# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0000940400-25-009955
**Filing Date:** 2025-11
**Character Count:** 390791
**Document Hash:** 0c6a96d2b23c9805ca26e83b12feacc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009955.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**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:** 251513820

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55401

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $756535960.66

**Total Liabilities:** $81808120.95

**Net Assets:** $674727839.71

**Delayed Delivery Securities:** $9748579.74

**Stand-by Commitments:** $69602054.69

**Cash Not Reported:** $2862.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 92.31000000 | **1-Year:** 38988.74000000 | **5-Year:** 102676.96000000 | **10-Year:** 177991.39000000 | **30-Year:** 52016.76000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074294 | -0.51%               | 1.59%                | 1.06%                |
| Class ID C000066097 | -0.48%               | 1.62%                | 1.09%                |
| Class ID C000210802 | -0.34%               | 1.50%                | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $545950.73               | $-5614986.00                               |
| Month 2  | $57152.17                | $8724991.99                                |
| Month 3  | $-6728272.32             | $12857108.08                               |

**Designated Index Information**

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

- **Index Identifier:** ULBF5582

### Schedule of Portfolio Investments

| Name                                          | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SBA 7(a) Certificate of Originator's Fee      | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200734 | PA      | $1836.62      | 0.00%             | 2032-04-23      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LMCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $626147.16    | 0.09%             | 2028-11-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKXS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1582809 | PA      | $1343433.50   | 0.20%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191853 | PA      | $184045.36    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ADEX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273186 | PA      | $278004.65    | 0.04%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    377111 | PA      | $338685.78    | 0.05%             | 2048-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUF35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231419 | PA      | $1273713.29   | 0.19%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KN53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285721 | PA      | $264552.80    | 0.04%             | 2047-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2570580 | PA      | $2646584.89   | 0.39%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HMRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279206 | PA      | $267182.04    | 0.04%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQ5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191087 | PA      | $186192.41    | 0.03%             | 2040-12-01      | 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      | $153946.01    | 0.02%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AE41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213137 | PA      | $213233.14    | 0.03%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941184 | PA      | $801507.73    | 0.12%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1431241 | PA      | $1633769.58   | 0.24%             | 2034-08-25      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36290TLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68074 | PA      | $70305.45     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | 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      | $994106.67    | 0.15%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCS82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50478 | PA      | $50629.77     | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLTZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2788361 | PA      | $2265245.38   | 0.34%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee      | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    531055 | PA      | $13339.51     | 0.00%             | 2032-05-04      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKCQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2411303 | PA      | $1964793.02   | 0.29%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402URJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24334 | PA      | $24706.73     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRYY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1747694 | PA      | $1741056.50   | 0.26%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262631 | PA      | $271534.39    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33090 | PA      | $33703.62     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    722401 | PA      | $826543.43    | 0.12%             | 2035-07-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AX5X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252791 | PA      | $204836.32    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309248 | PA      | $269327.82    | 0.04%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62487 | PA      | $57291.86     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390580 | PA      | $365267.20    | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1909350 | PA      | $1692693.16   | 0.25%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJ5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1156469 | PA      | $942724.78    | 0.14%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56194 | PA      | $57151.53     | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H1WT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243304 | PA      | $232842.48    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602728 | PA      | $466450.39    | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | 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        |    229978 | PA      | $228515.52    | 0.03%             | 2041-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2018-SB53 Mortgage Trust                               | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    527234 | PA      | $520752.10    | 0.08%             | 2028-06-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115184 | PA      | $115623.86    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60969 | PA      | $63203.95     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1865646 | PA      | $1910968.09   | 0.28%             | 2053-02-01      | 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        |    195000 | PA      | $195169.11    | 0.03%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XBXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48772 | PA      | $47609.20     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WG4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674103 | PA      | $629798.78    | 0.09%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940685 | PA      | $984949.40    | 0.15%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QD5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999516 | PA      | $851801.88    | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FPV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786175 | PA      | $711061.76    | 0.11%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19899 | PA      | $20487.83     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GVSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3834643 | PA      | $3947511.45   | 0.59%             | 2055-10-01      | Fixed         | 6.00%                 | 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        |    371811 | PA      | $354971.53    | 0.05%             | 2029-05-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107066 | PA      | $104323.97    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    583181 | PA      | $649046.87    | 0.10%             | 2035-02-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WJR96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146223 | PA      | $151918.42    | 0.02%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA 7(a) Certificate of Originator's Fee      | SBA 7(a) Certificate of Originator's Fee                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339564 | PA      | $9789.01      | 0.00%             | 2029-02-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124222 | PA      | $138722.32    | 0.02%             | 2035-04-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341638 | PA      | $290076.66    | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164MWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    313441 | PA      | $333403.53    | 0.05%             | 2045-02-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459659 | PA      | $447886.52    | 0.07%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279817 | PA      | $285323.71    | 0.04%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388681 | PA      | $387024.29    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LK5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850085 | PA      | $799599.97    | 0.12%             | 2032-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140JVMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95412 | PA      | $88859.59     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015260 | PA      | $1040521.29   | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    972833 | PA      | $1099755.33   | 0.16%             | 2035-06-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QCU87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302942 | PA      | $270006.95    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0UU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71594 | PA      | $80620.28     | 0.01%             | 2034-02-25      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333814 | PA      | $321212.30    | 0.05%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417GGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742228 | PA      | $683763.26    | 0.10%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29076 | PA      | $26185.55     | 0.00%             | 2049-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EVHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206408 | PA      | $187408.26    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36946 | PA      | $38300.05     | 0.01%             | 2030-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2494272 | PA      | $2530035.76   | 0.37%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QREX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959076 | PA      | $2011595.62   | 0.30%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388287 | PA      | $361509.80    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | 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        |     14321 | PA      | $14589.63     | 0.00%             | 2028-02-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003577 | PA      | $854640.69    | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311542 | PA      | $299396.72    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KTLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647439 | PA      | $555189.14    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GUAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3375608 | PA      | $3421945.31   | 0.51%             | 2055-02-01      | 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      | $75093.23     | 0.01%             | 2026-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567852 | PA      | $436976.58    | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598115 | PA      | $1352959.75   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70641 | PA      | $70672.55     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31400SU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80309 | PA      | $82679.93     | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465771 | PA      | $464950.41    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236395 | PA      | $241165.65    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31508 | PA      | $31990.70     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31390E4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22906 | PA      | $24096.59     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415QS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73613 | PA      | $77648.81     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218120 | PA      | $221643.51    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2620810 | PA      | $2697950.30   | 0.40%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774566 | PA      | $798980.42    | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140GTE97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97287 | PA      | $93992.87     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863895 | PA      | $735421.06    | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410883 | PA      | $427045.36    | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ADXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1373381 | PA      | $1118109.66   | 0.17%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20497 | PA      | $20811.77     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FE5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859576 | PA      | $824283.15    | 0.12%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QURF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746691 | PA      | $740685.56    | 0.11%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131Y3WK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498438 | PA      | $476973.51    | 0.07%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270524 | PA      | $251867.84    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215827 | PA      | $200039.92    | 0.03%             | 2045-01-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194854 | PA      | $181416.75    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694034 | PA      | $1379752.83   | 0.20%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TAF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159266 | PA      | $162402.39    | 0.02%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419JRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338625 | PA      | $329966.23    | 0.05%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41306 | PA      | $42881.23     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XQW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119802 | PA      | $116434.17    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KQUH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1445992 | PA      | $1442339.97   | 0.21%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1664576 | PA      | $1409741.02   | 0.21%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHGN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30569 | PA      | $31135.62     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL / STIFEL NICOLAU                | Small Business Administration Pools                          | CUSIP: 83165A3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60196 | PA      | $61060.50     | 0.01%             | 2029-07-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175912 | PA      | $171400.45    | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46442 | PA      | $48267.64     | 0.01%             | 2029-06-25      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209210 | PA      | $193481.35    | 0.03%             | 2057-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HXBY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433227 | PA      | $384500.40    | 0.06%             | 2035-01-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | SMALL BUSINESS ADMINISTRATION POOLS                          | CUSIP: 8316A1BP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41913 | PA      | $46424.23     | 0.01%             | 2035-09-25      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349158 | PA      | $1098858.83   | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434211 | PA      | $432461.03    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BMS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354741 | PA      | $1281974.83   | 0.19%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201358 | PA      | $192699.95    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1667645 | PA      | $1411823.58   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31381UA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237140 | PA      | $228943.24    | 0.03%             | 2032-03-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QAPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26103 | PA      | $25061.58     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QA5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149354 | PA      | $138687.77    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y63J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221113 | PA      | $1269843.73   | 0.19%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193QDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381731 | PA      | $354243.08    | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240850 | PA      | $214665.86    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RNW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       910 | PA      | $910.45       | 0.00%             | 2057-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165AZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63696 | PA      | $65298.86     | 0.01%             | 2029-07-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    441253 | PA      | $501897.68    | 0.07%             | 2035-06-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57987 | PA      | $53843.93     | 0.01%             | 2053-02-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281160 | PA      | $297500.61    | 0.04%             | 2046-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691150 | PA      | $615706.34    | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400718 | PA      | $372435.91    | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176X3A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88889 | PA      | $85915.79     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239884 | PA      | $233728.95    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405UHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39846 | PA      | $41613.68     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NBA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323737 | PA      | $304056.48    | 0.05%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MXJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157330 | PA      | $152037.01    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WP7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385224 | PA      | $354832.37    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196675 | PA      | $189790.05    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43327 | PA      | $43491.86     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4192323 | PA      | $4254399.05   | 0.63%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16394 | PA      | $16821.36     | 0.00%             | 2028-11-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    796354 | PA      | $691228.31    | 0.10%             | 2045-04-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRU76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177323 | PA      | $179143.04    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHKS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134628 | PA      | $1026222.57   | 0.15%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QAGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233265 | PA      | $223219.99    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005081 | PA      | $819316.67    | 0.12%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657706 | PA      | $506095.73    | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144761 | PA      | $137696.52    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68676 | PA      | $71305.92     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    855459 | PA      | $796587.50    | 0.12%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YGY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64245 | PA      | $60662.67     | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QS5W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2174891 | PA      | $2248618.53   | 0.33%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKCR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1326581 | PA      | $1129709.15   | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775505 | PA      | $714419.59    | 0.11%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87336 | PA      | $84720.79     | 0.01%             | 2042-08-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPKQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7675570 | PA      | $7483773.29   | 1.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31407FWJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61969 | PA      | $64247.49     | 0.01%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48624 | PA      | $50060.11     | 0.01%             | 2033-11-01      | Fixed         | 5.50%                 | 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        |    678321 | PA      | $725998.96    | 0.11%             | 2046-08-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8H65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72889 | PA      | $67862.51     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WRMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118580 | PA      | $116410.89    | 0.02%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMX26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168446 | PA      | $155180.65    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150352 | PA      | $140005.16    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6CK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1975910 | PA      | $2033578.98   | 0.30%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UPD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45155 | PA      | $44186.32     | 0.01%             | 2052-07-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJR53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2327574 | PA      | $1982870.38   | 0.29%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 831628E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107301 | PA      | $107239.80    | 0.02%             | 2030-07-25      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83164MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146589 | PA      | $145937.26    | 0.02%             | 2042-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176NBF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116748 | PA      | $116520.52    | 0.02%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573844 | PA      | $1597866.67   | 0.24%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKSB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51296 | PA      | $54107.57     | 0.01%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412D6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209932 | PA      | $220793.78    | 0.03%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256539 | PA      | $228649.37    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114007 | PA      | $114441.69    | 0.02%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4818177 | PA      | $4247449.70   | 0.63%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546350 | PA      | $553886.51    | 0.08%             | 2054-12-01      | 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        |    172055 | PA      | $182328.22    | 0.03%             | 2047-01-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582059 | PA      | $541919.24    | 0.08%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L52W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206518 | PA      | $167917.97    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133C6S91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212083 | PA      | $212478.05    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LXEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1171962 | PA      | $1109556.65   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510798 | PA      | $1562013.31   | 0.23%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132XGR24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248412.04    | 0.04%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823656 | PA      | $698835.90    | 0.10%             | 2051-06-01      | 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        |    746990 | PA      | $631432.20    | 0.09%             | 2050-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193BPC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297568 | PA      | $271751.41    | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186380 | PA      | $194662.92    | 0.03%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBYS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463503 | PA      | $413112.82    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1154314 | PA      | $978312.02    | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83164M5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22950 | PA      | $23659.07     | 0.00%             | 2030-06-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173229 | PA      | $163326.27    | 0.02%             | 2052-03-16      | Fixed         | 2.50%                 | 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      | $97038.86     | 0.01%             | 2029-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1869731 | PA      | $1822431.86   | 0.27%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133B5G48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790122 | PA      | $696530.05    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134586 | PA      | $920543.07    | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1050596 | PA      | $892034.72    | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4039727 | PA      | $4081435.88   | 0.60%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                       | Montefiore Medical Center                                    | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78853.70     | 0.01%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36207UPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169806 | PA      | $164127.18    | 0.02%             | 2041-09-20      | Fixed         | 4.00%                 | 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        |    513425 | PA      | $467979.97    | 0.07%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140K0Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532562 | PA      | $474663.98    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516569 | PA      | $480110.45    | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418QGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145435 | PA      | $148915.12    | 0.02%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131Y7D38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270389 | PA      | $258744.59    | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KP7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454563 | PA      | $349762.82    | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2858089 | PA      | $2933322.31   | 0.43%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245965 | PA      | $245394.87    | 0.04%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387QPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5454 | PA      | $5715.00      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FCSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633170 | PA      | $591845.73    | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WESV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59576 | PA      | $60592.87     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48237 | PA      | $49670.34     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQX59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2546745 | PA      | $2612111.06   | 0.39%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7RC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12257 | PA      | $12207.58     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140GQ6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445162 | PA      | $414463.42    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761691 | PA      | $645317.18    | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481692 | PA      | $480611.02    | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QN2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752710 | PA      | $637226.74    | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    954176 | PA      | $1105425.63   | 0.16%             | 2035-06-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268568 | PA      | $228034.38    | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2547115 | PA      | $2252833.22   | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406E3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76961 | PA      | $78281.72     | 0.01%             | 2035-01-01      | 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        |     80862 | PA      | $88592.34     | 0.01%             | 2033-07-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131YB4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53213 | PA      | $55163.41     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329PHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331097 | PA      | $317622.71    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6QD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3027173 | PA      | $3070853.15   | 0.46%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X1MP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327890 | PA      | $311253.70    | 0.05%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67924 | PA      | $69933.05     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85704 | PA      | $87826.99     | 0.01%             | 2030-03-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416HWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120047 | PA      | $120100.58    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LGXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669000 | PA      | $662068.87    | 0.10%             | 2032-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    803514 | PA      | $855363.07    | 0.13%             | 2045-12-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314380 | PA      | $1327625.30   | 0.20%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37139 | PA      | $37708.85     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HWEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8920000 | PA      | $8048581.51   | 1.19%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132WW3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038531 | PA      | $793090.33    | 0.12%             | 2037-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3939386 | PA      | $3201703.93   | 0.47%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404XP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54533 | PA      | $56952.73     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103026 | PA      | $106073.36    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165A2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34676 | PA      | $35176.14     | 0.01%             | 2028-09-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290107 | PA      | $1051212.95   | 0.16%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1113994 | PA      | $1268518.94   | 0.19%             | 2034-12-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131YB2A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       275 | PA      | $275.24       | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y63H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1237534 | PA      | $1266101.92   | 0.19%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QDZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073452 | PA      | $915142.94    | 0.14%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697473 | PA      | $1745882.99   | 0.26%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKLJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186634 | PA      | $153070.40    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523868 | PA      | $527314.51    | 0.08%             | 2028-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357858 | PA      | $368391.15    | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R2A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466477 | PA      | $383838.97    | 0.06%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994981 | PA      | $1007502.08   | 0.15%             | 2028-04-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KL6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214048 | PA      | $1039239.11   | 0.15%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154244 | PA      | $148320.34    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387GPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15603 | PA      | $16350.85     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334401 | PA      | $333626.84    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EU3L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239215 | PA      | $223712.32    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783979 | PA      | $673835.76    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98182 | PA      | $98556.41     | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QC3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508782 | PA      | $453087.86    | 0.07%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Gold Pool                                        | CUSIP: 3132VQGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184672 | PA      | $171463.28    | 0.03%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1754459 | PA      | $1488037.41   | 0.22%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92385 | PA      | $83729.28     | 0.01%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | SMALL BUSINESS ADMINISTRATION POOLS                          | CUSIP: 8316A1BN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $178232.02    | 0.03%             | 2036-02-25      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5031577 | PA      | $5166465.59   | 0.77%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741730 | PA      | $690685.35    | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    635100 | PA      | $659007.99    | 0.10%             | 2046-01-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XRW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137474 | PA      | $129319.68    | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4463761 | PA      | $4350839.85   | 0.64%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R4E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277768 | PA      | $227709.64    | 0.03%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPSB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2493344 | PA      | $2431040.37   | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9LT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252292 | PA      | $246040.51    | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AWEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444523 | PA      | $1223823.90   | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KGWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632894 | PA      | $539361.49    | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404S4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244619 | PA      | $248378.97    | 0.04%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QV6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5233846 | PA      | $5309316.12   | 0.79%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    807338 | PA      | $656995.86    | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A4JT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160278 | PA      | $156166.75    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | 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        |    284875 | PA      | $283932.15    | 0.04%             | 2034-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126996 | PA      | $117716.26    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60544 | PA      | $60774.27     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371P3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72002 | PA      | $73341.20     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NNG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34690 | PA      | $32527.01     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WF3Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141520 | PA      | $144156.63    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0XE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116325 | PA      | $127454.16    | 0.02%             | 2034-10-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531252 | PA      | $494692.31    | 0.07%             | 2047-09-01      | 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        |    128998 | PA      | $121285.53    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BHW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4145715 | PA      | $3923680.07   | 0.58%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50509 | PA      | $52509.74     | 0.01%             | 2030-06-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0UX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156571 | PA      | $177597.78    | 0.03%             | 2034-06-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 2YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       220 | NC      | $27022.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124954 | PA      | $138750.51    | 0.02%             | 2035-05-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31400SFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126440 | PA      | $129884.10    | 0.02%             | 2033-01-01      | Fixed         | 5.50%                 | 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        |    711938 | PA      | $667507.42    | 0.10%             | 2029-01-25      | Variable      | 1.88%                 | 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      | $237973.16    | 0.04%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                           | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80336 | PA      | $80828.92     | 0.01%             | 2029-12-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391TX78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       574 | PA      | $589.31       | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393679 | PA      | $350879.50    | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83164MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    134490 | PA      | $133937.64    | 0.02%             | 2041-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H36G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221578 | PA      | $212035.48    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264437 | PA      | $242134.03    | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704643 | PA      | $656050.16    | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419CGW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584244 | PA      | $569253.48    | 0.08%             | 2040-09-01      | 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        |    304864 | PA      | $5421.92      | 0.00%             | 2031-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996603 | PA      | $811363.74    | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MN7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514088 | PA      | $488004.59    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113298 | PA      | $115531.87    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A7JC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249561 | PA      | $243157.82    | 0.04%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405A4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49002 | PA      | $50803.91     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36188RJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137775 | PA      | $128005.95    | 0.02%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99383 | PA      | $102322.08    | 0.02%             | 2033-05-01      | Fixed         | 5.50%                 | 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        |    218871 | PA      | $216524.65    | 0.03%             | 2028-10-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LTG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159021 | PA      | $151387.81    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LAL37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985187 | PA      | $784122.43    | 0.12%             | 2036-01-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KSCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917365 | PA      | $939155.26    | 0.14%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ADDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297865 | PA      | $290483.67    | 0.04%             | 2041-03-01      | 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        |     85944 | PA      | $76634.27     | 0.01%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                     | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53500000 | PA      | $43120946.50  | 6.39%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124055 | PA      | $128040.11    | 0.02%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRLJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4401138 | PA      | $4458601.11   | 0.66%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419CG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96271 | PA      | $93801.48     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DH74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450508 | PA      | $451855.67    | 0.07%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBPL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180891 | PA      | $178276.80    | 0.03%             | 2026-03-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50751 | PA      | $51530.90     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUSG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982301 | PA      | $1013263.61   | 0.15%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222529 | PA      | $1035747.05   | 0.15%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403RQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26307 | PA      | $27374.70     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391LUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21991 | PA      | $22642.45     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717303 | PA      | $1757828.50   | 0.26%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GTAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458255 | PA      | $3444868.32   | 0.51%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $296854.46    | 0.04%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193MG63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386447 | PA      | $358628.33    | 0.05%             | 2046-04-20      | Fixed         | 3.50%                 | 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        |       -70 | NC      | $20618.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417LKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205469 | PA      | $205560.93    | 0.03%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54286 | PA      | $55117.35     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140M2PU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042324 | PA      | $882105.52    | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 831628ES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13575 | PA      | $13886.08     | 0.00%             | 2029-09-25      | Fixed         | 9.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138L7U95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201832 | PA      | $193626.52    | 0.03%             | 2032-10-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608141 | PA      | $519751.26    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVJK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568671 | PA      | $566469.42    | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787091 | PA      | $726843.20    | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES                            | Small Business Administration Pools                          | CUSIP: 83165AWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30848 | PA      | $30923.48     | 0.00%             | 2027-11-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKEF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503616 | PA      | $428720.88    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417TRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176537 | PA      | $180013.64    | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0XC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238667 | PA      | $254544.04    | 0.04%             | 2034-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGLP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230904 | PA      | $213459.20    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31404XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28405 | PA      | $29447.71     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403GBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44070 | PA      | $44205.31     | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857857 | PA      | $757562.90    | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829909 | PA      | $866752.51    | 0.13%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LM3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479385 | PA      | $467556.76    | 0.07%             | 2030-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QCV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265342 | PA      | $236495.34    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39453 | PA      | $36126.81     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56512 | PA      | $58694.53     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRTC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2567972 | PA      | $2594485.89   | 0.38%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138132 | PA      | $124934.67    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112945 | PA      | $113290.81    | 0.02%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157513 | PA      | $151463.19    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111270 | PA      | $101027.56    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6MD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2279604 | PA      | $2311020.05   | 0.34%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    337570 | PA      | $352740.25    | 0.05%             | 2030-12-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15424 | PA      | $15918.35     | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7ZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224692 | PA      | $209553.31    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316AGAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370734 | PA      | $421791.74    | 0.06%             | 2035-03-25      | Fixed         | 10.61%                | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83165A3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77167 | PA      | $77919.16     | 0.01%             | 2029-06-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BBS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3080299 | PA      | $2916755.52   | 0.43%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XU4V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146906 | PA      | $133181.30    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LL5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1941894 | PA      | $1867925.75   | 0.28%             | 2030-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1950786 | PA      | $1997424.26   | 0.30%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444028 | PA      | $376738.27    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KGVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523695 | PA      | $449725.56    | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KN5X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1871905 | PA      | $1715977.53   | 0.25%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165A3F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153497 | PA      | $156923.43    | 0.02%             | 2029-06-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XUSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202318 | PA      | $189020.71    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PT34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35205 | PA      | $35802.26     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216204 | PA      | $195547.02    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138Y6MJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417711 | PA      | $394659.21    | 0.06%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354407 | PA      | $315850.03    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131YB4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38971 | PA      | $39632.60     | 0.01%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138W4VW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83578 | PA      | $77010.73     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79541 | PA      | $77503.47     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WFFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228191 | PA      | $220199.96    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba                | Small Business Administration Pools                          | CUSIP: 83165BEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43851 | PA      | $45659.52     | 0.01%             | 2031-03-25      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418R5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4467 | PA      | $4484.13      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | 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      | $1000220.18   | 0.15%             | 2038-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23153 | PA      | $23508.45     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q93C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433264 | PA      | $417163.64    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981481 | PA      | $798710.14    | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A56R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142401 | PA      | $141923.34    | 0.02%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7TH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558644 | PA      | $535707.13    | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898315 | PA      | $836365.76    | 0.12%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418TLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97549 | PA      | $99883.53     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588707 | PA      | $499674.23    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLDA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245659 | PA      | $199826.47    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4207691 | PA      | $3981685.33   | 0.59%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    558326 | PA      | $637106.07    | 0.09%             | 2035-07-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7BC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085085 | PA      | $2131054.50   | 0.32%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8SG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165155 | PA      | $158053.67    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720029 | PA      | $585694.71    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142ACKQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889413 | PA      | $817956.14    | 0.12%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AUFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    962853 | PA      | $821416.71    | 0.12%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMQ24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1574526 | PA      | $1334939.84   | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22027 | PA      | $22400.90     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81987 | PA      | $83247.71     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82792 | PA      | $86654.86     | 0.01%             | 2031-01-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31407FJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106729 | PA      | $108717.40    | 0.02%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XUTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72547 | PA      | $70610.13     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GUAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1677983 | PA      | $1727596.21   | 0.26%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418W5W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72429 | PA      | $74420.68     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38380JLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389876 | PA      | $342951.98    | 0.05%             | 2059-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1523969 | PA      | $1585366.77   | 0.23%             | 2045-11-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701218 | PA      | $730928.28    | 0.11%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XUSK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180306 | PA      | $168455.55    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418PF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132381 | PA      | $132441.34    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402AJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92112 | PA      | $92391.95     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                | City of Los Angeles CA                                       | CUSIP: 544351LP2<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1628489.97   | 0.24%             | 2028-09-01      | Fixed         | 2.95%                 | 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        |  22804278 | NS      | $22804277.76  | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131X8FA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18902 | PA      | $18566.64     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1405950 | PA      | $1550497.39   | 0.23%             | 2034-12-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178848 | PA      | $179529.16    | 0.03%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2294788 | PA      | $2284735.93   | 0.34%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403NEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25417 | PA      | $25806.07     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55899 | PA      | $57955.77     | 0.01%             | 2029-09-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412UEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233678 | PA      | $238279.70    | 0.04%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WG4N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52161 | PA      | $53129.31     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WEHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154037 | PA      | $144900.67    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379U7H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348862 | PA      | $285892.39    | 0.04%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMNM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1565963 | PA      | $1327679.84   | 0.20%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KTLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903016 | PA      | $735486.55    | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31388LAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23426 | PA      | $24547.73     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818955 | PA      | $1480864.01   | 0.22%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFHQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114287 | PA      | $118503.32    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274030 | PA      | $1126834.74   | 0.17%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1051565 | PA      | $896771.42    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KN3F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458347 | PA      | $420203.07    | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNP49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2442128 | PA      | $2067498.57   | 0.31%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1019644 | PA      | $934866.80    | 0.14%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378X6V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95905 | PA      | $88334.69     | 0.01%             | 2048-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A2LB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144467 | PA      | $144254.16    | 0.02%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BAC74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321674 | PA      | $294904.11    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LFX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    992260 | PA      | $893374.32    | 0.13%             | 2032-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -140 | NC      | $40166.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    968504 | PA      | $1115093.74   | 0.17%             | 2035-03-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHCH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123079 | PA      | $127792.29    | 0.02%             | 2035-08-01      | Fixed         | 5.50%                 | 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        |    105300 | PA      | $108735.98    | 0.02%             | 2030-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRF40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881144 | PA      | $903760.11    | 0.13%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179733 | PA      | $189118.01    | 0.03%             | 2031-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30718 | PA      | $31189.21     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4072151 | PA      | $3855316.32   | 0.57%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121600 | PA      | $121654.16    | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | 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        |    945090 | PA      | $832442.39    | 0.12%             | 2032-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5190820 | PA      | $5179265.57   | 0.77%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379R3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691169 | PA      | $575159.77    | 0.09%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412UEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77094 | PA      | $78613.85     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPH76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5297723 | PA      | $5014808.92   | 0.74%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178NEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    509933 | PA      | $466923.83    | 0.07%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6VT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1713233 | PA      | $1763660.20   | 0.26%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104593 | PA      | $102583.06    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    751908 | PA      | $611369.49    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417EUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541581 | PA      | $497578.71    | 0.07%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WRTA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88640 | PA      | $88434.50     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888961 | PA      | $839394.97    | 0.12%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WC3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705902 | PA      | $681400.48    | 0.10%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140FVZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162608 | PA      | $151651.91    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $871855.45    | 0.13%             | 2031-03-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A02X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180574 | PA      | $208908.22    | 0.03%             | 2035-04-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1700245 | PA      | $1723599.91   | 0.26%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107768 | PA      | $943026.39    | 0.14%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406ULR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35087 | PA      | $35737.76     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594142 | PA      | $529548.81    | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31405A3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13300 | PA      | $13788.68     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380387 | PA      | $1168816.89   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1821990 | PA      | $1611486.02   | 0.24%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1232973 | PA      | $1002518.88   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UZE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145352 | PA      | $120130.49    | 0.02%             | 2057-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNRB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750827 | PA      | $667936.67    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XUTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502831 | PA      | $488391.82    | 0.07%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS INC. dba                | Small Business Administration Pools                          | CUSIP: 83165BDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78434 | PA      | $81489.99     | 0.01%             | 2030-08-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A06C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78764 | PA      | $88062.59     | 0.01%             | 2035-07-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X1NE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296194 | PA      | $281165.64    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L0H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044396 | PA      | $886447.08    | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371P7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43403 | PA      | $44208.39     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84341 | PA      | $84661.43     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3639668 | PA      | $3208538.09   | 0.48%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WCN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110054 | PA      | $111745.13    | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178ED55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290166 | PA      | $264792.06    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415RME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96661 | PA      | $100407.14    | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36196KBE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652092 | PA      | $605134.86    | 0.09%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36178EAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206592 | PA      | $187671.87    | 0.03%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83164MDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326272 | PA      | $325305.60    | 0.05%             | 2042-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31409CFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12399 | PA      | $13002.68     