | $346620.83    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4705                                              | CUSIP: 3131WHGN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29441 | PA      | $29927.97     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-9 AE                                          | CUSIP: 38379U4F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    108960 | PA      | $101270.13    | 0.01%             | 2050-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5344                                              | CUSIP: 3140QQ5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232330 | PA      | $244546.38    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRESB 2022-SB96 MORTGAGE TRUST                   | FRESB 2022-SB96 A7F                                    | CUSIP: 30326DAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    704228 | PA      | $666839.23    | 0.09%             | 2029-01-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5728                                              | CUSIP: 3140QRLJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4191986 | PA      | $4249454.79   | 0.60%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AJ9133                                              | CUSIP: 3138E2EF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476176 | PA      | $463553.98    | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6967                                              | CUSIP: 3140QEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2115979 | PA      | $1724339.53   | 0.24%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH                                | ME MESHSG 2.33 11/15/2030                              | CUSIP: 56052FWY7<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |    250000 | PA      | $229296.70    | 0.03%             | 2030-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD4456                                              | CUSIP: 31418R5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1243 | PA      | $1240.49      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3680                                              | CUSIP: 3133KKCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307189 | PA      | $1113619.53   | 0.16%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259848                                              | CUSIP: 31371RTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19376 | PA      | $19708.44     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC6307                                              | CUSIP: 31417TAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110584 | PA      | $112460.90    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZA5645                                              | CUSIP: 31329PHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327029 | PA      | $313200.70    | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 727311                                              | CUSIP: 31402FAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105553 | PA      | $106108.43    | 0.01%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BT8243                                              | CUSIP: 3140LXER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226049 | PA      | $214134.32    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4704                                              | CUSIP: 3131WHGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31865 | PA      | $32392.40     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QB5731                                              | CUSIP: 3133ACLL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815394 | PA      | $663905.84    | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530833                                             | CUSIP: 8316A04T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    427282 | PA      | $483174.00    | 0.07%             | 2035-06-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR WN3049                                              | CUSIP: 3132XHL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $912531.33    | 0.13%             | 2031-09-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QE7866                                              | CUSIP: 3133BHW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3838615 | PA      | $3635998.30   | 0.51%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0073                                              | CUSIP: 3140Y6CK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963994 | PA      | $2015060.15   | 0.28%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AX2884                                              | CUSIP: 3138Y4F20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596604 | PA      | $558047.46    | 0.08%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA4891                                              | CUSIP: 31329NNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28633 | PA      | $26796.09     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 509913                                             | CUSIP: 83164MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138398 | PA      | $138236.78    | 0.02%             | 2042-07-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS4732                                              | CUSIP: 3138WEHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151252 | PA      | $142106.53    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4429                                              | CUSIP: 3131WG4N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49994 | PA      | $50821.79     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    560469 | PA      | $6669.52      | 0.00%             | 2031-04-15      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS5919                                              | CUSIP: 3138WFSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279391 | PA      | $262833.59    | 0.04%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6400                                              | CUSIP: 3140QSDE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097449 | PA      | $1088170.67   | 0.15%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 739269                                              | CUSIP: 31402VJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28501 | PA      | $28990.34     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9600                                              | CUSIP: 3140QVU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2211349 | PA      | $2241907.81   | 0.32%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AX7237                                              | CUSIP: 36196KBE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640051 | PA      | $599592.02    | 0.08%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0981                                              | CUSIP: 3140Q8CT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583096 | PA      | $542554.05    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ3358                                              | CUSIP: 3142GTWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7410279 | PA      | $7491319.04   | 1.06%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS3494                                              | CUSIP: 3138WC3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693954 | PA      | $668720.45    | 0.09%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3861                                              | CUSIP: 3133KKJE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362373 | PA      | $280361.21    | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3207                                              | CUSIP: 3133KJR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1057739 | PA      | $901436.34    | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510817                                             | CUSIP: 83164NAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    488380 | PA      | $507080.58    | 0.07%             | 2031-06-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2013-126 BK                                        | CUSIP: 38378KH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     56955 | PA      | $51061.82     | 0.01%             | 2047-10-16      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5237                                              | CUSIP: 3133KLZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1035983 | PA      | $880034.36    | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZM1736                                              | CUSIP: 3131XU4V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144502 | PA      | $130877.02    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BD5021                                              | CUSIP: 3140FCSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620893 | PA      | $579843.97    | 0.08%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530758                                             | CUSIP: 8316A0ZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    941289 | PA      | $1049890.87   | 0.15%             | 2035-06-25      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QE9027                                              | CUSIP: 3133BKA41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850054 | PA      | $823844.07    | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1471                                              | CUSIP: 3140Q8T54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151757 | PA      | $145481.31    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH             | CA CASMFH 5.25 10/20/2042                              | CUSIP: 13079PJT1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    765000 | PA      | $765389.41    | 0.11%             | 2042-10-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2018-26 AD                                         | CUSIP: 38380JPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    167148 | PA      | $158934.84    | 0.02%             | 2052-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH1077                                              | CUSIP: 3138A2FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171945 | PA      | $167966.05    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1130                                              | CUSIP: 3140Y7HG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9321091 | PA      | $9588385.00   | 1.35%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QD7419                                              | CUSIP: 3133B5G48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780125 | PA      | $688088.90    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 866969                                              | CUSIP: 31409CFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9963 | PA      | $10404.72     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI6814                                              | CUSIP: 3131WKSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49851 | PA      | $52449.40     | 0.01%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR WA3211                                              | CUSIP: 3132WWYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943029 | PA      | $763127.25    | 0.11%             | 2035-09-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                       | MONMED 2.152 10/20/26                                  | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54808.32     | 0.01%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 442423                                              | CUSIP: 36207UPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166094 | PA      | $160450.60    | 0.02%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5253                                              | CUSIP: 31329NZS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576329 | PA      | $537010.71    | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BO5263                                              | CUSIP: 3140K0Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525824 | PA      | $468677.29    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6005                                              | CUSIP: 3140QRU76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175064 | PA      | $177099.84    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510841                                             | CUSIP: 83164NBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    671378 | PA      | $719903.32    | 0.10%             | 2046-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS5341                                              | CUSIP: 3138WE5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662953 | PA      | $619715.76    | 0.09%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BQ7523                                              | CUSIP: 3140KTLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885837 | PA      | $721261.53    | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522646                                             | CUSIP: 83165BET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252927 | PA      | $268110.26    | 0.04%             | 2046-01-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ6956                                              | CUSIP: 3131WXWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33084 | PA      | $33969.43     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530704                                             | CUSIP: 8316A0YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98538 | PA      | $106259.19    | 0.01%             | 2034-12-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 130612                                             | CUSIP: 8316AGAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    530770 | PA      | $602457.16    | 0.08%             | 2034-05-25      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS9972                                              | CUSIP: 3140LMCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $620662.24    | 0.09%             | 2028-11-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522360                                             | CUSIP: 83165AZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49948 | PA      | $51123.53     | 0.01%             | 2029-07-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 696407                                              | CUSIP: 31400SU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75861 | PA      | $77895.18     | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR WA3102                                              | CUSIP: 3132WWU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2460468 | PA      | $2376513.43   | 0.33%             | 2029-05-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD8960                                              | CUSIP: 31418W5W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70783 | PA      | $72111.15     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-152 EA                                        | CUSIP: 38379UX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    716448 | PA      | $582409.12    | 0.08%             | 2058-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4200                                              | CUSIP: 3131WGUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146188 | PA      | $151225.43    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB3489                                              | CUSIP: 3140QN2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733330 | PA      | $620400.02    | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERMONT HSG FIN AGY                              | VT VTSHSG 3.45 11/01/2029                              | CUSIP: 92419RAN2<br>LEI: 549300RD7EYN90K0W008 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97535.10     | 0.01%             | 2029-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7728                                              | CUSIP: 3140QTSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987496 | PA      | $1039142.08   | 0.15%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2761                                              | CUSIP: 3140QNB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2515192 | PA      | $2224977.19   | 0.31%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BZ6124                                              | CUSIP: 3140Q1YW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415000 | PA      | $3386008.47   | 0.48%             | 2031-01-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS6083                                              | CUSIP: 3140LGXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669000 | PA      | $657965.19    | 0.09%             | 2032-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS5576                                              | CUSIP: 3138WFFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224585 | PA      | $216177.87    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530674                                             | CUSIP: 8316A0XC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    229195 | PA      | $244428.43    | 0.03%             | 2034-10-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6973                                              | CUSIP: 3140QEXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929051 | PA      | $791476.04    | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                  | CA SFO 1.95 06/15/2027                                 | CUSIP: 7976466A9<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    200000 | PA      | $194826.57    | 0.03%             | 2027-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3552                                              | CUSIP: 3133KJ5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131317 | PA      | $921925.30    | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522305                                             | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54661 | PA      | $55174.82     | 0.01%             | 2028-11-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                          | NY NYSHSG 4.65 11/15/2038                              | CUSIP: 64986MK46<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001039.73   | 0.14%             | 2038-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZL6090                                              | CUSIP: 3131XMXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340243 | PA      | $312225.21    | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4056                                              | CUSIP: 3133KKQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512762 | PA      | $396694.35    | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510679                                             | CUSIP: 83164M2L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85835 | PA      | $89450.70     | 0.01%             | 2030-07-25      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-15 A                                          | CUSIP: 38378X6V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     93435 | PA      | $86150.88     | 0.01%             | 2048-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510760                                             | CUSIP: 83164M5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103454 | PA      | $109763.18    | 0.02%             | 2031-01-25      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510724                                             | CUSIP: 83164M4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26614 | PA      | $28089.98     | 0.00%             | 2030-10-25      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS9381                                              | CUSIP: 3138WKM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306261 | PA      | $293401.56    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2029                                              | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752266 | PA      | $637625.10    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD7242                                              | CUSIP: 31418VBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42319 | PA      | $42234.88     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AU2165                                              | CUSIP: 3138X1MP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321205 | PA      | $304173.55    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1507                                              | CUSIP: 3140Q8U94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676685 | PA      | $645826.93    | 0.09%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530709                                             | CUSIP: 8316A0YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1076759 | PA      | $1221960.42   | 0.17%             | 2034-12-25      | Variable      | 10.11%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZL9669                                              | CUSIP: 3131XRW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135162 | PA      | $126989.16    | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 713519                                              | CUSIP: 36297JVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495329 | PA      | $523987.59    | 0.07%             | 2039-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522215                                             | CUSIP: 83165AVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $236.32       | 