# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0000940400-26-007498
**Filing Date:** 2026-2
**Character Count:** 503025
**Document Hash:** eee67a4f88c446dbb9fc1d7416eadea7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007498.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0000940400-26-007498

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**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:** 26675526

**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           |

## Nport-Ex

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| **U.S. Government Agency Backed Mortgages — 104.5%** | **U.S. Government Agency Backed Mortgages — 104.5%** |  |
| **Fannie Mae — 71.0%** | **Fannie Mae — 71.0%** |  |
| &nbsp;&nbsp;$2635754 | 5.00%, 12/1/55 | &nbsp;&nbsp;$2644197 |
| &nbsp;&nbsp;31400000 | (TBA), 2.50%, 10/25/51 | &nbsp;&nbsp;&nbsp;26559816 |
| &nbsp;&nbsp;53500000 | (TBA), 2.00%, 9/25/51 | &nbsp;&nbsp;&nbsp;43266145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37998 | Pool #258022, 5.50%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34408 | Pool #258070, 5.00%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36310 | Pool #258157, 5.00%, 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59731 | Pool #258251, 5.50%, 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70506 | Pool #258305, 5.00%, 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42566 | Pool #258394, 5.00%, 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31673 | Pool #258410, 5.00%, 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67361 | Pool #258450, 5.50%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108986 | Pool #258627, 5.50%, 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | Pool #258737, 5.50%, 12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14798 | Pool #259378, 6.00%, 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315 | Pool #259393, 6.00%, 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24727 | Pool #259590, 5.50%, 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50560 | Pool #259611, 5.50%, 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19342 | Pool #259671, 5.50%, 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46569 | Pool #259686, 5.50%, 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36115 | Pool #259761, 5.00%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48217 | Pool #259777, 5.00%, 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29896 | Pool #259789, 5.00%, 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30695 | Pool #259830, 5.00%, 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19933 | Pool #259848, 5.00%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44075 | Pool #259867, 5.50%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22075 | Pool #259869, 5.50%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21265 | Pool #259998, 5.00%, 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234887 | Pool #470828, 3.53%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16977 | Pool #579402, 6.50%, 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14778 | Pool #583728, 6.50%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809 | Pool #590931, 6.50%, 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22084 | Pool #607611, 6.50%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22113 | Pool #644437, 6.50%, 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414705 | Pool #663159, 5.00%, 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21301 | Pool #670278, 5.50%, 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30362 | Pool #677591, 5.50%, 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122271 | Pool #695961, 5.50%, 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78170 | Pool #696407, 5.50%, 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210518 | Pool #702478, 5.50%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65988 | Pool #702479, 5.00%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21927 | Pool #723066, 5.00%, 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94941 | Pool #723067, 5.50%, 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89177 | Pool #723070, 4.50%, 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109273 | Pool #727311, 4.50%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79865 | Pool #727312, 5.00%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81452 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;$40883 | Pool #727315, 6.00%, 10/1/33 | &nbsp;&nbsp;$42743 |
| &nbsp;&nbsp;&nbsp;&nbsp;23716 | Pool #738589, 5.00%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;24186 |
| &nbsp;&nbsp;&nbsp;&nbsp;29311 | Pool #739269, 5.00%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;29893 |
| &nbsp;&nbsp;&nbsp;&nbsp;38803 | Pool #748041, 4.50%, 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;39102 |
| &nbsp;&nbsp;&nbsp;&nbsp;54384 | Pool #749891, 5.00%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;55461 |
| &nbsp;&nbsp;&nbsp;&nbsp;23443 | Pool #753533, 5.00%, 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;23908 |
| &nbsp;&nbsp;&nbsp;&nbsp;25543 | Pool #755679, 6.00%, 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;26703 |
| &nbsp;&nbsp;238333 | Pool #777621, 5.00%, 2/1/34 | &nbsp;&nbsp;&nbsp;243065 |
| &nbsp;&nbsp;&nbsp;&nbsp;53318 | Pool #781741, 6.00%, 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;55973 |
| &nbsp;&nbsp;&nbsp;&nbsp;27729 | Pool #781959, 5.50%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;28818 |
| &nbsp;&nbsp;&nbsp;&nbsp;11409 | Pool #783893, 5.50%, 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;11858 |
| &nbsp;&nbsp;&nbsp;&nbsp;47942 | Pool #783929, 5.50%, 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;49831 |
| &nbsp;&nbsp;&nbsp;&nbsp;38710 | Pool #799548, 6.00%, 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;40649 |
| &nbsp;&nbsp;438593 | Pool #806754, 4.50%, 9/1/34 | &nbsp;&nbsp;&nbsp;442046 |
| &nbsp;&nbsp;179472 | Pool #806757, 6.00%, 9/1/34 | &nbsp;&nbsp;&nbsp;188441 |
| &nbsp;&nbsp;193308 | Pool #806761, 5.50%, 9/1/34 | &nbsp;&nbsp;&nbsp;200936 |
| &nbsp;&nbsp;&nbsp;&nbsp;75372 | Pool #808205, 5.00%, 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;76964 |
| &nbsp;&nbsp;129005 | Pool #815009, 5.00%, 4/1/35 | &nbsp;&nbsp;&nbsp;131891 |
| &nbsp;&nbsp;&nbsp;&nbsp;34433 | Pool #820336, 5.00%, 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;35196 |
| &nbsp;&nbsp;&nbsp;&nbsp;68871 | Pool #822008, 5.00%, 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;70409 |
| &nbsp;&nbsp;104610 | Pool #829276, 5.00%, 8/1/35 | &nbsp;&nbsp;&nbsp;106951 |
| &nbsp;&nbsp;&nbsp;&nbsp;57395 | Pool #829649, 5.50%, 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;59656 |
| &nbsp;&nbsp;&nbsp;&nbsp;18537 | Pool #845245, 5.50%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;19293 |
| &nbsp;&nbsp;&nbsp;&nbsp;11191 | Pool #866969, 6.00%, 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;11814 |
| &nbsp;&nbsp;&nbsp;&nbsp;56932 | Pool #884693, 5.50%, 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;59313 |
| &nbsp;&nbsp;132436 | Pool #885724, 5.50%, 6/1/36 | &nbsp;&nbsp;&nbsp;137963 |
| &nbsp;&nbsp;&nbsp;&nbsp;51743 | Pool #919368, 5.50%, 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;53903 |
| &nbsp;&nbsp;206634 | Pool #922582, 6.00%, 12/1/36 | &nbsp;&nbsp;&nbsp;218980 |
| &nbsp;&nbsp;&nbsp;&nbsp;76146 | Pool #934941, 5.00%, 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;77899 |
| &nbsp;&nbsp;230888 | Pool #934942, 5.00%, 9/1/39 | &nbsp;&nbsp;&nbsp;236193 |
| &nbsp;&nbsp;152583 | Pool #948600, 6.00%, 8/1/37 | &nbsp;&nbsp;&nbsp;162209 |
| &nbsp;&nbsp;&nbsp;&nbsp;53946 | Pool #952678, 6.50%, 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;58031 |
| &nbsp;&nbsp;&nbsp;&nbsp;71753 | Pool #986239, 6.00%, 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;76315 |
| &nbsp;&nbsp;&nbsp;&nbsp;95377 | Pool #986957, 5.50%, 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;99750 |
| &nbsp;&nbsp;126841 | Pool #990617, 5.50%, 9/1/38 | &nbsp;&nbsp;&nbsp;132663 |
| &nbsp;&nbsp;117406 | Pool #AA0645, 4.50%, 3/1/39 | &nbsp;&nbsp;&nbsp;117892 |
| &nbsp;&nbsp;&nbsp;&nbsp;98737 | Pool #AA3207, 4.50%, 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;99146 |
| &nbsp;&nbsp;&nbsp;&nbsp;82645 | Pool #AA7042, 4.50%, 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;82987 |
| &nbsp;&nbsp;127980 | Pool #AA7658, 4.00%, 6/1/39 | &nbsp;&nbsp;&nbsp;125509 |
| &nbsp;&nbsp;532804 | Pool #AB7798, 3.00%, 1/1/43 | &nbsp;&nbsp;&nbsp;492882 |
| &nbsp;&nbsp;733056 | Pool #AB9204, 3.00%, 4/1/43 | &nbsp;&nbsp;&nbsp;674024 |
| &nbsp;&nbsp;&nbsp;&nbsp;52174 | Pool #AC1463, 5.00%, 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;53375 |
| &nbsp;&nbsp;201481 | Pool #AC2109, 4.50%, 7/1/39 | &nbsp;&nbsp;&nbsp;202315 |
| &nbsp;&nbsp;207413 | Pool #AC4395, 5.00%, 9/1/39 | &nbsp;&nbsp;&nbsp;212187 |
| &nbsp;&nbsp;&nbsp;&nbsp;77800 | Pool #AC5329, 5.00%, 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;79591 |
| &nbsp;&nbsp;146891 | Pool #AC6305, 5.00%, 11/1/39 | &nbsp;&nbsp;&nbsp;150266 |
| &nbsp;&nbsp;111950 | Pool #AC6307, 5.00%, 12/1/39 | &nbsp;&nbsp;&nbsp;114523 |
| &nbsp;&nbsp;174075 | Pool #AC6790, 5.00%, 12/1/39 | &nbsp;&nbsp;&nbsp;178075 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $249027 | Pool #AC7199, 5.00%, 12/1/39 | $254737 |
| &nbsp;&nbsp;233480 | Pool #AD1470, 5.00%, 2/1/40 | &nbsp;&nbsp;&nbsp;238906 |
| &nbsp;&nbsp;276368 | Pool #AD1586, 5.00%, 1/1/40 | &nbsp;&nbsp;&nbsp;282736 |
| &nbsp;&nbsp;176073 | Pool #AD1638, 4.50%, 2/1/40 | &nbsp;&nbsp;&nbsp;177078 |
| &nbsp;&nbsp;112106 | Pool #AD1640, 4.50%, 3/1/40 | &nbsp;&nbsp;&nbsp;112746 |
| &nbsp;&nbsp;130804 | Pool #AD1988, 4.50%, 2/1/40 | &nbsp;&nbsp;&nbsp;131348 |
| &nbsp;&nbsp;143031 | Pool #AD2896, 5.00%, 3/1/40 | &nbsp;&nbsp;&nbsp;147091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865 | Pool #AD4456, 4.50%, 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 |
| &nbsp;&nbsp;280879 | Pool #AD4458, 4.50%, 4/1/40 | &nbsp;&nbsp;&nbsp;282619 |
| &nbsp;&nbsp;153070 | Pool #AD4940, 4.50%, 6/1/40 | &nbsp;&nbsp;&nbsp;153977 |
| &nbsp;&nbsp;&nbsp;&nbsp;49704 | Pool #AD4946, 4.50%, 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;49999 |
| &nbsp;&nbsp;&nbsp;&nbsp;96409 | Pool #AD5728, 5.00%, 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;99146 |
| &nbsp;&nbsp;&nbsp;&nbsp;42826 | Pool #AD7242, 4.50%, 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;43102 |
| &nbsp;&nbsp;&nbsp;&nbsp;73374 | Pool #AD7256, 4.50%, 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;73829 |
| &nbsp;&nbsp;113877 | Pool #AD7271, 4.50%, 7/1/40 | &nbsp;&nbsp;&nbsp;114528 |
| &nbsp;&nbsp;212581 | Pool #AD7272, 4.50%, 7/1/40 | &nbsp;&nbsp;&nbsp;213898 |
| &nbsp;&nbsp;&nbsp;&nbsp;71612 | Pool #AD8960, 5.00%, 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;73890 |
| &nbsp;&nbsp;266252 | Pool #AD9614, 4.50%, 8/1/40 | &nbsp;&nbsp;&nbsp;267772 |
| &nbsp;&nbsp;576002 | Pool #AE2012, 4.00%, 9/1/40 | &nbsp;&nbsp;&nbsp;564831 |
| &nbsp;&nbsp;&nbsp;&nbsp;95120 | Pool #AE2023, 4.00%, 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;93276 |
| &nbsp;&nbsp;149166 | Pool #AE5432, 4.00%, 10/1/40 | &nbsp;&nbsp;&nbsp;146280 |
| &nbsp;&nbsp;268113 | Pool #AE5435, 4.50%, 9/1/40 | &nbsp;&nbsp;&nbsp;269645 |
| &nbsp;&nbsp;&nbsp;&nbsp;80587 | Pool #AE5806, 4.50%, 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;81107 |
| &nbsp;&nbsp;236855 | Pool #AE5861, 4.00%, 10/1/40 | &nbsp;&nbsp;&nbsp;232261 |
| &nbsp;&nbsp;105829 | Pool #AE5862, 4.00%, 10/1/40 | &nbsp;&nbsp;&nbsp;103775 |
| &nbsp;&nbsp;218376 | Pool #AE6850, 4.00%, 10/1/40 | &nbsp;&nbsp;&nbsp;214141 |
| &nbsp;&nbsp;123728 | Pool #AE7699, 4.00%, 11/1/40 | &nbsp;&nbsp;&nbsp;121328 |
| &nbsp;&nbsp;334638 | Pool #AE7703, 4.00%, 10/1/40 | &nbsp;&nbsp;&nbsp;328147 |
| &nbsp;&nbsp;102258 | Pool #AH0300, 4.00%, 11/1/40 | &nbsp;&nbsp;&nbsp;100273 |
| &nbsp;&nbsp;&nbsp;&nbsp;88498 | Pool #AH0301, 3.50%, 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;84951 |
| &nbsp;&nbsp;&nbsp;&nbsp;95090 | Pool #AH0306, 4.00%, 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;93247 |
| &nbsp;&nbsp;297998 | Pool #AH0508, 4.00%, 11/1/40 | &nbsp;&nbsp;&nbsp;292218 |
| &nbsp;&nbsp;385838 | Pool #AH0537, 4.00%, 12/1/40 | &nbsp;&nbsp;&nbsp;378351 |
| &nbsp;&nbsp;443122 | Pool #AH0914, 4.50%, 11/1/40 | &nbsp;&nbsp;&nbsp;445652 |
| &nbsp;&nbsp;216683 | Pool #AH0917, 4.00%, 12/1/40 | &nbsp;&nbsp;&nbsp;212481 |
| &nbsp;&nbsp;174934 | Pool #AH1077, 4.00%, 1/1/41 | &nbsp;&nbsp;&nbsp;171542 |
| &nbsp;&nbsp;158126 | Pool #AH2973, 4.00%, 12/1/40 | &nbsp;&nbsp;&nbsp;155061 |
| &nbsp;&nbsp;187891 | Pool #AH2980, 4.00%, 1/1/41 | &nbsp;&nbsp;&nbsp;184245 |
| &nbsp;&nbsp;446921 | Pool #AH5656, 4.00%, 1/1/41 | &nbsp;&nbsp;&nbsp;438249 |
| &nbsp;&nbsp;246600 | Pool #AH5658, 4.00%, 2/1/41 | &nbsp;&nbsp;&nbsp;241817 |
| &nbsp;&nbsp;167379 | Pool #AH5662, 4.00%, 2/1/41 | &nbsp;&nbsp;&nbsp;164135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | Pool #AH5882, 4.00%, 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
| &nbsp;&nbsp;132051 | Pool #AH6764, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;129490 |
| &nbsp;&nbsp;375546 | Pool #AH6768, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;367903 |
| &nbsp;&nbsp;255844 | Pool #AH7281, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;250638 |
| &nbsp;&nbsp;&nbsp;&nbsp;92788 | Pool #AH7526, 4.50%, 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;93412 |
| &nbsp;&nbsp;200480 | Pool #AH7537, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;196400 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$118698 | Pool #AH8878, 4.50%, 4/1/41 | &nbsp;&nbsp;&nbsp;$119417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59115 | Pool #AH8885, 4.50%, 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | Pool #AH9050, 3.50%, 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| &nbsp;&nbsp;&nbsp;&nbsp;293665 | Pool #AI0114, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287689 |
| &nbsp;&nbsp;&nbsp;&nbsp;205497 | Pool #AI1846, 4.50%, 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206603 |
| &nbsp;&nbsp;&nbsp;&nbsp;328485 | Pool #AI1848, 4.50%, 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330254 |
| &nbsp;&nbsp;&nbsp;&nbsp;243190 | Pool #AI1849, 4.50%, 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244990 |
| &nbsp;&nbsp;&nbsp;&nbsp;146782 | Pool #AJ0651, 4.00%, 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143797 |
| &nbsp;&nbsp;&nbsp;&nbsp;482548 | Pool #AJ9133, 4.00%, 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472727 |
| &nbsp;&nbsp;&nbsp;&nbsp;153556 | Pool #AK6715, 3.50%, 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146788 |
| &nbsp;&nbsp;&nbsp;&nbsp;294804 | Pool #AK6716, 3.50%, 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280870 |
| &nbsp;&nbsp;&nbsp;&nbsp;143228 | Pool #AK6718, 3.50%, 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136911 |
| &nbsp;&nbsp;&nbsp;&nbsp;200361 | Pool #AM6907, 3.68%, 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193811 |
| &nbsp;&nbsp;&nbsp;&nbsp;350000 | Pool #AN0360, 3.95%, 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299149 |
| &nbsp;&nbsp;&nbsp;&nbsp;827641 | Pool #AN2746, 2.30%, 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817961 |
| &nbsp;&nbsp;&nbsp;&nbsp;748759 | Pool #AN5053, 3.34%, 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743858 |
| &nbsp;&nbsp;&nbsp;&nbsp;184890 | Pool #AN6580, 3.36%, 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181117 |
| &nbsp;&nbsp;&nbsp;&nbsp;844438 | Pool #AN7154, 3.21%, 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797286 |
| &nbsp;&nbsp;1932766 | Pool #AN8055, 3.05%, 1/1/30 | &nbsp;&nbsp;&nbsp;1864811 |
| &nbsp;&nbsp;1463037 | Pool #AN8121, 3.16%, 1/1/35 | &nbsp;&nbsp;&nbsp;1322422 |
| &nbsp;&nbsp;&nbsp;&nbsp;477725 | Pool #AN8915, 3.48%, 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467106 |
| &nbsp;&nbsp;&nbsp;&nbsp;155616 | Pool #AO2923, 3.50%, 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148913 |
| &nbsp;&nbsp;&nbsp;&nbsp;497613 | Pool #AO8029, 3.50%, 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475682 |
| &nbsp;&nbsp;&nbsp;&nbsp;110546 | Pool #AP7483, 3.50%, 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47876 | Pool #AQ6710, 2.50%, 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47270 |
| &nbsp;&nbsp;&nbsp;&nbsp;500546 | Pool #AQ7193, 3.50%, 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73339 | Pool #AR6928, 3.00%, 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67559 |
| &nbsp;&nbsp;&nbsp;&nbsp;699961 | Pool #AS3494, 4.00%, 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678813 |
| &nbsp;&nbsp;&nbsp;&nbsp;167567 | Pool #AS3929, 4.00%, 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163197 |
| &nbsp;&nbsp;&nbsp;&nbsp;201880 | Pool #AS4070, 4.00%, 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194809 |
| &nbsp;&nbsp;&nbsp;&nbsp;132283 | Pool #AS4390, 3.50%, 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126103 |
| &nbsp;&nbsp;&nbsp;&nbsp;152722 | Pool #AS4732, 3.50%, 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144847 |
| &nbsp;&nbsp;&nbsp;&nbsp;438661 | Pool #AS4905, 3.50%, 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415770 |
| &nbsp;&nbsp;&nbsp;&nbsp;671968 | Pool #AS5341, 3.50%, 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633947 |
| &nbsp;&nbsp;&nbsp;&nbsp;226398 | Pool #AS5576, 4.00%, 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219674 |
| &nbsp;&nbsp;&nbsp;&nbsp;284003 | Pool #AS5919, 3.50%, 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269713 |
| &nbsp;&nbsp;&nbsp;&nbsp;195158 | Pool #AS6303, 4.00%, 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189363 |
| &nbsp;&nbsp;&nbsp;&nbsp;386961 | Pool #AS6778, 3.50%, 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365095 |
| &nbsp;&nbsp;&nbsp;&nbsp;239119 | Pool #AS6958, 3.50%, 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225837 |
| &nbsp;&nbsp;&nbsp;&nbsp;668905 | Pool #AS7138, 3.50%, 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630721 |
| &nbsp;&nbsp;&nbsp;&nbsp;346844 | Pool #AS7139, 3.50%, 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327045 |
| &nbsp;&nbsp;&nbsp;&nbsp;630243 | Pool #AS7334, 3.00%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574901 |
| &nbsp;&nbsp;&nbsp;&nbsp;516188 | Pool #AS7335, 3.00%, 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468628 |
| &nbsp;&nbsp;&nbsp;&nbsp;294743 | Pool #AS7336, 3.00%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262784 |
| &nbsp;&nbsp;1125302 | Pool #AS7504, 3.00%, 7/1/46 | &nbsp;&nbsp;&nbsp;1021621 |
| &nbsp;&nbsp;&nbsp;&nbsp;408383 | Pool #AS7516, 3.00%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370756 |
| &nbsp;&nbsp;&nbsp;&nbsp;267854 | Pool #AS7517, 3.00%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244728 |
| &nbsp;&nbsp;&nbsp;&nbsp;110360 | Pool #AS7518, 3.00%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100911 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$136923 | Pool #AS7674, 3.00%, 8/1/46 | &nbsp;&nbsp;&nbsp;$124307 |
| &nbsp;&nbsp;&nbsp;&nbsp;882714 | Pool #AS7676, 3.00%, 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801384 |
| &nbsp;&nbsp;&nbsp;&nbsp;214416 | Pool #AS8289, 3.00%, 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194660 |
| &nbsp;&nbsp;&nbsp;&nbsp;473594 | Pool #AS8633, 3.50%, 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446559 |
| &nbsp;&nbsp;&nbsp;&nbsp;278443 | Pool #AS8776, 3.50%, 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262548 |
| &nbsp;&nbsp;&nbsp;&nbsp;308916 | Pool #AS9381, 4.00%, 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298435 |
| &nbsp;&nbsp;&nbsp;&nbsp;146951 | Pool #AS9549, 4.00%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142130 |
| &nbsp;&nbsp;&nbsp;&nbsp;181985 | Pool #AS9550, 4.00%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175778 |
| &nbsp;&nbsp;&nbsp;&nbsp;174386 | Pool #AS9825, 4.00%, 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168470 |
| &nbsp;&nbsp;&nbsp;&nbsp;381155 | Pool #AT2688, 3.00%, 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350606 |
| &nbsp;&nbsp;&nbsp;&nbsp;106467 | Pool #AT3963, 2.50%, 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36111 | Pool #AT7873, 2.50%, 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35637 |
| &nbsp;&nbsp;&nbsp;&nbsp;324563 | Pool #AU2165, 3.50%, 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308879 |