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1410965 | PA      | $1149691.41   | 0.17%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138E2EF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488463 | PA      | $476359.11    | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49122 | PA      | $50599.88     | 0.01%             | 2029-05-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLXY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860039 | PA      | $725147.36    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36176X2Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139985 | PA      | $135316.30    | 0.02%             | 2041-11-20      | 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        |     23956 | PA      | $24710.75     | 0.00%             | 2029-07-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMVX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3052151 | PA      | $2586778.42   | 0.38%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2227217 | PA      | $2258904.80   | 0.33%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS TENNESSE                | Small Business Administration Pools                          | CUSIP: 8316A8DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    388238 | PA      | $415203.14    | 0.06%             | 2033-05-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250033 | PA      | $212219.49    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2017-SB42 Mortgage Trust                               | CUSIP: 30306BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    512050 | PA      | $502274.82    | 0.07%             | 2027-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382775 | PA      | $355832.66    | 0.05%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399750 | PA      | $1418025.78   | 0.21%             | 2053-02-01      | 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        |    111527 | PA      | $103134.78    | 0.02%             | 2050-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLDQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254747 | PA      | $216141.59    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A04P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    236273 | PA      | $262416.14    | 0.04%             | 2035-06-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHAW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46907 | PA      | $48695.73     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WD2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133449 | PA      | $126159.67    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154089 | PA      | $159989.72    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419JRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125386 | PA      | $122179.47    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LY4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503097 | PA      | $478538.62    | 0.07%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215196 | PA      | $216015.38    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988797 | PA      | $844468.26    | 0.13%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54873 | PA      | $55506.07     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177199 | PA      | $167359.61    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WDQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203697 | PA      | $195520.63    | 0.03%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620C3EN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155818 | PA      | $159161.72    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas                | FRESB 2020-SB81Mortgage Trust                                | CUSIP: 30317QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1301749 | PA      | $1112916.68   | 0.16%             | 2040-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140M2PX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719915 | PA      | $1521204.49   | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3346300 | PA      | $2720845.05   | 0.40%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31415VPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128780 | PA      | $133746.17    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVU51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1722754 | PA      | $1773602.61   | 0.26%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI                | Small Business Administration Pools                          | CUSIP: 83165AVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34764 | PA      | $36236.54     | 0.01%             | 2040-12-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ABBU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5707 | PA      | $5681.05      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ACLL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012223 | PA      | $824433.11    | 0.12%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150973 | PA      | $147105.57    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205760 | PA      | $196899.00    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XMJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232245 | PA      | $225575.95    | 0.03%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLHP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1280648 | PA      | $1041282.70   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48161 | PA      | $47171.61     | 0.01%             | 2043-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7HG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9372414 | PA      | $9714427.56   | 1.44%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3126498 | PA      | $3211793.07   | 0.48%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2146093 | PA      | $1749441.12   | 0.26%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617M2F46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1399964 | PA      | $1250930.18   | 0.19%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0TY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    456829 | PA      | $499241.42    | 0.07%             | 2034-05-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124411 | PA      | $121961.35    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QVJM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183944 | PA      | $2216112.10   | 0.33%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WQRB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179563 | PA      | $180246.09    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328781 | PA      | $327528.83    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406WGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70330 | PA      | $71637.95     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280428 | PA      | $228013.35    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31413LKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154751 | PA      | $163246.50    | 0.02%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LHTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753976 | PA      | $746634.11    | 0.11%             | 2027-04-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418VB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74302 | PA      | $74584.48     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L16B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856903 | PA      | $697330.72    | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ASZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193572 | PA      | $182001.90    | 0.03%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WFTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66428 | PA      | $68961.56     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | 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      | $1831890.26   | 0.27%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34966 | PA      | $36004.84     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHF50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1253161 | PA      | $1116921.93   | 0.17%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391UXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31228 | PA      | $32078.51     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117042 | PA      | $124771.86    | 0.02%             | 2031-01-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132WWYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949013 | PA      | $763951.59    | 0.11%             | 2035-09-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453619 | PA      | $384875.39    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140HMYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398469 | PA      | $383164.53    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620ABA63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218880 | PA      | $223576.93    | 0.03%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                 | Small Business Administration Pools                          | CUSIP: 83165A4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43700 | PA      | $44926.72     | 0.01%             | 2030-02-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148062 | PA      | $142472.75    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379RHK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192126 | PA      | $182129.63    | 0.03%             | 2044-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHMK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698959 | PA      | $622663.34    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65406 | PA      | $67907.68     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAN CAPITAL, LLC                            | Small Business Administration Pools                          | CUSIP: 8316A0Y53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    532284 | PA      | $566733.85    | 0.08%             | 2035-01-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402VJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30108 | PA      | $30569.63     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | 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        |    485506 | PA      | $492082.71    | 0.07%             | 2039-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KK2J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1067733 | PA      | $875921.04    | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2698360 | PA      | $2076011.49   | 0.31%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGSH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117351 | PA      | $121855.50    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193BQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437314 | PA      | $405823.26    | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QALZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333212 | PA      | $319651.68    | 0.05%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKXB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686990 | PA      | $528656.28    | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QALY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292762 | PA      | $280146.49    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185055 | PA      | $171533.42    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A05T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    427034 | PA      | $495356.26    | 0.07%             | 2035-11-25      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MYN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108845 | PA      | $105182.63    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGRC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267182 | PA      | $1129418.81   | 0.17%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMTG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135214 | PA      | $115351.75    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5164146 | PA      | $4567505.15   | 0.68%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WG4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349628 | PA      | $326649.19    | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8GZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449769 | PA      | $418752.41    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31408ABN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19274 | PA      | $20009.41     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9LG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93808 | PA      | $93590.56     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164ML64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    624224 | PA      | $647304.07    | 0.10%             | 2043-09-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38399 | PA      | $39053.67     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36183QY90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215701 | PA      | $195274.97    | 0.03%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LE4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937366 | PA      | $854797.05    | 0.13%             | 2032-03-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674019 | PA      | $570831.43    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WXLT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57678 | PA      | $59783.87     | 0.01%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578084 | PA      | $554348.20    | 0.08%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219354 | PA      | $213726.39    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263075 | PA      | $223788.72    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88804 | PA      | $85871.78     | 0.01%             | 2043-03-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301595 | PA      | $293856.86    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31412AMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52654 | PA      | $54717.73     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176EB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72462 | PA      | $72315.25     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WHQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157607 | PA      | $165732.40    | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | 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        |    174099 | PA      | $185262.87    | 0.03%             | 2034-01-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QJ67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275132 | PA      | $274300.12    | 0.04%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690787 | PA      | $615383.49    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521203 | PA      | $471406.07    | 0.07%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365821 | PA      | $311971.04    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WE5B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680401 | PA      | $636114.39    | 0.09%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QURH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221469 | PA      | $1261596.38   | 0.19%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83164M7D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    669080 | PA      | $694922.09    | 0.10%             | 2031-07-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8HH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172988 | PA      | $161029.38    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346484 | PA      | $358229.51    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QT7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506987 | PA      | $1521400.50   | 0.23%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31387BU35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17732 | PA      | $18581.87     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948801 | PA      | $979970.46    | 0.15%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QP6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315297 | PA      | $307541.55    | 0.05%             | 2052-08-01      | 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        |      8357 | PA      | $8457.10      | 0.00%             | 