# EDGAR Filing Document

**Accession Number:** 0001078195
**File Stem:** 0002048251-26-003343
**Filing Date:** 2026-4
**Character Count:** 1373634
**Document Hash:** 8d78f67654a4471bdbfca9e5d7c79f51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003343.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0002048251-26-003343

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Community Capital Trust
- **CENTRAL INDEX KEY:** 0001078195

**ORGANIZATION NAME:**
- **EIN:** 650876594
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09221
- **FILM NUMBER:** 26903675

**BUSINESS ADDRESS:**
- **STREET 1:** 261 N UNIVERSITY DR
- **STREET 2:** SUITE 520
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33324
- **BUSINESS PHONE:** 954-217-7999

**MAIL ADDRESS:**
- **STREET 1:** 261 N UNIVERSITY DR
- **STREET 2:** SUITE 520
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33324

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMMUNITY REINVESTMENT ACT QUALIFIED INVESTMENT FUND
- **DATE OF NAME CHANGE:** 19990202

## Series and Classes Contracts Data

### CCM Community Impact Bond Fund (Series ID: S000001913)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000005044 | CRA Shares           | CRAIX           |
| C000048038 | Institutional Shares | CRANX           |
| C000048039 | Retail Shares        | CRATX           |

## Nport-Ex

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| **U.S. GOVERNMENT & AGENCY OBLIGATIONS - 59.46%** |  |  |
| &nbsp;&nbsp;&nbsp;**FGLMC Single Family - 0.96%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool Q16506, 3.00%, 02/01/2043 | $8878 | $8347 |
| &nbsp;&nbsp;&nbsp;Pool Q40627, 3.00%, 05/01/2046 | 1150653 | 1066881 |
| &nbsp;&nbsp;&nbsp;Pool Q41877, 3.00%, 07/01/2046 | 793464 | 735687 |
| &nbsp;&nbsp;&nbsp;Pool Q43158, 3.00%, 09/01/2046 | 474457 | 439915 |
| &nbsp;&nbsp;&nbsp;Pool Q44344, 3.00%, 11/01/2046 | 165883 | 153804 |
| &nbsp;&nbsp;&nbsp;Pool Q44395, 3.00%, 11/01/2046 | 1131140 | 1048774 |
| &nbsp;&nbsp;&nbsp;Pool Q45623, 3.00%, 01/01/2047 | 2123008 | 1977899 |
| &nbsp;&nbsp;&nbsp;Pool Q07398, 3.50%, 04/01/2042 | 34353 | 33534 |
| &nbsp;&nbsp;&nbsp;Pool Q37430, 3.50%, 11/01/2045 | 66530 | 64377 |
| &nbsp;&nbsp;&nbsp;Pool Q38376, 3.50%, 01/01/2046 | 471162 | 455608 |
| &nbsp;&nbsp;&nbsp;Pool Q39359, 3.50%, 03/01/2046 | 729180 | 699846 |
| &nbsp;&nbsp;&nbsp;Pool Q40641, 3.50%, 05/01/2046 | 254451 | 245197 |
| &nbsp;&nbsp;&nbsp;Pool Q45628, 3.50%, 01/01/2047 | 1816948 | 1743853 |
| &nbsp;&nbsp;&nbsp;Pool Q47221, 3.50%, 03/01/2047 | 315490 | 301526 |
| &nbsp;&nbsp;&nbsp;Pool Q48279, 3.50%, 05/01/2047 | 531992 | 511136 |
| &nbsp;&nbsp;&nbsp;Pool Q49035, 3.50%, 06/01/2047 | 247680 | 237890 |
| &nbsp;&nbsp;&nbsp;Pool Q49605, 3.50%, 07/01/2047 | 40670 | 39195 |
| &nbsp;&nbsp;&nbsp;Pool Q50514, 3.50%, 08/01/2047 | 26846 | 25832 |
| &nbsp;&nbsp;&nbsp;Pool Q50393, 3.50%, 09/01/2047 | 827433 | 793590 |
| &nbsp;&nbsp;&nbsp;Pool Q50943, 3.50%, 09/01/2047 | 105129 | 101100 |
| &nbsp;&nbsp;&nbsp;Pool Q51685, 3.50%, 10/01/2047 | 554848 | 533231 |
| &nbsp;&nbsp;&nbsp;Pool V83539, 3.50%, 10/01/2047 | 520595 | 500494 |
| &nbsp;&nbsp;&nbsp;Pool Q52610, 3.50%, 11/01/2047 | 914645 | 879619 |
| &nbsp;&nbsp;&nbsp;Pool V83815, 3.50%, 12/01/2047 | 572605 | 549370 |
| &nbsp;&nbsp;&nbsp;Pool Q53325, 3.50%, 01/01/2048 | 432391 | 415822 |
| &nbsp;&nbsp;&nbsp;Pool Q54012, 3.50%, 01/01/2048 | 486021 | 466815 |
| &nbsp;&nbsp;&nbsp;Pool Q54511, 3.50%, 02/01/2048 | 1073296 | 1029372 |