| &nbsp;&nbsp;&nbsp;&nbsp;292974 | Pool #AU2188, 3.50%, 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278817 |
| &nbsp;&nbsp;&nbsp;&nbsp;225027 | Pool #AU7003, 4.00%, 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220106 |
| &nbsp;&nbsp;&nbsp;&nbsp;157407 | Pool #AU7005, 4.00%, 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47480 | Pool #AV0679, 4.00%, 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46458 |
| &nbsp;&nbsp;&nbsp;&nbsp;229229 | Pool #AV9282, 4.00%, 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223372 |
| &nbsp;&nbsp;&nbsp;&nbsp;118734 | Pool #AW1565, 4.00%, 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115749 |
| &nbsp;&nbsp;&nbsp;&nbsp;498396 | Pool #AW5046, 4.00%, 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71841 | Pool #AW5047, 4.00%, 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93534 | Pool #AW7040, 4.00%, 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91228 |
| &nbsp;&nbsp;&nbsp;&nbsp;601865 | Pool #AX2884, 3.50%, 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567123 |
| &nbsp;&nbsp;&nbsp;&nbsp;414092 | Pool #AX4860, 3.50%, 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394541 |
| &nbsp;&nbsp;&nbsp;&nbsp;503157 | Pool #AY1389, 3.50%, 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63085 | Pool #AY3435, 3.50%, 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60031 |
| &nbsp;&nbsp;&nbsp;&nbsp;317043 | Pool #AY5571, 3.50%, 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299104 |
| &nbsp;&nbsp;&nbsp;&nbsp;235920 | Pool #BC0802, 3.50%, 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222589 |
| &nbsp;&nbsp;&nbsp;&nbsp;179357 | Pool #BC0804, 3.50%, 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169119 |
| &nbsp;&nbsp;&nbsp;&nbsp;204561 | Pool #BC1135, 3.00%, 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187046 |
| &nbsp;&nbsp;&nbsp;&nbsp;627080 | Pool #BD5021, 3.50%, 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591426 |
| &nbsp;&nbsp;&nbsp;&nbsp;853442 | Pool #BD7140, 4.00%, 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824313 |
| &nbsp;&nbsp;&nbsp;&nbsp;776383 | Pool #BE4232, 3.00%, 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704850 |
| &nbsp;&nbsp;&nbsp;&nbsp;160665 | Pool #BE9743, 3.50%, 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151286 |
| &nbsp;&nbsp;&nbsp;&nbsp;441703 | Pool #BH2665, 3.50%, 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414636 |
| &nbsp;&nbsp;&nbsp;&nbsp;241697 | Pool #BJ0657, 4.00%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232762 |
| &nbsp;&nbsp;&nbsp;&nbsp;209049 | Pool #BJ2670, 4.00%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201332 |
| &nbsp;&nbsp;&nbsp;&nbsp;694078 | Pool #BJ5158, 4.00%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668455 |
| &nbsp;&nbsp;&nbsp;&nbsp;396047 | Pool #BK7924, 4.00%, 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382835 |
| &nbsp;&nbsp;&nbsp;&nbsp;883619 | Pool #BL4589, 2.45%, 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838740 |
| &nbsp;&nbsp;&nbsp;&nbsp;430644 | Pool #BL5454, 2.77%, 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94821 | Pool #BO1263, 3.50%, 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89012 |
| &nbsp;&nbsp;&nbsp;&nbsp;409791 | Pool #BO3599, 3.00%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367693 |
| &nbsp;&nbsp;&nbsp;&nbsp;529210 | Pool #BO5263, 3.00%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474843 |
| &nbsp;&nbsp;2090467 | Pool #BO6771, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;1783847 |
| &nbsp;&nbsp;&nbsp;&nbsp;361931 | Pool #BP3417, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308733 |
| &nbsp;&nbsp;&nbsp;&nbsp;520282 | Pool #BP8731, 2.50%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448858 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$628052 | Pool #BP8741, 2.50%, 6/1/50 | &nbsp;&nbsp;&nbsp;$537882 |
| &nbsp;&nbsp;1323585 | Pool #BQ4469, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;1080498 |
| &nbsp;&nbsp;&nbsp;&nbsp;451144 | Pool #BQ4493, 1.50%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349603 |
| &nbsp;&nbsp;&nbsp;&nbsp;895571 | Pool #BQ7523, 2.00%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732030 |
| &nbsp;&nbsp;&nbsp;&nbsp;640357 | Pool #BQ7524, 2.50%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551655 |
| &nbsp;&nbsp;3793943 | Pool #BR0940, 2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;3097552 |
| &nbsp;&nbsp;&nbsp;&nbsp;762529 | Pool #BR1037, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650685 |
| &nbsp;&nbsp;1805131 | Pool #BR1113, 2.00%, 11/1/50 | &nbsp;&nbsp;&nbsp;1474864 |
| &nbsp;&nbsp;&nbsp;&nbsp;725716 | Pool #BR1114, 1.50%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562432 |
| &nbsp;&nbsp;&nbsp;&nbsp;261378 | Pool #BR1115, 2.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223447 |
| &nbsp;&nbsp;1037231 | Pool #BR2051, 2.50%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884773 |
| &nbsp;&nbsp;2150269 | Pool #BR2234, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;1832876 |
| &nbsp;&nbsp;&nbsp;&nbsp;850780 | Pool #BR3565, 2.00%, 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694824 |
| &nbsp;&nbsp;&nbsp;&nbsp;618245 | Pool #BR3566, 2.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532222 |
| &nbsp;&nbsp;&nbsp;&nbsp;978577 | Pool #BS0345, 1.61%, 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782326 |
| &nbsp;&nbsp;2669273 | Pool #BS0391, 1.63%, 1/1/33 | &nbsp;&nbsp;&nbsp;2266831 |
| &nbsp;&nbsp;&nbsp;&nbsp;500000 | Pool #BS0915, 1.62%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435831 |
| &nbsp;&nbsp;1000000 | Pool #BS1281, 1.59%, 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878378 |
| &nbsp;&nbsp;&nbsp;&nbsp;179926 | Pool #BS1326, 1.19%, 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178742 |
| &nbsp;&nbsp;1794141 | Pool #BS1482, 1.61%, 3/1/31 | &nbsp;&nbsp;&nbsp;1595189 |
| &nbsp;&nbsp;&nbsp;&nbsp;690600 | Pool #BS1524, 2.01%, 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598055 |
| &nbsp;&nbsp;1500000 | Pool #BS1560, 2.03%, 4/1/31 | &nbsp;&nbsp;&nbsp;1350568 |
| &nbsp;&nbsp;&nbsp;&nbsp;203230 | Pool #BS1828, 1.58%, 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193077 |
| &nbsp;&nbsp;&nbsp;&nbsp;932498 | Pool #BS4422, 2.59%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854288 |
| &nbsp;&nbsp;&nbsp;&nbsp;230843 | Pool #BS5840, 3.78%, 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221763 |
| &nbsp;&nbsp;&nbsp;&nbsp;669000 | Pool #BS6083, 4.38%, 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663155 |
| &nbsp;&nbsp;&nbsp;&nbsp;400000 | Pool #BS6178, 3.41%, 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391120 |
| &nbsp;&nbsp;&nbsp;&nbsp;991791 | Pool #BS8302, 4.61%, 4/1/28 | &nbsp;&nbsp;&nbsp;1004397 |
| &nbsp;&nbsp;2735000 | Pool #BS8483, 4.81%, 5/1/28 | &nbsp;&nbsp;&nbsp;2767053 |
| &nbsp;&nbsp;&nbsp;&nbsp;521969 | Pool #BS8518, 4.30%, 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526107 |
| &nbsp;&nbsp;&nbsp;&nbsp;600000 | Pool #BS9972, 5.76%, 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624280 |
| &nbsp;&nbsp;1675640 | Pool #BT6821, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;1427266 |
| &nbsp;&nbsp;1163102 | Pool #BT8237, 4.00%, 6/1/52 | &nbsp;&nbsp;&nbsp;1109417 |
| &nbsp;&nbsp;&nbsp;&nbsp;227793 | Pool #BT8243, 4.00%, 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217244 |
| &nbsp;&nbsp;1036034 | Pool #BU1334, 2.50%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881182 |
| &nbsp;&nbsp;1710213 | Pool #BU1337, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;1521774 |
| &nbsp;&nbsp;&nbsp;&nbsp;183876 | Pool #BV4205, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163353 |
| &nbsp;&nbsp;2132140 | Pool #BV8876, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;1975942 |
| &nbsp;&nbsp;4203000 | Pool #BZ2936, 4.58%, 1/1/30 | &nbsp;&nbsp;&nbsp;4276766 |
| &nbsp;&nbsp;8139000 | Pool #BZ5369, 4.41%, 10/1/35 | &nbsp;&nbsp;&nbsp;8015033 |
| &nbsp;&nbsp;&nbsp;&nbsp;527814 | Pool #CA0114, 3.50%, 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495470 |
| &nbsp;&nbsp;&nbsp;&nbsp;527208 | Pool #CA0334, 3.50%, 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495772 |
| &nbsp;&nbsp;&nbsp;&nbsp;148637 | Pool #CA0536, 3.50%, 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139774 |
| &nbsp;&nbsp;&nbsp;&nbsp;222425 | Pool #CA0743, 3.50%, 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209440 |
| &nbsp;&nbsp;&nbsp;&nbsp;605479 | Pool #CA0825, 3.50%, 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568376 |
| &nbsp;&nbsp;&nbsp;&nbsp;589448 | Pool #CA0981, 3.50%, 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553328 |
| &nbsp;&nbsp;&nbsp;&nbsp;174976 | Pool #CA1070, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164543 |
| &nbsp;&nbsp;&nbsp;&nbsp;446727 | Pool #CA1115, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419352 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$695736 | Pool #CA1130, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;$653102 |
| &nbsp;&nbsp;&nbsp;&nbsp;171744 | Pool #CA1131, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161503 |
| &nbsp;&nbsp;&nbsp;&nbsp;268357 | Pool #CA1132, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251913 |
| &nbsp;&nbsp;&nbsp;&nbsp;192808 | Pool #CA1144, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72365 | Pool #CA1152, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67930 |
| &nbsp;&nbsp;&nbsp;&nbsp;369930 | Pool #CA1160, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348333 |
| &nbsp;&nbsp;&nbsp;&nbsp;395236 | Pool #CA1161, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370505 |
| &nbsp;&nbsp;&nbsp;&nbsp;256881 | Pool #CA1338, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247384 |
| &nbsp;&nbsp;&nbsp;&nbsp;512391 | Pool #CA1339, 3.50%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480329 |
| &nbsp;&nbsp;&nbsp;&nbsp;163047 | Pool #CA1418, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157019 |
| &nbsp;&nbsp;&nbsp;&nbsp;173747 | Pool #CA1468, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167551 |
| &nbsp;&nbsp;&nbsp;&nbsp;443470 | Pool #CA1469, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427075 |
| &nbsp;&nbsp;&nbsp;&nbsp;156178 | Pool #CA1471, 4.00%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150968 |
| &nbsp;&nbsp;&nbsp;&nbsp;682653 | Pool #CA1507, 4.00%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657452 |
| &nbsp;&nbsp;&nbsp;&nbsp;370365 | Pool #CA1610, 3.50%, 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347191 |
| &nbsp;&nbsp;&nbsp;&nbsp;375185 | Pool #CA1611, 4.00%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361334 |
| &nbsp;&nbsp;&nbsp;&nbsp;379596 | Pool #CA1612, 3.50%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355827 |
| &nbsp;&nbsp;&nbsp;&nbsp;204155 | Pool #CA1613, 4.00%, 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196618 |
| &nbsp;&nbsp;&nbsp;&nbsp;178708 | Pool #CA2381, 4.00%, 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172335 |
| &nbsp;&nbsp;&nbsp;&nbsp;200156 | Pool #CA2440, 4.00%, 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192756 |
| &nbsp;&nbsp;&nbsp;&nbsp;160010 | Pool #CA2441, 4.00%, 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154672 |
| &nbsp;&nbsp;&nbsp;&nbsp;153171 | Pool #CA2442, 4.00%, 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148061 |
| &nbsp;&nbsp;&nbsp;&nbsp;190663 | Pool #CA2443, 4.00%, 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183863 |
| &nbsp;&nbsp;&nbsp;&nbsp;180750 | Pool #CA2468, 4.00%, 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174304 |
| &nbsp;&nbsp;&nbsp;&nbsp;429758 | Pool #CA2594, 4.00%, 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415915 |
| &nbsp;&nbsp;&nbsp;&nbsp;291074 | Pool #CA3042, 4.00%, 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280328 |
| &nbsp;&nbsp;&nbsp;&nbsp;331214 | Pool #CA3043, 4.00%, 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319403 |
| &nbsp;&nbsp;&nbsp;&nbsp;159502 | Pool #CA3045, 4.50%, 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25949 | Pool #CA3132, 4.00%, 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25044 |
| &nbsp;&nbsp;&nbsp;&nbsp;148304 | Pool #CA3557, 3.50%, 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138993 |
| &nbsp;&nbsp;&nbsp;&nbsp;333553 | Pool #CA3628, 3.50%, 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311614 |
| &nbsp;&nbsp;&nbsp;&nbsp;183877 | Pool #CA3793, 3.50%, 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172187 |
| &nbsp;&nbsp;&nbsp;&nbsp;125581 | Pool #CA3936, 3.50%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117597 |
| &nbsp;&nbsp;&nbsp;&nbsp;390915 | Pool #CA4043, 3.00%, 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350756 |
| &nbsp;&nbsp;&nbsp;&nbsp;460408 | Pool #CA4320, 3.00%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413110 |
| &nbsp;&nbsp;&nbsp;&nbsp;641899 | Pool #CA5309, 3.00%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574969 |
| &nbsp;&nbsp;&nbsp;&nbsp;505348 | Pool #CA5312, 3.00%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452656 |
| &nbsp;&nbsp;1062451 | Pool #CA6151, 2.50%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910244 |
| &nbsp;&nbsp;&nbsp;&nbsp;268095 | Pool #CA6251, 3.00%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240690 |
| &nbsp;&nbsp;&nbsp;&nbsp;992066 | Pool #CA6263, 2.50%, 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849634 |
| &nbsp;&nbsp;2130742 | Pool #CA6967, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;1743134 |
| &nbsp;&nbsp;1281383 | Pool #CA6968, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;1047836 |
| &nbsp;&nbsp;&nbsp;&nbsp;998092 | Pool #CA6969, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816527 |
| &nbsp;&nbsp;1203701 | Pool #CA6971, 2.50%, 9/1/50 | &nbsp;&nbsp;&nbsp;1029765 |
| &nbsp;&nbsp;&nbsp;&nbsp;997085 | Pool #CA6972, 2.50%, 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853315 |
| &nbsp;&nbsp;&nbsp;&nbsp;935144 | Pool #CA6973, 2.50%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800305 |
| &nbsp;&nbsp;&nbsp;&nbsp;858373 | Pool #CA7258, 2.50%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734337 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;$1100552 | Pool #CA7259, 2.50%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;$941521 |
| &nbsp;&nbsp;&nbsp;&nbsp;1339400 | Pool #CA7317, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1094811 |
| &nbsp;&nbsp;&nbsp;&nbsp;1682505 | Pool #CA7549, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1375261 |
| &nbsp;&nbsp;&nbsp;&nbsp;1332570 | Pool #CA7917, 2.00%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1099956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652093 | Pool #CA8069, 1.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987946 | Pool #CA8070, 2.00%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807191 |
| &nbsp;&nbsp;&nbsp;&nbsp;3451429 | Pool #CA8077, 2.00%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2819955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598418 | Pool #CA8425, 1.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974540 | Pool #CA8432, 2.00%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795898 |
| &nbsp;&nbsp;&nbsp;&nbsp;1258928 | Pool #CA8685, 1.50%, 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975624 |
| &nbsp;&nbsp;&nbsp;&nbsp;3885708 | Pool #CA9048, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3172065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266705 | Pool #CB0245, 2.50%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686993 | Pool #CB0437, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562845 | Pool #CB0480, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86890 | Pool #CB0576, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231717 | Pool #CB0582, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197658 |
| &nbsp;&nbsp;&nbsp;&nbsp;1572341 | Pool #CB0688, 2.50%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1341229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403448 | Pool #CB0689, 2.50%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818166 | Pool #CB0972, 2.50%, 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450092 | Pool #CB1003, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252789 | Pool #CB1010, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215554 |
| &nbsp;&nbsp;&nbsp;&nbsp;1126845 | Pool #CB1060, 2.00%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930134 | Pool #CB1515, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792552 |
| &nbsp;&nbsp;&nbsp;&nbsp;1147180 | Pool #CB1809, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745533 | Pool #CB1956, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756998 | Pool #CB2029, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1469424 | Pool #CB2205, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1250705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669446 | Pool #CB2268, 2.50%, 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453787 | Pool #CB2467, 2.50%, 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386102 |
| &nbsp;&nbsp;&nbsp;&nbsp;1588023 | Pool #CB2515, 2.50%, 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1351158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2531501 | Pool #CB2761, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2252569 |
| &nbsp;&nbsp;&nbsp;&nbsp;5113159 | Pool #CB2797, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4549768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4651718 | Pool #CB2938, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4132516 |
| &nbsp;&nbsp;&nbsp;&nbsp;1113506 | Pool #CB3052, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989222 |
| &nbsp;&nbsp;&nbsp;&nbsp;1666419 | Pool #CB3281, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1544294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747415 | Pool #CB3489, 2.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616101 | Pool #CB3490, 3.00%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547191 |
| &nbsp;&nbsp;&nbsp;&nbsp;6693851 | Pool #CB3797, 4.00%, 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;6384885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4451086 | Pool #CB4056, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4368572 |
| &nbsp;&nbsp;&nbsp;&nbsp;2807767 | Pool #CB4208, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2755717 |
| &nbsp;&nbsp;&nbsp;&nbsp;2163535 | Pool #CB4272, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2123092 |
| &nbsp;&nbsp;&nbsp;&nbsp;8210716 | Pool #CB4314, 4.50%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8057236 |
| &nbsp;&nbsp;10652412 | Pool #CB4463, 4.50%, 8/1/52 | &nbsp;&nbsp;&nbsp;10451639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313129 | Pool #CB4473, 4.50%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4444537 | Pool #CB4539, 4.50%, 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4360768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4187285 | Pool #CB4595, 4.00%, 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3992066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4947880 | Pool #CB4767, 5.00%, 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4986139 |
| &nbsp;&nbsp;&nbsp;&nbsp;2484261 | Pool #CB4966, 5.50%, 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2546138 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $1567050 | Pool #CB4967, 5.50%, 10/1/52 | $1606146 |
| &nbsp;&nbsp;8525458 | Pool #CB5037, 5.50%, 11/1/52 | &nbsp;&nbsp;&nbsp;8740978 |
| &nbsp;&nbsp;3502384 | Pool #CB5048, 6.00%, 11/1/52 | &nbsp;&nbsp;&nbsp;3615152 |
| &nbsp;&nbsp;4589441 | Pool #CB5166, 6.00%, 11/1/52 | &nbsp;&nbsp;&nbsp;4740867 |
| &nbsp;&nbsp;2349984 | Pool #CB5199, 6.00%, 11/1/52 | &nbsp;&nbsp;&nbsp;2423794 |
| &nbsp;&nbsp;1961054 | Pool #CB5202, 6.50%, 11/1/52 | &nbsp;&nbsp;&nbsp;2047904 |
| &nbsp;&nbsp;&nbsp;&nbsp;315106 | Pool #CB5220, 6.50%, 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328894 |
| &nbsp;&nbsp;2665033 | Pool #CB5343, 6.00%, 12/1/52 | &nbsp;&nbsp;&nbsp;2750840 |
| &nbsp;&nbsp;&nbsp;&nbsp;256428 | Pool #CB5344, 6.50%, 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270787 |
| &nbsp;&nbsp;1320331 | Pool #CB5385, 6.00%, 12/1/52 | &nbsp;&nbsp;&nbsp;1362842 |
| &nbsp;&nbsp;1951138 | Pool #CB5549, 6.00%, 1/1/53 | &nbsp;&nbsp;&nbsp;2014105 |
| &nbsp;&nbsp;&nbsp;&nbsp;800577 | Pool #CB5586, 6.00%, 1/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825722 |