2028-07-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MY23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103872 | PA      | $98932.93     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138EBPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298051 | PA      | $281501.82    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A8QS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133573 | PA      | $130145.72    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QC3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645983 | PA      | $575270.00    | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627682 | PA      | $559442.69    | 0.08%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WWSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12511 | PA      | $13160.79     | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LVSK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1686883 | PA      | $1429678.36   | 0.21%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    571729 | PA      | $601533.22    | 0.09%             | 2045-12-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320968 | PA      | $321113.73    | 0.05%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419GBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271270 | PA      | $272311.73    | 0.04%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WK4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175867 | PA      | $169011.07    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WFSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370351 | PA      | $348916.06    | 0.05%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59600 | PA      | $52998.87     | 0.01%             | 2047-10-16      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1604962 | PA      | $1301620.68   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97034 | PA      | $94545.35     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208485 | PA      | $208002.42    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620A2LC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51798 | PA      | $51692.49     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3682 | PA      | $3719.84      | 0.00%             | 2028-06-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406DJE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202699 | PA      | $210163.57    | 0.03%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620ASZ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183174 | PA      | $177010.95    | 0.03%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2820428 | PA      | $2749951.24   | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHN FINANCIAL CAPITAL MARKETS                 | Small Business Administration Pools                          | CUSIP: 83165BC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    280078 | PA      | $290411.18    | 0.04%             | 2030-11-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47917 | PA      | $49334.92     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177692 | PA      | $173137.29    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    699642 | PA      | $766067.40    | 0.11%             | 2034-08-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WENX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442899 | PA      | $416373.00    | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329QJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55910 | PA      | $52100.09     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31401AM46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68222 | PA      | $69268.59     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $429137.80    | 0.06%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25450 | PA      | $26203.48     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QGUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269890 | PA      | $977163.16    | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A9CT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259335 | PA      | $254198.45    | 0.04%             | 2041-03-01      | 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        |     44900 | PA      | $47159.86     | 0.01%             | 2032-07-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8430422 | PA      | $8218458.81   | 1.22%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140EU3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180748 | PA      | $168868.42    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620AGHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131572 | PA      | $131304.85    | 0.02%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86614 | PA      | $82290.24     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417Q4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78779 | PA      | $80332.38     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685550 | PA      | $1702327.44   | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LGP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232362 | PA      | $220850.40    | 0.03%             | 2032-07-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6RR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353948 | PA      | $2387913.33   | 0.35%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QLVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935903 | PA      | $793492.02    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446773 | PA      | $398201.68    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QP5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10705433 | PA      | $10434614.99  | 1.55%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329N3R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552960 | PA      | $530255.80    | 0.08%             | 2048-01-01      | 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      | $1666511.28   | 0.25%             | 2029-06-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316061 | PA      | $328039.26    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1306150 | PA      | $1367610.98   | 0.20%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67665 | PA      | $70279.22     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKPB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497159 | PA      | $404405.02    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QR3S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552952 | PA      | $558592.80    | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559474 | PA      | $576237.00    | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y7B80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2763055 | PA      | $2860003.62   | 0.42%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTAY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3286775 | PA      | $3319287.75   | 0.49%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329PHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588953 | PA      | $580417.02    | 0.09%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WKTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185295 | PA      | $177677.86    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QBA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335963 | PA      | $310582.81    | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QMW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456666 | PA      | $386611.79    | 0.06%             | 2051-12-01      | 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      | $4274001.43   | 0.63%             | 2030-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XJAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293068 | PA      | $276748.21    | 0.04%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WDVR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82620 | PA      | $85058.94     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV                 | California Statewide Communities Development Authority       | CUSIP: 13079PJT1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    775000 | PA      | $775302.26    | 0.11%             | 2042-10-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | SMALL BUSINESS ADMINISTRATION POOLS                          | CUSIP: 8316A1BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    752025 | PA      | $862575.62    | 0.13%             | 2035-10-25      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210443 | PA      | $219669.84    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410789 | PA      | $378370.69    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140JX7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412649 | PA      | $367787.65    | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KK64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150414 | PA      | $142019.13    | 0.02%             | 2050-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297241 | PA      | $263051.58    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683268 | PA      | $2264614.95   | 0.34%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WEF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106073 | PA      | $107887.96    | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WPA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181742 | PA      | $185409.07    | 0.03%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                     | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31400000 | PA      | $26453997.60  | 3.92%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691504 | PA      | $587138.60    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLCP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1756730 | PA      | $1428380.57   | 0.21%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416LR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102498 | PA      | $102543.70    | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6514127 | PA      | $5303340.12   | 0.79%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36290U5Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    633689 | PA      | $612485.38    | 0.09%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894292 | PA      | $808848.39    | 0.12%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372486 | PA      | $347389.80    | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269787 | PA      | $240764.25    | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66360 | PA      | $69591.59     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379K6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285832 | PA      | $255072.52    | 0.04%             | 2046-03-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14191 | PA      | $14747.97     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8U94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688130 | PA      | $658496.54    | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051023 | PA      | $1063723.75   | 0.16%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KAYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364361 | PA      | $309256.75    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133APFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876010 | PA      | $743255.90    | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96176 | PA      | $99548.81     | 0.01%             | 2040-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418R5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284247 | PA      | $285329.81    | 0.04%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31406NN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131707 | PA      | $134160.08    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                           | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94137 | PA      | $94456.09     | 0.01%             | 2029-04-08      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43209 | PA      | $44045.84     | 0.01%             | 2029-03-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617A37F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267346 | PA      | $248420.28    | 0.04%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KAB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65119 | PA      | $62744.42     | 0.01%             | 2045-10-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTH85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152594 | PA      | $2203557.78   | 0.33%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378111 | PA      | $361827.98    | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPCV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157030 | PA      | $144637.72    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36183QET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159712 | PA      | $144245.98    | 0.02%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239991 | PA      | $221117.28    | 0.03%             | 2045-06-16      | Fixed         | 2.00%                 | 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      | $498573.76    | 0.07%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WDLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169019 | PA      | $164097.11    | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKJE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367956 | PA      | $283165.70    | 0.04%             | 2050-10-01      | 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        |     38914 | PA      | $37064.18     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KN5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163693 | PA      | $150057.74    | 0.02%             | 2052-04-01      | 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        |     94009 | PA      | $98335.13     | 0.01%             | 2030-07-25      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MNN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56745 | PA      | $55863.43     | 0.01%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10094 | PA      | $10417.44     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629051 | PA      | $533722.25    | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KZZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222576 | PA      | $214510.76    | 0.03%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSDE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203578 | PA      | $1197894.36   | 0.18%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422715 | PA      | $344439.58    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36230UKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122189 | PA      | $117249.63    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WVXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40220 | PA      | $39492.88     | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635392 | PA      | $575576.33    | 0.09%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530646 | PA      | $486768.93    | 0.07%             | 2051-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45198 | PA      | $46532.61     | 0.01%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3142GTWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8525347 | PA      | $8648940.45   | 1.28%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105098 | PA      | $109377.98    | 0.02%             | 2029-12-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418PEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442141 | PA      | $442341.97    | 0.07%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78892 | PA      | $67484.77     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ADXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347400 | PA      | $267333.17    | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    364593 | PA      | $379142.68    | 0.06%             | 2031-04-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KQSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3009868 | PA      | $3051671.21   | 0.45%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32305 | PA      | $32904.49     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89584 | PA      | $85346.69     | 0.01%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AA2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120016 | PA      | $119738.09    