| &nbsp;&nbsp;&nbsp;Pool Q54585, 3.50%, 02/01/2048 | 455102 | 437919 |
| &nbsp;&nbsp;&nbsp;Pool Q54876, 3.50%, 03/01/2048 | 301704 | 288919 |
| &nbsp;&nbsp;&nbsp;Pool Q55002, 3.50%, 03/01/2048 | 966571 | 924238 |
| &nbsp;&nbsp;&nbsp;Pool Q62396, 3.50%, 04/01/2049 | 107692 | 103114 |
| &nbsp;&nbsp;&nbsp;Pool Q39374, 4.00%, 03/01/2046 | 44780 | 44207 |
| &nbsp;&nbsp;&nbsp;Pool Q47223, 4.00%, 03/01/2047 | 229084 | 226555 |
| &nbsp;&nbsp;&nbsp;Pool Q47775, 4.00%, 04/01/2047 | 545711 | 539257 |
| &nbsp;&nbsp;&nbsp;Pool Q48287, 4.00%, 05/01/2047 | 635134 | 627121 |
| &nbsp;&nbsp;&nbsp;Pool Q48819, 4.00%, 06/01/2047 | 912355 | 901578 |
| &nbsp;&nbsp;&nbsp;Pool Q49040, 4.00%, 06/01/2047 | 1189634 | 1176503 |
| &nbsp;&nbsp;&nbsp;Pool Q49606, 4.00%, 07/01/2047 | 703442 | 695123 |
| &nbsp;&nbsp;&nbsp;Pool Q49898, 4.00%, 08/01/2047 | 188653 | 186718 |
| &nbsp;&nbsp;&nbsp;Pool Q50396, 4.00%, 08/01/2047 | 35158 | 34797 |
| &nbsp;&nbsp;&nbsp;Pool Q50397, 4.00%, 08/01/2047 | 962767 | 951381 |
| &nbsp;&nbsp;&nbsp;Pool Q50951, 4.00%, 09/01/2047 | 423771 | 418759 |
| &nbsp;&nbsp;&nbsp;Pool Q51686, 4.00%, 10/01/2047 | 436103 | 431289 |
| &nbsp;&nbsp;&nbsp;Pool V83540, 4.00%, 10/01/2047 | 108033 | 106842 |
| &nbsp;&nbsp;&nbsp;Pool Q53883, 4.00%, 01/01/2048 | 415281 | 410703 |
| &nbsp;&nbsp;&nbsp;Pool Q54464, 4.00%, 02/01/2048 | 180805 | 179093 |
| &nbsp;&nbsp;&nbsp;Pool Q54586, 4.00%, 02/01/2048 | 1041440 | 1028304 |
| &nbsp;&nbsp;&nbsp;Pool Q54877, 4.00%, 02/01/2048 | 257711 | 255277 |
| &nbsp;&nbsp;&nbsp;Pool Q55004, 4.00%, 03/01/2048 | 330587 | 326412 |
| &nbsp;&nbsp;&nbsp;Pool Q55631, 4.00%, 04/01/2048 | 794231 | 784202 |
| &nbsp;&nbsp;&nbsp;Pool Q56253, 4.00%, 05/01/2048 | 475979 | 469969 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool Q56469, 4.00%, 06/01/2048 | $330429 | $326256 |
| &nbsp;&nbsp;&nbsp;Pool Q56900, 4.00%, 06/01/2048 | 438794 | 432913 |
| &nbsp;&nbsp;&nbsp;Pool Q57029, 4.00%, 07/01/2048 | 219026 | 216260 |
| &nbsp;&nbsp;&nbsp;Pool Q57388, 4.00%, 07/01/2048 | 429268 | 423175 |
| &nbsp;&nbsp;&nbsp;Pool Q57694, 4.00%, 08/01/2048 | 248143 | 244817 |
| &nbsp;&nbsp;&nbsp;Pool Q58271, 4.00%, 09/01/2048 | 262629 | 259313 |
| &nbsp;&nbsp;&nbsp;Pool Q58366, 4.00%, 09/01/2048 | 119375 | 118058 |
| &nbsp;&nbsp;&nbsp;Pool Q58774, 4.00%, 10/01/2048 | 508152 | 502139 |
| &nbsp;&nbsp;&nbsp;Pool Q59058, 4.00%, 10/01/2048 | 138095 | 136353 |
| &nbsp;&nbsp;&nbsp;Pool Q59686, 4.00%, 11/01/2048 | 182872 | 180710 |
| &nbsp;&nbsp;&nbsp;Pool Q60213, 4.00%, 12/01/2048 | 409902 | 404414 |
| &nbsp;&nbsp;&nbsp;Pool Q60598, 4.00%, 01/01/2049 | 290046 | 286163 |
| &nbsp;&nbsp;&nbsp;Pool Q61151, 4.00%, 01/01/2049 | 326406 | 321778 |
| &nbsp;&nbsp;&nbsp;Pool Q61387, 4.00%, 02/01/2049 | 150422 | 148408 |
| &nbsp;&nbsp;&nbsp;Pool Q61800, 4.00%, 03/01/2049 | 525750 | 518318 |
| &nbsp;&nbsp;&nbsp;Pool Q61986, 4.00%, 03/01/2049 | 784695 | 770137 |
| &nbsp;&nbsp;&nbsp;Pool Q62397, 4.00%, 04/01/2049 | 421670 | 414090 |
| &nbsp;&nbsp;&nbsp;Pool A91363, 4.50%, 03/01/2040 | 65776 | 66848 |
| &nbsp;&nbsp;&nbsp;Pool A91756, 4.50%, 03/01/2040 | 69927 | 71067 |
| &nbsp;&nbsp;&nbsp;Pool A93467, 4.50%, 08/01/2040 | 64000 | 65043 |
| &nbsp;&nbsp;&nbsp;Pool Q01597, 4.50%, 05/01/2041 | 111133 | 112810 |
| &nbsp;&nbsp;&nbsp;Pool Q02377, 4.50%, 07/01/2041 | 108499 | 110238 |
| &nbsp;&nbsp;&nbsp;Pool Q47624, 4.50%, 04/01/2047 | 231942 | 235635 |
| &nbsp;&nbsp;&nbsp;Pool Q48294, 4.50%, 05/01/2047 | 158515 | 161039 |
| &nbsp;&nbsp;&nbsp;Pool Q49044, 4.50%, 07/01/2047 | 499394 | 506837 |