0.00%             | 2028-06-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510695                                             | CUSIP: 83164M3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27696 | PA      | $28656.85     | 0.00%             | 2030-10-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0334                                              | CUSIP: 3140Q7LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523123 | PA      | $487434.24    | 0.07%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530990                                             | CUSIP: 8316A1C48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41202 | PA      | $45754.64     | 0.01%             | 2035-10-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1470                                              | CUSIP: 3133KGT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237783 | PA      | $211940.73    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US SMALL BUSINESS ADMINISTRATION (THE)           | SBA 509864                                             | CUSIP: 83164L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    274949 | PA      | $282404.49    | 0.04%             | 2041-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4738                                              | CUSIP: 3133KLHP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1169224 | PA      | $950362.88    | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5387                                              | CUSIP: 3133KL6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1193708 | PA      | $1021854.70   | 0.14%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6760                                              | CUSIP: 3133KNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764803 | PA      | $1561171.84   | 0.22%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4120                                              | CUSIP: 3131WGSH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113164 | PA      | $117046.91    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1342                                              | CUSIP: 3140Y7P44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2615395 | PA      | $2641538.23   | 0.37%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC6305                                              | CUSIP: 31417TAF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141368 | PA      | $143778.83    | 0.02%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5166                                              | CUSIP: 3140QQW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4571800 | PA      | $4708832.57   | 0.66%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4473                                              | CUSIP: 3140QP6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311491 | PA      | $302734.04    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA5312                                              | CUSIP: 3140QC3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501963 | PA      | $447089.13    | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522554                                             | CUSIP: 83165BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46806 | PA      | $48374.49     | 0.01%             | 2029-09-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5621                                              | CUSIP: 3133KMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1730816 | PA      | $1468661.65   | 0.21%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                 | CA CASMED 2.93 06/01/2032                              | CUSIP: 13032UVK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1832784.42   | 0.26%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 952678                                              | CUSIP: 31413Q2K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52849 | PA      | $56250.01     | 0.01%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA2256                                              | CUSIP: 3133KHQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976766 | PA      | $870289.24    | 0.12%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD1988                                              | CUSIP: 31418PF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129206 | PA      | $129005.63    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530626                                             | CUSIP: 8316A0VU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    622850 | PA      | $673549.72    | 0.09%             | 2034-08-25      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS6303                                              | CUSIP: 3138WGAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193623 | PA      | $186371.44    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522258                                             | CUSIP: 83165AWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       260 | PA      | $264.02       | 0.00%             | 2028-07-25      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-140 A                                         | CUSIP: 38379R4E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    274248 | PA      | $228399.55    | 0.03%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7714                                              | CUSIP: 3133KPSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2470243 | PA      | $2394308.82   | 0.34%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7504                                              | CUSIP: 3138WHKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1115889 | PA      | $1006809.13   | 0.14%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2205                                              | CUSIP: 3140QMNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458416 | PA      | $1235709.67   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522555                                             | CUSIP: 83165BBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40108 | PA      | $41565.32     | 0.01%             | 2029-06-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7284                                              | CUSIP: 3133KPCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155224 | PA      | $143242.09    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0016                                              | CUSIP: 31421AAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55078 | PA      | $57045.86     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0537                                              | CUSIP: 3138A1S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380392 | PA      | $371588.79    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 579402                                              | CUSIP: 31387BU35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16208 | PA      | $16898.59     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1469                                              | CUSIP: 3140Q8T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440516 | PA      | $420464.82    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6972                                              | CUSIP: 3140QEXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595972 | PA      | $507720.26    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530536                                             | CUSIP: 8316A0S27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    255871 | PA      | $255203.77    | 0.04%             | 2034-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AA7042                                              | CUSIP: 31416QZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81552 | PA      | $81425.63     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS8518                                              | CUSIP: 3140LKPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519962 | PA      | $521244.60    | 0.07%             | 2028-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI3507                                              | CUSIP: 3131WF3Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136042 | PA      | $138304.05    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530676                                             | CUSIP: 8316A0XE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111971 | PA      | $122463.40    | 0.02%             | 2034-10-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 697814                                              | CUSIP: 36296QGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53452 | PA      | $53964.44     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8425                                              | CUSIP: 3140QGLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594082 | PA      | $460957.46    | 0.06%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-100 B                                         | CUSIP: 38378BA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    284660 | PA      | $269251.80    | 0.04%             | 2051-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BZ6118                                              | CUSIP: 3140Q1YQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99191.28     | 0.01%             | 2031-01-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259761                                              | CUSIP: 31371RQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35077 | PA      | $35676.96     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        58 | NC      | $-139307.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association            | FN BJ0657                                              | CUSIP: 3140H1WT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240072 | PA      | $229144.96    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2013-29 AB                                         | CUSIP: 38378KAB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     27803 | PA      | $27250.93     | 0.00%             | 2045-10-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9267                                              | CUSIP: 3140QVJM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2037705 | PA      | $2060593.50   | 0.29%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCMFH 1.48 11/01/2027                              | CUSIP: 64972EUD9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $240725.77    | 0.03%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2304                                              | CUSIP: 3140Y8R24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974491 | PA      | $1971516.93   | 0.28%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA9975                                              | CUSIP: 3133KSCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    820333 | PA      | $843360.12    | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA4043                                              | CUSIP: 3140QBP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387349 | PA      | $345251.75    | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4463                                              | CUSIP: 3140QP5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10600147 | PA      | $10272330.80  | 1.45%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BJ2670                                              | CUSIP: 3140H36G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200397 | PA      | $191258.94    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4503                                              | CUSIP: 3133KLAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2606196 | PA      | $2119270.91   | 0.30%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZK4661                                              | CUSIP: 3131X8FA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14629 | PA      | $14403.48     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE7699                                              | CUSIP: 31419JRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122052 | PA      | $119216.55    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522124                                             | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94164 | PA      | $98079.09     | 0.01%             | 2040-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0063                                              | CUSIP: 3140Y6B90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1834023 | PA      | $1861803.03   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9720                                              | CUSIP: 3140QVYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542525 | PA      | $549270.86    | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 757017                                              | CUSIP: 36230RYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129295 | PA      | $125797.23    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1023                                              | CUSIP: 3131WDD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46277 | PA      | $47517.56     | 0.01%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 783929                                              | CUSIP: 31405A4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46866 | PA      | $48442.66     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS6178                                              | CUSIP: 3140LG2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $389942.11    | 0.05%             | 2029-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522526                                             | CUSIP: 83165BA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39101 | PA      | $40143.95     | 0.01%             | 2029-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST 2018-SB56                   | FRESB 2018-SB56 A10F                                   | CUSIP: 302966AL0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    197805 | PA      | $195711.73    | 0.03%             | 2028-10-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AO2923                                              | CUSIP: 3138LTG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152680 | PA      | $144794.35    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD2896                                              | CUSIP: 31418QGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140596 | PA      | $142972.38    | 0.02%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0127                                              | CUSIP: 31421AD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68846 | PA      | $68738.86     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AI0114                                              | CUSIP: 3138ADDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289478 | PA      | $281805.10    | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR1037                                              | CUSIP: 3140KYEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757054 | PA      | $643092.76    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 822008                                              | CUSIP: 31406WGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67391 | PA      | $68508.73     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4618                                              | CUSIP: 3133KLDX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208281 | PA      | $169366.99    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530866                                             | CUSIP: 8316A06C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67405 | PA      | $75236.49     | 0.01%             | 2035-07-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6978                                              | CUSIP: 3133KNXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776086 | PA      | $717889.42    | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AT7873                                              | CUSIP: 3138WVXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31977 | PA      | $31431.57     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB 2022-SB100 MORTGAGE TRUST                  | FRESB 2022-SB100 A10F                                  | CUSIP: 30327XAE0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    935176 | PA      | $834616.80    | 0.12%             | 2032-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259777                                              | CUSIP: 31371RQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45650 | PA      | $46435.72     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR QC6643                                              | CUSIP: 3133ARLY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962271 | PA      | $816224.37    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS1828                                              | CUSIP: 3140LCA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201968 | PA      | $191962.34    | 0.03%             | 2028-05-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AB2843                                              | CUSIP: 36178NEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38567 | PA      | $35549.15     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 670278                                              | CUSIP: 31391LUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20601 | PA      | $21090.31     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QB6992                                              | CUSIP: 3133ADXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341589 | PA      | $264267.79    | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD7256                                              | CUSIP: 31418VB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72436 | PA      | $72292.37     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 820336                                              | CUSIP: 31406ULR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33769 | PA      | $34328.24     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8432                                              | CUSIP: 3140QGLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967510 | PA      | $787084.77    | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8093                                              | CUSIP: 3140QT7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1496909 | PA      | $1507109.73   | 0.21%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                      | IL CHIMFH 4.55 08/01/2026                              | CUSIP: 167570TA8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35042.89     | 0.00%             | 2026-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BZ2936                                              | CUSIP: 3140NXHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203000 | PA      | $4248526.09   | 0.60%             | 2030-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BU1334                                              | CUSIP: 3140M2PU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028959 | PA      | $871193.96    | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 616936                                              | CUSIP: 36290TLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40960 | PA      | $41886.87     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AG8915                                              | CUSIP: 36182D3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59459 | PA      | $56633.32     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7919                                              | CUSIP: 3140QTYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440569 | PA      | $460827.73    | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                | CA LOS 2.95 09/01/2028                                 | CUSIP: 544351LP2<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1637430.45   | 0.23%             | 2028-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1126                                              | CUSIP: 3140Y7HC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1669116 | PA      | $1685800.47   | 0.24%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 130616                                             | CUSIP: 8316AGAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315467 | PA      | $348235.61    | 0.05%             | 2036-01-25      | Fixed         | 9.