| &nbsp;&nbsp;4209501 | Pool #CB5728, 5.50%, 2/1/53 | &nbsp;&nbsp;&nbsp;4307626 |
| &nbsp;&nbsp;1394580 | Pool #CB5732, 5.50%, 2/1/53 | &nbsp;&nbsp;&nbsp;1427088 |
| &nbsp;&nbsp;4024216 | Pool #CB5797, 5.50%, 3/1/53 | &nbsp;&nbsp;&nbsp;4114081 |
| &nbsp;&nbsp;1858743 | Pool #CB5804, 6.00%, 2/1/53 | &nbsp;&nbsp;&nbsp;1919955 |
| &nbsp;&nbsp;2401419 | Pool #CB5946, 5.50%, 3/1/53 | &nbsp;&nbsp;&nbsp;2455045 |
| &nbsp;&nbsp;2093108 | Pool #CB5980, 5.50%, 3/1/53 | &nbsp;&nbsp;&nbsp;2139573 |
| &nbsp;&nbsp;&nbsp;&nbsp;176311 | Pool #CB6005, 5.50%, 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180389 |
| &nbsp;&nbsp;1740004 | Pool #CB6126, 5.00%, 4/1/53 | &nbsp;&nbsp;&nbsp;1752348 |
| &nbsp;&nbsp;&nbsp;&nbsp;432027 | Pool #CB6138, 5.00%, 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434992 |
| &nbsp;&nbsp;&nbsp;&nbsp;487140 | Pool #CB6208, 5.50%, 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497890 |
| &nbsp;&nbsp;&nbsp;&nbsp;386896 | Pool #CB6368, 5.00%, 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389461 |
| &nbsp;&nbsp;1101906 | Pool #CB6400, 5.00%, 5/1/53 | &nbsp;&nbsp;&nbsp;1107970 |
| &nbsp;&nbsp;1271699 | Pool #CB6564, 5.50%, 6/1/53 | &nbsp;&nbsp;&nbsp;1299427 |
| &nbsp;&nbsp;&nbsp;&nbsp;295093 | Pool #CB6607, 5.50%, 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300967 |
| &nbsp;&nbsp;&nbsp;&nbsp;327067 | Pool #CB6783, 5.00%, 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328801 |
| &nbsp;&nbsp;&nbsp;&nbsp;217374 | Pool #CB6826, 5.50%, 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222570 |
| &nbsp;&nbsp;1677458 | Pool #CB6953, 5.50%, 8/1/53 | &nbsp;&nbsp;&nbsp;1713591 |
| &nbsp;&nbsp;1847263 | Pool #CB6955, 6.00%, 8/1/53 | &nbsp;&nbsp;&nbsp;1908097 |
| &nbsp;&nbsp;2159143 | Pool #CB7160, 6.50%, 9/1/53 | &nbsp;&nbsp;&nbsp;2256717 |
| &nbsp;&nbsp;&nbsp;&nbsp;234560 | Pool #CB7202, 6.50%, 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245160 |
| &nbsp;&nbsp;3269757 | Pool #CB7222, 5.50%, 10/1/53 | &nbsp;&nbsp;&nbsp;3342503 |
| &nbsp;&nbsp;1005322 | Pool #CB7223, 6.00%, 10/1/53 | &nbsp;&nbsp;&nbsp;1039625 |
| &nbsp;&nbsp;&nbsp;&nbsp;525936 | Pool #CB7362, 6.00%, 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545424 |
| &nbsp;&nbsp;2441098 | Pool #CB7376, 6.00%, 10/1/53 | &nbsp;&nbsp;&nbsp;2521488 |
| &nbsp;&nbsp;2145199 | Pool #CB7454, 6.00%, 11/1/53 | &nbsp;&nbsp;&nbsp;2205695 |
| &nbsp;&nbsp;&nbsp;&nbsp;455554 | Pool #CB7455, 6.50%, 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478312 |
| &nbsp;&nbsp;&nbsp;&nbsp;209246 | Pool #CB7467, 6.50%, 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219700 |
| &nbsp;&nbsp;&nbsp;&nbsp;409251 | Pool #CB7548, 6.50%, 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427338 |
| &nbsp;&nbsp;1980118 | Pool #CB7585, 6.50%, 11/1/53 | &nbsp;&nbsp;&nbsp;2069601 |
| &nbsp;&nbsp;&nbsp;&nbsp;839708 | Pool #CB7586, 7.00%, 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883971 |
| &nbsp;&nbsp;1084570 | Pool #CB7625, 6.50%, 12/1/53 | &nbsp;&nbsp;&nbsp;1138752 |
| &nbsp;&nbsp;1707388 | Pool #CB7683, 6.00%, 12/1/53 | &nbsp;&nbsp;&nbsp;1755409 |
| &nbsp;&nbsp;1503571 | Pool #CB7704, 6.50%, 12/1/53 | &nbsp;&nbsp;&nbsp;1561696 |
| &nbsp;&nbsp;1128423 | Pool #CB7728, 7.00%, 12/1/53 | &nbsp;&nbsp;&nbsp;1187904 |
| &nbsp;&nbsp;&nbsp;&nbsp;288274 | Pool #CB7733, 6.50%, 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299419 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $1039952 | Pool #CB7918, 6.00%, 1/1/54 | $1074127 |
| &nbsp;&nbsp;&nbsp;&nbsp;441748 | Pool #CB7919, 6.50%, 1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462818 |
| &nbsp;&nbsp;1501988 | Pool #CB8093, 5.50%, 3/1/54 | &nbsp;&nbsp;&nbsp;1524820 |
| &nbsp;&nbsp;1504154 | Pool #CB8094, 6.00%, 2/1/54 | &nbsp;&nbsp;&nbsp;1560617 |
| &nbsp;&nbsp;1671888 | Pool #CB8108, 5.50%, 3/1/54 | &nbsp;&nbsp;&nbsp;1697302 |
| &nbsp;&nbsp;1866297 | Pool #CB8261, 5.50%, 3/1/54 | &nbsp;&nbsp;&nbsp;1904593 |
| &nbsp;&nbsp;1047323 | Pool #CB8284, 5.50%, 4/1/54 | &nbsp;&nbsp;&nbsp;1066717 |
| &nbsp;&nbsp;1226392 | Pool #CB8285, 6.00%, 4/1/54 | &nbsp;&nbsp;&nbsp;1277340 |
| &nbsp;&nbsp;&nbsp;&nbsp;707011 | Pool #CB8445, 6.50%, 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742810 |
| &nbsp;&nbsp;&nbsp;&nbsp;946085 | Pool #CB8463, 6.00%, 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983015 |
| &nbsp;&nbsp;&nbsp;&nbsp;744200 | Pool #CB8585, 5.00%, 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742699 |
| &nbsp;&nbsp;1099849 | Pool #CB8587, 6.00%, 5/1/54 | &nbsp;&nbsp;&nbsp;1142781 |
| &nbsp;&nbsp;&nbsp;&nbsp;815030 | Pool #CB8618, 6.00%, 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846844 |
| &nbsp;&nbsp;&nbsp;&nbsp;634014 | Pool #CB8795, 6.00%, 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656404 |
| &nbsp;&nbsp;2627813 | Pool #CB8936, 5.50%, 7/1/54 | &nbsp;&nbsp;&nbsp;2683418 |
| &nbsp;&nbsp;4175484 | Pool #CB9076, 5.50%, 8/1/54 | &nbsp;&nbsp;&nbsp;4263974 |
| &nbsp;&nbsp;&nbsp;&nbsp;565957 | Pool #CB9265, 5.00%, 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567500 |
| &nbsp;&nbsp;2173988 | Pool #CB9267, 5.50%, 9/1/54 | &nbsp;&nbsp;&nbsp;2219895 |
| &nbsp;&nbsp;2286747 | Pool #CB9420, 5.00%, 10/1/54 | &nbsp;&nbsp;&nbsp;2291529 |
| &nbsp;&nbsp;2220085 | Pool #CB9600, 5.50%, 11/1/54 | &nbsp;&nbsp;&nbsp;2267068 |
| &nbsp;&nbsp;1717995 | Pool #CB9603, 6.00%, 11/1/54 | &nbsp;&nbsp;&nbsp;1775177 |
| &nbsp;&nbsp;&nbsp;&nbsp;480167 | Pool #CB9718, 5.00%, 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482086 |
| &nbsp;&nbsp;&nbsp;&nbsp;544318 | Pool #CB9720, 5.50%, 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555165 |
| &nbsp;&nbsp;5214920 | Pool #CB9865, 5.50%, 1/1/55 | &nbsp;&nbsp;&nbsp;5323443 |
| &nbsp;&nbsp;3133118 | Pool #CB9913, 5.50%, 1/1/55 | &nbsp;&nbsp;&nbsp;3198319 |
| &nbsp;&nbsp;2673535 | Pool #CB9914, 6.00%, 2/1/55 | &nbsp;&nbsp;&nbsp;2763033 |
| &nbsp;&nbsp;1431799 | Pool #CC0018, 6.00%, 2/1/55 | &nbsp;&nbsp;&nbsp;1477853 |
| &nbsp;&nbsp;2155087 | Pool #CC0063, 5.50%, 2/1/55 | &nbsp;&nbsp;&nbsp;2200088 |
| &nbsp;&nbsp;1969915 | Pool #CC0073, 6.00%, 3/1/55 | &nbsp;&nbsp;&nbsp;2037347 |
| &nbsp;&nbsp;2776549 | Pool #CC0166, 6.00%, 3/1/55 | &nbsp;&nbsp;&nbsp;2866946 |
| &nbsp;&nbsp;2266880 | Pool #CC0355, 5.50%, 4/1/55 | &nbsp;&nbsp;&nbsp;2312113 |
| &nbsp;&nbsp;3094416 | Pool #CC0356, 6.00%, 4/1/55 | &nbsp;&nbsp;&nbsp;3192122 |
| &nbsp;&nbsp;2995810 | Pool #CC0451, 5.50%, 5/1/55 | &nbsp;&nbsp;&nbsp;3055382 |
| &nbsp;&nbsp;2343105 | Pool #CC0495, 5.50%, 5/1/55 | &nbsp;&nbsp;&nbsp;2391864 |
| &nbsp;&nbsp;2467544 | Pool #CC0496, 6.00%, 5/1/55 | &nbsp;&nbsp;&nbsp;2554960 |
| &nbsp;&nbsp;2610916 | Pool #CC0518, 6.00%, 6/1/55 | &nbsp;&nbsp;&nbsp;2700054 |
| &nbsp;&nbsp;1707343 | Pool #CC0625, 6.00%, 6/1/55 | &nbsp;&nbsp;&nbsp;1763428 |
| &nbsp;&nbsp;2504241 | Pool #CC0648, 6.00%, 7/1/55 | &nbsp;&nbsp;&nbsp;2593634 |
| &nbsp;&nbsp;2601009 | Pool #CC0756, 5.50%, 7/1/55 | &nbsp;&nbsp;&nbsp;2652730 |
| &nbsp;&nbsp;1232959 | Pool #CC0799, 5.50%, 8/1/55 | &nbsp;&nbsp;&nbsp;1258616 |
| &nbsp;&nbsp;1216892 | Pool #CC0800, 6.00%, 7/1/55 | &nbsp;&nbsp;&nbsp;1262539 |
| &nbsp;&nbsp;2078941 | Pool #CC0934, 5.50%, 8/1/55 | &nbsp;&nbsp;&nbsp;2122203 |
| &nbsp;&nbsp;2552993 | Pool #CC0962, 6.00%, 8/1/55 | &nbsp;&nbsp;&nbsp;2641718 |
| &nbsp;&nbsp;1685697 | Pool #CC1126, 5.50%, 9/1/55 | &nbsp;&nbsp;&nbsp;1719218 |
| &nbsp;&nbsp;&nbsp;&nbsp;356717 | Pool #CC1127, 6.00%, 9/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369210 |
| &nbsp;&nbsp;9346761 | Pool #CC1130, 6.00%, 9/1/55 | &nbsp;&nbsp;&nbsp;9674104 |
| &nbsp;&nbsp;2624517 | Pool #CC1342, 5.50%, 10/1/55 | &nbsp;&nbsp;&nbsp;2699765 |
| &nbsp;&nbsp;2075032 | Pool #CC1344, 6.00%, 10/1/55 | &nbsp;&nbsp;&nbsp;2161566 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $3743376 | Pool #CC1345, 6.50%, 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;$3964004 |
| &nbsp;&nbsp;3426837 | Pool #CC1387, 5.00%, 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464444 |
| &nbsp;&nbsp;4490523 | Pool #CC1572, 5.50%, 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583968 |
| &nbsp;&nbsp;3587213 | Pool #CC1573, 6.00%, 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714773 |
| &nbsp;&nbsp;3252488 | Pool #CC1763, 5.00%, 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289977 |
| &nbsp;&nbsp;2017121 | Pool #CC1783, 5.00%, 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040287 |
| &nbsp;&nbsp;2819872 | Pool #CC1784, 5.50%, 12/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66760 | Pool #MC0014, 5.50%, 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55800 | Pool #MC0016, 5.50%, 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69749 | Pool #MC0127, 4.50%, 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70038 |
| &nbsp;&nbsp;&nbsp;&nbsp;209403 | Pool #MC0154, 4.50%, 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70335 | Pool #MC0160, 4.50%, 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70626 |
| &nbsp;&nbsp;&nbsp;&nbsp;116769 | Pool #MC0177, 4.50%, 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97056 | Pool #MC0270, 4.50%, 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97631 |
| &nbsp;&nbsp;&nbsp;&nbsp;122962 | Pool #MC0584, 4.00%, 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120460 |
|  |  | &nbsp;&nbsp;&nbsp;489908745 |
| **Freddie Mac — 27.3%** | **Freddie Mac — 27.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;183481 | Pool #Q63813, 3.50%, 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172152 |
| &nbsp;&nbsp;1004439 | Pool #QB5731, 2.00%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821017 |
| &nbsp;&nbsp;1362809 | Pool #QB6982, 2.00%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113469 |
| &nbsp;&nbsp;&nbsp;&nbsp;344504 | Pool #QB6992, 1.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266991 |
| &nbsp;&nbsp;&nbsp;&nbsp;803607 | Pool #QC4676, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685239 |
| &nbsp;&nbsp;&nbsp;&nbsp;728714 | Pool #QC6090, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625229 |
| &nbsp;&nbsp;&nbsp;&nbsp;968407 | Pool #QC6643, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825164 |
| &nbsp;&nbsp;&nbsp;&nbsp;956359 | Pool #QC9175, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819952 |
| &nbsp;&nbsp;1434926 | Pool #QD0152, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221788 |
| &nbsp;&nbsp;&nbsp;&nbsp;785252 | Pool #QD7419, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697606 |
| &nbsp;&nbsp;&nbsp;&nbsp;319667 | Pool #QE0994, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296265 |
| &nbsp;&nbsp;3063955 | Pool #QE2342, 4.00%, 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923008 |
| &nbsp;&nbsp;3857936 | Pool #QE7866, 4.00%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678670 |
| &nbsp;&nbsp;1127381 | Pool #QE9025, 4.00%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074995 |
| &nbsp;&nbsp;&nbsp;&nbsp;463577 | Pool #QE9026, 5.00%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465771 |
| &nbsp;&nbsp;&nbsp;&nbsp;853770 | Pool #QE9027, 4.50%, 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837810 |
| &nbsp;&nbsp;1348598 | Pool #QF0539, 4.00%, 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285724 |
| &nbsp;&nbsp;&nbsp;&nbsp;210827 | Pool #QG5944, 5.00%, 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212676 |
| &nbsp;&nbsp;&nbsp;&nbsp;229469 | Pool #RA1234, 3.50%, 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214397 |
| &nbsp;&nbsp;&nbsp;&nbsp;234266 | Pool #RA1382, 3.00%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210199 |
| &nbsp;&nbsp;1258924 | Pool #RA1383, 3.00%, 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129593 |
| &nbsp;&nbsp;&nbsp;&nbsp;239324 | Pool #RA1470, 3.00%, 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214738 |
| &nbsp;&nbsp;&nbsp;&nbsp;254852 | Pool #RA1713, 3.00%, 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228671 |
| &nbsp;&nbsp;&nbsp;&nbsp;443951 | Pool #RA1714, 3.00%, 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398343 |
| &nbsp;&nbsp;&nbsp;&nbsp;589961 | Pool #RA1716, 3.00%, 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529353 |
| &nbsp;&nbsp;&nbsp;&nbsp;438544 | Pool #RA1724, 2.50%, 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375691 |
| &nbsp;&nbsp;&nbsp;&nbsp;351943 | Pool #RA1979, 3.00%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315769 |
| &nbsp;&nbsp;&nbsp;&nbsp;623784 | Pool #RA1987, 3.00%, 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559702 |
| &nbsp;&nbsp;1238631 | Pool #RA1988, 3.00%, 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111385 |
| &nbsp;&nbsp;&nbsp;&nbsp;694514 | Pool #RA2162, 3.00%, 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622312 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$454616 | Pool #RA2255, 3.00%, 3/1/50 | &nbsp;&nbsp;&nbsp;$407354 |
| &nbsp;&nbsp;&nbsp;&nbsp;985781 | Pool #RA2256, 3.00%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883299 |
| &nbsp;&nbsp;&nbsp;&nbsp;673094 | Pool #RA2340, 3.00%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602911 |
| &nbsp;&nbsp;1065449 | Pool #RA3207, 2.50%, 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912152 |
| &nbsp;&nbsp;2310458 | Pool #RA3208, 2.50%, 7/1/50 | &nbsp;&nbsp;&nbsp;1978028 |
| &nbsp;&nbsp;&nbsp;&nbsp;770524 | Pool #RA3339, 2.00%, 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630356 |
| &nbsp;&nbsp;1144070 | Pool #RA3552, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935949 |
| &nbsp;&nbsp;2391647 | Pool #RA3679, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;1955741 |
| &nbsp;&nbsp;1317006 | Pool #RA3680, 2.50%, 9/1/50 | &nbsp;&nbsp;&nbsp;1127106 |
| &nbsp;&nbsp;&nbsp;&nbsp;419581 | Pool #RA3733, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343107 |
| &nbsp;&nbsp;&nbsp;&nbsp;388222 | Pool #RA3747, 2.00%, 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317599 |
| &nbsp;&nbsp;2340041 | Pool #RA3803, 1.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;1813447 |
| &nbsp;&nbsp;&nbsp;&nbsp;365157 | Pool #RA3861, 1.50%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283012 |
| &nbsp;&nbsp;1349116 | Pool #RA3862, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;1103224 |
| &nbsp;&nbsp;1307862 | Pool #RA3917, 1.50%, 10/1/50 | &nbsp;&nbsp;&nbsp;1013647 |
| &nbsp;&nbsp;2826242 | Pool #RA3918, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;2310140 |
| &nbsp;&nbsp;&nbsp;&nbsp;563763 | Pool #RA3928, 1.50%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436918 |
| &nbsp;&nbsp;&nbsp;&nbsp;185209 | Pool #RA3929, 2.00%, 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152503 |
| &nbsp;&nbsp;&nbsp;&nbsp;397257 | Pool #RA4018, 2.00%, 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324298 |
| &nbsp;&nbsp;&nbsp;&nbsp;652625 | Pool #RA4056, 1.50%, 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505786 |
| &nbsp;&nbsp;6460976 | Pool #RA4195, 2.00%, 12/1/50 | &nbsp;&nbsp;&nbsp;5278876 |
| &nbsp;&nbsp;4248766 | Pool #RA4254, 2.00%, 12/1/50 | &nbsp;&nbsp;&nbsp;3469927 |
| &nbsp;&nbsp;&nbsp;&nbsp;681514 | Pool #RA4274, 1.50%, 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528175 |
| &nbsp;&nbsp;&nbsp;&nbsp;801503 | Pool #RA4357, 2.00%, 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654580 |
| &nbsp;&nbsp;1058695 | Pool #RA4377, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873240 |
| &nbsp;&nbsp;2629903 | Pool #RA4503, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;2146899 |
| &nbsp;&nbsp;&nbsp;&nbsp;712702 | Pool #RA4548, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581808 |
| &nbsp;&nbsp;1744833 | Pool #RA4578, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;1425173 |
| &nbsp;&nbsp;&nbsp;&nbsp;278275 | Pool #RA4590, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227294 |
| &nbsp;&nbsp;&nbsp;&nbsp;243871 | Pool #RA4597, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199082 |
| &nbsp;&nbsp;&nbsp;&nbsp;209956 | Pool #RA4618, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171396 |
| &nbsp;&nbsp;&nbsp;&nbsp;742943 | Pool #RA4621, 2.00%, 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606833 |
| &nbsp;&nbsp;1177803 | Pool #RA4738, 2.00%, 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962025 |
| &nbsp;&nbsp;3321658 | Pool #RA4745, 2.00%, 3/1/51 | &nbsp;&nbsp;&nbsp;2713117 |
| &nbsp;&nbsp;1224245 | Pool #RA4775, 2.00%, 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999958 |
| &nbsp;&nbsp;&nbsp;&nbsp;857959 | Pool #RA4835, 2.50%, 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732383 |
| &nbsp;&nbsp;1845651 | Pool #RA4872, 2.50%, 4/1/51 | &nbsp;&nbsp;&nbsp;1575511 |
| &nbsp;&nbsp;2667898 | Pool #RA5021, 1.50%, 4/1/51 | &nbsp;&nbsp;&nbsp;2065867 |
| &nbsp;&nbsp;&nbsp;&nbsp;339466 | Pool #RA5043, 2.50%, 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289675 |
| &nbsp;&nbsp;&nbsp;&nbsp;581954 | Pool #RA5045, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499852 |
| &nbsp;&nbsp;2767565 | Pool #RA5068, 2.00%, 4/1/51 | &nbsp;&nbsp;&nbsp;2258603 |
| &nbsp;&nbsp;&nbsp;&nbsp;825730 | Pool #RA5195, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698749 |
| &nbsp;&nbsp;&nbsp;&nbsp;650717 | Pool #RA5197, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555273 |
| &nbsp;&nbsp;&nbsp;&nbsp;778052 | Pool #RA5217, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671458 |
| &nbsp;&nbsp;1041860 | Pool #RA5237, 2.50%, 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889044 |
| &nbsp;&nbsp;1204008 | Pool #RA5387, 2.50%, 6/1/51 | &nbsp;&nbsp;&nbsp;1036032 |
| &nbsp;&nbsp;&nbsp;&nbsp;982491 | Pool #RA5509, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843271 |
| &nbsp;&nbsp;&nbsp;&nbsp;441244 | Pool #RA5525, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376251 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$624957 | Pool #RA5541, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;$532903 |
| &nbsp;&nbsp;1742690 | Pool #RA5621, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;1485459 |
| &nbsp;&nbsp;&nbsp;&nbsp;183605 | Pool #RA5686, 2.50%, 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156504 |
| &nbsp;&nbsp;1593417 | Pool #RA5701, 2.00%, 8/1/51 | &nbsp;&nbsp;&nbsp;1298157 |
| &nbsp;&nbsp;2931982 | Pool #RA5726, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;2498295 |
| &nbsp;&nbsp;1435436 | Pool #RA5796, 2.50%, 8/1/51 | &nbsp;&nbsp;&nbsp;1223112 |
| &nbsp;&nbsp;1563897 | Pool #RA5873, 2.50%, 9/1/51 | &nbsp;&nbsp;&nbsp;1332571 |
| &nbsp;&nbsp;&nbsp;&nbsp;604245 | Pool #RA5874, 2.50%, 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514680 |
| &nbsp;&nbsp;&nbsp;&nbsp;134315 | Pool #RA5951, 2.50%, 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115158 |
| &nbsp;&nbsp;3022062 | Pool #RA6030, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;2574113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62157 | Pool #RA6108, 3.50%, 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57613 |
| &nbsp;&nbsp;1131092 | Pool #RA6117, 2.50%, 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963084 |
| &nbsp;&nbsp;1044823 | Pool #RA6276, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895475 |
| &nbsp;&nbsp;&nbsp;&nbsp;363212 | Pool #RA6305, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311294 |
| &nbsp;&nbsp;1037631 | Pool #RA6317, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77868 | Pool #RA6389, 2.50%, 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66953 |
| &nbsp;&nbsp;1656973 | Pool #RA6516, 2.50%, 12/1/51 | &nbsp;&nbsp;&nbsp;1409824 |
| &nbsp;&nbsp;1266692 | Pool #RA6687, 3.00%, 1/1/52 | &nbsp;&nbsp;&nbsp;1127122 |
| &nbsp;&nbsp;2426487 | Pool #RA6743, 2.50%, 1/1/52 | &nbsp;&nbsp;&nbsp;2064560 |
| &nbsp;&nbsp;1775767 | Pool #RA6760, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;1580105 |
| &nbsp;&nbsp;&nbsp;&nbsp;746348 | Pool #RA6782, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668776 |
| &nbsp;&nbsp;1898190 | Pool #RA6801, 3.00%, 2/1/52 | &nbsp;&nbsp;&nbsp;1695236 |
| &nbsp;&nbsp;3406802 | Pool #RA6858, 3.00%, 3/1/52 | &nbsp;&nbsp;&nbsp;3026552 |
| &nbsp;&nbsp;1013755 | Pool #RA6930, 3.50%, 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939646 |
| &nbsp;&nbsp;&nbsp;&nbsp;781817 | Pool #RA6978, 3.50%, 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729592 |
| &nbsp;&nbsp;1371673 | Pool #RA6983, 2.50%, 3/1/52 | &nbsp;&nbsp;&nbsp;1166814 |
| &nbsp;&nbsp;&nbsp;&nbsp;162799 | Pool #RA7146, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150868 |
| &nbsp;&nbsp;1857530 | Pool #RA7162, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;1721450 |