| &nbsp;&nbsp;&nbsp;Pool Q49608, 4.50%, 07/01/2047 | 190582 | 193020 |
| &nbsp;&nbsp;&nbsp;Pool Q49902, 4.50%, 08/01/2047 | 27055 | 27401 |
| &nbsp;&nbsp;&nbsp;Pool Q55774, 4.50%, 04/01/2048 | 316094 | 319461 |
| &nbsp;&nbsp;&nbsp;Pool Q56476, 4.50%, 05/01/2048 | 293355 | 297101 |
| &nbsp;&nbsp;&nbsp;Pool Q56906, 4.50%, 06/01/2048 | 634876 | 641637 |
| &nbsp;&nbsp;&nbsp;Pool Q57389, 4.50%, 07/01/2048 | 398056 | 402715 |
| &nbsp;&nbsp;&nbsp;Pool Q57906, 4.50%, 08/01/2048 | 821776 | 831395 |
| &nbsp;&nbsp;&nbsp;Pool Q58775, 4.50%, 09/01/2048 | 574007 | 579537 |
| &nbsp;&nbsp;&nbsp;Pool Q59454, 4.50%, 11/01/2048 | 98357 | 99819 |
| &nbsp;&nbsp;&nbsp;Pool Q60215, 4.50%, 11/01/2048 | 399619 | 403469 |
| &nbsp;&nbsp;&nbsp;Pool A92906, 5.00%, 07/01/2040 | 165224 | 172331 |
| &nbsp;&nbsp;&nbsp;Pool A56707, 5.50%, 01/01/2037 | 48484 | 50674 |
| &nbsp;&nbsp;&nbsp;Pool A58653, 5.50%, 03/01/2037 | 42400 | 44316 |
| &nbsp;&nbsp;&nbsp;Pool A68746, 5.50%, 10/01/2037 | 105677 | 110576 |
| &nbsp;&nbsp;&nbsp;Pool A76192, 5.50%, 04/01/2038 | 115771 | 121235 |
| &nbsp;&nbsp;&nbsp;Pool A76444, 5.50%, 04/01/2038 | 84548 | 88544 |
| &nbsp;&nbsp;&nbsp;Pool A78742, 5.50%, 06/01/2038 | 154976 | 162300 |
| &nbsp;&nbsp;&nbsp;Pool G06072, 6.00%, 06/01/2038 | 105622 | 112083 |
| &nbsp;&nbsp;&nbsp;Pool G06073, 6.50%, 10/01/2037 | 281570 | 300948 |
|  |  | 38598375 |
| &nbsp;&nbsp;&nbsp;**FHA Project Loans - 0.12%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool St. Michael, 6.20%, 09/01/2050 (a) | 5066617 | 4846734 |
| &nbsp;&nbsp;&nbsp;**FHLMC Single Family - 7.49%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool QN8332, 2.00%, 11/01/2036 | 223901 | 209204 |
| &nbsp;&nbsp;&nbsp;Pool QB3154, 2.00%, 09/01/2050 | 2155363 | 1805450 |
| &nbsp;&nbsp;&nbsp;Pool QB3835, 2.00%, 09/01/2050 | 2530096 | 2119347 |
| &nbsp;&nbsp;&nbsp;Pool QB3978, 2.00%, 09/01/2050 | 2750001 | 2303551 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool RA3677, 2.00%, 09/01/2050 | $1621991 | $1358669 |
| &nbsp;&nbsp;&nbsp;Pool QB4065, 2.00%, 10/01/2050 | 1022926 | 856859 |
| &nbsp;&nbsp;&nbsp;Pool QB4506, 2.00%, 10/01/2050 | 2312225 | 1936039 |
| &nbsp;&nbsp;&nbsp;Pool QB5044, 2.00%, 11/01/2050 | 2261005 | 1893151 |
| &nbsp;&nbsp;&nbsp;Pool QB5903, 2.00%, 11/01/2050 | 1057199 | 893014 |
| &nbsp;&nbsp;&nbsp;Pool QB6583, 2.00%, 12/01/2050 | 1088759 | 910863 |
| &nbsp;&nbsp;&nbsp;Pool QB7302, 2.00%, 01/01/2051 | 1558611 | 1312517 |
| &nbsp;&nbsp;&nbsp;Pool QB8043, 2.00%, 01/01/2051 | 1499585 | 1265650 |
| &nbsp;&nbsp;&nbsp;Pool QB8769, 2.00%, 02/01/2051 | 2724442 | 2277360 |
| &nbsp;&nbsp;&nbsp;Pool QB9466, 2.00%, 03/01/2051 | 4062626 | 3408016 |
| &nbsp;&nbsp;&nbsp;Pool RA4768, 2.00%, 03/01/2051 | 2774988 | 2327855 |
| &nbsp;&nbsp;&nbsp;Pool RA4957, 2.00%, 03/01/2051 | 1710498 | 1434288 |
| &nbsp;&nbsp;&nbsp;Pool QC0480, 2.00%, 04/01/2051 | 2795840 | 2357655 |
| &nbsp;&nbsp;&nbsp;Pool QC1370, 2.00%, 04/01/2051 | 2503447 | 2110213 |
| &nbsp;&nbsp;&nbsp;Pool RA5067, 2.00%, 04/01/2051 | 1215018 | 1014784 |
| &nbsp;&nbsp;&nbsp;Pool QC3549, 2.00%, 06/01/2051 | 547543 | 461154 |
| &nbsp;&nbsp;&nbsp;Pool RA5570, 2.00%, 07/01/2051 | 1384839 | 1155166 |
| &nbsp;&nbsp;&nbsp;Pool RA5594, 2.00%, 07/01/2051 | 877849 | 732260 |
| &nbsp;&nbsp;&nbsp;Pool QC5139, 2.00%, 08/01/2051 | 3384966 | 2842589 |
| &nbsp;&nbsp;&nbsp;Pool QC6098, 2.00%, 08/01/2051 | 955362 | 799422 |
| &nbsp;&nbsp;&nbsp;Pool RA5698, 2.00%, 08/01/2051 | 1862425 | 1553546 |
| &nbsp;&nbsp;&nbsp;Pool QC6906, 2.00%, 09/01/2051 | 2162915 | 1802688 |