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZM1422                                              | CUSIP: 3131XUSK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175977 | PA      | $164080.03    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1115                                              | CUSIP: 3140Q8GZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443652 | PA      | $412805.39    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0300                                              | CUSIP: 3138A1KN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101023 | PA      | $98684.82     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1234                                              | CUSIP: 3133KGLP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228019 | PA      | $211167.92    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 781959                                              | CUSIP: 31404XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27043 | PA      | $27949.29     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 748041                                              | CUSIP: 31403GBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30460 | PA      | $30620.54     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QE9025                                              | CUSIP: 3133BKA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1121646 | PA      | $1062441.15   | 0.15%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530624                                             | CUSIP: 8316A0VS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    643729 | PA      | $722079.37    | 0.10%             | 2034-05-25      | Variable      | 10.12%                | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 509932                                             | CUSIP: 83164MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131630 | PA      | $131421.91    | 0.02%             | 2041-11-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530944                                             | CUSIP: 8316A1BN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139673 | PA      | $165229.26    | 0.02%             | 2036-02-25      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4018                                              | CUSIP: 3133KKPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385272 | PA      | $313290.10    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA DUS TBA                                     | FNMA DUS TBA                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4876898.22   | 0.69%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5946                                              | CUSIP: 3140QRTC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2238548 | PA      | $2263741.95   | 0.32%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5217                                              | CUSIP: 3133KLYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771959 | PA      | $663030.72    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 829649                                              | CUSIP: 31407FWJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48888 | PA      | $50532.41     | 0.01%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2467                                              | CUSIP: 3140QMW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450910 | PA      | $381914.24    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7518                                              | CUSIP: 3138WHK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109442 | PA      | $99258.70     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5343                                              | CUSIP: 3140QQ5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2654898 | PA      | $2732621.66   | 0.39%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510806                                             | CUSIP: 83164NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    337435 | PA      | $350054.19    | 0.05%             | 2031-04-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNMA-30YR                                              | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31400000 | PA      | $26409472.40  | 3.72%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS1482                                              | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1782261 | PA      | $1588060.83   | 0.22%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7503                                              | CUSIP: 3133KPKQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7386320 | PA      | $7159266.46   | 1.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS4390                                              | CUSIP: 3138WD2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131106 | PA      | $123797.27    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AK6715                                              | CUSIP: 3138EBN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151415 | PA      | $143580.26    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4272                                              | CUSIP: 3140QPXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2153812 | PA      | $2087404.64   | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN8055                                              | CUSIP: 3138LL5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923339 | PA      | $1851629.05   | 0.26%             | 2030-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6955                                              | CUSIP: 3140QSWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1729420 | PA      | $1776693.02   | 0.25%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522593                                             | CUSIP: 83165BC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    248527 | PA      | $257168.75    | 0.04%             | 2030-11-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259789                                              | CUSIP: 31371RRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29081 | PA      | $29580.97     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8587                                              | CUSIP: 3140QURH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982148 | PA      | $1013724.91   | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY (DC) | DC DISMFH 3.24 03/01/2049                              | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    504812 | PA      | $469613.43    | 0.07%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZM1423                                              | CUSIP: 3131XUSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199286 | PA      | $185813.83    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 130614                                             | CUSIP: 8316AGAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344790 | PA      | $387662.35    | 0.05%             | 2035-03-25      | Fixed         | 10.61%                | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530759                                             | CUSIP: 8316A0ZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    437831 | PA      | $480121.06    | 0.07%             | 2035-02-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE2023                                              | CUSIP: 31419CG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93978 | PA      | $91806.05     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR1113                                              | CUSIP: 3140KYGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677849 | PA      | $1365542.57   | 0.19%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QE2342                                              | CUSIP: 3133BBS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2739069 | PA      | $2595127.52   | 0.37%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AT3963                                              | CUSIP: 3138WRMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94266 | PA      | $92641.68     | 0.01%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BC1135                                              | CUSIP: 3140EVHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202182 | PA      | $183369.24    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEATTLE (WA), CITY OF                            | WA SEA 3.38 12/01/2028                                 | CUSIP: 812627FP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $788116.27    | 0.11%             | 2028-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0914                                              | CUSIP: 3138A2AQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437344 | PA      | $436479.99    | 0.06%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0756                                              | CUSIP: 3140Y6ZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2593345 | PA      | $2619267.78   | 0.37%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH5662                                              | CUSIP: 3138A7JG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163789 | PA      | $160002.49    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 723066                                              | CUSIP: 31402AJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20683 | PA      | $21037.28     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2381                                              | CUSIP: 3140Q9UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177445 | PA      | $169942.06    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4979                                              | CUSIP: 3131WHQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147813 | PA      | $154983.73    | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS4905                                              | CUSIP: 3138WENX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434382 | PA      | $407799.76    | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 815009                                              | CUSIP: 31406NN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126267 | PA      | $128366.20    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US SMALL BUSINESS ADMINISTRATION (THE)           | SBA 509861                                             | CUSIP: 83164L5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100453 | PA      | $100352.67    | 0.01%             | 2041-09-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-128 AD                                        | CUSIP: 38379KK64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    128823 | PA      | $123275.18    | 0.02%             | 2050-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0480                                              | CUSIP: 3140QKRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558997 | PA      | $474676.49    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCMFH 1.02 05/01/2026                              | CUSIP: 64972EUA5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299330.73    | 0.04%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4595                                              | CUSIP: 3140QQC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4166713 | PA      | $3946454.86   | 0.56%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522502                                             | CUSIP: 83165BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12466 | PA      | $12744.63     | 0.00%             | 2028-11-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4274                                              | CUSIP: 3133KKXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676702 | PA      | $523525.15    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AQ6710                                              | CUSIP: 3138MNN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39006 | PA      | $38495.36     | 0.01%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4590                                              | CUSIP: 3133KLC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276318 | PA      | $224595.46    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZN5332                                              | CUSIP: 3131YB4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37313 | PA      | $37949.92     | 0.01%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531023                                             | CUSIP: 8316A1D54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    494526 | PA      | $571490.22    | 0.08%             | 2036-02-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259671                                              | CUSIP: 31371RMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18777 | PA      | $19222.62     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530854                                             | CUSIP: 8316A05Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119978 | PA      | $133395.07    | 0.02%             | 2035-04-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 727312                                              | CUSIP: 31402FAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77611 | PA      | $78945.17     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6516                                              | CUSIP: 3133KNGZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645373 | PA      | $1393607.37   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB3281                                              | CUSIP: 3140QNUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653897 | PA      | $1518551.47   | 0.21%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8285                                              | CUSIP: 3140QUF35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221169 | PA      | $1263204.08   | 0.18%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5525                                              | CUSIP: 3133KMD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438437 | PA      | $372166.50    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522644                                             | CUSIP: 83165BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    509344 | PA      | $536785.32    | 0.08%             | 2045-12-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 729346                                              | CUSIP: 3620AGHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128787 | PA      | $128190.07    | 0.02%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259393                                              | CUSIP: 31371RC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8523 | PA      | $8741.94      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA4913                                              | CUSIP: 31329NN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569658 | PA      | $544845.26    | 0.08%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4597                                              | CUSIP: 3133KLDA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242058 | PA      | $196833.12    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 763564                                              | CUSIP: 36176EB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70902 | PA      | $70573.04     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AY5571                                              | CUSIP: 3138YKFM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314462 | PA      | $293952.61    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6783                                              | CUSIP: 3140QSRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325534 | PA      | $322782.01    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5043                                              | CUSIP: 3133KLS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337276 | PA      | $286505.38    | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BQ4469                                              | CUSIP: 3140KP6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313813 | PA      | $1068348.84   | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                              | SBA Individual Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50436 | PA      | $51741.04     | 0.01%             | 2029-06-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD1638                                              | CUSIP: 31418NZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173263 | PA      | $172920.76    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9420                                              | CUSIP: 3140QVPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2278406 | PA      | $2257499.03   | 0.32%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS8633                                              | CUSIP: 3138WJSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469877 | PA      | $438111.90    | 0.06%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8108                                              | CUSIP: 3140QUAJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666586 | PA      | $1677942.98   | 0.24%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5174                                              | CUSIP: 31329NXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328421 | PA      | $306410.82    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530413                                             | CUSIP: 8316A0N71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146648 | PA      | $155488.89    | 0.02%             | 2034-01-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AU7003                                              | CUSIP: 3138X6X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220650 | PA      | $214909.18    | 0.03%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-46 A                                          | CUSIP: 38379U7H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    303447 | PA      | $252690.96    | 0.04%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0154                                              | CUSIP: 31421AE41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206264 | PA      | $205944.40    | 0.03%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 934942                                              | CUSIP: 31412UEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228060 | PA      | $231949.01    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258627                                              | CUSIP: 31371QHC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104604 | PA      | $108213.25    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0437                                              | CUSIP: 3140QKPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682429 | PA      | $579701.91    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI2939                                              | CUSIP: 3131WFHQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109296 | PA      | $112962.78    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6687                                              | CUSIP: 3133KNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1259323 | PA      | $1114016.32   | 0.16%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6276                                              | CUSIP: 3133KM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948840 | PA      | $808677.25    | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 702479                                              | CUSIP: 31401AM46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63723 | PA      | $64822.61     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 677591                                              | CUSIP: 31391UXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29483 | PA      | $30184.81     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5068                                              | CUSIP: 3133KLTZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2746423 | PA      | $2230414.86   | 0.31%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS8483                                              | CUSIP: 3140LKM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2735000 | PA      | $2753405.13   | 0.39%             | 2028-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 716822                                              | CUSIP: 3620A2LB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140601 | PA      | $139990.80    | 0.02%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7683                                              | CUSIP: 3140QTRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697311 | PA      | $1736216.35   | 0.24%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522222                                             | CUSIP: 83165AVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1275 | PA      | $1272.19      | 0.00%             | 2026-11-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522376                                             | CUSIP: 83165A2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27864 | PA      | $28247.26     | 0.00%             | 2028-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530756                                             | CUSIP: 8316A0ZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    937463 | PA      | $1071544.64   | 0.15%             | 2035-03-25      | Variable      | 10.11%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6030                                              | CUSIP: 3133KMVX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2813672 | PA      | $2385758.94   | 0.34%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA5309                                              | CUSIP: 3140QC3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637818 | PA      | $568092.04    | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5586                                              | CUSIP: 3140QRF40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723885 | PA      | $743603.69    | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259378                                              | CUSIP: 31371RCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14162 | PA      | $14586.10     | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3747                                              | CUSIP: 3133KKEU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385070 | PA      | $313798.36    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC2109                                              | CUSIP: 31417LKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197443 | PA      | $197136.13    | 0.03%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 