| &nbsp;&nbsp;&nbsp;&nbsp;156125 | Pool #RA7284, 3.50%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86187 | Pool #RA7344, 4.00%, 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82501 |
| &nbsp;&nbsp;5088466 | Pool #RA7454, 4.00%, 6/1/52 | &nbsp;&nbsp;&nbsp;4852810 |
| &nbsp;&nbsp;3787104 | Pool #RA7469, 4.00%, 5/1/52 | &nbsp;&nbsp;&nbsp;3612304 |
| &nbsp;&nbsp;7632852 | Pool #RA7503, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;7491355 |
| &nbsp;&nbsp;2481942 | Pool #RA7714, 4.50%, 7/1/52 | &nbsp;&nbsp;&nbsp;2435933 |
| &nbsp;&nbsp;1702582 | Pool #RA7872, 4.50%, 9/1/52 | &nbsp;&nbsp;&nbsp;1670492 |
| &nbsp;&nbsp;4670098 | Pool #RA7897, 4.50%, 9/1/52 | &nbsp;&nbsp;&nbsp;4582077 |
| &nbsp;&nbsp;2997579 | Pool #RA8627, 5.50%, 3/1/53 | &nbsp;&nbsp;&nbsp;3064518 |
| &nbsp;&nbsp;1439065 | Pool #RA8684, 5.00%, 3/1/53 | &nbsp;&nbsp;&nbsp;1449275 |
| &nbsp;&nbsp;&nbsp;&nbsp;230410 | Pool #RA9790, 6.00%, 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237998 |
| &nbsp;&nbsp;&nbsp;&nbsp;823384 | Pool #RA9975, 6.00%, 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851479 |
| &nbsp;&nbsp;3444843 | Pool #RJ2722, 5.00%, 10/1/54 | &nbsp;&nbsp;&nbsp;3454234 |
| &nbsp;&nbsp;8189842 | Pool #RJ3358, 5.50%, 1/1/55 | &nbsp;&nbsp;&nbsp;8360900 |
| &nbsp;&nbsp;3365196 | Pool #RJ3611, 5.50%, 2/1/55 | &nbsp;&nbsp;&nbsp;3427226 |
| &nbsp;&nbsp;1668571 | Pool #RJ3612, 6.00%, 2/1/55 | &nbsp;&nbsp;&nbsp;1726331 |
| &nbsp;&nbsp;3821226 | Pool #RJ5020, 6.00%, 10/1/55 | &nbsp;&nbsp;&nbsp;3955053 |
| &nbsp;&nbsp;2668357 | Pool #RJ5044, 5.50%, 10/1/55 | &nbsp;&nbsp;&nbsp;2729356 |
| &nbsp;&nbsp;2809754 | Pool #RJ5045, 6.00%, 10/1/55 | &nbsp;&nbsp;&nbsp;2912329 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $2633070 | Pool #RJ5445, 5.50%, 11/1/55 | $2687863 |
| &nbsp;&nbsp;2244029 | Pool #RJ5621, 5.00%, 12/1/55 | &nbsp;&nbsp;&nbsp;2251251 |
| &nbsp;&nbsp;&nbsp;&nbsp;946118 | Pool #WA3211, 1.91%, 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764757 |
| &nbsp;&nbsp;1035022 | Pool #WA3305, 1.75%, 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793067 |
| &nbsp;&nbsp;&nbsp;&nbsp;250000 | Pool #WN2304, 4.45%, 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249895 |
| &nbsp;&nbsp;1000000 | Pool #WN3049, 2.39%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31670 | Pool #ZA4891, 3.50%, 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29930 |
| &nbsp;&nbsp;&nbsp;&nbsp;195435 | Pool #ZA4892, 4.00%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188769 |
| &nbsp;&nbsp;&nbsp;&nbsp;577044 | Pool #ZA4912, 3.50%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541683 |
| &nbsp;&nbsp;&nbsp;&nbsp;573812 | Pool #ZA4913, 4.00%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554227 |
| &nbsp;&nbsp;&nbsp;&nbsp;846763 | Pool #ZA5070, 3.50%, 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796272 |
| &nbsp;&nbsp;&nbsp;&nbsp;337744 | Pool #ZA5174, 3.50%, 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318026 |
| &nbsp;&nbsp;&nbsp;&nbsp;882729 | Pool #ZA5238, 3.50%, 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828636 |
| &nbsp;&nbsp;&nbsp;&nbsp;185244 | Pool #ZA5245, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174199 |
| &nbsp;&nbsp;&nbsp;&nbsp;581114 | Pool #ZA5253, 3.50%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546464 |
| &nbsp;&nbsp;&nbsp;&nbsp;328837 | Pool #ZA5254, 4.00%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318050 |
| &nbsp;&nbsp;&nbsp;&nbsp;448098 | Pool #ZA5308, 4.00%, 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432804 |
| &nbsp;&nbsp;&nbsp;&nbsp;607640 | Pool #ZA5575, 4.00%, 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585207 |
| &nbsp;&nbsp;&nbsp;&nbsp;329075 | Pool #ZA5645, 4.00%, 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55561 | Pool #ZA6576, 3.50%, 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50825 | Pool #ZI0238, 5.00%, 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51832 |
| &nbsp;&nbsp;&nbsp;&nbsp;105574 | Pool #ZI0412, 5.00%, 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49159 | Pool #ZI0543, 4.50%, 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47459 | Pool #ZI1023, 5.50%, 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66169 | Pool #ZI1353, 5.50%, 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68283 |
| &nbsp;&nbsp;&nbsp;&nbsp;100446 | Pool #ZI1493, 5.50%, 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80673 | Pool #ZI1524, 5.50%, 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51299 | Pool #ZI1689, 5.50%, 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30652 | Pool #ZI1802, 5.50%, 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31862 |
| &nbsp;&nbsp;&nbsp;&nbsp;103641 | Pool #ZI1991, 5.00%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58031 | Pool #ZI2332, 5.00%, 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59267 |
| &nbsp;&nbsp;&nbsp;&nbsp;111812 | Pool #ZI2939, 5.50%, 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54291 | Pool #ZI3102, 5.00%, 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65122 | Pool #ZI3254, 5.50%, 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67775 |
| &nbsp;&nbsp;&nbsp;&nbsp;138800 | Pool #ZI3507, 5.00%, 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62192 | Pool #ZI3713, 5.00%, 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64223 | Pool #ZI4118, 5.50%, 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66848 |
| &nbsp;&nbsp;&nbsp;&nbsp;115273 | Pool #ZI4120, 5.50%, 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119974 |
| &nbsp;&nbsp;&nbsp;&nbsp;150671 | Pool #ZI4200, 5.50%, 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64871 | Pool #ZI4201, 6.00%, 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51085 | Pool #ZI4429, 5.00%, 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46002 | Pool #ZI4521, 5.50%, 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47878 |
| &nbsp;&nbsp;&nbsp;&nbsp;119084 | Pool #ZI4572, 5.50%, 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32482 | Pool #ZI4704, 5.00%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30009 | Pool #ZI4705, 5.00%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40568 | Pool #ZI4706, 5.50%, 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42220 |
| &nbsp;&nbsp;&nbsp;&nbsp;153170 | Pool #ZI4979, 6.00%, 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162278 |
| &nbsp;&nbsp;&nbsp;&nbsp;144072 | Pool #ZI5912, 5.50%, 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150037 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;$74541 | Pool #ZI6311, 5.50%, 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$77627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50579 | Pool #ZI6814, 6.00%, 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44866 | Pool #ZI6976, 5.50%, 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46741 |
| &nbsp;&nbsp;&nbsp;&nbsp;179672 | Pool #ZI9925, 5.00%, 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59847 | Pool #ZJ0038, 4.50%, 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60233 |
| &nbsp;&nbsp;&nbsp;&nbsp;176660 | Pool #ZJ0482, 4.50%, 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177800 |
| &nbsp;&nbsp;&nbsp;&nbsp;187821 | Pool #ZJ0844, 4.00%, 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78612 | Pool #ZJ1264, 4.00%, 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77091 |
| &nbsp;&nbsp;&nbsp;&nbsp;102931 | Pool #ZJ1444, 4.00%, 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87578 | Pool #ZJ1445, 4.50%, 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20331 | Pool #ZJ5458, 6.50%, 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10936 | Pool #ZJ5928, 6.50%, 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55880 | Pool #ZJ6638, 6.00%, 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46915 | Pool #ZJ6955, 5.50%, 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34032 | Pool #ZJ6956, 5.50%, 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16773 | Pool #ZK4661, 2.50%, 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16524 |
| &nbsp;&nbsp;&nbsp;&nbsp;240351 | Pool #ZL2630, 3.50%, 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230417 |
| &nbsp;&nbsp;&nbsp;&nbsp;289886 | Pool #ZL2708, 3.50%, 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276901 |
| &nbsp;&nbsp;&nbsp;&nbsp;766936 | Pool #ZL5676, 3.00%, 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705176 |
| &nbsp;&nbsp;&nbsp;&nbsp;345286 | Pool #ZL6090, 3.00%, 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317481 |
| &nbsp;&nbsp;&nbsp;&nbsp;166715 | Pool #ZL6097, 3.00%, 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153272 |
| &nbsp;&nbsp;&nbsp;&nbsp;342976 | Pool #ZL9372, 3.00%, 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313826 |
| &nbsp;&nbsp;&nbsp;&nbsp;136323 | Pool #ZL9669, 3.50%, 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129294 |
| &nbsp;&nbsp;&nbsp;&nbsp;177696 | Pool #ZM1422, 3.50%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167552 |
| &nbsp;&nbsp;&nbsp;&nbsp;200810 | Pool #ZM1423, 3.50%, 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189347 |
| &nbsp;&nbsp;&nbsp;&nbsp;145709 | Pool #ZM1736, 3.00%, 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133019 |
| &nbsp;&nbsp;&nbsp;&nbsp;451312 | Pool #ZM1738, 3.00%, 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411682 |
| &nbsp;&nbsp;&nbsp;&nbsp;495328 | Pool #ZM8750, 4.00%, 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477042 |
| &nbsp;&nbsp;&nbsp;&nbsp;268700 | Pool #ZN1022, 4.00%, 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52007 | Pool #ZN5321, 5.50%, 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38148 | Pool #ZN5332, 5.00%, 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38956 |
| &nbsp;&nbsp;&nbsp;&nbsp;278338 | Series 2018-SB52, Class A10F, 3.45%, 6/25/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275865 |
| &nbsp;&nbsp;&nbsp;&nbsp;509526 | Series 2018-SB53, Class A10F, 3.61%, 6/25/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506117 |
| &nbsp;&nbsp;&nbsp;&nbsp;205654 | Series 2018-SB56, Class A10F, 3.69%, 10/25/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204496 |
| &nbsp;&nbsp;&nbsp;&nbsp;366390 | Series 2019-SB64, Class A10F, 2.71%, 5/25/29(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352010 |
| &nbsp;&nbsp;&nbsp;&nbsp;475263 | Series 2019-SB66, Class A5H, (SOFR30A + 0.814%), 4.82%, 6/25/39(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473728 |
| &nbsp;&nbsp;1294473 | Series 2020-SB81, Class A10H, 1.26%, 10/25/40(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121473 |
| &nbsp;&nbsp;&nbsp;&nbsp;940203 | Series 2022-SB100, Class A10F, 2.01%, 5/25/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838641 |
| &nbsp;&nbsp;&nbsp;&nbsp;708186 | Series 2022-SB96, Class A7F, 1.88%, 1/25/29(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670021 |
|  |  | &nbsp;&nbsp;&nbsp;188677456 |
| **Ginnie Mae — 3.2%** | **Ginnie Mae — 3.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;167960 | Pool #442423, 4.00%, 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65764 | Pool #616936, 5.50%, 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68267 |
| &nbsp;&nbsp;&nbsp;&nbsp;626509 | Pool #618363, 4.00%, 9/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610054 |
| &nbsp;&nbsp;&nbsp;&nbsp;310955 | Pool #664269, 5.85%, 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310955 |
| &nbsp;&nbsp;&nbsp;&nbsp;122437 | Pool #697672, 5.50%, 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126522 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;$54167 | Pool #697814, 5.00%, 2/15/39 | &nbsp;&nbsp;$54854 |
| &nbsp;&nbsp;271501 | Pool #697885, 4.50%, 3/15/39 | &nbsp;&nbsp;&nbsp;271772 |
| &nbsp;&nbsp;&nbsp;&nbsp;83695 | Pool #698112, 4.50%, 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;83768 |
| &nbsp;&nbsp;387530 | Pool #698113, 4.50%, 5/15/39 | &nbsp;&nbsp;&nbsp;388228 |
| &nbsp;&nbsp;502934 | Pool #713519, 6.00%, 7/15/39 | &nbsp;&nbsp;&nbsp;536634 |
| &nbsp;&nbsp;142546 | Pool #716822, 4.50%, 4/15/39 | &nbsp;&nbsp;&nbsp;142829 |
| &nbsp;&nbsp;&nbsp;&nbsp;51120 | Pool #716823, 4.50%, 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;51178 |
| &nbsp;&nbsp;140402 | Pool #720080, 4.50%, 6/15/39 | &nbsp;&nbsp;&nbsp;140495 |
| &nbsp;&nbsp;215761 | Pool #724629, 5.00%, 7/20/40 | &nbsp;&nbsp;&nbsp;220938 |
| &nbsp;&nbsp;268478 | Pool #726550, 5.00%, 9/15/39 | &nbsp;&nbsp;&nbsp;273698 |
| &nbsp;&nbsp;130188 | Pool #729346, 4.50%, 7/15/41 | &nbsp;&nbsp;&nbsp;130482 |
| &nbsp;&nbsp;191325 | Pool #738844, 3.50%, 10/15/41 | &nbsp;&nbsp;&nbsp;180150 |
| &nbsp;&nbsp;127561 | Pool #738845, 3.50%, 10/15/41 | &nbsp;&nbsp;&nbsp;120108 |
| &nbsp;&nbsp;181064 | Pool #738862, 4.00%, 10/15/41 | &nbsp;&nbsp;&nbsp;176310 |
| &nbsp;&nbsp;153692 | Pool #747241, 5.00%, 9/20/40 | &nbsp;&nbsp;&nbsp;157379 |
| &nbsp;&nbsp;475225 | Pool #748654, 3.50%, 9/15/40 | &nbsp;&nbsp;&nbsp;447206 |
| &nbsp;&nbsp;&nbsp;&nbsp;68486 | Pool #748846, 4.50%, 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;68648 |
| &nbsp;&nbsp;224110 | Pool #757016, 3.50%, 11/15/40 | &nbsp;&nbsp;&nbsp;210941 |
| &nbsp;&nbsp;132653 | Pool #757017, 4.00%, 12/15/40 | &nbsp;&nbsp;&nbsp;129192 |
| &nbsp;&nbsp;176692 | Pool #759297, 4.00%, 1/20/41 | &nbsp;&nbsp;&nbsp;170756 |
| &nbsp;&nbsp;119142 | Pool #759298, 4.00%, 2/20/41 | &nbsp;&nbsp;&nbsp;115139 |
| &nbsp;&nbsp;127533 | Pool #762877, 4.00%, 4/15/41 | &nbsp;&nbsp;&nbsp;124182 |
| &nbsp;&nbsp;&nbsp;&nbsp;71687 | Pool #763564, 4.50%, 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;71849 |
| &nbsp;&nbsp;155600 | Pool #770481, 4.00%, 8/15/41 | &nbsp;&nbsp;&nbsp;151515 |
| &nbsp;&nbsp;&nbsp;&nbsp;35893 | Pool #770482, 4.50%, 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;35974 |
| &nbsp;&nbsp;106737 | Pool #770517, 4.00%, 8/15/41 | &nbsp;&nbsp;&nbsp;103935 |
| &nbsp;&nbsp;102512 | Pool #770529, 4.00%, 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;99818 |
| &nbsp;&nbsp;&nbsp;&nbsp;38293 | Pool #770537, 4.00%, 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;37286 |
| &nbsp;&nbsp;114172 | Pool #770738, 4.50%, 6/20/41 | &nbsp;&nbsp;&nbsp;114452 |
| &nbsp;&nbsp;138245 | Pool #779592, 4.00%, 11/20/41 | &nbsp;&nbsp;&nbsp;134631 |
| &nbsp;&nbsp;&nbsp;&nbsp;87345 | Pool #779593, 4.00%, 11/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;85053 |
| &nbsp;&nbsp;200644 | Pool #AA6312, 3.00%, 4/15/43 | &nbsp;&nbsp;&nbsp;184355 |
| &nbsp;&nbsp;285374 | Pool #AA6424, 3.00%, 5/15/43 | &nbsp;&nbsp;&nbsp;263382 |
| &nbsp;&nbsp;315723 | Pool #AB2733, 3.50%, 8/15/42 | &nbsp;&nbsp;&nbsp;297326 |
| &nbsp;&nbsp;261554 | Pool #AB2745, 3.00%, 8/15/42 | &nbsp;&nbsp;&nbsp;241697 |
| &nbsp;&nbsp;501237 | Pool #AB2841, 3.00%, 9/15/42 | &nbsp;&nbsp;&nbsp;463183 |
| &nbsp;&nbsp;&nbsp;&nbsp;39016 | Pool #AB2843, 3.00%, 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;36056 |
| &nbsp;&nbsp;348633 | Pool #AE6946, 3.00%, 6/15/43 | &nbsp;&nbsp;&nbsp;320329 |
| &nbsp;&nbsp;&nbsp;&nbsp;61067 | Pool #AG8915, 4.00%, 2/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;57290 |
| &nbsp;&nbsp;157385 | Pool #AK6446, 3.00%, 1/15/45 | &nbsp;&nbsp;&nbsp;143222 |
| &nbsp;&nbsp;118344 | Pool #AK7036, 3.00%, 4/15/45 | &nbsp;&nbsp;&nbsp;107885 |
| &nbsp;&nbsp;265023 | Pool #AO3594, 3.50%, 8/20/45 | &nbsp;&nbsp;&nbsp;247595 |
| &nbsp;&nbsp;136404 | Pool #AP3887, 3.50%, 9/20/45 | &nbsp;&nbsp;&nbsp;127409 |
| &nbsp;&nbsp;294867 | Pool #AR4919, 3.50%, 3/20/46 | &nbsp;&nbsp;&nbsp;271263 |
| &nbsp;&nbsp;433795 | Pool #AR4970, 3.50%, 4/20/46 | &nbsp;&nbsp;&nbsp;404630 |
| &nbsp;&nbsp;381220 | Pool #AS2921, 3.50%, 4/20/46 | &nbsp;&nbsp;&nbsp;355596 |
| &nbsp;&nbsp;326068 | Pool #AS4332, 3.00%, 6/20/46 | &nbsp;&nbsp;&nbsp;297181 |
| &nbsp;&nbsp;378532 | Pool #AS5511, 3.50%, 3/20/46 | &nbsp;&nbsp;&nbsp;353082 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;$646100 | Pool #AX7237, 3.50%, 11/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;$602662 |
| &nbsp;&nbsp;&nbsp;&nbsp;520462 | Pool #BO2104, 3.00%, 8/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464761 |
| &nbsp;&nbsp;1225480 | Pool #BR3787, 3.00%, 12/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;1094325 |
| &nbsp;&nbsp;&nbsp;&nbsp;291391 | Series 2012-100, Class B, 2.31%, 11/16/51(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274936 |
| &nbsp;&nbsp;&nbsp;&nbsp;209698 | Series 2012-107, Class A, 1.15%, 1/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194419 |
| &nbsp;&nbsp;&nbsp;&nbsp;786824 | Series 2012-115, Class A, 2.13%, 4/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686987 |
| &nbsp;&nbsp;&nbsp;&nbsp;703674 | Series 2012-120, Class A, 1.90%, 2/16/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612727 |
| &nbsp;&nbsp;&nbsp;&nbsp;304833 | Series 2012-131, Class A, 1.90%, 2/16/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91009 | Series 2012-144, Class AD, 1.77%, 1/16/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58742 | Series 2013-126, Class BK, 2.45%, 10/16/47(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30822 | Series 2013-29, Class AB, 1.77%, 10/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30222 |
| &nbsp;&nbsp;&nbsp;&nbsp;213443 | Series 2013-97, Class AC, 2.00%, 6/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28780 | Series 2015-107, Class AB, 2.50%, 11/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26087 |
| &nbsp;&nbsp;&nbsp;&nbsp;216499 | Series 2015-114, Class AD, 2.50%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209759 |
| &nbsp;&nbsp;&nbsp;&nbsp;147712 | Series 2015-128, Class AD, 2.50%, 12/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140332 |
| &nbsp;&nbsp;&nbsp;&nbsp;113012 | Series 2015-130, Class AH, 2.90%, 8/16/47(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110605 |
| &nbsp;&nbsp;&nbsp;&nbsp;749026 | Series 2015-135, Class AC, 2.35%, 4/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662675 |
| &nbsp;&nbsp;&nbsp;&nbsp;282010 | Series 2015-136, Class AC, 2.50%, 3/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94676 | Series 2015-15, Class A, 2.00%, 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87335 |
| &nbsp;&nbsp;&nbsp;&nbsp;325692 | Series 2015-154, Class AD, 2.50%, 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285080 |
| &nbsp;&nbsp;&nbsp;&nbsp;282007 | Series 2015-171, Class DA, 2.37%, 3/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253270 |
| &nbsp;&nbsp;&nbsp;&nbsp;251156 | Series 2015-22, Class A, 2.40%, 8/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238160 |
| &nbsp;&nbsp;&nbsp;&nbsp;372281 | Series 2015-70, Class AB, 2.30%, 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45968 | Series 2016-11, Class AD, 2.25%, 11/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83205 | Series 2016-14, Class AB, 2.15%, 8/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81047 |
| &nbsp;&nbsp;&nbsp;&nbsp;721438 | Series 2016-152, Class EA, 2.20%, 8/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583116 |
| &nbsp;&nbsp;&nbsp;&nbsp;740152 | Series 2016-157, Class AC, 2.00%, 11/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629783 |
| &nbsp;&nbsp;&nbsp;&nbsp;188404 | Series 2016-39, Class AH, 2.50%, 9/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42559 | Series 2016-50, Class A, 2.30%, 7/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41809 |
| &nbsp;&nbsp;&nbsp;&nbsp;299330 | Series 2016-64, Class CA, 2.30%, 3/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287059 |
| &nbsp;&nbsp;&nbsp;&nbsp;144102 | Series 2016-94, Class AC, 2.20%, 8/16/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84973 | Series 2016-96, Class BA, 1.95%, 3/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82464 |
| &nbsp;&nbsp;&nbsp;&nbsp;463718 | Series 2017-127, Class AB, 2.50%, 2/16/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381813 |
| &nbsp;&nbsp;&nbsp;&nbsp;686369 | Series 2017-135, Class AE, 2.60%, 10/16/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572701 |
| &nbsp;&nbsp;&nbsp;&nbsp;276015 | Series 2017-140, Class A, 2.50%, 2/16/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57268 | Series 2017-157, Class AH, 2.55%, 2/16/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53508 |
| &nbsp;&nbsp;&nbsp;&nbsp;305407 | Series 2017-46, Class A, 2.50%, 11/16/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250268 |
| &nbsp;&nbsp;&nbsp;&nbsp;207314 | Series 2017-71, Class AS, 2.70%, 4/16/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193040 |