| &nbsp;&nbsp;&nbsp;Pool QC8223, 2.00%, 10/01/2051 | 2125245 | 1783230 |
| &nbsp;&nbsp;&nbsp;Pool QC9420, 2.00%, 10/01/2051 | 1329420 | 1117813 |
| &nbsp;&nbsp;&nbsp;Pool RA6095, 2.00%, 10/01/2051 | 1925853 | 1605108 |
| &nbsp;&nbsp;&nbsp;Pool QD1137, 2.00%, 11/01/2051 | 1060081 | 888742 |
| &nbsp;&nbsp;&nbsp;Pool QD2417, 2.00%, 12/01/2051 | 414574 | 348875 |
| &nbsp;&nbsp;&nbsp;Pool QD5482, 2.00%, 01/01/2052 | 860633 | 720929 |
| &nbsp;&nbsp;&nbsp;Pool QD6359, 2.00%, 02/01/2052 | 1170071 | 973564 |
| &nbsp;&nbsp;&nbsp;Pool QD7968, 2.00%, 02/01/2052 | 1855067 | 1543518 |
| &nbsp;&nbsp;&nbsp;Pool RA2477, 2.50%, 04/01/2050 | 791153 | 694785 |
| &nbsp;&nbsp;&nbsp;Pool RA2531, 2.50%, 05/01/2050 | 1444801 | 1280119 |
| &nbsp;&nbsp;&nbsp;Pool RA2532, 2.50%, 05/01/2050 | 545335 | 482425 |
| &nbsp;&nbsp;&nbsp;Pool RA2612, 2.50%, 05/01/2050 | 4101468 | 3599333 |
| &nbsp;&nbsp;&nbsp;Pool QB0264, 2.50%, 06/01/2050 | 762362 | 668791 |
| &nbsp;&nbsp;&nbsp;Pool QB0406, 2.50%, 06/01/2050 | 606342 | 536207 |
| &nbsp;&nbsp;&nbsp;Pool QB0768, 2.50%, 07/01/2050 | 80706 | 71543 |
| &nbsp;&nbsp;&nbsp;Pool QB0769, 2.50%, 07/01/2050 | 1138288 | 998576 |
| &nbsp;&nbsp;&nbsp;Pool QB0821, 2.50%, 07/01/2050 | 460029 | 406448 |
| &nbsp;&nbsp;&nbsp;Pool QB1534, 2.50%, 07/01/2050 | 773016 | 681659 |
| &nbsp;&nbsp;&nbsp;Pool QB1536, 2.50%, 07/01/2050 | 636627 | 558291 |
| &nbsp;&nbsp;&nbsp;Pool QB1680, 2.50%, 07/01/2050 | 790007 | 692797 |
| &nbsp;&nbsp;&nbsp;Pool RA3120, 2.50%, 07/01/2050 | 1363305 | 1195552 |
| &nbsp;&nbsp;&nbsp;Pool QB2045, 2.50%, 08/01/2050 | 1534732 | 1345408 |
| &nbsp;&nbsp;&nbsp;Pool QB2636, 2.50%, 08/01/2050 | 673239 | 595320 |
| &nbsp;&nbsp;&nbsp;Pool QB2675, 2.50%, 08/01/2050 | 940080 | 830303 |
| &nbsp;&nbsp;&nbsp;Pool QB2739, 2.50%, 08/01/2050 | 1179484 | 1033984 |
| &nbsp;&nbsp;&nbsp;Pool RA3298, 2.50%, 08/01/2050 | 2568580 | 2252519 |
| &nbsp;&nbsp;&nbsp;Pool RA3322, 2.50%, 08/01/2050 | 417193 | 365729 |
| &nbsp;&nbsp;&nbsp;Pool RA3381, 2.50%, 08/01/2050 | 1952940 | 1712027 |
| &nbsp;&nbsp;&nbsp;Pool QB3152, 2.50%, 09/01/2050 | 1474181 | 1291869 |
| &nbsp;&nbsp;&nbsp;Pool QB3834, 2.50%, 09/01/2050 | 1252763 | 1106095 |
| &nbsp;&nbsp;&nbsp;Pool QB3976, 2.50%, 09/01/2050 | 1433784 | 1266041 |
| &nbsp;&nbsp;&nbsp;Pool RA3545, 2.50%, 09/01/2050 | 677320 | 593766 |
| &nbsp;&nbsp;&nbsp;Pool QB4066, 2.50%, 10/01/2050 | 637051 | 563617 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool QB4507, 2.50%, 10/01/2050 | $1773650 | $1562429 |
| &nbsp;&nbsp;&nbsp;Pool QB5042, 2.50%, 11/01/2050 | 2999828 | 2627909 |
| &nbsp;&nbsp;&nbsp;Pool QB5904, 2.50%, 11/01/2050 | 1291521 | 1137418 |
| &nbsp;&nbsp;&nbsp;Pool QC1163, 2.50%, 04/01/2051 | 1199947 | 1054805 |
| &nbsp;&nbsp;&nbsp;Pool QC1953, 2.50%, 05/01/2051 | 1507361 | 1328560 |
| &nbsp;&nbsp;&nbsp;Pool QC3550, 2.50%, 07/01/2051 | 2023539 | 1781028 |
| &nbsp;&nbsp;&nbsp;Pool QC4341, 2.50%, 07/01/2051 | 891551 | 786070 |
| &nbsp;&nbsp;&nbsp;Pool QC5136, 2.50%, 08/01/2051 | 2364163 | 2076085 |
| &nbsp;&nbsp;&nbsp;Pool QC6096, 2.50%, 08/01/2051 | 1750556 | 1536072 |
| &nbsp;&nbsp;&nbsp;Pool QC6907, 2.50%, 09/01/2051 | 779807 | 680710 |
| &nbsp;&nbsp;&nbsp;Pool QC9422, 2.50%, 10/01/2051 | 1426695 | 1255334 |
| &nbsp;&nbsp;&nbsp;Pool QD1136, 2.50%, 11/01/2051 | 1288132 | 1129633 |
| &nbsp;&nbsp;&nbsp;Pool QD4139, 2.50%, 12/01/2051 | 659983 | 581859 |
| &nbsp;&nbsp;&nbsp;Pool QD4141, 2.50%, 12/01/2051 | 764293 | 672660 |
| &nbsp;&nbsp;&nbsp;Pool RA6478, 2.50%, 12/01/2051 | 8298 | 7236 |