748846                                              | CUSIP: 3620C45F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66490 | PA      | $66117.11     | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5873                                              | CUSIP: 3133KMQ24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454748 | PA      | $1233956.72   | 0.17%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0743                                              | CUSIP: 3140Q7ZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220135 | PA      | $205382.12    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-135 AE                                        | CUSIP: 38379R3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    681525 | PA      | $574207.75    | 0.08%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7162                                              | CUSIP: 3133KN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843602 | PA      | $1692731.55   | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7454                                              | CUSIP: 3133KPH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4898495 | PA      | $4640313.28   | 0.65%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 540109                                             | CUSIP: 8316A8DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356617 | PA      | $379806.54    | 0.05%             | 2033-05-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AV0679                                              | CUSIP: 3138XBXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45841 | PA      | $44684.30     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AB2745                                              | CUSIP: 36178NBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258646 | PA      | $238396.39    | 0.03%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4621                                              | CUSIP: 3133KLD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    689461 | PA      | $560404.36    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AB7798                                              | CUSIP: 31417EUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523361 | PA      | $482110.93    | 0.07%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530830                                             | CUSIP: 8316A04Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    907154 | PA      | $1044840.27   | 0.15%             | 2035-06-25      | Variable      | 10.11%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA2340                                              | CUSIP: 3133KHS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665530 | PA      | $592774.47    | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7139                                              | CUSIP: 3138WG4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121259 | PA      | $113571.51    | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8795                                              | CUSIP: 3140QUXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631924 | PA      | $650170.53    | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ5928                                              | CUSIP: 3131WWSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9330 | PA      | $9766.91      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522232                                             | CUSIP: 83165AVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27030 | PA      | $28323.62     | 0.00%             | 2040-12-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE5435                                              | CUSIP: 31419GBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264917 | PA      | $264393.16    | 0.04%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QD0152                                              | CUSIP: 3133AWEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425843 | PA      | $1208553.50   | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FN AX4860                                              | CUSIP: 3138Y6MJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410434 | PA      | $387276.78    | 0.05%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 583728                                              | CUSIP: 31387GPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13554 | PA      | $14131.73     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 781741                                              | CUSIP: 31404XP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52083 | PA      | $54140.63     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5220                                              | CUSIP: 3140QQYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238290 | PA      | $249087.15    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3936                                              | CUSIP: 3140QBLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124237 | PA      | $115439.31    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8094                                              | CUSIP: 3140QT7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1495104 | PA      | $1544404.39   | 0.22%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522309                                             | CUSIP: 83165AYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116148 | PA      | $118863.17    | 0.02%             | 2029-05-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510731                                             | CUSIP: 83164M4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1089776 | PA      | $1124662.02   | 0.16%             | 2030-11-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA7258                                              | CUSIP: 3140QFB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852804 | PA      | $726254.89    | 0.10%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522597                                             | CUSIP: 83165BDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65289 | PA      | $67539.08     | 0.01%             | 2030-08-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA8684                                              | CUSIP: 3133KQUH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431648 | PA      | $1420128.85   | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZN5321                                              | CUSIP: 3131YB4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50784 | PA      | $52478.27     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI0412                                              | CUSIP: 3131WCN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101033 | PA      | $102771.89    | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258394                                              | CUSIP: 31371P7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41684 | PA      | $42374.11     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE5432                                              | CUSIP: 31419GBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147339 | PA      | $143931.85    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1610                                              | CUSIP: 3140Q8YG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367024 | PA      | $340668.72    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 663159                                              | CUSIP: 31391CWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396081 | PA      | $401956.19    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AA6424                                              | CUSIP: 36178ED55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280540 | PA      | $257722.46    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1144                                              | CUSIP: 3140Q8HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190741 | PA      | $177478.83    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9914                                              | CUSIP: 3140QWAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458815 | PA      | $2530746.45   | 0.36%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5541                                              | CUSIP: 3133KMEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580995 | PA      | $493176.39    | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510012                                             | CUSIP: 83164MDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    285862 | PA      | $285894.13    | 0.04%             | 2042-07-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 759297                                              | CUSIP: 36230UKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174455 | PA      | $167234.99    | 0.02%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 697672                                              | CUSIP: 36296QCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120795 | PA      | $124133.34    | 0.02%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5048                                              | CUSIP: 3140QQTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281353 | PA      | $3377416.79   | 0.48%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0451                                              | CUSIP: 3140Y6QD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2982552 | PA      | $3018931.91   | 0.43%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258410                                              | CUSIP: 31371QAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31030 | PA      | $31544.13     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1382                                              | CUSIP: 3133KGRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231861 | PA      | $206661.90    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522550                                             | CUSIP: 83165BBT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18744 | PA      | $19265.49     | 0.00%             | 2029-07-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5020                                              | CUSIP: 3142GVSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3536407 | PA      | $3634236.61   | 0.51%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2938                                              | CUSIP: 3140QNHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4622565 | PA      | $4077211.08   | 0.57%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7138                                              | CUSIP: 3138WG4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663654 | PA      | $618788.03    | 0.09%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-115 A                                         | CUSIP: 38378BL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    777225 | PA      | $676260.42    | 0.10%             | 2045-04-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1784                                              | CUSIP: 3140Y76W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2810933 | PA      | $2839031.06   | 0.40%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7160                                              | CUSIP: 3140QS5W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1987565 | PA      | $2068894.88   | 0.29%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-131 A                                         | CUSIP: 38378BV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    300389 | PA      | $261123.77    | 0.04%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243399 | PA      | $3635.31      | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1010                                              | CUSIP: 3140QLDQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250940 | PA      | $213009.71    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5701                                              | CUSIP: 3133KMKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1581790 | PA      | $1282386.94   | 0.18%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 806757                                              | CUSIP: 31406DJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172812 | PA      | $179626.86    | 0.03%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS3929                                              | CUSIP: 3138WDLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166099 | PA      | $160547.95    | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8585                                              | CUSIP: 3140QURF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741672 | PA      | $732247.08    | 0.10%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS8302                                              | CUSIP: 3140LKGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988405 | PA      | $996001.18    | 0.14%             | 2028-04-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AI1849                                              | CUSIP: 3138AFBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240280 | PA      | $239152.05    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522645                                             | CUSIP: 83165BES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77876 | PA      | $80957.74     | 0.01%             | 2031-02-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 757016                                              | CUSIP: 36230RYM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220534 | PA      | $208819.87    | 0.03%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 748654                                              | CUSIP: 3620C4WP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469196 | PA      | $444195.00    | 0.06%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD1470                                              | CUSIP: 31418NT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230526 | PA      | $234456.86    | 0.03%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                          | CO COSMFH 3.4 11/01/2045                               | CUSIP: 19647PBQ5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |     83875 | PA      | $75797.89     | 0.01%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3208                                              | CUSIP: 3133KJR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2292196 | PA      | $1953476.65   | 0.28%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3862                                              | CUSIP: 3133KKJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1339240 | PA      | $1090896.56   | 0.15%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BU1337                                              | CUSIP: 3140M2PX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1700418 | PA      | $1504216.01   | 0.21%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530992                                             | CUSIP: 8316A1C63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245779 | PA      | $275265.21    | 0.04%             | 2035-12-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5199                                              | CUSIP: 3140QQX59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2341238 | PA      | $2405013.10   | 0.34%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BP8731                                              | CUSIP: 3140KGVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369984 | PA      | $317495.72    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AA6312                                              | CUSIP: 36178EAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194644 | PA      | $178010.49    | 0.03%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS1560                                              | CUSIP: 3140LBWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1354241.09   | 0.19%             | 2031-04-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR WA3305                                              | CUSIP: 3132WW3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1031323 | PA      | $791554.02    | 0.11%             | 2037-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522570                                             | CUSIP: 83165BCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86947 | PA      | $90248.63     | 0.01%             | 2029-12-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1613                                              | CUSIP: 3140Q8YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202533 | PA      | $193296.77    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-50 A                                          | CUSIP: 38379UPD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     37818 | PA      | $37248.20     | 0.01%             | 2052-07-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 749891                                              | CUSIP: 31403JC46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52956 | PA      | $53867.02     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FNMA-30YR                                              | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53500000 | PA      | $43057977.00  | 6.07%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA7872                                              | CUSIP: 3133KPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694922 | PA      | $1642505.57   | 0.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 100145                                             | CUSIP: 831628ES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12098 | PA      | $12311.89     | 0.00%             | 2029-09-25      | Fixed         | 9.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCHSG 3.56 11/01/2026                              | CUSIP: 64972CD75<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $499462.47    | 0.07%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-135 AC                                        | CUSIP: 38379KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    741454 | PA      | $655233.12    | 0.09%             | 2049-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530566                                             | CUSIP: 8316A0TY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    362586 | PA      | $391428.26    | 0.06%             | 2034-05-25      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4548                                              | CUSIP: 3133KLBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    706015 | PA      | $574107.55    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AS2921                                              | CUSIP: 36193MG63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375944 | PA      | $352192.48    | 0.05%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3793                                              | CUSIP: 3140QBGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182687 | PA      | $169750.43    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1802                                              | CUSIP: 3131WEAB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27577 | PA      | $28505.74     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BE4232                                              | CUSIP: 3140FPV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766502 | PA      | $691575.35    | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QG5944                                              | CUSIP: 3133C6S91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209815 | PA      | $208319.23    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZL9372                                              | CUSIP: 3131XRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324274 | PA      | $294476.44    | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN5053                                              | CUSIP: 3138LHTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743401 | PA      | $738325.11    | 0.10%             | 2027-04-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-96 BA                                         | CUSIP: 38379UZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     81109 | PA      | $78800.61     | 0.01%             | 2043-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR3565                                              | CUSIP: 3140L16B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844611 | PA      | $687104.79    | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AT2688                                              | CUSIP: 3138WP7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377051 | PA      | $345923.13    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3132                                              | CUSIP: 3140QAPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25793 | PA      | $24700.78     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259830                                              | CUSIP: 31371RST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29872 | PA      | $30383.07     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0576                                              | CUSIP: 3140QKUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86039 | PA      | $73463.14     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3917                                              | CUSIP: 3133KKK65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295793 | PA      | $1002530.66   | 0.14%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4578                                              | CUSIP: 