| &nbsp;&nbsp;&nbsp;&nbsp;110249 | Series 2017-9, Class AE, 2.40%, 9/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102452 |
| &nbsp;&nbsp;&nbsp;&nbsp;386901 | Series 2018-2, Class AD, 2.40%, 3/16/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342436 |
| &nbsp;&nbsp;&nbsp;&nbsp;170888 | Series 2018-26, Class AD, 2.50%, 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162059 |
|  |  | &nbsp;&nbsp;&nbsp;21987025 |
| **Small Business Administration — 3.0%** | **Small Business Administration — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;541019 | Pool #130612, 10.63%, 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620786 |
| &nbsp;&nbsp;&nbsp;&nbsp;364910 | Pool #130614, 10.61%, 3/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19870 | Pool #510751, (Prime Index + 0.325%), 7.58%, 6/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20438 |
| &nbsp;&nbsp;&nbsp;&nbsp;141883 | Pool #530089, (Prime Index - 0.125%), 7.13%, 1/25/47(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150516 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;$43631 | Pool #530222, (Prime Index + 0.635%), 7.89%, 7/25/32(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$45774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45934 | Pool #530390, (Prime Index - 1.000%), 6.25%, 11/25/33(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47133 |
| &nbsp;&nbsp;&nbsp;&nbsp;160268 | Pool #530413, (Prime Index + 0.825%), 8.08%, 1/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170133 |
| &nbsp;&nbsp;&nbsp;&nbsp;273353 | Pool #530536, (Prime Index - 2.600%), 4.65%, 3/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272110 |
| &nbsp;&nbsp;&nbsp;&nbsp;447876 | Pool #530566, (Prime Index + 1.625%), 8.88%, 5/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70259 | Pool #530594, (Prime Index + 3.625%), 10.88%, 2/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78810 |
| &nbsp;&nbsp;&nbsp;&nbsp;144522 | Pool #530597, (Prime Index + 3.375%), 10.63%, 6/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163287 |
| &nbsp;&nbsp;&nbsp;&nbsp;821304 | Pool #530624, (Prime Index + 3.375%), 10.63%, 5/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927408 |
| &nbsp;&nbsp;1406831 | Pool #530625, (Prime Index + 3.625%), 10.88%, 8/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603079 |
| &nbsp;&nbsp;&nbsp;&nbsp;635551 | Pool #530626, (Prime Index + 1.625%), 8.88%, 8/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695277 |
| &nbsp;&nbsp;&nbsp;&nbsp;793927 | Pool #530627, (Prime Index + 2.125%), 9.38%, 8/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877539 |
| &nbsp;&nbsp;&nbsp;&nbsp;234023 | Pool #530674, (Prime Index + 0.375%), 7.63%, 10/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249527 |
| &nbsp;&nbsp;&nbsp;&nbsp;114194 | Pool #530676, (Prime Index + 1.605%), 8.86%, 10/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125051 |
| &nbsp;&nbsp;&nbsp;&nbsp;114273 | Pool #530704, (Prime Index + 0.855%), 8.11%, 12/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123160 |
| &nbsp;&nbsp;&nbsp;&nbsp;320924 | Pool #530708, (Prime Index + 1.605%), 8.86%, 12/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351945 |
| &nbsp;&nbsp;1095817 | Pool #530709, (Prime Index + 3.355%), 10.61%, 12/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246270 |
| &nbsp;&nbsp;1344454 | Pool #530710, (Prime Index + 1.855%), 9.11%, 12/25/34(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482400 |
| &nbsp;&nbsp;&nbsp;&nbsp;506637 | Pool #530731, (Prime Index + 0.250%), 7.50%, 1/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539538 |
| &nbsp;&nbsp;&nbsp;&nbsp;953356 | Pool #530756, (Prime Index + 3.355%), 10.61%, 3/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097311 |
| &nbsp;&nbsp;&nbsp;&nbsp;573180 | Pool #530757, (Prime Index + 1.855%), 9.11%, 2/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632778 |
| &nbsp;&nbsp;&nbsp;&nbsp;957424 | Pool #530758, (Prime Index + 2.355%), 9.61%, 6/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085145 |
| &nbsp;&nbsp;&nbsp;&nbsp;446064 | Pool #530759, (Prime Index + 1.605%), 8.86%, 2/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489741 |
| &nbsp;&nbsp;&nbsp;&nbsp;169455 | Pool #530789, (Prime Index + 3.355%), 10.61%, 4/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196088 |
| &nbsp;&nbsp;&nbsp;&nbsp;213856 | Pool #530829, (Prime Index + 1.605%), 8.86%, 6/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238136 |
| &nbsp;&nbsp;&nbsp;&nbsp;939862 | Pool #530830, (Prime Index + 3.355%), 10.61%, 6/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091630 |
| &nbsp;&nbsp;&nbsp;&nbsp;434433 | Pool #530833, (Prime Index + 2.805%), 10.06%, 6/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497921 |
| &nbsp;&nbsp;&nbsp;&nbsp;122147 | Pool #530854, (Prime Index + 1.855%), 9.11%, 4/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136382 |
| &nbsp;&nbsp;&nbsp;&nbsp;421033 | Pool #530857, (Prime Index + 3.305%), 10.56%, 11/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489849 |
| &nbsp;&nbsp;&nbsp;&nbsp;476778 | Pool #530858, (Prime Index + 2.805%), 10.06%, 7/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77499 | Pool #530866, (Prime Index + 1.855%), 9.11%, 7/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86913 |
| &nbsp;&nbsp;&nbsp;&nbsp;671635 | Pool #530867, (Prime Index + 2.805%), 10.06%, 7/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770594 |
| &nbsp;&nbsp;&nbsp;&nbsp;122866 | Pool #530869, (Prime Index + 1.605%), 8.86%, 5/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136180 |
| &nbsp;&nbsp;&nbsp;&nbsp;741005 | Pool #530940, (Prime Index + 2.805%), 10.06%, 10/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851754 |
| &nbsp;&nbsp;&nbsp;&nbsp;148034 | Pool #530944, (Prime Index + 3.805%), 11.06%, 2/25/36(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41237 | Pool #530945, (Prime Index + 1.305%), 8.56%, 9/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33029 | Pool #530946, (Prime Index + 1.055%), 8.31%, 9/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41911 | Pool #530990, (Prime Index + 1.305%), 8.56%, 10/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46580 |
| &nbsp;&nbsp;&nbsp;&nbsp;315059 | Pool #530991, (Prime Index + 1.055%), 8.31%, 12/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348635 |
| &nbsp;&nbsp;&nbsp;&nbsp;249837 | Pool #530992, (Prime Index + 1.605%), 8.86%, 12/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279722 |
| &nbsp;&nbsp;&nbsp;&nbsp;167927 | Pool #530993, (Prime Index + 2.805%), 10.06%, 12/25/35(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76264 | Pool #540104, (Prime Index + 2.600%), 9.85%, 3/25/33(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83458 |
| &nbsp;&nbsp;&nbsp;&nbsp;379028 | Pool #540109, (Prime Index + 1.202%), 8.45%, 5/25/33(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77162 | Pool #540110, (Prime Index + 2.507%), 9.76%, 7/25/33(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84591 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;20739137 |
| **Total U.S. Government Agency Backed Mortgages** | **Total U.S. Government Agency Backed Mortgages** | &nbsp;&nbsp;&nbsp;**721312363** |
| (Cost $765,126,776) | (Cost $765,126,776) |  |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| **U.S. Government Agency Obligations — 2.2%** | **U.S. Government Agency Obligations — 2.2%** |  |
| **Small Business Administration — 2.2%** | **Small Business Administration — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;$135965 | Certificate of Originator's Fee, 0.23%, 4/15/31(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$436 |
| &nbsp;&nbsp;&nbsp;&nbsp;200734 | Certificate of Originator's Fee, 0.70%, 4/23/32(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
| &nbsp;&nbsp;&nbsp;&nbsp;560469 | Certificate of Originator's Fee, 0.98%, 4/15/31(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7657 |
| &nbsp;&nbsp;&nbsp;&nbsp;304864 | Certificate of Originator's Fee, 1.23%, 3/15/31(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5228 |
| &nbsp;&nbsp;&nbsp;&nbsp;243399 | Certificate of Originator's Fee, 1.23%, 5/15/31(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174 |
| &nbsp;&nbsp;&nbsp;&nbsp;531055 | Certificate of Originator's Fee, 1.93%, 5/4/32(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 |
| &nbsp;&nbsp;&nbsp;&nbsp;339564 | Certificate of Originator's Fee, 2.22%, 2/20/29(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409 |
| &nbsp;&nbsp;&nbsp;&nbsp;227540 | (Prime Index - 2.600%), 4.65%, 9/25/41(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226121 |
| &nbsp;&nbsp;&nbsp;&nbsp;101594 | (Prime Index - 2.600%), 4.65%, 9/25/41(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101093 |
| &nbsp;&nbsp;&nbsp;&nbsp;145145 | (Prime Index - 2.600%), 4.65%, 7/25/42(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144491 |
| &nbsp;&nbsp;&nbsp;&nbsp;288869 | (Prime Index - 2.550%), 4.70%, 7/25/42(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288007 |
| &nbsp;&nbsp;&nbsp;&nbsp;133095 | (Prime Index - 2.525%), 4.73%, 11/25/41(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54553 | (Prime Index - 2.500%), 4.75%, 2/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54504 |
| &nbsp;&nbsp;&nbsp;&nbsp;277807 | (Prime Index - 1.400%), 5.85%, 7/25/41(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75208 | 6.08%, 12/19/29(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89082 | 6.58%, 4/8/29(b),(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89523 |
| &nbsp;&nbsp;&nbsp;&nbsp;619259 | (Prime Index - 0.675%), 6.58%, 9/25/43(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643295 |
| &nbsp;&nbsp;1385479 | (Prime Index - 0.675%), 6.58%, 11/25/45(b) | &nbsp;&nbsp;&nbsp;1438300 |
| &nbsp;&nbsp;&nbsp;&nbsp;631352 | (Prime Index - 0.675%), 6.58%, 1/25/46(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25824 | (Prime Index - 0.458%), 6.79%, 11/25/27(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25882 |
| &nbsp;&nbsp;&nbsp;&nbsp;538804 | (Prime Index - 0.315%), 6.94%, 12/25/45(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95196 | (Prime Index - 0.279%), 6.97%, 2/25/40(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80768 | 7.08%, 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52545 | (Prime Index - 0.043%), 7.21%, 7/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72538 | (Prime Index + 0.001%), 7.25%, 6/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31601 | (Prime Index + 0.080%), 7.33%, 12/25/40(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33217 |
| &nbsp;&nbsp;&nbsp;&nbsp;260332 | (Prime Index + 0.120%), 7.37%, 1/25/46(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276932 |
| &nbsp;&nbsp;&nbsp;&nbsp;109624 | (Prime Index + 0.136%), 7.39%, 11/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110808 |
| &nbsp;&nbsp;&nbsp;&nbsp;106787 | (Prime Index + 0.159%), 7.41%, 8/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35414 | (Prime Index + 0.325%), 7.58%, 10/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36661 |
| &nbsp;&nbsp;1139476 | (Prime Index + 0.325%), 7.58%, 11/25/30(b) | &nbsp;&nbsp;&nbsp;1178492 |
| &nbsp;&nbsp;&nbsp;&nbsp;507702 | (Prime Index + 0.325%), 7.58%, 6/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527312 |
| &nbsp;&nbsp;&nbsp;&nbsp;626761 | (Prime Index + 0.325%), 7.58%, 7/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648963 |
| &nbsp;&nbsp;&nbsp;&nbsp;311651 | (Prime Index + 0.325%), 7.58%, 2/25/45(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332059 |
| &nbsp;&nbsp;&nbsp;&nbsp;674975 | (Prime Index + 0.325%), 7.58%, 8/25/46(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723077 |
| &nbsp;&nbsp;&nbsp;&nbsp;601049 | (Prime Index + 0.375%), 7.63%, 5/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623795 |
| &nbsp;&nbsp;&nbsp;&nbsp;168184 | (Prime Index + 0.375%), 7.63%, 10/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175117 |
| &nbsp;&nbsp;&nbsp;&nbsp;479710 | (Prime Index + 0.375%), 7.63%, 8/25/46(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511913 |
| &nbsp;&nbsp;&nbsp;&nbsp;351223 | (Prime Index + 0.575%), 7.83%, 4/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365234 |
| &nbsp;&nbsp;&nbsp;&nbsp;769004 | (Prime Index + 0.585%), 7.84%, 12/25/45(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12581 | (Prime Index + 0.700%), 7.95%, 2/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70634 | (Prime Index + 0.712%), 7.96%, 3/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72459 |
| &nbsp;&nbsp;&nbsp;&nbsp;259749 | (Prime Index + 0.720%), 7.97%, 11/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50856 | (Prime Index + 0.785%), 8.04%, 2/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32015 | (Prime Index + 0.813%), 8.06%, 9/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32498 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;$33120 | (Prime Index + 0.822%), 8.07%, 3/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$33772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98645 | (Prime Index + 0.833%), 8.08%, 2/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100351 |
| &nbsp;&nbsp;&nbsp;&nbsp;127722 | (Prime Index + 0.834%), 8.08%, 5/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70680 | (Prime Index + 0.829%), 8.08%, 8/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40819 | (Prime Index + 0.829%), 8.08%, 3/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42513 |
| &nbsp;&nbsp;&nbsp;&nbsp;592318 | (Prime Index + 0.825%), 8.08%, 9/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | (Prime Index + 0.856%), 8.11%, 6/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| &nbsp;&nbsp;&nbsp;&nbsp;136747 | (Prime Index + 0.859%), 8.11%, 6/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39974 | (Prime Index + 0.871%), 8.12%, 2/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17113 | (Prime Index + 0.915%), 8.17%, 1/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20536 | (Prime Index + 0.930%), 8.18%, 7/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43842 | (Prime Index + 0.948%), 8.20%, 5/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45167 |
| &nbsp;&nbsp;&nbsp;&nbsp;312258 | (Prime Index + 0.962%), 8.21%, 12/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14833 | (Prime Index + 0.990%), 8.24%, 11/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78565 | (Prime Index + 0.987%), 8.24%, 1/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58169 | (Prime Index + 1.018%), 8.27%, 7/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87143 | (Prime Index + 1.016%), 8.27%, 7/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86026 | (Prime Index + 1.017%), 8.27%, 2/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51681 | (Prime Index + 1.046%), 8.30%, 9/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94990 | (Prime Index + 1.066%), 8.32%, 12/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43226 | (Prime Index + 1.072%), 8.32%, 6/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 | (Prime Index + 1.107%), 8.36%, 11/25/26(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65551 | (Prime Index + 1.135%), 8.39%, 9/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57819 | (Prime Index + 1.231%), 8.48%, 5/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43592 | (Prime Index + 1.235%), 8.49%, 6/25/29(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25750 | (Prime Index + 1.341%), 8.59%, 10/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27222 |
| &nbsp;&nbsp;&nbsp;&nbsp;165111 | (Prime Index + 1.367%), 8.62%, 6/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89987 | (Prime Index + 1.575%), 8.83%, 7/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785 | (Prime Index + 1.616%), 8.87%, 7/25/28(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12845 | 9.08%, 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27793 | (Prime Index + 2.325%), 9.58%, 10/25/30(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29396 |
| &nbsp;&nbsp;&nbsp;&nbsp;112706 | (Prime Index + 2.325%), 9.58%, 1/25/31(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53458 | 9.88%, 6/7/29(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54985 |
|  |  | &nbsp;&nbsp;&nbsp;14802270 |
| **Total U.S. Government Agency Obligations** | **Total U.S. Government Agency Obligations** | &nbsp;&nbsp;&nbsp;**14802270** |
| (Cost $15,352,019) | (Cost $15,352,019) |  |
| **Municipal Bonds — 1.8%** | **Municipal Bonds — 1.8%** |  |
| **California — 0.9%** | **California — 0.9%** |  |
| &nbsp;&nbsp;2000000 | California Health Facilities Financing Authority Revenue, 2.93%, 6/1/32, Callable 6/1/29 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;1852345 |
| &nbsp;&nbsp;&nbsp;&nbsp;765000 | California Statewide Communities Development Authority Revenue, Series B, 5.25%, 10/20/42, (Credit Support: Ginnie Mae), Callable 1/31/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765591 |
| &nbsp;&nbsp;&nbsp;&nbsp;200000 | City & County of San Francisco GO, 1.95%, 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194671 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| $1790000 | City & County of San Francisco GO, Series A, 1.78%, 6/15/29 | $1662828 |
| &nbsp;&nbsp;1675000 | City of Los Angeles Housing GO, Series A, 2.95%, 9/1/28, Callable 9/1/27 @ 100 | &nbsp;&nbsp;&nbsp;1640537 |
|  |  | &nbsp;&nbsp;&nbsp;6115972 |
| **Colorado — 0.00%** | **Colorado — 0.00%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84999 | Colorado Housing & Finance Authority Revenue, Series V, 3.40%, 11/1/45, (Credit Support: FHA) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77197 |
| **District of Columbia — 0.1%** | **District of Columbia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;510561 | District of Columbia Housing Finance Agency Revenue, 3.24%, 3/1/49, (Credit Support: FHA) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476282 |
| **Illinois — 0.00%** | **Illinois — 0.00%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | City of Chicago Multi Family Revenue, Mercy Preservation Project, 4.55%, 8/1/26, (Credit Support: Freddie Mac), Callable 1/31/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75085 |
| **Maine — 0.00%** | **Maine — 0.00%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;250000 | Maine State Housing Authority Series B, 2.33%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230650 |
| **Minnesota — 0.1%** | **Minnesota — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;442322 | City of Minnetonka Housing Revenue, Series A, 3.00%, 11/1/34, (Credit Support: Fannie Mae) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433164 |
| **New York — 0.6%** | **New York — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;300000 | New York City Housing Development Corp. Revenue, Series B, 1.02%, 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297349 |
| &nbsp;&nbsp;&nbsp;&nbsp;300000 | New York City Housing Development Corp. Revenue, Series G, 2.62%, 5/1/26, Callable 1/31/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298895 |
| &nbsp;&nbsp;&nbsp;&nbsp;200000 | New York City Housing Development Corp. Revenue, Series B, 1.12%, 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195815 |
| &nbsp;&nbsp;&nbsp;&nbsp;500000 | New York City Housing Development Corp. Revenue, Series B, 3.56%, 11/1/26, Callable 2/1/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499389 |
| &nbsp;&nbsp;&nbsp;&nbsp;160000 | New York City Housing Development Corp. Revenue, Series B, 1.38%, 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155178 |
| &nbsp;&nbsp;&nbsp;&nbsp;250000 | New York City Housing Development Corp. Revenue, Series B, 1.48%, 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240035 |
| &nbsp;&nbsp;1000000 | New York City Housing Development Corp. Revenue, Series B, 3.61%, 11/1/27, Callable 2/1/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997419 |
| &nbsp;&nbsp;&nbsp;&nbsp;500000 | New York City Housing Development Corp. Revenue, Series B, 3.81%, 11/1/29, Callable 2/1/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495366 |
| &nbsp;&nbsp;&nbsp;&nbsp;155000 | New York State Housing Finance Agency Revenue, Series A, 4.50%, 11/15/27, Callable 1/31/26 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155127 |
| &nbsp;&nbsp;1000000 | New York State Housing Finance Agency Revenue, Series A, 4.65%, 11/15/38, Callable 1/31/26 @ 100 | &nbsp;&nbsp;&nbsp;1000449 |
|  |  | &nbsp;&nbsp;&nbsp;4335022 |