| &nbsp;&nbsp;&nbsp;Pool QD4132, 2.50%, 01/01/2052 | 1454900 | 1276018 |
| &nbsp;&nbsp;&nbsp;Pool QD6358, 2.50%, 02/01/2052 | 700940 | 614012 |
| &nbsp;&nbsp;&nbsp;Pool QD7966, 2.50%, 02/01/2052 | 531269 | 462932 |
| &nbsp;&nbsp;&nbsp;Pool RA6794, 2.50%, 02/01/2052 | 866767 | 755274 |
| &nbsp;&nbsp;&nbsp;Pool QD8214, 2.50%, 03/01/2052 | 672101 | 590939 |
| &nbsp;&nbsp;&nbsp;Pool QA2069, 3.00%, 08/01/2049 | 448364 | 409941 |
| &nbsp;&nbsp;&nbsp;Pool QA2173, 3.00%, 08/01/2049 | 224851 | 207045 |
| &nbsp;&nbsp;&nbsp;Pool QA2405, 3.00%, 09/01/2049 | 311308 | 286246 |
| &nbsp;&nbsp;&nbsp;Pool QA3109, 3.00%, 09/01/2049 | 596644 | 548417 |
| &nbsp;&nbsp;&nbsp;Pool QA3562, 3.00%, 10/01/2049 | 514546 | 474287 |
| &nbsp;&nbsp;&nbsp;Pool QA4231, 3.00%, 11/01/2049 | 1291063 | 1180424 |
| &nbsp;&nbsp;&nbsp;Pool QA4780, 3.00%, 11/01/2049 | 395069 | 361213 |
| &nbsp;&nbsp;&nbsp;Pool RA1773, 3.00%, 11/01/2049 | 633478 | 579192 |
| &nbsp;&nbsp;&nbsp;Pool QA5579, 3.00%, 12/01/2049 | 942791 | 861997 |
| &nbsp;&nbsp;&nbsp;Pool QA5721, 3.00%, 01/01/2050 | 839533 | 771673 |
| &nbsp;&nbsp;&nbsp;Pool QA5900, 3.00%, 01/01/2050 | 205998 | 190154 |
| &nbsp;&nbsp;&nbsp;Pool QA6535, 3.00%, 01/01/2050 | 752788 | 691939 |
| &nbsp;&nbsp;&nbsp;Pool RA2089, 3.00%, 01/01/2050 | 470122 | 429834 |
| &nbsp;&nbsp;&nbsp;Pool QA6834, 3.00%, 02/01/2050 | 283217 | 261456 |
| &nbsp;&nbsp;&nbsp;Pool QA7417, 3.00%, 02/01/2050 | 822083 | 756451 |
| &nbsp;&nbsp;&nbsp;Pool QA7634, 3.00%, 03/01/2050 | 1120983 | 1026156 |
| &nbsp;&nbsp;&nbsp;Pool QA8482, 3.00%, 03/01/2050 | 1074901 | 989757 |
| &nbsp;&nbsp;&nbsp;Pool QB0265, 3.00%, 06/01/2050 | 230690 | 212431 |
| &nbsp;&nbsp;&nbsp;Pool QB0757, 3.00%, 07/01/2050 | 482709 | 444504 |
| &nbsp;&nbsp;&nbsp;Pool QB0816, 3.00%, 07/01/2050 | 388766 | 355517 |
| &nbsp;&nbsp;&nbsp;Pool QB1681, 3.00%, 07/01/2050 | 487502 | 449633 |
| &nbsp;&nbsp;&nbsp;Pool QB2046, 3.00%, 08/01/2050 | 923911 | 849321 |
| &nbsp;&nbsp;&nbsp;Pool QB2674, 3.00%, 08/01/2050 | 813854 | 743745 |
| &nbsp;&nbsp;&nbsp;Pool QB3153, 3.00%, 09/01/2050 | 1227545 | 1127688 |
| &nbsp;&nbsp;&nbsp;Pool QD8209, 3.00%, 03/01/2052 | 1219178 | 1109774 |
| &nbsp;&nbsp;&nbsp;Pool QE0361, 3.00%, 04/01/2052 | 297334 | 271237 |
| &nbsp;&nbsp;&nbsp;Pool QE0366, 3.00%, 04/01/2052 | 658282 | 601685 |
| &nbsp;&nbsp;&nbsp;Pool QE1667, 3.00%, 04/01/2052 | 840564 | 765877 |
| &nbsp;&nbsp;&nbsp;Pool QE2155, 3.00%, 04/01/2052 | 907230 | 822819 |
| &nbsp;&nbsp;&nbsp;Pool QE1714, 3.00%, 05/01/2052 | 1360567 | 1233977 |
| &nbsp;&nbsp;&nbsp;Pool QE1717, 3.00%, 05/01/2052 | 1167606 | 1068274 |
| &nbsp;&nbsp;&nbsp;Pool QA2070, 3.50%, 08/01/2049 | 403518 | 385742 |
| &nbsp;&nbsp;&nbsp;Pool QA2301, 3.50%, 08/01/2049 | 273297 | 260967 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool QA3110, 3.50%, 09/01/2049 | $456209 | $434011 |
| &nbsp;&nbsp;&nbsp;Pool QA3982, 3.50%, 10/01/2049 | 89022 | 85281 |
| &nbsp;&nbsp;&nbsp;Pool QA4885, 3.50%, 11/01/2049 | 242658 | 231934 |
| &nbsp;&nbsp;&nbsp;Pool QA6536, 3.50%, 01/01/2050 | 455280 | 434922 |
| &nbsp;&nbsp;&nbsp;Pool QA7418, 3.50%, 02/01/2050 | 477102 | 456437 |
| &nbsp;&nbsp;&nbsp;Pool QE0367, 3.50%, 04/01/2052 | 370809 | 351602 |
| &nbsp;&nbsp;&nbsp;Pool QE0369, 3.50%, 04/01/2052 | 742144 | 706509 |
| &nbsp;&nbsp;&nbsp;Pool QE1713, 3.50%, 05/01/2052 | 1591674 | 1515267 |
| &nbsp;&nbsp;&nbsp;Pool QE1715, 3.50%, 05/01/2052 | 2230376 | 2107224 |
| &nbsp;&nbsp;&nbsp;Pool QE2624, 3.50%, 05/01/2052 | 928755 | 880574 |
| &nbsp;&nbsp;&nbsp;Pool QE7181, 3.50%, 06/01/2052 | 644906 | 609247 |