3133KLCP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1732697 | PA      | $1408362.11   | 0.20%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 922582                                              | CUSIP: 31412D6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203281 | PA      | $213154.29    | 0.03%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5797                                              | CUSIP: 3140QRNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3998727 | PA      | $4043731.32   | 0.57%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-127 AB                                        | CUSIP: 38379R2A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    460936 | PA      | $385286.91    | 0.05%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AS4332                                              | CUSIP: 36193NY53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323219 | PA      | $292781.80    | 0.04%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESB 2019-SB64 MORTGAGE TRUST                   | FRESB 2019-SB64 A10F                                   | CUSIP: 30298DAF6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    364321 | PA      | $349800.05    | 0.05%             | 2029-05-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522421                                             | CUSIP: 83165A4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33109 | PA      | $33986.25     | 0.00%             | 2030-02-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS9549                                              | CUSIP: 3138WKTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145808 | PA      | $139825.98    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-39 AH                                         | CUSIP: 38379RHK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    184647 | PA      | $176639.91    | 0.02%             | 2044-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530945                                             | CUSIP: 8316A1BP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40530 | PA      | $44964.21     | 0.01%             | 2035-09-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259590                                              | CUSIP: 31371RKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23993 | PA      | $24562.77     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530731                                             | CUSIP: 8316A0Y53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    492572 | PA      | $524656.34    | 0.07%             | 2035-01-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522628                                             | CUSIP: 83165BD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68620 | PA      | $71457.31     | 0.01%             | 2031-01-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI9925                                              | CUSIP: 3131WPA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177575 | PA      | $180603.16    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530946                                             | CUSIP: 8316A1BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32455 | PA      | $35776.17     | 0.01%             | 2035-09-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AA7658                                              | CUSIP: 31416RQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125388 | PA      | $122425.79    | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 738589                                              | CUSIP: 31402URJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23090 | PA      | $23486.20     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 779592                                              | CUSIP: 36176X2Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136485 | PA      | $131861.33    | 0.02%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3043                                              | CUSIP: 3140QALZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328890 | PA      | $314983.00    | 0.04%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BV8876                                              | CUSIP: 3140MN2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2120121 | PA      | $1946622.43   | 0.27%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510548                                             | CUSIP: 83164MWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    309737 | PA      | $331257.11    | 0.05%             | 2045-02-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1783                                              | CUSIP: 3140Y76V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010942 | PA      | $1993683.82   | 0.28%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6117                                              | CUSIP: 3133KMYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867151 | PA      | $740166.20    | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 770517                                              | CUSIP: 36176MYN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104606 | PA      | $101490.86    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1724                                              | CUSIP: 3133KG4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435341 | PA      | $371789.19    | 0.05%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BK7924                                              | CUSIP: 3140HMYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393596 | PA      | $377320.51    | 0.05%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1339                                              | CUSIP: 3140Q8PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507933 | PA      | $471459.11    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1956                                              | CUSIP: 3140QME67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740635 | PA      | $631947.88    | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531022                                             | CUSIP: 8316A1D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    306003 | PA      | $367906.81    | 0.05%             | 2036-02-25      | Variable      | 10.80%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6126                                              | CUSIP: 3140QRYY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728044 | PA      | $1714140.24   | 0.24%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-114 AD                                        | CUSIP: 38379KZZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    185996 | PA      | $181265.32    | 0.03%             | 2051-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    304864 | PA      | $4553.33      | 0.00%             | 2031-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD4940                                              | CUSIP: 31418SP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151228 | PA      | $150928.69    | 0.02%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7222                                              | CUSIP: 3140QTAY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033179 | PA      | $3067316.64   | 0.43%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS4422                                              | CUSIP: 3140LE4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927480 | PA      | $849467.54    | 0.12%             | 2032-03-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB2268                                              | CUSIP: 3140QMQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585750 | PA      | $496303.72    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2594                                              | CUSIP: 3140Q93C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425984 | PA      | $408488.03    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1345                                              | CUSIP: 3140Y7P77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3734237 | PA      | $3896727.56   | 0.55%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0917                                              | CUSIP: 3138A2AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213923 | PA      | $208966.27    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259611                                              | CUSIP: 31371RKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47441 | PA      | $48569.07     | 0.01%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD7272                                              | CUSIP: 31418VCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209933 | PA      | $209517.32    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0508                                              | CUSIP: 3138A1R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294160 | PA      | $287344.75    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7918                                              | CUSIP: 3140QTYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036974 | PA      | $1061809.88   | 0.15%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZL5676                                              | CUSIP: 3131XMJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589259 | PA      | $540734.86    | 0.08%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BZ6126                                              | CUSIP: 3140Q1YY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2974531.60   | 0.42%             | 2031-01-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 829276                                              | CUSIP: 31407FJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102461 | PA      | $104165.14    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 BO2104                                              | CUSIP: 3617KHKR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516954 | PA      | $457753.69    | 0.06%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531052                                             | CUSIP: 8316A1E20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29358 | PA      | $32659.10     | 0.00%             | 2036-02-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AW5046                                              | CUSIP: 3138XUTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493993 | PA      | $477626.98    | 0.07%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS1281                                              | CUSIP: 3140LBM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $881713.99    | 0.12%             | 2031-03-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 618363                                              | CUSIP: 36290U5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619249 | PA      | $598191.80    | 0.08%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FN AB9204                                              | CUSIP: 31417GGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723073 | PA      | $663529.86    | 0.09%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510792                                             | CUSIP: 83164M7D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    518549 | PA      | $536032.97    | 0.08%             | 2031-07-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1131                                              | CUSIP: 3140Q8HH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170488 | PA      | $158856.91    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 727315                                              | CUSIP: 31402FAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39854 | PA      | $41248.66     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7146                                              | CUSIP: 3133KN5F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140052 | PA      | $128590.71    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH2973                                              | CUSIP: 3138A4JT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155952 | PA      | $152346.79    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8463                                              | CUSIP: 3140QUMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942795 | PA      | $974165.69    | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-107 AB                                        | CUSIP: 38379KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     27280 | PA      | $24784.28     | 0.00%             | 2049-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4254                                              | CUSIP: 3133KKWP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4208149 | PA      | $3423395.91   | 0.48%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5796                                              | CUSIP: 3133KMNM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1426372 | PA      | $1209887.22   | 0.17%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0934                                              | CUSIP: 3140Y7BC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072566 | PA      | $2098577.39   | 0.30%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1515                                              | CUSIP: 3140QLVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924319 | PA      | $784031.81    | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8685                                              | CUSIP: 3140QGUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248945 | PA      | $966188.52    | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 720080                                              | CUSIP: 3620A56R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137621 | PA      | $136717.50    | 0.02%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 698113                                              | CUSIP: 36296QSA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381716 | PA      | $379935.51    | 0.05%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531027                                             | CUSIP: 8316A1D96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    197741 | PA      | $214314.13    | 0.03%             | 2036-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6743                                              | CUSIP: 3133KNP49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2410518 | PA      | $2041674.70   | 0.29%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8077                                              | CUSIP: 3140QF6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3422139 | PA      | $2785160.09   | 0.39%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCHSG 2.62 05/01/2026                              | CUSIP: 64972CXY4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299722.14    | 0.04%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3042                                              | CUSIP: 3140QALY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289365 | PA      | $276168.05    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5197                                              | CUSIP: 3133KLX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645481 | PA      | $548315.36    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 697885                                              | CUSIP: 36296QJ67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267825 | PA      | $266310.13    | 0.04%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 762877                                              | CUSIP: 36176DJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126069 | PA      | $122311.48    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD1640                                              | CUSIP: 31418NZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110343 | PA      | $110125.34    | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ1445                                              | CUSIP: 3131WRTA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86040 | PA      | $85635.41     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2013-97 AC                                         | CUSIP: 38378KXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    208185 | PA      | $193334.03    | 0.03%             | 2045-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6151                                              | CUSIP: 3140QDZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053276 | PA      | $898286.72    | 0.13%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7467                                              | CUSIP: 3140QTJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183914 | PA      | $192294.72    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2442                                              | CUSIP: 3140Q9WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152085 | PA      | $145796.05    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2441                                              | CUSIP: 3140Q9WB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159043 | PA      | $152466.43    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BQ7524                                              | CUSIP: 3140KTLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632334 | PA      | $541842.73    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BP3417                                              | CUSIP: 3140KAYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359481 | PA      | $305256.37    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1573                                              | CUSIP: 3140Y7XB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3574604 | PA      | $3679012.17   | 0.52%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ1264                                              | CUSIP: 3131WRMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77673 | PA      | $75876.47     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BD7140                                              | CUSIP: 3140FE5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847241 | PA      | $810337.13    | 0.11%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZA6576                                              | CUSIP: 31329QJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55207 | PA      | $51387.97     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA4892                                              | CUSIP: 31329NNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194062 | PA      | $185602.37    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0582                                              | CUSIP: 3140QKUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230197 | PA      | $195473.18    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BV4205                                              | CUSIP: 3140MHU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182339 | PA      | $160826.85    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB1809                                              | CUSIP: 3140QMAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139987 | PA      | $966614.03    | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9718                                              | CUSIP: 3140QVYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478617 | PA      | $474912.26    | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD5728                                              | CUSIP: 31418TLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95254 | PA      | $96864.20     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4314                                              | CUSIP: 3140QPYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8157226 | PA      | $7905716.37   | 1.