---

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Principal<br> Amount** |  | **Value** |
| **Vermont — 0.00%** | **Vermont — 0.00%** |  |
| $100000 | Vermont Housing Finance Agency Property Transfer Tax Revenue Revenue, 3.45%, 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97631 |
| **Washington — 0.1%** | **Washington — 0.1%** |  |
| &nbsp;&nbsp;800000 | City of Seattle WA GO, Series B, 3.38%, 12/1/28, Callable 12/1/27 @ 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793099 |
| **Total Municipal Bonds** | **Total Municipal Bonds** | &nbsp;&nbsp;&nbsp;**12634102** |
| (Cost $12,939,310) | (Cost $12,939,310) |  |
| **Corporate Bond — 0.00%** | **Corporate Bond — 0.00%** |  |
| **Consumer, Non-cyclical — 0.00%** | **Consumer, Non-cyclical — 0.00%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;55000 | Montefiore Medical Center, 2.15%, 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54734 |
| **Total Corporate Bond** | **Total Corporate Bond** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**54734** |
| (Cost $55,000) | (Cost $55,000) |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  |  |
| **Investment Company — 1.5%** | **Investment Company — 1.5%** |  |
| 10652981 | RBC BlueBay U.S. Government Money Market Fund,<br> Institutional Class 1(d) | &nbsp;&nbsp;&nbsp;&nbsp;10652981 |
| **Total Investment Company** | **Total Investment Company** | &nbsp;&nbsp;&nbsp;&nbsp;**10652981** |
| (Cost $10,652,981) | (Cost $10,652,981) |  |
| **Total Investments** | **Total Investments** | **$759456450** |
| (Cost $804,126,086) — 110.0% | (Cost $804,126,086) — 110.0% |  |
| **Liabilities in excess of other assets — (10.0)%** | **Liabilities in excess of other assets — (10.0)%** | &nbsp;&nbsp;&nbsp;**(69313995)** |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | **$690142455** |

---

------

(a) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect
as of period end.

(b) Floating rate note. Rate shown is as of report date.

(c) The Pricing Committee has fair valued this security under procedures established by the Fund's Board of Trustees.

(d) Affiliated investment.

------

SCHEDULE OF PORTFOLIO INVESTMENTS

RBC BlueBay Access Capital Community Investment Fund (cont.)

------

December 31, 2025 (Unaudited)

#### Financial futures contracts as of December 31, 2025:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Position** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Depreciation** | &nbsp;&nbsp;**Notional<br> Value** | &nbsp;&nbsp;**Notional<br> Value** | &nbsp;&nbsp;**Clearinghouse** |
| 10 Year U.S. Ultra Treasury Bond | &nbsp;&nbsp;49 | &nbsp;&nbsp;March 2026 | &nbsp;&nbsp;$(3164) | &nbsp;&nbsp;USD | &nbsp;&nbsp;$5635766 | &nbsp;&nbsp;Citigroup Global Markets, Inc. |
| **Total** |  |  | &nbsp;&nbsp;$(3164) |  |  |  |

---

---

| |
|:---|
| Abbreviations used are defined below: |
| FHA - Insured by Federal Housing Administration |
| GO - General Obligations |
| SOFR30A - Secured Overnight Financing Rate 30 Day Average |
| TBA - To-be-announced |
| USD - United States Dollar |

---

## 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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $760620941.11

**Total Liabilities:** $72253863.38

**Net Assets:** $688367077.73

**Stand-by Commitments:** $69611429.69

**Cash Not Reported:** $142862.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 134.74000000 | **1-Year:** 43516.08000000 | **5-Year:** 101817.49000000 | **10-Year:** 176696.47000000 | **30-Year:** 48546.12000000