| &nbsp;&nbsp;&nbsp;Pool RA7611, 3.50%, 06/01/2052 | 1276934 | 1213425 |
| &nbsp;&nbsp;&nbsp;Pool QA2406, 4.00%, 09/01/2049 | 68819 | 67992 |
| &nbsp;&nbsp;&nbsp;Pool QA4064, 4.00%, 10/01/2049 | 274725 | 270344 |
| &nbsp;&nbsp;&nbsp;Pool QE1708, 4.00%, 05/01/2052 | 1401953 | 1377811 |
| &nbsp;&nbsp;&nbsp;Pool QE1709, 4.00%, 05/01/2052 | 608295 | 596533 |
| &nbsp;&nbsp;&nbsp;Pool QE2611, 4.00%, 05/01/2052 | 1110359 | 1081512 |
| &nbsp;&nbsp;&nbsp;Pool RA7612, 4.00%, 07/01/2052 | 1704300 | 1659890 |
| &nbsp;&nbsp;&nbsp;Pool QF0536, 4.00%, 09/01/2052 | 338266 | 330947 |
| &nbsp;&nbsp;&nbsp;Pool RA7570, 4.00%, 09/01/2052 | 590393 | 574917 |
| &nbsp;&nbsp;&nbsp;Pool QF3781, 4.00%, 11/01/2052 | 343852 | 335858 |
| &nbsp;&nbsp;&nbsp;Pool QF0540, 4.50%, 09/01/2052 | 825987 | 820169 |
| &nbsp;&nbsp;&nbsp;Pool RA8057, 4.50%, 09/01/2052 | 263641 | 262798 |
| &nbsp;&nbsp;&nbsp;Pool QF2487, 4.50%, 10/01/2052 | 782614 | 780526 |
| &nbsp;&nbsp;&nbsp;Pool QF3782, 4.50%, 11/01/2052 | 628938 | 623996 |
| &nbsp;&nbsp;&nbsp;Pool QF5327, 4.50%, 12/01/2052 | 590948 | 587963 |
| &nbsp;&nbsp;&nbsp;Pool QG0426, 4.50%, 04/01/2053 | 888788 | 880948 |
| &nbsp;&nbsp;&nbsp;Pool QG3359, 4.50%, 05/01/2053 | 563072 | 559180 |
| &nbsp;&nbsp;&nbsp;Pool QJ7060, 4.50%, 10/01/2054 | 148051 | 146751 |
| &nbsp;&nbsp;&nbsp;Pool QX0540, 4.50%, 11/01/2054 | 1689593 | 1673236 |
| &nbsp;&nbsp;&nbsp;Pool QZ9107, 4.50%, 11/01/2055 | 424154 | 420151 |
| &nbsp;&nbsp;&nbsp;Pool TA2201, 4.50%, 12/01/2055 | 3239083 | 3206685 |
| &nbsp;&nbsp;&nbsp;Pool TA5419, 4.50%, 02/01/2056 | 2412836 | 2388404 |
| &nbsp;&nbsp;&nbsp;Pool QF3779, 5.00%, 11/01/2052 | 2352436 | 2368996 |
| &nbsp;&nbsp;&nbsp;Pool QF5326, 5.00%, 01/01/2053 | 962171 | 970534 |
| &nbsp;&nbsp;&nbsp;Pool QF7077, 5.00%, 02/01/2053 | 308232 | 311018 |
| &nbsp;&nbsp;&nbsp;Pool QG0421, 5.00%, 04/01/2053 | 1706927 | 1725465 |
| &nbsp;&nbsp;&nbsp;Pool QG0424, 5.00%, 04/01/2053 | 2227122 | 2247994 |
| &nbsp;&nbsp;&nbsp;Pool QG3332, 5.00%, 05/01/2053 | 878896 | 884557 |
| &nbsp;&nbsp;&nbsp;Pool QG5425, 5.00%, 06/01/2053 | 2012041 | 2030311 |
| &nbsp;&nbsp;&nbsp;Pool QG8430, 5.00%, 07/01/2053 | 694872 | 699316 |
| &nbsp;&nbsp;&nbsp;Pool QH0480, 5.00%, 09/01/2053 | 142987 | 144274 |
| &nbsp;&nbsp;&nbsp;Pool QI4113, 5.00%, 04/01/2054 | 696539 | 701546 |
| &nbsp;&nbsp;&nbsp;Pool QJ3298, 5.00%, 09/01/2054 | 374212 | 377028 |
| &nbsp;&nbsp;&nbsp;Pool QJ7081, 5.00%, 10/01/2054 | 1449461 | 1460369 |
| &nbsp;&nbsp;&nbsp;Pool QX0527, 5.00%, 12/01/2054 | 2181131 | 2194945 |
| &nbsp;&nbsp;&nbsp;Pool QX2151, 5.00%, 12/01/2054 | 446415 | 448724 |
| &nbsp;&nbsp;&nbsp;Pool QX4012, 5.00%, 01/01/2055 | 669014 | 673694 |
| &nbsp;&nbsp;&nbsp;Pool QX9333, 5.00%, 02/01/2055 | 595207 | 603443 |
| &nbsp;&nbsp;&nbsp;Pool QX8827, 5.00%, 03/01/2055 | 143030 | 143701 |
| &nbsp;&nbsp;&nbsp;Pool QY3815, 5.00%, 05/01/2055 | 951096 | 961556 |
| &nbsp;&nbsp;&nbsp;Pool QY6271, 5.00%, 06/01/2055 | 889211 | 900546 |
| &nbsp;&nbsp;&nbsp;Pool QY9430, 5.00%, 07/01/2055 | 1271186 | 1280631 |
| &nbsp;&nbsp;&nbsp;Pool QZ3449, 5.00%, 09/01/2055 | 1094347 | 1100117 |
| &nbsp;&nbsp;&nbsp;Pool QZ9114, 5.00%, 11/01/2055 | 6895277 | 6931602 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool TA2205, 5.00%, 12/01/2055 | $9092118 | $9140016 |
| &nbsp;&nbsp;&nbsp;Pool TA5453, 5.00%, 02/01/2056 | 8723560 | 8769516 |
| &nbsp;&nbsp;&nbsp;Pool QF2486, 5.50%, 09/01/2052 | 1311840 | 1341320 |
| &nbsp;&nbsp;&nbsp;Pool QF3780, 5.50%, 11/01/2052 | 1502689 | 1540618 |