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5308                                              | CUSIP: 31329N3R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445086 | PA      | $425699.05    | 0.06%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0306                                              | CUSIP: 3138A1KU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93879 | PA      | $91708.70     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA7344                                              | CUSIP: 3133KPER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85755 | PA      | $81530.49     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 726550                                              | CUSIP: 3620ADEX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263407 | PA      | $267290.83    | 0.04%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST 2018-SB53                   | FRESB 2018-SB53 A10F                                   | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-O            | USGSE             | US        |    489974 | PA      | $484359.93    | 0.07%             | 2028-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS5840                                              | CUSIP: 3140LGP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229278 | PA      | $219634.86    | 0.03%             | 2032-07-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0495                                              | CUSIP: 3140Y6RR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330072 | PA      | $2360206.24   | 0.33%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN6580                                              | CUSIP: 3138LKJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183678 | PA      | $179333.88    | 0.03%             | 2029-09-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AE6946                                              | CUSIP: 36181AWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344624 | PA      | $315173.59    | 0.04%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2274                                              | CUSIP: 3140Y8Q41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3248464 | PA      | $3318568.26   | 0.47%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531025                                             | CUSIP: 8316A1D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259415 | PA      | $288443.11    | 0.04%             | 2036-01-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR1114                                              | CUSIP: 3140KYGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717791 | PA      | $555313.43    | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530857                                             | CUSIP: 8316A05T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    414726 | PA      | $483284.24    | 0.07%             | 2035-11-25      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA4912                                              | CUSIP: 31329NN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571977 | PA      | $532208.15    | 0.08%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0014                                              | CUSIP: 31421AAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65021 | PA      | $67343.67     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCHSG 3.81 11/01/2029                              | CUSIP: 64972CE25<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $493401.45    | 0.07%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-154 AD                                        | CUSIP: 38379K2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    322443 | PA      | $282788.02    | 0.04%             | 2054-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 806754                                              | CUSIP: 31406DH74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426152 | PA      | $428403.22    | 0.06%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6251                                              | CUSIP: 3140QD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266387 | PA      | $237830.66    | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA4377                                              | CUSIP: 3133KK2J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747066 | PA      | $613896.94    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0114                                              | CUSIP: 3140Q7DU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524014 | PA      | $487580.00    | 0.07%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS9550                                              | CUSIP: 3138WKTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180536 | PA      | $172666.12    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BC0804                                              | CUSIP: 3140EU3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177952 | PA      | $166234.71    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 531055                                             | CUSIP: 8316A1E53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    173806 | PA      | $174674.58    | 0.02%             | 2036-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1714                                              | CUSIP: 3133KG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441100 | PA      | $393161.37    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-64 CA                                         | CUSIP: 38379USP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    284436 | PA      | $273869.65    | 0.04%             | 2045-03-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-70 AB                                         | CUSIP: 38379KPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    359791 | PA      | $324734.19    | 0.05%             | 2048-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530940                                             | CUSIP: 8316A1BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    649152 | PA      | $747937.78    | 0.11%             | 2035-10-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530625                                             | CUSIP: 8316A0VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1209893 | PA      | $1372571.29   | 0.19%             | 2034-08-25      | Variable      | 10.38%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE2012                                              | CUSIP: 31419CGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567636 | PA      | $554484.26    | 0.08%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259869                                              | CUSIP: 31371RT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20598 | PA      | $21150.22     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4967                                              | CUSIP: 3140QQQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557870 | PA      | $1580532.14   | 0.22%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530858                                             | CUSIP: 8316A05U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    469035 | PA      | $531918.51    | 0.07%             | 2035-07-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR WN2304                                              | CUSIP: 3132XGR24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248958.40    | 0.04%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BS0391                                              | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2654947 | PA      | $2258218.92   | 0.32%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AR4970                                              | CUSIP: 36193BQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430196 | PA      | $403002.52    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZL2708                                              | CUSIP: 3131XJAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286164 | PA      | $271878.26    | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5044                                              | CUSIP: 3142GVTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2660072 | PA      | $2699072.11   | 0.38%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4521                                              | CUSIP: 3131WHAW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45083 | PA      | $46634.77     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                  | FR ZJ0482                                              | CUSIP: 3131WQRB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172928 | PA      | $172586.28    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1991                                              | CUSIP: 3131WEF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101175 | PA      | $102904.55    | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCHSG 3.61 11/01/2027                              | CUSIP: 64972CD83<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995237.05    | 0.14%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1713                                              | CUSIP: 3133KG3W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253148 | PA      | $225635.78    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530829                                             | CUSIP: 8316A04P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    210109 | PA      | $231913.51    | 0.03%             | 2035-06-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZA5575                                              | CUSIP: 31329PFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272704 | PA      | $260291.25    | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259998                                              | CUSIP: 31371RX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20574 | PA      | $20925.43     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4201                                              | CUSIP: 3131WGU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63357 | PA      | $66172.87     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4775                                              | CUSIP: 3133KLJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215417 | PA      | $987909.38    | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5045                                              | CUSIP: 3133KLTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577992 | PA      | $493686.79    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258070                                              | CUSIP: 31371PT34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33600 | PA      | $34173.75     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7336                                              | CUSIP: 3138WHEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292220 | PA      | $258577.28    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2110                                              | CUSIP: 3140Y8KY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1872761 | PA      | $1856656.63   | 0.26%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QC4676                                              | CUSIP: 3133APFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798276 | PA      | $677614.31    | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0962                                              | CUSIP: 3140Y7B80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545268 | PA      | $2615679.10   | 0.37%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD4458                                              | CUSIP: 31418R5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277467 | PA      | $276917.95    | 0.04%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8618                                              | CUSIP: 3140QUSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804792 | PA      | $830666.50    | 0.12%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258022                                              | CUSIP: 31371PSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37107 | PA      | $38350.07     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522306                                             | CUSIP: 83165AYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30400 | PA      | $30962.42     | 0.00%             | 2029-03-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AO3594                                              | CUSIP: 3617A37F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262678 | PA      | $246384.99    | 0.03%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522398                                             | CUSIP: 83165A3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107777 | PA      | $109974.29    | 0.02%             | 2029-06-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC7199                                              | CUSIP: 31417T7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246034 | PA      | $250220.36    | 0.04%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QB6982                                              | CUSIP: 3133ADXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1351727 | PA      | $1100123.16   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AI1846                                              | CUSIP: 3138AFBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202401 | PA      | $201450.03    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 100154                                             | CUSIP: 831628E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76922 | PA      | $76619.84     | 0.01%             | 2030-07-25      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530018                                             | CUSIP: 8316A0AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    477170 | PA      | $509248.17    | 0.07%             | 2046-08-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AR4919                                              | CUSIP: 36193BPC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202562 | PA      | $189760.53    | 0.03%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2130                                              | CUSIP: 3140Y8LL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188049 | PA      | $2169237.92   | 0.31%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0972                                              | CUSIP: 3140QLCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812702 | PA      | $689859.81    | 0.10%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ5458                                              | CUSIP: 3131WWB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19450 | PA      | $20278.00     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZM1738                                              | CUSIP: 3131XU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447063 | PA      | $404574.48    | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR2234                                              | CUSIP: 3140L0PU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2135581 | PA      | $1812120.18   | 0.26%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR QE0994                                              | CUSIP: 3133BAC74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317639 | PA      | $291645.35    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 BR3787                                              | CUSIP: 3617M2F46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217244 | PA      | $1077847.35   | 0.15%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4745                                              | CUSIP: 3133KLHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3296815 | PA      | $2679700.33   | 0.38%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6108                                              | CUSIP: 3133KMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61820 | PA      | $56760.58     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3918                                              | CUSIP: 3133KKK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664601 | PA      | $2169556.56   | 0.31%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3733                                              | CUSIP: 3133KKEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364495 | PA      | $296904.06    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BH2665                                              | CUSIP: 3140GQ6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438209 | PA      | $407741.23    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ3612                                              | CUSIP: 3142GUAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663514 | PA      | $1713370.82   | 0.24%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH7537                                              | CUSIP: 3138A9LT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198153 | PA      | $193201.86    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5951                                              | CUSIP: 3133KMTG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133375 | PA      | $113713.82    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530869                                             | CUSIP: 8316A06F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93208 | PA      | $102946.03    | 0.01%             | 2035-05-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 747241                                              | CUSIP: 3620C3EN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151607 | PA      | $154441.37    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ1444                                              | CUSIP: 3131WRS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92164 | PA      | $89977.22     | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0166                                              | CUSIP: 3140Y6FG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2554962 | PA      | $2622511.87   | 0.37%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 934941                                              | CUSIP: 31412UEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75187 | PA      | $76461.63     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BZ5369                                              | CUSIP: 3140Q06F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8139000 | PA      | $8009966.73   | 1.13%             | 2035-10-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530789                                             | CUSIP: 8316A02X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166669 | PA      | $191254.60    | 0.03%             | 2035-04-25      | Variable      | 10.11%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA8627                                              | CUSIP: 3133KQSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2984887 | PA      | $3018508.41   | 0.43%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 753533                                              | CUSIP: 31403NEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21443 | PA      | $21812.28     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6305                                              | CUSIP: 3133KNAE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360654 | PA      | $307377.88    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD7271                                              | CUSIP: 31418VCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112554 | PA      | $112331.21    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6930                                              | CUSIP: 3133KNVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007775 | PA      | $925304.71    | 0.13%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH0301                                              | CUSIP: 3138A1KP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87401 | PA      | $83598.31     | 0.01%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1160                                              | CUSIP: 3140Q8JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367347 | PA      | $342727.49    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522405                                             | CUSIP: 83165A3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49195 | PA      | $49864.75     | 0.01%             | 2029-07-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AI1848                                              | CUSIP: 3138AFBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322498 | PA      | $320981.67    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522592                                             | CUSIP: 83165BC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33153 | PA      | $34284.09     | 0.00%             | 2030-06-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN8915                                              | CUSIP: 3138LM3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475987 | PA      | $464003.76    | 0.07%             | 2030-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5045                                              | CUSIP: 3142GVTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2788418 | PA      | $2877222.52   | 0.41%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 716823                                              | CUSIP: 3620A2LC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50433 | PA      | $50161.29     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530597                                             | CUSIP: 8316A0UX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129120 | PA      | $145091.54    | 0.02%             | 2034-06-25      | Variable      | 10.