**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 C000066097 | 0.96%                | 0.70%                | 0.06%                |
| Class ID C000074294 | 0.93%                | 0.55%                | 0.16%                |
| Class ID C000210802 | 0.96%                | 0.58%                | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1162369.45             | $5559482.07                                |
| Month 2  | $-36001.62               | $2063609.18                                |
| Month 3  | $-352604.35              | $-809278.37                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -70 | NC      | $8819.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140JVMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94821 | PA      | $89011.67     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1406831 | PA      | $1603079.50   | 0.23%             | 2034-08-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136923 | PA      | $124307.17    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERMONT ST HSG FIN AGY PROPERT                | Vermont Housing Finance Agency Property Transfer Tax Revenue | CUSIP: 92419RAN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97631.26     | 0.01%             | 2029-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QA5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148304 | PA      | $138993.14    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778052 | PA      | $671458.09    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174934 | PA      | $171541.84    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66169 | PA      | $68282.97     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7XB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3587213 | PA      | $3714773.27   | 0.54%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJ5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1144070 | PA      | $935949.40    | 0.14%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4589441 | PA      | $4740866.86   | 0.69%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148637 | PA      | $139773.80    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985781 | PA      | $883299.34    | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261378 | PA      | $223446.56    | 0.03%             | 2050-12-01      | 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        |    339564 | PA      | $6409.16      | 0.00%             | 2029-02-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652093 | PA      | $505348.68    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                     | Fannie Mae or Freddie Mac                                    | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53500000 | PA      | $43266145.50  | 6.29%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50560 | PA      | $52135.66     | 0.01%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882714 | PA      | $801384.07    | 0.12%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2022-SB96 Mortgage Trust                               | CUSIP: 30326DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    708186 | PA      | $670020.97    | 0.10%             | 2029-01-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2340041 | PA      | $1813446.91   | 0.26%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213856 | PA      | $238136.32    | 0.03%             | 2035-06-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BHW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3857936 | PA      | $3678669.99   | 0.53%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KN53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282010 | PA      | $262656.77    | 0.04%             | 2047-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVJM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2173988 | PA      | $2219894.52   | 0.32%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1593417 | PA      | $1298157.41   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193MG63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381220 | PA      | $355595.87    | 0.05%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707011 | PA      | $742810.03    | 0.11%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176DJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127533 | PA      | $124181.80    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7XA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4490522 | PA      | $4583968.27   | 0.67%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QR92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83694 | PA      | $83768.27     | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    821304 | PA      | $927408.23    | 0.13%             | 2034-05-25      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419JRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334638 | PA      | $328146.79    | 0.05%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMTG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134315 | PA      | $115157.60    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974540 | PA      | $795898.03    | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153170 | PA      | $162278.39    | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YERK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503157 | PA      | $474686.93    | 0.07%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A2LC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51120 | PA      | $51178.07     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213443 | PA      | $197999.77    | 0.03%             | 2045-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | Small Business Administration Pools                          | CUSIP: 8316A1C55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315059 | PA      | $348634.82    | 0.05%             | 2035-12-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 8316A0AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    479710 | PA      | $511912.51    | 0.07%             | 2046-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1394580 | PA      | $1427087.91   | 0.21%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304833 | PA      | $266281.04    | 0.04%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31401AM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210518 | PA      | $217225.97    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291391 | PA      | $274935.53    | 0.04%             | 2051-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36183QET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157385 | PA      | $143222.26    | 0.02%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 831628E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80768 | PA      | $80890.83     | 0.01%             | 2030-07-25      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NNG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31670 | PA      | $29929.95     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521969 | PA      | $526107.44    | 0.08%             | 2028-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133B5G48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785252 | PA      | $697606.45    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | Small Business Administration Pools                          | CUSIP: 8316A1C48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41911 | PA      | $46580.00     | 0.01%             | 2035-10-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPSB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2481942 | PA      | $2435932.70   | 0.35%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A2LB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142546 | PA      | $142829.06    | 0.02%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329QJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55561 | PA      | $52180.08     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKCR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1317006 | PA      | $1127105.71   | 0.16%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HMYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396047 | PA      | $382834.90    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGLP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229469 | PA      | $214396.78    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0TY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447876 | PA      | $484663.62    | 0.07%             | 2034-05-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLDQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252789 | PA      | $215554.13    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QC3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505348 | PA      | $452655.88    | 0.07%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKCQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2391647 | PA      | $1955741.16   | 0.28%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFHQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111812 | PA      | $116231.46    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1095817 | PA      | $1246269.77   | 0.18%             | 2034-12-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388222 | PA      | $317599.39    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406E3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75372 | PA      | $76963.81     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29896 | PA      | $30488.91     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193NY53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326068 | PA      | $297181.50    | 0.04%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157407 | PA      | $153913.48    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KGVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520282 | PA      | $448858.38    | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVU51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717995 | PA      | $1775177.04   | 0.26%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | Small Business Administration Pools                          | CUSIP: 8316A1C71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167927 | PA      | $194839.71    | 0.03%             | 2035-12-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379U7H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305407 | PA      | $250268.00    | 0.04%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165A2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106787 | PA      | $108383.38    | 0.02%             | 2029-08-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31390E4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22113 | PA      | $23328.77     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183605 | PA      | $156503.59    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KAYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361931 | PA      | $308732.55    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | Small Business Administration Pools                          | CUSIP: 8316A1C63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    249837 | PA      | $279722.15    | 0.04%             | 2035-12-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    793927 | PA      | $877538.69    | 0.13%             | 2034-08-25      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3321658 | PA      | $2713117.16   | 0.39%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178EAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200644 | PA      | $184354.60    | 0.03%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624957 | PA      | $532903.04    | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46569 | PA      | $48056.82     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    320924 | PA      | $351944.77    | 0.05%             | 2034-12-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI                | Small Business Administration Pools                          | CUSIP: 83165AVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31601 | PA      | $33217.44     | 0.00%             | 2040-12-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A02X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169455 | PA      | $196088.19    | 0.03%             | 2035-04-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770524 | PA      | $630355.70    | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NNH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195435 | PA      | $188769.38    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    351223 | PA      | $365233.65    | 0.05%             | 2031-04-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36188RJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136404 | PA      | $127409.07    | 0.02%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31401AM46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65988 | PA      | $67302.60     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    312258 | PA      | $326397.07    | 0.05%             | 2030-12-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A1BP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41237 | PA      | $45666.41     | 0.01%             | 2035-09-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694514 | PA      | $622312.37    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83165BFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25750 | PA      | $27222.11     | 0.00%             | 2031-10-25      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453787 | PA      | $386101.88    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42826 | PA      | $43102.20     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156178 | PA      | $150967.56    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100446 | PA      | $103637.15    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MF HSG REVENUE                     | City of Chicago IL                                           | CUSIP: 167570TA8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75085.02     | 0.01%             | 2026-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LG2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $391119.55    | 0.06%             | 2029-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1147180 | PA      | $977137.40    | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417LKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201481 | PA      | $202315.49    | 0.03%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258928 | PA      | $975624.04    | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3787104 | PA      | $3612303.89   | 0.52%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QC3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641899 | PA      | $574968.65    | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207314 | PA      | $193040.00    | 0.03%             | 2057-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 83165A4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87143 | PA      | $90135.97     | 0.01%             | 2030-07-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                   | Small Business Administration Pools                          | CUSIP: 83164NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    601049 | PA      | $623794.79    | 0.09%             | 2031-05-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44866 | PA      | $46741.41     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KR2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230410 | PA      | $237998.27    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 10YR ULTRA                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $4889.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1431799 | PA      | $1477853.13   | 0.21%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416RQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127980 | PA      | $125509.01    | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WWB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20331 | PA      | $21375.13     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2667898 | PA      | $2065866.95   | 0.30%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38293 | PA      | $37286.40     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3502384 | PA      | $3615152.02   | 0.53%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138E2EF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482548 | PA      | $472727.37    | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33120 | PA      | $33771.57     | 0.00%             | 2029-03-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67361 | PA      | $70120.10     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3451429 | PA      | $2819955.06   | 0.41%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6RS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2467544 | PA      | $2554959.85   | 0.37%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35414 | PA      | $36661.09     | 0.01%             | 2030-10-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1858743 | PA      | $1919954.59   | 0.28%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                     | Fannie Mae or Freddie Mac                                    | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31400000 | PA      | $26559815.60  | 3.86%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                   | Small Business Administration Pools                          | CUSIP: 83164L4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    227540 | PA      | $226121.15    | 0.03%             | 2041-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70634 | PA      | $72459.39     | 0.01%             | 2030-03-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109624 | PA      | $110808.31    | 0.02%             | 2028-11-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 8316A0S27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273353 | PA      | $272109.79    | 0.04%             | 2034-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59847 | PA      | $60232.73     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443470 | PA      | $427074.71    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRUE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2093108 | PA      | $2139573.07   | 0.31%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    165111 | PA      | $173735.11    | 0.03%             | 2031-06-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1803 | PA      | $1803.34      | 0.00%             | 2026-11-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14798 | PA      | $15338.28     | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178ED55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285374 | PA      | $263382.13    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180750 | PA      | $174304.50    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113506 | PA      | $989222.20    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946085 | PA      | $983014.94    | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6RR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343105 | PA      | $2391864.24   | 0.35%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H36G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209049 | PA      | $201331.97    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391LUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21301 | PA      | $22030.89     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83164MDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288869 | PA      | $288006.69    | 0.04%             | 2042-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36183QY90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118344 | PA      | $107885.33    | 0.02%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379K6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282007 | PA      | $253269.87    | 0.04%             | 2046-03-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3269757 | PA      | $3342502.85   | 0.49%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KK2J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058695 | PA      | $873239.54    | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A1BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33029 | PA      | $36327.86     | 0.01%             | 2035-09-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173747 | PA      | $167551.50    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BBT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20536 | PA      | $21177.17     | 0.00%             | 2029-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387QPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4809 | PA      | $5056.91      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114273 | PA      | $123159.86    | 0.02%             | 2034-12-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43226 | PA      | $44883.32     | 0.01%             | 2030-06-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112706 | PA      | $119801.60    | 0.02%             | 2031-01-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005322 | PA      | $1039625.09   | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1682505 | PA      | $1375261.08   | 0.20%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412D6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206634 | PA      | $218979.94    | 0.03%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650717 | PA      | $555272.77    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WFSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284003 | PA      | $269712.55    | 0.04%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525936 | PA      | $545424.22    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DH74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438593 | PA      | $442046.36    | 0.06%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WVXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36111 | PA      | $35636.88     | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044823 | PA      | $895474.85    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GUAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1668571 | PA      | $1726330.88   | 0.25%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165BC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259749 | PA      | $269629.99    | 0.04%             | 2030-11-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441244 | PA      | $376250.89    | 0.05%             | 2051-07-01      | 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        |    135965 | PA      | $435.97       | 0.00%             | 2031-04-15      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KTLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640357 | PA      | $551654.96    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620ABA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215761 | PA      | $220937.96    | 0.03%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2019-SB64 Mortgage Trust                               | CUSIP: 30298DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    366390 | PA      | $352009.91    | 0.05%             | 2029-05-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ARWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146782 | PA      | $143797.01    | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21927 | PA      | $22361.08     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516188 | PA      | $468628.04    | 0.07%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y63J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216892 | PA      | $1262538.99   | 0.18%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XUTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498396 | PA      | $485662.33    | 0.07%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858373 | PA      | $734337.39    | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31388LAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22084 | PA      | $23218.02     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224245 | PA      | $999958.24    | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HXBY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430644 | PA      | $383647.38    | 0.06%             | 2035-01-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QHC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108986 | PA      | $113437.10    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1385479 | PA      | $1438300.30   | 0.21%             | 2045-11-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9315 | PA      | $9642.79      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617M2F46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1225480 | PA      | $1094325.16   | 0.16%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749026 | PA      | $662675.22    | 0.10%             | 2049-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190663 | PA      | $183863.48    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GUAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3365196 | PA      | $3427226.16   | 0.50%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94941 | PA      | $97966.21     | 0.01%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43842 | PA      | $45166.70     | 0.01%             | 2029-05-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    631352 | PA      | $655156.01    | 0.10%             | 2046-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6QD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2995810 | PA      | $3055382.16   | 0.44%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935144 | PA      | $800305.28    | 0.12%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RHK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188404 | PA      | $179685.05    | 0.03%             | 2044-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KP7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451144 | PA      | $349602.53    | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KTLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895571 | PA      | $732030.27    | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412UEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230888 | PA      | $236193.07    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337744 | PA      | $318026.24    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UZE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144102 | PA      | $119916.01    | 0.02%             | 2057-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931982 | PA      | $2498294.84   | 0.36%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165AYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    127722 | PA      | $130890.44    | 0.02%             | 2029-05-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QT7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504154 | PA      | $1560616.73   | 0.23%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ASZ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181064 | PA      | $176310.40    | 0.03%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246600 | PA      | $241817.17    | 0.04%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153171 | PA      | $148061.34    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47459 | PA      | $49006.17     | 0.01%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1775767 | PA      | $1580105.06   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125581 | PA      | $117597.11    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LXER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227793 | PA      | $217243.71    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997085 | PA      | $853314.57    | 0.12%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XH4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240351 | PA      | $230416.53    | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y63H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232959 | PA      | $1258616.47   | 0.18%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    635551 | PA      | $695276.82    | 0.10%             | 2034-08-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2610916 | PA      | $2700054.22   | 0.39%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36297JVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    502934 | PA      | $536634.49    | 0.08%             | 2039-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047323 | PA      | $1066717.13   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432027 | PA      | $434992.02    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294743 | PA      | $262783.80    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2807767 | PA      | $2755717.32   | 0.40%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132XGR24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $249894.54    | 0.04%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160010 | PA      | $154672.36    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58742 | PA      | $52601.60     | 0.01%             | 2047-10-16      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91009 | PA      | $82267.92     | 0.01%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QT7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501988 | PA      | $1524820.36   | 0.22%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DJE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193308 | PA      | $200935.56    | 0.03%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QJ67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271501 | PA      | $271771.57    | 0.04%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617KHKR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520462 | PA      | $464760.78    | 0.07%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                | California Health Facilities Financing Authority             | CUSIP: 13032UVK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1852344.82   | 0.27%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30695 | PA      | $31303.22     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Gold Pool                                        | CUSIP: 3132VQGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183481 | PA      | $172152.22    | 0.03%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40568 | PA      | $42220.50     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51681 | PA      | $53603.72     | 0.01%             | 2029-09-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHCH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119084 | PA      | $123961.67    | 0.02%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMVX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3022062 | PA      | $2574112.87   | 0.37%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUAJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671888 | PA      | $1697302.33   | 0.25%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209246 | PA      | $219699.90    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XUTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71841 | PA      | $70135.24     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GVSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3821226 | PA      | $3955053.04   | 0.57%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUF35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226392 | PA      | $1277340.30   | 0.19%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446921 | PA      | $438248.53    | 0.06%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200156 | PA      | $192755.89    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2020-SB81Mortgage Trust                                | CUSIP: 30317QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1294473 | PA      | $1121473.13   | 0.16%             | 2040-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31381UA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234887 | PA      | $227459.99    | 0.03%             | 2032-03-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1349116 | PA      | $1103223.75   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690600 | PA      | $598055.20    | 0.09%             | 2033-03-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122437 | PA      | $126522.49    | 0.02%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78612 | PA      | $77090.52     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLDX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209956 | PA      | $171396.05    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4670098 | PA      | $4582077.14   | 0.67%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QAL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159502 | PA      | $158313.81    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185209 | PA      | $152503.17    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KGWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628052 | PA      | $537882.48    | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527208 | PA      | $495772.05    | 0.07%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43592 | PA      | $45324.57     | 0.01%             | 2029-06-25      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54167 | PA      | $54853.63     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620C4WP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475225 | PA      | $447205.65    | 0.06%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122962 | PA      | $120459.96    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7RC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2850 | PA      | $2841.34      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7RH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3426837 | PA      | $3464444.27   | 0.50%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712702 | PA      | $581808.24    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278275 | PA      | $227294.04    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133C6S91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210827 | PA      | $212676.20    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKJE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365157 | PA      | $283011.75    | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818166 | PA      | $697653.59    | 0.10%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041860 | PA      | $889044.22    | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50579 | PA      | $53772.75     | 0.01%             | 2037-10-01      | 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        |    560469 | PA      | $7657.46      | 0.00%             | 2031-04-15      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463577 | PA      | $465770.69    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419CGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576002 | PA      | $564830.66    | 0.08%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NBA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315723 | PA      | $297325.91    | 0.04%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6693851 | PA      | $6384884.86   | 0.93%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89177 | PA      | $89858.74     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YKFM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317043 | PA      | $299104.33    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1344454 | PA      | $1482400.27   | 0.22%             | 2034-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                           | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53458 | PA      | $54985.43     | 0.01%             | 2029-06-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FVZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160665 | PA      | $151285.54    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634014 | PA      | $656404.33    | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563763 | PA      | $436917.69    | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266705 | PA      | $227586.26    | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EVHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204561 | PA      | $187046.50    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1127381 | PA      | $1074995.39   | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128423 | PA      | $1187904.16   | 0.17%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185244 | PA      | $174198.76    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577044 | PA      | $541683.25    | 0.08%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WESV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58031 | PA      | $59266.57     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GTWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8189842 | PA      | $8360899.79   | 1.21%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LMCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $624280.28    | 0.09%             | 2028-11-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620C3EN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153692 | PA      | $157379.04    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MBJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110546 | PA      | $105742.22    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2310458 | PA      | $1978028.05   | 0.29%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419JRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123728 | PA      | $121327.95    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62192 | PA      | $63570.25     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138Y4F20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601865 | PA      | $567123.42    | 0.08%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WD2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51299 | PA      | $53320.59     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LXEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163102 | PA      | $1109417.06   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405UHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38710 | PA      | $40648.87     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1065449 | PA      | $912151.90    | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239119 | PA      | $225836.77    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1503571 | PA      | $1561696.37   | 0.23%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412AMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51743 | PA      | $53902.56     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6467 | PA      | $6735.11      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403RQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25543 | PA      | $26703.34     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039952 | PA      | $1074126.63   | 0.16%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164NAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    507702 | PA      | $527312.27    | 0.08%             | 2031-06-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581954 | PA      | $499851.55    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MXJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155600 | PA      | $151515.13    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3793943 | PA      | $3097552.01   | 0.45%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441748 | PA      | $462818.33    | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2019-SB66 Mortgage Trust                               | CUSIP: 30312BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475263 | PA      | $473727.98    | 0.07%             | 2039-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308916 | PA      | $298435.27    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573812 | PA      | $554227.03    | 0.08%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WPA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179672 | PA      | $183847.70    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991791 | PA      | $1004397.05   | 0.15%             | 2028-04-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A8QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375546 | PA      | $367903.10    | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6FG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2776549 | PA      | $2866945.82   | 0.42%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7P77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3743376 | PA      | $3964004.30   | 0.58%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XJAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289886 | PA      | $276900.92    | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405A3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11409 | PA      | $11858.08     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31408ABN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18537 | PA      | $19292.58     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379USP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299330 | PA      | $287058.69    | 0.04%             | 2045-03-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404XP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53318 | PA      | $55972.93     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRYY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740004 | PA      | $1752348.22   | 0.25%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L0H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037231 | PA      | $884773.04    | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39016 | PA      | $36055.60     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756998 | PA      | $644556.50    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83165A3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72538 | PA      | $73316.41     | 0.01%             | 2029-06-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105574 | PA      | $107670.46    | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721438 | PA      | $583116.51    | 0.08%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WD2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132283 | PA      | $126103.28    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391CWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414705 | PA      | $422539.53    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7P69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2075032 | PA      | $2161565.64   | 0.31%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WDLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167567 | PA      | $163197.23    | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31410B3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56932 | PA      | $59313.29     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXLT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55880 | PA      | $58137.73     | 0.01%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165A2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32015 | PA      | $32498.23     | 0.00%             | 2028-09-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLHP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1177803 | PA      | $962025.15    | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q93C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429758 | PA      | $415915.18    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178708 | PA      | $172335.43    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320331 | PA      | $1362842.22   | 0.20%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                       | New York State Housing Finance Agency                        | CUSIP: 64986MK38<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155126.76    | 0.02%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A4J22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187891 | PA      | $184245.12    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $435830.63    | 0.06%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KH50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113012 | PA      | $110604.79    | 0.02%             | 2047-08-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231717 | PA      | $197657.93    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    786824 | PA      | $686987.14    | 0.10%             | 2045-04-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35893 | PA      | $35974.11     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403JC46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54384 | PA      | $55461.05     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBYS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460408 | PA      | $413109.92    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853770 | PA      | $837810.38    | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LM3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477725 | PA      | $467106.36    | 0.07%             | 2030-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59731 | PA      | $62089.57     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83164MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133095 | PA      | $132583.06    | 0.02%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9LG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92788 | PA      | $93412.30     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QP5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10652412 | PA      | $10451638.55  | 1.52%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KZZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216499 | PA      | $209759.37    | 0.03%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62157 | PA      | $57613.33     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416HWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117406 | PA      | $117892.21    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKPB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397257 | PA      | $324297.63    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST HSG FIN AGY                       | New York State Housing Finance Agency                        | CUSIP: 64986MK46<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000449.30   | 0.15%             | 2038-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167379 | PA      | $164134.82    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31400SFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122271 | PA      | $126031.59    | 0.02%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KAB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30822 | PA      | $30221.58     | 0.00%             | 2045-10-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165A3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136747 | PA      | $139929.54    | 0.02%             | 2029-06-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA HSG FIN AGY M                | District of Columbia Housing Finance Agency                  | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    510561 | PA      | $476281.81    | 0.07%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581114 | PA      | $546463.91    | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418PF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130804 | PA      | $131347.99    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176EB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71687 | PA      | $71848.53     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766936 | PA      | $705176.09    | 0.10%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A1BN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148034 | PA      | $176651.62    | 0.03%             | 2036-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19933 | PA      | $20328.49     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A8QS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132051 | PA      | $129489.93    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930134 | PA      | $792552.31    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LKJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184890 | PA      | $181117.17    | 0.03%             | 2029-09-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8525458 | PA      | $8740978.15   | 1.27%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604245 | PA      | $514680.06    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116769 | PA      | $117252.95    | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9CT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255844 | PA      | $250637.56    | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620C45F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68486 | PA      | $68647.73     | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480167 | PA      | $482086.30    | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415QS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71753 | PA      | $76315.49     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150671 | PA      | $156842.42    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QURF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744200 | PA      | $742699.07    | 0.11%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140K2QZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2090467 | PA      | $1783846.82   | 0.26%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UZ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    740152 | PA      | $629782.76    | 0.09%             | 2050-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XU4V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145709 | PA      | $133018.83    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2163535 | PA      | $2123092.50   | 0.31%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MY23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102512 | PA      | $99818.13     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMNM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435436 | PA      | $1223111.73   | 0.18%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBPL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179926 | PA      | $178741.58    | 0.03%             | 2026-03-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2022-SB100 Mortgage Trust                              | CUSIP: 30327XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    940203 | PA      | $838641.12    | 0.12%             | 2032-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31413Q2K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53946 | PA      | $58030.73     | 0.01%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AE41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209403 | PA      | $210272.85    | 0.03%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMQ24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1563897 | PA      | $1332571.40   | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QR3S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487140 | PA      | $497890.41    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LFBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827641 | PA      | $817960.92    | 0.12%             | 2026-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379K2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325692 | PA      | $285080.30    | 0.04%             | 2054-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19342 | PA      | $20004.66     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77868 | PA      | $66952.59     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2504241 | PA      | $2593633.87   | 0.38%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588023 | PA      | $1351158.30   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412UEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76146 | PA      | $77899.29     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972CE25<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $495366.17    | 0.07%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100552 | PA      | $941521.23    | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2441098 | PA      | $2521487.61   | 0.37%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MN7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500546 | PA      | $476357.51    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KN5X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1857530 | PA      | $1721449.76   | 0.25%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AWEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1434926 | PA      | $1221787.61   | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544318 | PA      | $555164.82    | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QURH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099849 | PA      | $1142781.20   | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMX26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166715 | PA      | $153272.18    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1469424 | PA      | $1250705.08   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132XHL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $911311.27    | 0.13%             | 2031-09-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y75Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3252488 | PA      | $3289976.81   | 0.48%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417GGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733056 | PA      | $674023.91    | 0.10%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36196KBE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    646100 | PA      | $602661.58    | 0.09%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328837 | PA      | $318049.58    | 0.05%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 8316A0G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43631 | PA      | $45774.05     | 0.01%             | 2032-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QWAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2673535 | PA      | $2763033.11   | 0.40%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80587 | PA      | $81106.94     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WC3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699961 | PA      | $678813.03    | 0.10%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50825 | PA      | $51831.53     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418TLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96409 | PA      | $99145.64     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149166 | PA      | $146279.72    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801503 | PA      | $654579.94    | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WG4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346844 | PA      | $327045.02    | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KK64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147712 | PA      | $140331.84    | 0.02%             | 2050-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140NXHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203000 | PA      | $4276766.20   | 0.62%             | 2030-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7DU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527814 | PA      | $495469.82    | 0.07%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QME67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745533 | PA      | $639574.73    | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94990 | PA      | $98935.88     | 0.01%             | 2029-12-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    476778 | PA      | $546832.88    | 0.08%             | 2035-07-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443951 | PA      | $398343.00    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131Y7D38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268700 | PA      | $258780.51    | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1371673 | PA      | $1166813.94   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AQXT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728714 | PA      | $625228.82    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102931 | PA      | $100840.20    | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36181AWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348633 | PA      | $320328.60    | 0.05%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14833 | PA      | $15214.97     | 0.00%             | 2028-11-25      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WE5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671968 | PA      | $633946.87    | 0.09%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315106 | PA      | $328894.38    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261554 | PA      | $241697.10    | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba                | Small Business Administration Pools                          | CUSIP: 83165BEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40819 | PA      | $42512.64     | 0.01%             | 2031-03-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H6WU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694078 | PA      | $668454.83    | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36290U5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626509 | PA      | $610053.76    | 0.09%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    421033 | PA      | $489849.20    | 0.07%             | 2035-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KN5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162799 | PA      | $150868.47    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385838 | PA      | $378350.55    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2629903 | PA      | $2146899.22   | 0.31%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371P3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70506 | PA      | $72080.92     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866297 | PA      | $1904592.90   | 0.28%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254852 | PA      | $228670.73    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2AQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443122 | PA      | $445651.85    | 0.06%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131092 | PA      | $963083.75    | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417N3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207413 | PA      | $212187.34    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416QZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82645 | PA      | $82987.48     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332570 | PA      | $1099955.99   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176NBF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114172 | PA      | $114452.41    | 0.02%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276368 | PA      | $282736.34    | 0.04%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSDE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101906 | PA      | $1107969.58   | 0.16%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LCA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203230 | PA      | $193077.51    | 0.03%             | 2028-05-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                           | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89082 | PA      | $89522.76     | 0.01%             | 2029-04-08      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70335 | PA      | $70626.46     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2826242 | PA      | $2310139.55   | 0.34%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WEHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152722 | PA      | $144847.11    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37998 | PA      | $39491.27     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4444537 | PA      | $4360768.25   | 0.63%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36310 | PA      | $37078.14     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0UU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70259 | PA      | $78809.62     | 0.01%             | 2034-02-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251156 | PA      | $238159.53    | 0.03%             | 2047-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X6X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225027 | PA      | $220106.02    | 0.03%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418SP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153070 | PA      | $153976.77    | 0.02%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6785 | PA      | $6875.35      | 0.00%             | 2028-07-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74541 | PA      | $77627.46     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164ML64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    619259 | PA      | $643295.12    | 0.09%             | 2043-09-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4248766 | PA      | $3469927.50   | 0.50%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8H65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72365 | PA      | $67930.23     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | 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      | $5227.82      | 0.00%             | 2031-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418SP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49704 | PA      | $49998.75     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ACLL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1004439 | PA      | $821017.43    | 0.12%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138W4VW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73339 | PA      | $67558.52     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132WW3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1035022 | PA      | $793066.75    | 0.12%             | 2037-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHF50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1238631 | PA      | $1111385.03   | 0.16%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95196 | PA      | $99363.59     | 0.01%             | 2040-02-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27793 | PA      | $29396.26     | 0.00%             | 2030-10-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKK65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307862 | PA      | $1013647.26   | 0.15%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7B80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552993 | PA      | $2641717.64   | 0.38%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $299148.84    | 0.04%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QV6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5214920 | PA      | $5323442.55   | 0.77%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268095 | PA      | $240689.55    | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406ULR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34433 | PA      | $35195.72     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 83164MHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12581 | PA      | $12794.56     | 0.00%             | 2028-02-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55800 | PA      | $58352.39     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21265 | PA      | $21715.42     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138Y6MJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414092 | PA      | $394541.01    | 0.06%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122147 | PA      | $136382.31    | 0.02%             | 2035-04-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57819 | PA      | $59129.90     | 0.01%             | 2029-05-25      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419CG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95120 | PA      | $93275.74     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL / STIFEL NICOLAU                | Small Business Administration Pools                          | CUSIP: 83165A3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52545 | PA      | $53339.45     | 0.01%             | 2029-07-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781817 | PA      | $729592.49    | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623784 | PA      | $559701.93    | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685697 | PA      | $1719217.54   | 0.25%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54291 | PA      | $55446.18     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A56R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140402 | PA      | $140495.37    | 0.02%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268113 | PA      | $269645.27    | 0.04%             | 2040-09-01      | Fixed         | 4.50%                 | 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        |    200734 | PA      | $1202.50      | 0.00%             | 2032-04-23      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WENX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438661 | PA      | $415769.71    | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972CXY4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $298895.26    | 0.04%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FE5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853442 | PA      | $824312.85    | 0.12%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57268 | PA      | $53507.86     | 0.01%             | 2053-02-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356717 | PA      | $369210.42    | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36294Y6E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310955 | PA      | $310955.31    | 0.05%             | 2038-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239324 | PA      | $214737.94    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WRMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106467 | PA      | $105052.12    | 0.02%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415VPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126841 | PA      | $132662.53    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQX59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2349984 | PA      | $2423793.66   | 0.35%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386961 | PA      | $365095.47    | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31400SU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78170 | PA      | $80718.07     | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36230UKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119142 | PA      | $115139.01    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126845 | PA      | $918434.53    | 0.13%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLMV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1845651 | PA      | $1575511.21   | 0.23%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140GQ6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441703 | PA      | $414636.04    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31409CFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11191 | PA      | $11814.23     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131Y3WK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495328 | PA      | $477042.40    | 0.07%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415RME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95377 | PA      | $99750.14     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379U4F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110249 | PA      | $102452.01    | 0.01%             | 2050-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418W5W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71612 | PA      | $73889.92     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36230UKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176692 | PA      | $170756.37    | 0.02%             | 2041-01-20      | Fixed         | 4.00%                 | 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        |    243399 | PA      | $4173.81      | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409251 | PA      | $427337.86    | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    538804 | PA      | $570340.00    | 0.08%             | 2045-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31410DAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132436 | PA      | $137963.27    | 0.02%             | 2036-06-01      | 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        |     75208 | PA      | $75664.43     | 0.01%             | 2029-12-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KSCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823384 | PA      | $851478.93    | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GTAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3444843 | PA      | $3454234.22   | 0.50%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46915 | PA      | $48534.61     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138L7U95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200361 | PA      | $193811.29    | 0.03%             | 2032-10-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNP49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2426487 | PA      | $2064560.19   | 0.30%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69749 | PA      | $70038.31     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73374 | PA      | $73829.03     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36182D3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61067 | PA      | $57290.19     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391UXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30362 | PA      | $31308.67     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677458 | PA      | $1713590.98   | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84973 | PA      | $82463.77     | 0.01%             | 2043-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3094416 | PA      | $3192121.82   | 0.46%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLCP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1744833 | PA      | $1425172.59   | 0.21%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192808 | PA      | $180993.01    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2018-SB53 Mortgage Trust                               | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    509526 | PA      | $506116.76    | 0.07%             | 2028-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212581 | PA      | $213897.91    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 831628ES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12845 | PA      | $13146.67     | 0.00%             | 2029-09-25      | Fixed         | 9.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQRB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176660 | PA      | $177799.62    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333553 | PA      | $311613.93    | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86026 | PA      | $89895.77     | 0.01%             | 2031-02-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36290TLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65764 | PA      | $68266.55     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EU3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179357 | PA      | $169118.81    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395236 | PA      | $370505.08    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183877 | PA      | $172186.76    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X1MP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324563 | PA      | $308879.45    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    434433 | PA      | $497921.34    | 0.07%             | 2035-06-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83205 | PA      | $81046.64     | 0.01%             | 2042-08-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329N3R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448098 | PA      | $432803.60    | 0.06%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y76V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017121 | PA      | $2040287.33   | 0.30%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4947880 | PA      | $4986139.43   | 0.72%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111950 | PA      | $114523.45    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES                            | Small Business Administration Pools                          | CUSIP: 83165AWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25824 | PA      | $25881.92     | 0.00%             | 2027-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7ZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222425 | PA      | $209439.59    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36230RYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132653 | PA      | $129192.42    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369930 | PA      | $348333.02    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1794141 | PA      | $1595188.59   | 0.23%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165AZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58169 | PA      | $59672.71     | 0.01%             | 2029-07-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6MD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2266880 | PA      | $2312113.11   | 0.34%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329PFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607640 | PA      | $585207.33    | 0.09%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2665033 | PA      | $2750840.38   | 0.40%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88498 | PA      | $84950.58     | 0.01%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363212 | PA      | $311294.09    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    260332 | PA      | $276931.86    | 0.04%             | 2046-01-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    982491 | PA      | $843271.18    | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $878377.56    | 0.13%             | 2031-03-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WWSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10936 | PA      | $11537.01     | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36230RYM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224110 | PA      | $210940.63    | 0.03%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31413LKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152583 | PA      | $162208.97    | 0.02%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QU4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2627813 | PA      | $2683417.92   | 0.39%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QSA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387530 | PA      | $388227.59    | 0.06%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GWBP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2633070 | PA      | $2687863.16   | 0.39%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998092 | PA      | $816526.61    | 0.12%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLXY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825730 | PA      | $698748.77    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31673 | PA      | $32374.28     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256428 | PA      | $270786.66    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LVSK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675640 | PA      | $1427266.18   | 0.21%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403NEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23443 | PA      | $23907.63     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473594 | PA      | $446558.91    | 0.06%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR BANK, N.A.                           | Small Business Administration Pools                          | CUSIP: 8316A0NG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45934 | PA      | $47132.74     | 0.01%             | 2033-11-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LL5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1932766 | PA      | $1864810.98   | 0.27%             | 2030-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AA2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118698 | PA      | $119416.79    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113877 | PA      | $114528.01    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EU3L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235920 | PA      | $222589.12    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288274 | PA      | $299418.53    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40883 | PA      | $42743.18     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TAF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146891 | PA      | $150266.37    | 0.02%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281383 | PA      | $1047835.86   | 0.15%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6460976 | PA      | $5278875.60   | 0.77%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8U94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682653 | PA      | $657451.84    | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY                  | City & County of San Francisco CA                            | CUSIP: 79773KDG6<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1662827.81   | 0.24%             | 2029-06-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PT34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34408 | PA      | $35137.05     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972CD83<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997418.90    | 0.14%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316AGAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    364910 | PA      | $414563.38    | 0.06%             | 2035-03-25      | Fixed         | 10.61%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418XVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266252 | PA      | $267772.06    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPKQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7632852 | PA      | $7491355.31   | 1.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329PHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329075 | PA      | $317339.85    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97056 | PA      | $97630.56     | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QP6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313129 | PA      | $308374.70    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0XC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    234023 | PA      | $249526.62    | 0.04%             | 2034-10-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28780 | PA      | $26086.60     | 0.00%             | 2049-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342976 | PA      | $313826.33    | 0.05%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102258 | PA      | $100273.36    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDVR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80673 | PA      | $83302.38     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271699 | PA      | $1299427.17   | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372281 | PA      | $336088.12    | 0.05%             | 2048-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    846763 | PA      | $796271.99    | 0.12%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M2L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89987 | PA      | $94100.69     | 0.01%             | 2030-07-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2130742 | PA      | $1743133.63   | 0.25%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L0PU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2150269 | PA      | $1832876.33   | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GWG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2244029 | PA      | $2251251.22   | 0.33%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972CD75<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $499388.39    | 0.07%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328485 | PA      | $330253.82    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193BPC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294867 | PA      | $271263.46    | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FCSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627080 | PA      | $591426.14    | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316AGAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    541019 | PA      | $620786.08    | 0.09%             | 2034-05-25      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XWZE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93534 | PA      | $91228.04     | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0UX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144522 | PA      | $163286.92    | 0.02%             | 2034-06-25      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36115 | PA      | $36830.51     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378X6V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94676 | PA      | $87334.83     | 0.01%             | 2048-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165A5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50856 | PA      | $51801.52     | 0.01%             | 2028-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2735000 | PA      | $2767052.85   | 0.40%             | 2028-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65122 | PA      | $67774.96     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214416 | PA      | $194660.31    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64223 | PA      | $66847.58     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QAPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25949 | PA      | $25044.24     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24727 | PA      | $25573.75     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216683 | PA      | $212480.97    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140MHU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183876 | PA      | $163353.01    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINNETONKA MN MF HSG REVENUE                  | City of Minnetonka MN                                        | CUSIP: 604217CS6<br>LEI: 549300NQZ4FEG58M2309 | Long             | DBT              | MUN               | US        |    443046 | PA      | $433872.58    | 0.06%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WJR96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144072 | PA      | $150036.61    | 0.02%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 8316A0C32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141883 | PA      | $150516.24    | 0.02%             | 2047-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNRB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746348 | PA      | $668776.22    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8CT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589448 | PA      | $553327.57    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725716 | PA      | $562431.87    | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1139476 | PA      | $1178491.84   | 0.17%             | 2030-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    882729 | PA      | $828636.01    | 0.12%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27729 | PA      | $28818.47     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164L5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101594 | PA      | $101092.58    | 0.01%             | 2041-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LAL37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978577 | PA      | $782326.16    | 0.11%             | 2036-01-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418QGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143031 | PA      | $147091.43    | 0.02%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                   | Small Business Administration Pools                          | CUSIP: 83164NBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    674975 | PA      | $723077.48    | 0.11%             | 2046-08-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32482 | PA      | $33201.35     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    769004 | PA      | $821602.39    | 0.12%             | 2045-12-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKQH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652625 | PA      | $505786.40    | 0.07%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LY4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497613 | PA      | $475681.87    | 0.07%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJXE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278443 | PA      | $262547.89    | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AUFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956359 | PA      | $819951.95    | 0.12%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRTC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2401419 | PA      | $2455045.07   | 0.36%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297998 | PA      | $292218.45    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402URJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23716 | PA      | $24185.95     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGSH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115273 | PA      | $119974.19    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387GPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14778 | PA      | $15536.61     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673094 | PA      | $602910.87    | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589961 | PA      | $529353.48    | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883619 | PA      | $838740.18    | 0.12%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA                  | City & County of San Francisco CA                            | CUSIP: 7976466A9<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    200000 | PA      | $194670.64    | 0.03%             | 2027-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7P44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2624517 | PA      | $2699765.20   | 0.39%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XQW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118734 | PA      | $115749.41    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30009 | PA      | $30673.62     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125302 | PA      | $1021621.14   | 0.15%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9LT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200480 | PA      | $196399.67    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8GZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446727 | PA      | $419352.30    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174075 | PA      | $178074.82    | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630243 | PA      | $574900.56    | 0.08%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QWAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3133118 | PA      | $3198318.68   | 0.46%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y76W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2819872 | PA      | $2903134.50   | 0.42%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22075 | PA      | $22794.10     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    446064 | PA      | $489741.40    | 0.07%             | 2035-02-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839708 | PA      | $883970.58    | 0.13%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268357 | PA      | $251912.71    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QREX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1951138 | PA      | $2014104.95   | 0.29%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLTZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2767565 | PA      | $2258603.15   | 0.33%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013755 | PA      | $939646.07    | 0.14%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R4E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276015 | PA      | $226217.02    | 0.03%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277807 | PA      | $284446.42    | 0.04%             | 2041-07-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R2A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463718 | PA      | $381812.80    | 0.06%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204155 | PA      | $196618.29    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450092 | PA      | $383795.17    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386896 | PA      | $389461.31    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRU76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176311 | PA      | $180388.78    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512391 | PA      | $480329.38    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83164MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145145 | PA      | $144491.18    | 0.02%             | 2042-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217374 | PA      | $222569.85    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5113159 | PA      | $4549768.00   | 0.66%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKXS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572341 | PA      | $1341229.00   | 0.19%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS TENNESSE                | Small Business Administration Pools                          | CUSIP: 8316A8DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76264 | PA      | $83457.57     | 0.01%             | 2033-03-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H1WT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241697 | PA      | $232761.80    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122866 | PA      | $136179.55    | 0.02%             | 2035-05-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44075 | PA      | $45511.21     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243190 | PA      | $244989.67    | 0.04%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438544 | PA      | $375690.72    | 0.05%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGRC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1258924 | PA      | $1129592.66   | 0.16%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ADEX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268478 | PA      | $273697.96    | 0.04%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417Q4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77800 | PA      | $79590.60     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417T7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249027 | PA      | $254736.62    | 0.04%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTH85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2145199 | PA      | $2205695.51   | 0.32%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1339400 | PA      | $1094810.85   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256881 | PA      | $247384.51    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS                | Maine State Housing Authority                                | CUSIP: 56052FWY7<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |    250000 | PA      | $230649.99    | 0.03%             | 2030-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YGY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63085 | PA      | $60031.01     | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4451086 | PA      | $4368572.30   | 0.63%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6ZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2601009 | PA      | $2652730.44   | 0.39%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1656973 | PA      | $1409824.16   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78565 | PA      | $82273.39     | 0.01%             | 2031-01-25      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418R5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2865 | PA      | $2883.31      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QS5W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2159143 | PA      | $2256716.63   | 0.33%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402VJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29311 | PA      | $29892.59     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379596 | PA      | $355827.46    | 0.05%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455554 | PA      | $478312.17    | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112106 | PA      | $112745.70    | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403448 | PA      | $344146.86    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351943 | PA      | $315768.94    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95090 | PA      | $93246.76     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140MN2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2132140 | PA      | $1975941.64   | 0.29%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171744 | PA      | $161503.12    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386901 | PA      | $342435.97    | 0.05%             | 2059-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620AGHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130188 | PA      | $130481.73    | 0.02%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AA2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59115 | PA      | $59592.63     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKXB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681514 | PA      | $528175.01    | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234266 | PA      | $210199.08    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7BC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2078941 | PA      | $2122203.22   | 0.31%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176X2Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138245 | PA      | $134631.50    | 0.02%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34032 | PA      | $35206.94     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294804 | PA      | $280869.58    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193BQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    433795 | PA      | $404630.30    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195158 | PA      | $189363.42    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2484261 | PA      | $2546137.82   | 0.37%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WEF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103641 | PA      | $105843.91    | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XRW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136323 | PA      | $129293.68    | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416LR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98737 | PA      | $99146.50     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WFFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226398 | PA      | $219674.01    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEATTLE WA                                    | City of Seattle WA                                           | CUSIP: 812627FP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $793098.63    | 0.12%             | 2028-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131YB4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52007 | PA      | $54060.63     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1805131 | PA      | $1474864.00   | 0.21%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LE4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932498 | PA      | $854288.12    | 0.12%             | 2032-03-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4187285 | PA      | $3992066.33   | 0.58%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X1NE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292974 | PA      | $278816.79    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KP6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323585 | PA      | $1080497.77   | 0.16%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131X8FA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16773 | PA      | $16523.61     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695736 | PA      | $653101.80    | 0.09%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408383 | PA      | $370756.39    | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666419 | PA      | $1544294.45   | 0.22%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31407FJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104610 | PA      | $106950.57    | 0.02%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 8316A0N71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160268 | PA      | $170132.68    | 0.02%             | 2034-01-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295093 | PA      | $300966.55    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WG4N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51085 | PA      | $52221.56     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567050 | PA      | $1606145.53   | 0.23%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140JX7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409791 | PA      | $367692.55    | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193QDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378532 | PA      | $353082.30    | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ADXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1362809 | PA      | $1113469.19   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375185 | PA      | $361334.09    | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2286747 | PA      | $2291529.42   | 0.33%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267854 | PA      | $244728.40    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTPK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084570 | PA      | $1138752.43   | 0.17%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KQUH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439065 | PA      | $1449274.69   | 0.21%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686993 | PA      | $586227.79    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77499 | PA      | $86913.43     | 0.01%             | 2035-07-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRLJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4209501 | PA      | $4307625.56   | 0.63%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143228 | PA      | $136910.85    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XBXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47480 | PA      | $46458.28     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6VT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1707343 | PA      | $1763428.01   | 0.26%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FPV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776383 | PA      | $704849.58    | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406WGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68871 | PA      | $70408.86     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370365 | PA      | $347190.61    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3406802 | PA      | $3026551.69   | 0.44%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LGP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230843 | PA      | $221762.92    | 0.03%             | 2032-07-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451312 | PA      | $411682.05    | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86890 | PA      | $74604.14     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48217 | PA      | $49174.48     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCS82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49159 | PA      | $49537.02     | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                   | Small Business Administration Pools                          | CUSIP: 8316A0A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    168184 | PA      | $175116.62    | 0.03%             | 2031-10-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110360 | PA      | $100911.23    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WF3Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138800 | PA      | $141906.00    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417EUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532804 | PA      | $492881.93    | 0.07%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0XE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114194 | PA      | $125050.99    | 0.02%             | 2034-10-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140M2PU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036034 | PA      | $881181.53    | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266692 | PA      | $1127122.03   | 0.16%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1742690 | PA      | $1485458.79   | 0.22%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHAW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46002 | PA      | $47878.40     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LK5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844438 | PA      | $797285.77    | 0.12%             | 2032-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418R5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280879 | PA      | $282618.74    | 0.04%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.V.B. FINANCIAL GROUP. LLC                   | Small Business Administration Pools                          | CUSIP: 83164NBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    592318 | PA      | $620214.39    | 0.09%             | 2031-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105829 | PA      | $103775.21    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L16C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618245 | PA      | $532222.33    | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209698 | PA      | $194418.55    | 0.03%             | 2045-01-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LTG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155616 | PA      | $148913.29    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109273 | PA      | $110103.97    | 0.02%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31407FWJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57395 | PA      | $59656.20     | 0.01%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371P7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42566 | PA      | $43509.54     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQ5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187821 | PA      | $184176.77    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4175484 | PA      | $4263974.14   | 0.62%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140M2PX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1710213 | PA      | $1521773.64   | 0.22%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KL6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1204008 | PA      | $1036031.77   | 0.15%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132WWYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946118 | PA      | $764756.85    | 0.11%             | 2035-09-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4024216 | PA      | $4114080.60   | 0.60%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79865 | PA      | $81451.63     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390915 | PA      | $350756.07    | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170888 | PA      | $162059.42    | 0.02%             | 2052-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405A4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47942 | PA      | $49831.29     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2018-SB52 Mortgage Trust                               | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278338 | PA      | $275865.26    | 0.04%             | 2028-06-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVJK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565957 | PA      | $567499.85    | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L16B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850780 | PA      | $694824.00    | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    742943 | PA      | $606832.99    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64871 | PA      | $68461.47     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2018-SB56 Mortgage Trust                               | CUSIP: 302966AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205654 | PA      | $204495.60    | 0.03%             | 2028-10-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8210716 | PA      | $8057235.66   | 1.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236855 | PA      | $232261.36    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    671635 | PA      | $770593.63    | 0.11%             | 2035-07-25      | Floating      | 10.05%                | 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      | $8733.78      | 0.00%             | 2032-05-04      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203701 | PA      | $1029765.14   | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4651718 | PA      | $4132515.80   | 0.60%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179472 | PA      | $188441.04    | 0.03%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2220085 | PA      | $2267068.31   | 0.33%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QD5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    992066 | PA      | $849634.40    | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6CK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1969915 | PA      | $2037347.03   | 0.30%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454616 | PA      | $407353.82    | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65551 | PA      | $66243.44     | 0.01%             | 2028-09-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387BU35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16977 | PA      | $17848.96     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A4JT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158126 | PA      | $155061.29    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BMS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348598 | PA      | $1285723.63   | 0.19%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KQSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2997579 | PA      | $3064518.25   | 0.45%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QDZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062451 | PA      | $910244.36    | 0.13%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI                | Small Business Administration Pools                          | CUSIP: 83165AW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17113 | PA      | $17462.00     | 0.00%             | 2029-01-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       555 | PA      | $561.75       | 0.00%             | 2028-06-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36207UPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167960 | PA      | $163553.90    | 0.02%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176X3A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87345 | PA      | $85052.96     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XUSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200810 | PA      | $189347.13    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669446 | PA      | $569800.98    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1961054 | PA      | $2047903.98   | 0.30%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972EUB3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    200000 | PA      | $195815.37    | 0.03%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617A37F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265023 | PA      | $247594.52    | 0.04%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q06F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8139000 | PA      | $8015033.09   | 1.16%             | 2035-10-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83165A4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39974 | PA      | $41141.67     | 0.01%             | 2030-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    957424 | PA      | $1085144.79   | 0.16%             | 2035-06-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ADXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344504 | PA      | $266991.20    | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1707388 | PA      | $1755408.68   | 0.26%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BAC74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319667 | PA      | $296264.94    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MNN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47876 | PA      | $47270.31     | 0.01%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8SG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163047 | PA      | $157019.33    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1898190 | PA      | $1695235.59   | 0.25%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LMAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1463037 | PA      | $1322421.52   | 0.19%             | 2035-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234560 | PA      | $245159.62    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLLQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857959 | PA      | $732383.48    | 0.11%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972EUA5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    300000 | PA      | $297348.54    | 0.04%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                | City of Los Angeles CA                                       | CUSIP: 544351LP2<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1640537.60   | 0.24%             | 2028-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLDA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243871 | PA      | $199082.14    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XUSK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177696 | PA      | $167552.18    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba                | Small Business Administration Pools                          | CUSIP: 83165BDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70680 | PA      | $73408.25     | 0.01%             | 2030-08-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QN2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747415 | PA      | $635672.68    | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LHTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748759 | PA      | $743858.51    | 0.11%             | 2027-04-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83164M7D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    626761 | PA      | $648962.84    | 0.09%             | 2031-07-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847263 | PA      | $1908097.11   | 0.28%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2531501 | PA      | $2252569.01   | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MYN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106737 | PA      | $103935.31    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417KTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52174 | PA      | $53374.98     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83164M5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19870 | PA      | $20438.32     | 0.00%             | 2030-06-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972EUD9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $240034.85    | 0.03%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    573180 | PA      | $632778.39    | 0.09%             | 2035-02-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419581 | PA      | $343107.09    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174976 | PA      | $164542.89    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140K0Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529210 | PA      | $474843.47    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9346761 | PA      | $9674104.12   | 1.41%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1702582 | PA      | $1670491.92   | 0.24%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66760 | PA      | $69813.72     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QN2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616101 | PA      | $547191.34    | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BREAN CAPITAL, LLC                            | Small Business Administration Pools                          | CUSIP: 8316A0Y53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    506637 | PA      | $539537.76    | 0.08%             | 2035-01-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327067 | PA      | $328800.60    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146951 | PA      | $142129.80    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRF40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800577 | PA      | $825721.98    | 0.12%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q74K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605479 | PA      | $568375.71    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181985 | PA      | $175777.83    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    953356 | PA      | $1097311.24   | 0.16%             | 2035-03-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 83164MHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54553 | PA      | $54504.06     | 0.01%             | 2028-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562845 | PA      | $480114.59    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    686369 | PA      | $572700.91    | 0.08%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419HTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218376 | PA      | $214141.07    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                 | New York City Housing Development Corp                       | CUSIP: 64972EUC1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    160000 | PA      | $155178.15    | 0.02%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45968 | PA      | $45181.51     | 0.01%             | 2043-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404S4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238333 | PA      | $243065.46    | 0.04%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403GBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38803 | PA      | $39101.90     | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ADDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293665 | PA      | $287688.61    | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133APFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803607 | PA      | $685239.37    | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176073 | PA      | $177077.82    | 0.03%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QHBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3885708 | PA      | $3172064.93   | 0.46%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BM48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703674 | PA      | $612726.55    | 0.09%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1037631 | PA      | $883505.18    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GVTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2668357 | PA      | $2729355.95   | 0.40%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815030 | PA      | $846844.29    | 0.12%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406NN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129005 | PA      | $131891.30    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WEAB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30652 | PA      | $31861.62     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ARLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    968407 | PA      | $825163.99    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ASZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191325 | PA      | $180149.57    | 0.03%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WP7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381155 | PA      | $350606.48    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WDQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201880 | PA      | $194809.29    | 0.03%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG FIN AUTH MF HS                | Colorado Housing and Finance Authority                       | CUSIP: 19647PBQ5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |     84999 | PA      | $77197.36     | 0.01%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762529 | PA      | $650684.74    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GVTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2809754 | PA      | $2912329.17   | 0.42%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2669273 | PA      | $2266831.08   | 0.33%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1350568.24   | 0.20%             | 2031-04-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ABBU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       264 | PA      | $263.87       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV                 | California Statewide Communities Development Authority       | CUSIP: 13079PJT1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    765000 | PA      | $765591.41    | 0.11%             | 2042-10-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPH76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5088466 | PA      | $4852809.93   | 0.70%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                       | Montefiore Medical Center                                    | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54733.83     | 0.01%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86187 | PA      | $82501.01     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QALZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331214 | PA      | $319402.67    | 0.05%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131YB4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38148 | PA      | $38956.21     | 0.01%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BBS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3063955 | PA      | $2923008.21   | 0.42%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153556 | PA      | $146788.10    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233480 | PA      | $238905.91    | 0.03%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS TENNESSE                | Small Business Administration Pools                          | CUSIP: 8316A8DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77162 | PA      | $84590.88     | 0.01%             | 2033-07-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LGXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669000 | PA      | $663154.76    | 0.10%             | 2032-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPCV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156125 | PA      | $145467.53    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345286 | PA      | $317480.64    | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WK4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174386 | PA      | $168469.58    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QALY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291074 | PA      | $280328.36    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164MWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    311651 | PA      | $332059.43    | 0.05%             | 2045-02-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES BANK, N.A.                      | Small Business Administration Pools                          | CUSIP: 83165AZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98645 | PA      | $100350.53    | 0.01%             | 2029-02-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1980118 | PA      | $2069600.71   | 0.30%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RBC BlueBay U.S. Government Money Market Fund | RBC BlueBay U.S. Government Money Market Fund                | CUSIP: 74926P696<br>LEI: 549300RFDC5U7WLJKO50 | Long             | STIV             | RF                | US        |  10652981 | NS      | $10652980.57  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339466 | PA      | $289674.81    | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501237 | PA      | $463182.98    | 0.07%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS TENNESSE                | Small Business Administration Pools                          | CUSIP: 8316A8DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379028 | PA      | $406002.00    | 0.06%             | 2033-05-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205497 | PA      | $206603.17    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WG4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668905 | PA      | $630721.25    | 0.09%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ASZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127561 | PA      | $120107.96    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XMJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229229 | PA      | $223371.96    | 0.03%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598418 | PA      | $466010.18    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UPD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42559 | PA      | $41809.13     | 0.01%             | 2052-07-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987946 | PA      | $807191.20    | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A1BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    741005 | PA      | $851754.01    | 0.12%             | 2035-10-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRTA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87578 | PA      | $88167.66     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6B90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2155087 | PA      | $2200087.94   | 0.32%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    939862 | PA      | $1091630.16   | 0.16%             | 2035-06-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**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.