| &nbsp;&nbsp;&nbsp;Pool QF5328, 5.50%, 01/01/2053 | 756124 | 772373 |
| &nbsp;&nbsp;&nbsp;Pool QF7080, 5.50%, 02/01/2053 | 859946 | 877896 |
| &nbsp;&nbsp;&nbsp;Pool QG0437, 5.50%, 03/01/2053 | 730438 | 742492 |
| &nbsp;&nbsp;&nbsp;Pool QG3342, 5.50%, 05/01/2053 | 716949 | 729629 |
| &nbsp;&nbsp;&nbsp;Pool QG5427, 5.50%, 06/01/2053 | 395220 | 402583 |
| &nbsp;&nbsp;&nbsp;Pool QG8431, 5.50%, 07/01/2053 | 500517 | 509698 |
| &nbsp;&nbsp;&nbsp;Pool QH0481, 5.50%, 09/01/2053 | 581205 | 593013 |
| &nbsp;&nbsp;&nbsp;Pool QH5152, 5.50%, 11/01/2053 | 388353 | 395071 |
| &nbsp;&nbsp;&nbsp;Pool QI1387, 5.50%, 03/01/2054 | 104773 | 106968 |
| &nbsp;&nbsp;&nbsp;Pool QI4092, 5.50%, 04/01/2054 | 774830 | 787649 |
| &nbsp;&nbsp;&nbsp;Pool QI5646, 5.50%, 05/01/2054 | 286889 | 293379 |
| &nbsp;&nbsp;&nbsp;Pool QI8488, 5.50%, 06/01/2054 | 399698 | 406741 |
| &nbsp;&nbsp;&nbsp;Pool QJ0995, 5.50%, 07/01/2054 | 218419 | 223534 |
| &nbsp;&nbsp;&nbsp;Pool QX2154, 5.50%, 11/01/2054 | 668868 | 679905 |
| &nbsp;&nbsp;&nbsp;Pool QX0517, 5.50%, 12/01/2054 | 800632 | 814259 |
| &nbsp;&nbsp;&nbsp;Pool QX4040, 5.50%, 01/01/2055 | 2570298 | 2623030 |
| &nbsp;&nbsp;&nbsp;Pool QX4745, 5.50%, 01/01/2055 | 668338 | 684012 |
| &nbsp;&nbsp;&nbsp;Pool QX9332, 5.50%, 02/01/2055 | 263542 | 270238 |
| &nbsp;&nbsp;&nbsp;Pool QX8790, 5.50%, 03/01/2055 | 609466 | 620107 |
| &nbsp;&nbsp;&nbsp;Pool QX9120, 5.50%, 03/01/2055 | 381336 | 391350 |
| &nbsp;&nbsp;&nbsp;Pool QX9901, 5.50%, 04/01/2055 | 353632 | 361417 |
| &nbsp;&nbsp;&nbsp;Pool QY3788, 5.50%, 05/01/2055 | 2057208 | 2100253 |
| &nbsp;&nbsp;&nbsp;Pool QY6745, 5.50%, 05/01/2055 | 589367 | 604832 |
| &nbsp;&nbsp;&nbsp;Pool QY6274, 5.50%, 06/01/2055 | 2239015 | 2293102 |
| &nbsp;&nbsp;&nbsp;Pool QY9433, 5.50%, 07/01/2055 | 5921583 | 6050887 |
| &nbsp;&nbsp;&nbsp;Pool QZ3447, 5.50%, 09/01/2055 | 4387673 | 4463739 |
| &nbsp;&nbsp;&nbsp;Pool QZ9121, 5.50%, 11/01/2055 | 5252360 | 5344064 |
| &nbsp;&nbsp;&nbsp;Pool TA2199, 5.50%, 12/01/2055 | 3954454 | 4021677 |
| &nbsp;&nbsp;&nbsp;Pool TA5430, 5.50%, 02/01/2056 | 2754007 | 2802404 |
| &nbsp;&nbsp;&nbsp;Pool QF3783, 6.00%, 11/01/2052 | 609880 | 628968 |
| &nbsp;&nbsp;&nbsp;Pool QF5743, 6.00%, 01/01/2053 | 348178 | 359791 |
| &nbsp;&nbsp;&nbsp;Pool QF7079, 6.00%, 02/01/2053 | 415162 | 429008 |
| &nbsp;&nbsp;&nbsp;Pool QG0436, 6.00%, 04/01/2053 | 1162872 | 1193975 |
| &nbsp;&nbsp;&nbsp;Pool QG3340, 6.00%, 05/01/2053 | 1176925 | 1210206 |
| &nbsp;&nbsp;&nbsp;Pool QG5437, 6.00%, 06/01/2053 | 533068 | 548484 |
| &nbsp;&nbsp;&nbsp;Pool QG8432, 6.00%, 07/01/2053 | 200724 | 206474 |
| &nbsp;&nbsp;&nbsp;Pool QH0478, 6.00%, 09/01/2053 | 1646920 | 1693374 |
| &nbsp;&nbsp;&nbsp;Pool QH5153, 6.00%, 11/01/2053 | 863588 | 887947 |
| &nbsp;&nbsp;&nbsp;Pool QH7527, 6.00%, 12/01/2053 | 226128 | 232522 |
| &nbsp;&nbsp;&nbsp;Pool QI4106, 6.00%, 04/01/2054 | 669390 | 688282 |
| &nbsp;&nbsp;&nbsp;Pool QI5653, 6.00%, 05/01/2054 | 451974 | 467984 |
| &nbsp;&nbsp;&nbsp;Pool QI8485, 6.00%, 06/01/2054 | 512105 | 527447 |
| &nbsp;&nbsp;&nbsp;Pool QJ0983, 6.00%, 08/01/2054 | 1130737 | 1165101 |
| &nbsp;&nbsp;&nbsp;Pool SD8454, 6.00%, 08/01/2054 | 14070162 | 14440883 |
| &nbsp;&nbsp;&nbsp;Pool QJ3256, 6.00%, 09/01/2054 | 1029190 | 1058237 |
| &nbsp;&nbsp;&nbsp;Pool QX4010, 6.00%, 01/01/2055 | 677240 | 698470 |
| &nbsp;&nbsp;&nbsp;Pool QX8840, 6.00%, 03/01/2055 | 1058857 | 1087756 |
| &nbsp;&nbsp;&nbsp;Pool QX9121, 6.00%, 03/01/2055 | 755397 | 782794 |