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164L5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    280523 | PA      | $286559.92    | 0.04%             | 2041-07-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329PFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611437 | PA      | $585105.98    | 0.09%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36230RYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135974 | PA      | $131408.03    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62228 | PA      | $63648.19     | 0.01%             | 2029-05-25      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHUU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255182 | PA      | $217706.36    | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116430 | PA      | $125634.95    | 0.02%             | 2034-12-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176MXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36273 | PA      | $36199.64     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767860 | PA      | $651971.09    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    836396 | PA      | $948687.49    | 0.14%             | 2034-05-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138XWZE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94527 | PA      | $91914.08     | 0.01%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AA2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59774 | PA      | $59635.52     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QEW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211629 | PA      | $1031441.55   | 0.15%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QWAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3143720 | PA      | $3189051.54   | 0.47%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QFYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1342237 | PA      | $1103842.58   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | 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      | $297782.43    | 0.04%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YERK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508153 | PA      | $475077.72    | 0.07%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A4J22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190085 | PA      | $185216.62    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31410B3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57956 | PA      | $60225.27     | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405992 | PA      | $344591.92    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2647410 | PA      | $2245117.78   | 0.33%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165A5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58020 | PA      | $59137.47     | 0.01%             | 2028-02-25      | Floating      | 8.29%                 | 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      | $4328.78      | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QME67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750394 | PA      | $640697.47    | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968577 | PA      | $2043185.53   | 0.30%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9WB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160966 | PA      | $154783.35    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857486 | PA      | $835926.22    | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7DU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531574 | PA      | $494916.00    | 0.07%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1335509.82   | 0.20%             | 2031-04-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31419HTG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221390 | PA      | $215709.70    | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4473374 | PA      | $4361593.68   | 0.65%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X0CH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11118 | PA      | $10554.04     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6B90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2368592 | PA      | $2402879.61   | 0.36%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A2AQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449827 | PA      | $451541.16    | 0.07%             | 2040-11-01      | Fixed         | 4.50%                 | 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      | $194309.97    | 0.03%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KH50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116844 | PA      | $113522.93    | 0.02%             | 2047-08-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q7TX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240432 | PA      | $224233.08    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31403JC46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55792 | PA      | $56647.28     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138YKFM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319596 | PA      | $298794.21    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180155 | PA      | $172823.79    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QR92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84793 | PA      | $84561.16     | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR BANK, N.A.                           | Small Business Administration Pools                          | CUSIP: 8316A0NG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48486 | PA      | $49841.03     | 0.01%             | 2033-11-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165AYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146172 | PA      | $149693.72    | 0.02%             | 2029-05-25      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4699486 | PA      | $4580602.06   | 0.68%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119968 | PA      | $987304.07    | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.                       | Small Business Administration Pools                          | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121545 | PA      | $122752.06    | 0.02%             | 2028-11-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327043 | PA      | $1361974.53   | 0.20%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NNH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196793 | PA      | $188703.18    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KYGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752919 | PA      | $579390.06    | 0.09%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QAL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161095 | PA      | $159467.22    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUAJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956345 | PA      | $1977611.43   | 0.29%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75655 | PA      | $78601.90     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK / COASTAL SECURI                | Small Business Administration Pools                          | CUSIP: 83165AW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20913 | PA      | $21336.01     | 0.00%             | 2029-01-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391350 | PA      | $319019.05    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q9W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181885 | PA      | $174483.25    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270114 | PA      | $245090.39    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2357402 | PA      | $1813988.69   | 0.27%             | 2050-12-01      | Fixed         | 1.50%                 | 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      | $295063.32    | 0.04%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QUFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124793 | PA      | $2155407.06   | 0.32%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176166 | PA      | $163987.82    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0YE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326752 | PA      | $358407.43    | 0.05%             | 2034-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1KN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103480 | PA      | $100829.21    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31410DAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140119 | PA      | $145617.93    | 0.02%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 3620C4WP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481194 | PA      | $452400.31    | 0.07%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140K2QZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2103894 | PA      | $1786363.65   | 0.26%             | 2051-05-01      | Fixed         | 2.50%                 | 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      | $493026.73    | 0.07%             | 2029-11-01      | Fixed         | 3.81%                 | 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      | $7941.79      | 0.00%             | 2031-04-15      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WD2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52486 | PA      | $54415.97     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1242917 | PA      | $1285935.33   | 0.19%             | 2030-11-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133AQXT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733519 | PA      | $626224.44    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LXER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229206 | PA      | $216965.80    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QKUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87733 | PA      | $74954.00     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QNUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677685 | PA      | $1537935.26   | 0.23%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446391 | PA      | $427197.19    | 0.06%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LG2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $389247.09    | 0.06%             | 2029-07-01      | Fixed         | 3.41%                 | 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        |     60738 | PA      | $60687.40     | 0.01%             | 2028-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 8316A0AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    482073 | PA      | $513915.09    | 0.08%             | 2046-08-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WWB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21198 | PA      | $22213.27     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8YG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373242 | PA      | $346899.65    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36296QSA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392728 | PA      | $391827.38    | 0.06%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418SP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154891 | PA      | $155480.71    | 0.02%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2580 | PA      | $2583.13      | 0.00%             | 2026-11-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78132 | PA      | $78919.55     | 0.01%             | 2028-09-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3132XHL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $906343.20    | 0.13%             | 2031-09-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31413Q2K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55023 | PA      | $59138.60     | 0.01%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WHK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411705 | PA      | $372369.26    | 0.06%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WEAB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33684 | PA      | $34924.32     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTFS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458908 | PA      | $2517124.71   | 0.37%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QF6P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3478427 | PA      | $2831888.20   | 0.42%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379K2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331553 | PA      | $288196.49    | 0.04%             | 2054-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA Individual Loan                           | SBA Individual Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56399 | PA      | $58008.20     | 0.01%             | 2029-06-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36181AWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352642 | PA      | $320346.13    | 0.05%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KG4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441938 | PA      | $376921.37    | 0.06%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36230RYM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227543 | PA      | $213958.29    | 0.03%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3515853 | PA      | $3608400.31   | 0.53%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QT7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513310 | PA      | $1561780.75   | 0.23%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608198 | PA      | $515464.07    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316AGAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    551001 | PA      | $633285.60    | 0.09%             | 2034-05-25      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416QZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83725 | PA      | $83761.99     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31421AFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71210 | PA      | $71241.22     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEATTLE WA                                    | City of Seattle WA                                           | CUSIP: 812627FP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $789868.41    | 0.12%             | 2028-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XH4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245577 | PA      | $233594.75    | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138AFBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236198 | PA      | $235651.05    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4292497 | PA      | $3493149.77   | 0.52%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072986 | PA      | $914081.44    | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993841 | PA      | $885356.82    | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKQH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657824 | PA      | $506212.47    | 0.08%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31391CWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468152 | PA      | $474938.60    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138MBJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112117 | PA      | $106689.30    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6FG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785252 | PA      | $2864684.33   | 0.42%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STIFEL NICOLAUS & COMPANY, INC                | Small Business Administration Pools                          | CUSIP: 83165A2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117658 | PA      | $119300.27    | 0.02%             | 2029-08-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121802 | PA      | $2193729.23   | 0.33%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2173141 | PA      | $2118502.70   | 0.31%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LFBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833695 | PA      | $820298.47    | 0.12%             | 2026-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QPGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6726423 | PA      | $6368252.66   | 0.94%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164L5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102682 | PA      | $102224.97    | 0.02%             | 2041-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A1S36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391397 | PA      | $381372.00    | 0.06%             | 2040-12-01      | Fixed         | 4.00%                 | 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        |    786595 | PA      | $818664.74    | 0.12%             | 2031-05-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KHS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678195 | PA      | $603956.24    | 0.09%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477275 | PA      | $445906.90    | 0.07%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379UX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726387 | PA      | $584788.68    | 0.09%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418SP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52153 | PA      | $52351.72     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23529 | PA      | $24224.15     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255240 | PA      | $240769.89    | 0.04%             | 2047-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044605 | PA      | $885006.91    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378BM48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    712490 | PA      | $618413.43    | 0.09%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36193NY53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328894 | PA      | $297659.31    | 0.04%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655679 | PA      | $556720.42    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X6X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228512 | PA      | $222985.06    | 0.03%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140MHU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185238 | PA      | $163295.86    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COASTAL SECURITIES / SUNTRUST                 | Small Business Administration Pools                          | CUSIP: 83165AVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2986 | PA      | $2999.44      | 0.00%             | 2027-08-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379KQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764573 | PA      | $671710.48    | 0.10%             | 2049-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140MN2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143401 | PA      | $1964857.70   | 0.29%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140H6WU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698612 | PA      | $668526.25    | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36176DJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128981 | PA      | $124639.36    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417N3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210032 | PA      | $214173.62    | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418NT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467977 | PA      | $468189.74    | 0.07%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLMV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1872815 | PA      | $1590740.74   | 0.24%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KR2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290992 | PA      | $298349.07    | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8T21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174896 | PA      | $167778.66    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417KTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54239 | PA      | $55308.76     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQ5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257487 | PA      | $269951.60    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3620C45F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70458 | PA      | $70321.10     | 0.01%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L0PU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2321517 | PA      | $1968985.07   | 0.29%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XMXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350184 | PA      | $322600.15    | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 3617KHKR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523939 | PA      | $464446.15    | 0.07%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523688 | PA      | $546648.60    | 0.08%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2730908 | PA      | $2221406.89   | 0.33%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2847074 | PA      | $2318878.16   | 0.34%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KGRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236404 | PA      | $210703.44    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q74K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609771 | PA      | $567720.62    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138A8QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380903 | PA      | $371464.55    | 0.06%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31402FAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41896 | PA      | $43600.01     | 0.01%             | 2033-10-01      | 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        |    135965 | PA      | $452.16       | 0.00%             | 2031-04-15      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QU4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636381 | PA      | $2675622.24   | 0.40%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83164M4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28934 | PA      | $30700.39     | 0.00%             | 2030-10-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138X6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159085 | PA      | $155177.79    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | 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        |    280306 | PA      | $276197.21    | 0.04%             | 2028-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8CT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595295 | PA      | $554242.20    | 0.08%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QHBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3913525 | PA      | $3183385.36   | 0.47%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31401AM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216581 | PA      | $222984.47    | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KJV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775823 | PA      | $632431.15    | 0.09%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK                                | Small Business Administration Pools                          | CUSIP: 83165BES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97686 | PA      | $102162.35    | 0.02%             | 2031-02-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356014 | PA      | $322977.03    | 0.05%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0ZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453950 | PA      | $501957.67    | 0.07%             | 2035-02-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2950447 | PA      | $2501495.48   | 0.37%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693809 | PA      | $597726.01    | 0.09%             | 2033-03-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QSKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296121 | PA      | $298962.75    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38378KXW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8928 | PA      | $8928.50      | 0.00%             | 2037-02-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LMAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468075 | PA      | $1317365.73   | 0.20%             | 2035-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| STONEWALL INVESTMENTS TENNESSE                | Small Business Administration Pools                          | CUSIP: 8316A8DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80928 | PA      | $88515.03     | 0.01%             | 2033-03-25      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241428 | PA      | $226076.55    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1289335 | PA      | $1322543.48   | 0.20%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WKXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45560 | PA      | $47349.01     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LKM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2735000 | PA      | $2765021.95   | 0.41%             | 2028-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MINNETONKA MN MF HSG REVENUE                  | City of Minnetonka MN                                        | CUSIP: 604217CS6<br>LEI: 549300NQZ4FEG58M2309 | Long             | DBT              | MUN               | US        |    444434 | PA      | $421028.24    | 0.06%             | 2034-11-01      | Fixed         | 3.00%                 | 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        |    404145 | PA      | $7187.60      | 0.00%             | 2031-05-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131WGDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65525 | PA      | $66744.07     | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371RKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53662 | PA      | $55123.68     | 0.01%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QTPK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087986 | PA      | $1135687.14   | 0.17%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KKK65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1318963 | PA      | $1015026.54   | 0.15%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 31329NXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346976 | PA      | $323597.73    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | 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        |    173944 | PA      | $181474.10    | 0.03%             | 2031-10-25      | Floating      | 7.88%                 | 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        |    105611 | PA      | $107350.19    | 0.02%             | 2029-02-25      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                     | CUSIP: 38379USP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308292 | PA      | $294280.83    | 0.04%             | 2045-03-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140L16C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695460 | PA      | $595936.83    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36294Y6E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314817 | PA      | $314817.29    | 0.05%             | 2038-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138WJXE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280759 | PA      | $262306.76    | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138ARWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148405 | PA      | $145465.96    | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae I Pool                                            | CUSIP: 36297JVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510630 | PA      | $543161.88    | 0.08%             | 2039-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QRUE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102689 | PA      | $2124268.35   | 0.31%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QN2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619684 | PA      | $546136.98    | 0.08%             | 2052-04-01      | 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        |     34046 | PA      | $35937.16     | 0.01%             | 2031-10-25      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214754 | PA      | $182208.99    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLDX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228177 | PA      | $185606.60    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QWAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3024715 | PA      | $3111181.94   | 0.46%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES LLC                       | Small Business Administration Pools                          | CUSIP: 8316A0VV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    808772 | PA      | $894948.17    | 0.13%             | 2034-08-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| MOMENTUS SECURITIES                           | SMALL BUSINESS ADMINISTRATION POOLS                          | CUSIP: 8316A1BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33578 | PA      | $36865.02     | 0.01%             | 2035-09-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KLLQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863370 | PA      | $733333.51    | 0.11%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138LKJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186064 | PA      | $181751.98    | 0.03%             | 2029-09-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140KP6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389398 | PA      | $1130180.43   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae II Pool                                           | CUSIP: 36230UKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178905 | PA      | $171672.88    | 0.03%             | 2041-01-20      | Fixed         | 4.00%                 | 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        |    612683 | PA      | $642896.35    | 0.10%             | 2031-09-25      | Floating      | 8.32%                 | 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      | $194226.91    | 0.03%             | 2027-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31417T7M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251979 | PA      | $256956.20    | 0.04%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371PSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38876 | PA      | $40304.02     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3131XU4X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455621 | PA      | $412728.69    | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1805786 | PA      | $1594627.36   | 0.24%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140QQS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8785639 | PA      | $8911612.36   | 1.32%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133KMJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185286 | PA      | $157149.77    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3138Y4F20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607071 | PA      | $566873.82    | 0.08%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6ZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2609193 | PA      | $2645033.38   | 0.39%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31418XVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269770 | PA      | $270797.77    | 0.04%             | 2040-08-01      | 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        |     62081 | PA      | $58919.45     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Y6RS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2474435 | PA      | $2547596.60   | 0.38%             | 2055-05-01      | 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        |    526444 | PA      | $547795.21    | 0.08%             | 2031-06-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31416RQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202958 | PA      | $197815.69    | 0.03%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 31371QHC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113317 | PA      | $117652.21    | 0.02%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133ARLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974531 | PA      | $826242.73    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                             | CUSIP: 3133BKA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133298 | PA      | $1072600.74   | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                              | CUSIP: 3140Q8PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258650 | PA      | $247528.61    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**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.