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2018-2 AD                                          | CUSIP: 38380JLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    382176 | PA      | $338064.10    | 0.05%             | 2059-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6971                                              | CUSIP: 3140QEW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195704 | PA      | $1018271.76   | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC6790                                              | CUSIP: 31417TRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171518 | PA      | $174442.95    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0160                                              | CUSIP: 31421AFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69448 | PA      | $69340.63     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-157 AH                                        | CUSIP: 38380JBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     56543 | PA      | $52813.41     | 0.01%             | 2053-02-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530991                                             | CUSIP: 8316A1C55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    309786 | PA      | $342031.47    | 0.05%             | 2035-12-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BS0915                                              | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $437713.66    | 0.06%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZJ6638                                              | CUSIP: 3131WXLT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54054 | PA      | $55706.95     | 0.01%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7455                                              | CUSIP: 3140QTH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314159 | PA      | $327385.13    | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9603                                              | CUSIP: 3140QVU51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1713153 | PA      | $1763271.06   | 0.25%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522464                                             | CUSIP: 83165A5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38912 | PA      | $39539.38     | 0.01%             | 2028-02-25      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                              | SBA Individual Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71459 | PA      | $71867.82     | 0.01%             | 2029-12-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6983                                              | CUSIP: 3133KNXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1362884 | PA      | $1153216.40   | 0.16%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5202                                              | CUSIP: 3140QQX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1646401 | PA      | $1716514.97   | 0.24%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-144 AD                                        | CUSIP: 38378BY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     89624 | PA      | $80589.10     | 0.01%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH7526                                              | CUSIP: 3138A9LG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91755 | PA      | $91324.45     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZN1022                                              | CUSIP: 3131Y7D38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266992 | PA      | $254817.05    | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5976                                              | CUSIP: 3142GWUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2403090 | PA      | $2382466.18   | 0.34%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE6850                                              | CUSIP: 31419HTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215107 | PA      | $210122.75    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6607                                              | CUSIP: 3140QSKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294019 | PA      | $297327.96    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8936                                              | CUSIP: 3140QU4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2617920 | PA      | $2654097.49   | 0.37%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7674                                              | CUSIP: 3138WHQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135702 | PA      | $122437.06    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 770738                                              | CUSIP: 36176NBF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112037 | PA      | $111415.18    | 0.02%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                   | NY NYCMFH 1.12 11/01/2026                              | CUSIP: 64972EUB3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    200000 | PA      | $197004.79    | 0.03%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-130 AH                                        | CUSIP: 38379KH50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    100270 | PA      | $98363.79     | 0.01%             | 2047-08-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5021                                              | CUSIP: 3133KLSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2646512 | PA      | $2046746.75   | 0.29%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 986239                                              | CUSIP: 31415QS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69864 | PA      | $73552.29     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530710                                             | CUSIP: 8316A0YG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1253184 | PA      | $1379568.77   | 0.19%             | 2034-12-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5385                                              | CUSIP: 3140QQ6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179632 | PA      | $1214166.43   | 0.17%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AE7703                                              | CUSIP: 31419JRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330606 | PA      | $322924.93    | 0.05%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS8289                                              | CUSIP: 3138WJF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212612 | PA      | $191828.48    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH5658                                              | CUSIP: 3138A7JC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243606 | PA      | $237961.99    | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BP8741                                              | CUSIP: 3140KGWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539146 | PA      | $459642.98    | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB3052                                              | CUSIP: 3140QNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106597 | PA      | $976044.78    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                  | FR ZJ0038                                              | CUSIP: 3131WQBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59140 | PA      | $59023.52     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                          | NY NYSHSG 4.5 11/15/2027                               | CUSIP: 64986MK38<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155145.47    | 0.02%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3339                                              | CUSIP: 3133KJV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765160 | PA      | $623538.76    | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6368                                              | CUSIP: 3140QSCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371201 | PA      | $368214.68    | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA3929                                              | CUSIP: 3133KKLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183774 | PA      | $150663.26    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AW5047                                              | CUSIP: 3138XUTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71126 | PA      | $69098.37     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD4946                                              | CUSIP: 31418SP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47566 | PA      | $47471.85     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510751                                             | CUSIP: 83164M5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18090 | PA      | $18595.52     | 0.00%             | 2030-06-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 808205                                              | CUSIP: 31406E3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73761 | PA      | $75021.89     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2468                                              | CUSIP: 3140Q9W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179602 | PA      | $172008.06    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1611                                              | CUSIP: 3140Q8YH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372223 | PA      | $355248.78    | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-136 AC                                        | CUSIP: 38379KN53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    272051 | PA      | $253762.02    | 0.04%             | 2047-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7202                                              | CUSIP: 3140QTAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216751 | PA      | $225453.47    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA7917                                              | CUSIP: 3140QFYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322600 | PA      | $1087831.88   | 0.15%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1070                                              | CUSIP: 3140Q8FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173774 | PA      | $161918.68    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259686                                              | CUSIP: 31371RNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45201 | PA      | $46415.50     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6564                                              | CUSIP: 3140QSJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232768 | PA      | $1246642.82   | 0.18%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AM6907                                              | CUSIP: 3138L7U95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198843 | PA      | $191720.06    | 0.03%             | 2032-10-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1387                                              | CUSIP: 3140Y7RH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3062203 | PA      | $3035922.43   | 0.43%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-157 AC                                        | CUSIP: 38379UZ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    728123 | PA      | $616089.91    | 0.09%             | 2050-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QC6090                                              | CUSIP: 3133AQXT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723868 | PA      | $617611.43    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN AB2733                                              | CUSIP: 36178NBA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289816 | PA      | $274220.58    | 0.04%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 799548                                              | CUSIP: 31405UHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37587 | PA      | $39071.24     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5238                                              | CUSIP: 31329NZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869880 | PA      | $809398.38    | 0.11%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2015-22 A                                          | CUSIP: 38379KCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    169121 | PA      | $162856.18    | 0.02%             | 2047-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                  | FR ZL2630                                              | CUSIP: 3131XH4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234743 | PA      | $223024.26    | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9265                                              | CUSIP: 3140QVJK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563466 | PA      | $558644.51    | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7516                                              | CUSIP: 3138WHK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405031 | PA      | $365438.82    | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5980                                              | CUSIP: 3140QRUE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2078318 | PA      | $2101708.75   | 0.30%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0018                                              | CUSIP: 3140Y6AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427509 | PA      | $1462320.19   | 0.21%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510131                                             | CUSIP: 83164MHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46060 | PA      | $46058.54     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5732                                              | CUSIP: 3140QRLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302150 | PA      | $1320001.83   | 0.19%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA9790                                              | CUSIP: 3133KR2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228644 | PA      | $234893.41    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6858                                              | CUSIP: 3133KNTP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3385451 | PA      | $2986046.91   | 0.42%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5195                                              | CUSIP: 3133KLXY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814263 | PA      | $685194.22    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI6311                                              | CUSIP: 3131WKAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73410 | PA      | $75959.75     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA7549                                              | CUSIP: 3140QFL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670889 | PA      | $1360462.45   | 0.19%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522282                                             | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45875 | PA      | $46320.14     | 0.01%             | 2028-09-25      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530222                                             | CUSIP: 8316A0G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42318 | PA      | $44299.83     | 0.01%             | 2032-07-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1763                                              | CUSIP: 3140Y75Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3242362 | PA      | $3212519.36   | 0.45%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1130                                              | CUSIP: 3140Q8HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688654 | PA      | $640772.71    | 0.09%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8070                                              | CUSIP: 3140QF6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979436 | PA      | $797128.47    | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZL6097                                              | CUSIP: 3131XMX26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164969 | PA      | $151379.08    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258450                                              | CUSIP: 31371QBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66027 | PA      | $68302.02     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0648                                              | CUSIP: 3140Y6WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2496176 | PA      | $2573665.42   | 0.36%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BE9743                                              | CUSIP: 3140FVZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159410 | PA      | $148726.43    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BJ5158                                              | CUSIP: 3140H6WU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689494 | PA      | $658051.59    | 0.09%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 259867                                              | CUSIP: 31371RTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42935 | PA      | $44085.98     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5445                                              | CUSIP: 3142GWBP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2625203 | PA      | $2659153.65   | 0.37%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 770537                                              | CUSIP: 36176MZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37684 | PA      | $36560.84     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 806761                                              | CUSIP: 31406DJE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181903 | PA      | $188032.28    | 0.03%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0177                                              | CUSIP: 31421AFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110866 | PA      | $110693.71    | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AW7040                                              | CUSIP: 3138XWZE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92530 | PA      | $89521.06     | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC2155                                              | CUSIP: 3140Y8MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102823 | PA      | $2129529.38   | 0.30%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4539                                              | CUSIP: 3140QQBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4424978 | PA      | $4288132.46   | 0.60%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AA3207                                              | CUSIP: 31416LR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95400 | PA      | $95251.53     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0518                                              | CUSIP: 3140Y6SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2601942 | PA      | $2673787.28   | 0.38%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA8069                                              | CUSIP: 3140QF6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646404 | PA      | $500060.53    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1152                                              | CUSIP: 3140Q8H65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71833 | PA      | $66838.65     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 919368                                              | CUSIP: 31412AMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50819 | PA      | $52596.46     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee         | SBA 7(a) Certificate of Originator's Fee               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339564 | PA      | $8491.91      | 0.00%             | 2029-02-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS8776                                              | CUSIP: 3138WJXE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276104 | PA      | $257438.70    | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 884693                                              | CUSIP: 31410B3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55892 | PA      | $57851.65     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI3713                                              | CUSIP: 3131WGDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58762 | PA      | $59745.25     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 845245                                              | CUSIP: 31408ABN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17789 | PA      | $18401.59     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530993                                             | CUSIP: 8316A1C71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    165375 | PA      | $190889.09    | 0.03%             | 2035-12-25      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| RBC Funds Trust                                  | RBC BlueBay U.S. Government Money Market Fund          | CUSIP: 74926P696<br>LEI: 549300456VUEP58RCU35 | Long             | STIV             | RF                | US        |  22052434 | NS      | $22052434.00  | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | GN 770529                                              | CUSIP: 36176MY23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101137 | PA      | $98122.41     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6389                                              | CUSIP: 3133KNC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77336 | PA      | $66179.36     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 723070                                              | CUSIP: 31402AJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86155 | PA      | $86611.41     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BS0345                                              | CUSIP: 3140LAL37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971846 | PA      | $777242.67    | 0.11%             | 2036-01-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FN AR6928                                              | CUSIP: 3138W4VW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72151 | PA      | $66212.15     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2017-71 AS                                         | CUSIP: 38379RVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    202354 | PA      | $187693.04    | 0.03%             | 2057-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1716                                              | CUSIP: 3133KG3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585741 | PA      | $522082.33    | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH8878                                              | CUSIP: 3138AA2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117363 | PA      | $116812.28    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1344                                              | CUSIP: 3140Y7P69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2066317 | PA      | $2119736.93   | 0.30%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA1988                                              | CUSIP: 3133KHF50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224041 | PA      | $1091011.61   | 0.15%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7334                                              | CUSIP: 3138WHEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457575 | PA      | $414431.52    | 0.06%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI3102                                              | CUSIP: 3131WFNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53138 | PA      | $54040.04     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA6317                                              | CUSIP: 3133KNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030671 | PA      | $873603.28    | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA9048                                              | CUSIP: 3140QHBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3857222 | PA      | $3136563.94   | 0.44%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530627                                             | CUSIP: 8316A0VV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    731704 | PA      | $804120.58    | 0.11%             | 2034-08-25      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7362                                              | CUSIP: 3140QTFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524313 | PA      | $540800.94    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510249                                             | CUSIP: 83164ML64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    586308 | PA      | $610689.98    | 0.09%             | 2043-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MINNETONKA MINN                                  | MN MTKMFH 3 11/01/2034                                 | CUSIP: 604217CS6<br>LEI: 549300NQZ4FEG58M2309 | Long             | DBT              | MUN               | US        |    440137 | PA      | $408165.32    | 0.06%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522384                                             | CUSIP: 83165A2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92463 | PA      | $93714.59     | 0.01%             | 2029-08-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA2443                                              | CUSIP: 3140Q9WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189459 | PA      | $181447.84    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB0689                                              | CUSIP: 3140QKXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400883 | PA      | $340412.87    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB8261                                              | CUSIP: 3140QUFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1860376 | PA      | $1883509.04   | 0.27%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1572                                              | CUSIP: 3140Y7XA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4455398 | PA      | $4509742.90   | 0.64%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                              | SBA Individual Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83835 | PA      | $84206.97     | 0.01%             | 2029-04-08      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AV9282                                              | CUSIP: 3138XMJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226157 | PA      | $218664.60    | 0.03%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZM8750                                              | CUSIP: 3131Y3WK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492183 | PA      | $469738.63    | 0.07%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510807                                             | CUSIP: 83164NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    577773 | PA      | $598488.79    | 0.08%             | 2031-05-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 590931                                              | CUSIP: 31387QPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4153 | PA      | $4330.47      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC1463                                              | CUSIP: 31417KTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50080 | PA      | $50929.48     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                 | FN BT6821                                              | CUSIP: 3140LVSK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663776 | PA      | $1410743.18   | 0.20%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH7281                                              | CUSIP: 3138A9CT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252315 | PA      | $245654.27    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RJ5621                                              | CUSIP: 3142GWG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2186395 | PA      | $2166572.92   | 0.31%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS9825                                              | CUSIP: 3138WK4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172955 | PA      | $165693.13    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI4706                                              | CUSIP: 3131WHGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39818 | PA      | $41189.80     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1612                                              | CUSIP: 3140Q8YJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376304 | PA      | $350199.18    | 0.05%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC4395                                              | CUSIP: 31417N3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204759 | PA      | $208230.05    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258157                                              | CUSIP: 31371PWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32884 | PA      | $33443.87     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AH8885                                              | CUSIP: 3138AA2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58425 | PA      | $58151.28     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA0825                                              | CUSIP: 3140Q74K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601143 | PA      | $559346.49    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 783893                                              | CUSIP: 31405A3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9160 | PA      | $9468.27      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6968                                              | CUSIP: 3140QEW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272594 | PA      | $1036608.74   | 0.15%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510747                                             | CUSIP: 83164M5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    627347 | PA      | $652167.85    | 0.09%             | 2046-01-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA6969                                              | CUSIP: 3140QEW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991052 | PA      | $807621.58    | 0.11%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AN0360                                              | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $299505.78    | 0.04%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AU7005                                              | CUSIP: 3138X6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155709 | PA      | $151584.62    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST 2018-SB52                   | FRESB 2018-SB52 A10F                                   | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    261171 | PA      | $257681.23    | 0.04%             | 2028-06-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6782                                              | CUSIP: 3133KNRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741831 | PA      | $660098.30    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2012-120 A                                         | CUSIP: 38378BM48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    694361 | PA      | $601547.81    | 0.08%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 702478                                              | CUSIP: 31401AM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204316 | PA      | $209804.98    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530708                                             | CUSIP: 8316A0YE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    234729 | PA      | $257069.25    | 0.04%             | 2034-12-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1161                                              | CUSIP: 3140Q8JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389696 | PA      | $361712.68    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AO8029                                              | CUSIP: 3138LY4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492074 | PA      | $466611.44    | 0.07%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB4056                                              | CUSIP: 3140QPQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4428890 | PA      | $4292747.17   | 0.61%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 738862                                              | CUSIP: 3620ASZ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178930 | PA      | $173600.81    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA7897                                              | CUSIP: 3133KPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4355413 | PA      | $4220718.89   | 0.59%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                  | FR ZJ0844                                              | CUSIP: 3131WQ5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184699 | PA      | $180424.57    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS6958                                              | CUSIP: 3138WGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236786 | PA      | $221774.32    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA6801                                              | CUSIP: 3133KNRW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1886454 | PA      | $1671950.50   | 0.24%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 540104                                             | CUSIP: 8316A8DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70904 | PA      | $77049.59     | 0.01%             | 2033-03-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 258737                                              | CUSIP: 31371QLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5161 | PA      | $5341.05      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 770481                                              | CUSIP: 36176MXJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153850 | PA      | $149267.94    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522438                                             | CUSIP: 83165A4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80844 | PA      | $84443.26     | 0.01%             | 2030-07-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI3254                                              | CUSIP: 3131WFTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63796 | PA      | $65993.66     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI5912                                              | CUSIP: 3131WJR96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141885 | PA      | $146813.18    | 0.02%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AD1586                                              | CUSIP: 31418NXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153482 | PA      | $156099.13    | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI1689                                              | CUSIP: 3131WD2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50095 | PA      | $51779.48     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR RA3803                                              | CUSIP: 3133KKGL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2322598 | PA      | $1796770.38   | 0.25%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AS7517                                              | CUSIP: 3138WHK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265576 | PA      | $240686.10    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB9865                                              | CUSIP: 3140QV6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5071162 | PA      | $5136088.98   | 0.72%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5726                                              | CUSIP: 3133KMLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2913107 | PA      | $2470975.55   | 0.35%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530029                                             | CUSIP: 8316A0A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    162239 | PA      | $168864.10    | 0.02%             | 2031-10-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB7585                                              | CUSIP: 3140QTNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1709495 | PA      | $1778133.09   | 0.25%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR2051                                              | CUSIP: 3140L0H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030001 | PA      | $874633.48    | 0.12%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR3566                                              | CUSIP: 3140L16C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612588 | PA      | $524541.59    | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 990617                                              | CUSIP: 31415VPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125128 | PA      | $129628.87    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR QC9175                                              | CUSIP: 3133AUFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949812 | PA      | $809800.26    | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0800                                              | CUSIP: 3140Y63J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212678 | PA      | $1249602.92   | 0.18%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB6138                                              | CUSIP: 3140QRZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429607 | PA      | $426150.71    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522659                                             | CUSIP: 83165BE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149242 | PA      | $156207.44    | 0.02%             | 2031-06-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB3490                                              | CUSIP: 3140QN2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612486 | PA      | $540084.14    | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA2162                                              | CUSIP: 3133KHMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690027 | PA      | $614807.87    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 522439                                             | CUSIP: 83165A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57796 | PA      | $59144.03     | 0.01%             | 2030-03-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA3045                                              | CUSIP: 3140QAL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158551 | PA      | $156042.58    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC1889                                              | CUSIP: 3140Y8C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2630387 | PA      | $2628964.94   | 0.37%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | G2 AP3887                                              | CUSIP: 36188RJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135020 | PA      | $126627.05    | 0.02%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1468                                              | CUSIP: 3140Q8T21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172586 | PA      | $165288.19    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA4835                                              | CUSIP: 3133KLLQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852502 | PA      | $724438.08    | 0.10%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5037                                              | CUSIP: 3140QQS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8486280 | PA      | $8609472.70   | 1.21%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AU2188                                              | CUSIP: 3138X1NE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103042 | PA      | $97582.50     | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN 885724                                              | CUSIP: 31410DAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124658 | PA      | $129030.22    | 0.02%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510849                                             | CUSIP: 83164NBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450068 | PA      | $470860.29    | 0.07%             | 2031-09-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GNR 2016-11 AD                                         | CUSIP: 38379RCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     43755 | PA      | $43071.97     | 0.01%             | 2043-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN AC5329                                              | CUSIP: 31417Q4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76807 | PA      | $78109.52     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 530594                                             | CUSIP: 8316A0UU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62203 | PA      | $69481.46     | 0.01%             | 2034-02-25      | Variable      | 10.38%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BO1263                                              | CUSIP: 3140JVMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94225 | PA      | $87666.85     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0355                                              | CUSIP: 3140Y6MD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2255567 | PA      | $2278887.26   | 0.32%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5874                                              | CUSIP: 3133KMQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600286 | PA      | $508992.61    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR RA5686                                              | CUSIP: 3133KMJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182274 | PA      | $154666.69    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BT8237                                              | CUSIP: 3140LXEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082274 | PA      | $1025315.34   | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA1338                                              | CUSIP: 3140Q8PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254721 | PA      | $243127.00    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN MC0270                                              | CUSIP: 31421AJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95914 | PA      | $95724.39     | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CC0356                                              | CUSIP: 3140Y6ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2674226 | PA      | $2746387.34   | 0.39%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CB5804                                              | CUSIP: 3140QRNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624934 | PA      | $1669350.66   | 0.24%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN BR0940                                              | CUSIP: 3140KYBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3763087 | PA      | $3057378.31   | 0.43%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                 | FR ZI6976                                              | CUSIP: 3131WKXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44162 | PA      | $45709.45     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                    | SBA 510709                                             | CUSIP: 83164M3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1274731 | PA      | $1326729.83   | 0.19%             | 2045-11-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | GN 738844                                              | CUSIP: 3620ASZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189113 | PA      | $179050.98    | 0.03%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION            | FR ZA5245                                              | CUSIP: 31329NZJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183952 | PA      | $171402.14    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association            | FN CA7317                                              | CUSIP: 3140QFDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329829 | PA      | $1082766.48   | 0.15%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** RBC Funds Trust

**Signature:** Kathy Hegna

**Name of Signer:** Kathy Hegna

**Title:** Treasurer and Chief Financial Officer - RBC Funds, and Director of Mutual Fund Services | RBC Global Asset Management (U.S.) Inc.