| &nbsp;&nbsp;&nbsp;Pool QX9931, 6.00%, 04/01/2055 | 1882161 | 1933661 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool QY3776, 6.00%, 05/01/2055 | $2810343 | $2899625 |
| &nbsp;&nbsp;&nbsp;Pool QY6320, 6.00%, 06/01/2055 | 2633175 | 2737351 |
| &nbsp;&nbsp;&nbsp;Pool QY9427, 6.00%, 07/01/2055 | 5532971 | 5703308 |
| &nbsp;&nbsp;&nbsp;Pool QZ3446, 6.00%, 09/01/2055 | 4926443 | 5059650 |
| &nbsp;&nbsp;&nbsp;Pool QZ9126, 6.00%, 11/01/2055 | 3963036 | 4072516 |
| &nbsp;&nbsp;&nbsp;Pool TA2203, 6.00%, 12/01/2055 | 1239858 | 1275215 |
| &nbsp;&nbsp;&nbsp;Pool TA5440, 6.00%, 02/01/2056 | 1777957 | 1828270 |
| &nbsp;&nbsp;&nbsp;Pool QF5742, 6.50%, 01/01/2053 | 212282 | 222213 |
| &nbsp;&nbsp;&nbsp;Pool QH5154, 6.50%, 11/01/2053 | 568182 | 592895 |
| &nbsp;&nbsp;&nbsp;Pool QH7532, 6.50%, 12/01/2053 | 58691 | 61127 |
| &nbsp;&nbsp;&nbsp;Pool QI0785, 6.50%, 02/01/2054 | 297047 | 310790 |
| &nbsp;&nbsp;&nbsp;Pool QI4080, 6.50%, 04/01/2054 | 312561 | 325407 |
| &nbsp;&nbsp;&nbsp;Pool QI5648, 6.50%, 05/01/2054 | 308073 | 323080 |
| &nbsp;&nbsp;&nbsp;Pool QI8487, 6.50%, 06/01/2054 | 1493233 | 1555851 |
| &nbsp;&nbsp;&nbsp;Pool QJ0978, 6.50%, 07/01/2054 | 521760 | 545938 |
| &nbsp;&nbsp;&nbsp;Pool QX9895, 6.50%, 03/01/2055 | 465057 | 483492 |
| &nbsp;&nbsp;&nbsp;Pool QY6313, 6.50%, 06/01/2055 | 1486576 | 1546620 |
| &nbsp;&nbsp;&nbsp;Pool QY9432, 6.50%, 07/01/2055 | 1763734 | 1845292 |
| &nbsp;&nbsp;&nbsp;Pool QZ3451, 6.50%, 09/01/2055 | 1175528 | 1223755 |
| &nbsp;&nbsp;&nbsp;Pool QZ9124, 6.50%, 10/01/2055 | 498469 | 519126 |
| &nbsp;&nbsp;&nbsp;Pool QH5155, 7.00%, 11/01/2053 | 628915 | 660603 |
| &nbsp;&nbsp;&nbsp;Pool QH7533, 7.00%, 12/01/2053 | 498692 | 527084 |
| &nbsp;&nbsp;&nbsp;Pool QI8486, 7.00%, 06/01/2054 | 278919 | 293236 |
|  |  | 301037640 |
| &nbsp;&nbsp;&nbsp;**FHMS Multifamily - 4.36%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool KG03, 0.70%, 04/25/2029 (b) | 1030539 | 981760 |
| &nbsp;&nbsp;&nbsp;Pool P003, 0.83%, 02/25/2031 | 3364028 | 3086015 |
| &nbsp;&nbsp;&nbsp;Pool KG04, 0.85%, 06/25/2030 | 7314396 | 6871264 |
| &nbsp;&nbsp;&nbsp;Pool K123, 0.93%, 06/25/2030 | 2337660 | 2200710 |
| &nbsp;&nbsp;&nbsp;Pool K124, 0.96%, 08/25/2030 | 2453473 | 2305640 |
| &nbsp;&nbsp;&nbsp;Pool Q012, 1.01%, 08/25/2030 | 2876262 | 2733695 |
| &nbsp;&nbsp;&nbsp;Pool P009, 1.13%, 01/25/2031 | 13411191 | 12732658 |
| &nbsp;&nbsp;&nbsp;Pool WA4405, 1.15%, 05/01/2027 | 811279 | 796427 |
| &nbsp;&nbsp;&nbsp;Pool K131, 1.16%, 01/25/2031 | 3447266 | 3228140 |
| &nbsp;&nbsp;&nbsp;Pool P011, 1.20%, 09/25/2031 | 364302 | 342009 |
| &nbsp;&nbsp;&nbsp;Pool KG03, 1.30%, 06/25/2030 (b) | 8000000 | 7254444 |
| &nbsp;&nbsp;&nbsp;Pool WN1096, 1.46%, 01/01/2028 | 6120000 | 5874968 |
| &nbsp;&nbsp;&nbsp;Pool KSG1, 1.50%, 09/25/2030 | 3850000 | 3502105 |
| &nbsp;&nbsp;&nbsp;Pool K109, 1.56%, 04/25/2030 | 1500000 | 1379084 |
| &nbsp;&nbsp;&nbsp;Pool Q014, 1.56%, 01/25/2036 | 2244395 | 1904572 |
| &nbsp;&nbsp;&nbsp;Pool K741, 1.60%, 12/25/2027 | 19112822 | 18460830 |
| &nbsp;&nbsp;&nbsp;Pool 2021-ML08, 1.88%, 07/25/2037 | 1302218 | 1118116 |
| &nbsp;&nbsp;&nbsp;Pool WN0034, 1.94%, 04/01/2037 | 814286 | 651714 |
| &nbsp;&nbsp;&nbsp;Pool K747, 2.05%, 11/25/2028 (b) | 9000000 | 8635728 |
| &nbsp;&nbsp;&nbsp;Pool K140, 2.29%, 07/25/2031 | 454321 | 433230 |
| &nbsp;&nbsp;&nbsp;Pool K137, 2.35%, 11/25/2031 (b) | 3500000 | 3224327 |
| &nbsp;&nbsp;&nbsp;Pool KSG3, 2.65%, 05/25/2032 (b) | 1350000 | 1256446 |
| &nbsp;&nbsp;&nbsp;Pool K094, 2.70%, 04/25/2029 | 2469095 | 2425335 |
| &nbsp;&nbsp;&nbsp;Pool P013, 2.76%, 02/25/2032 (b) | 450000 | 418633 |
| &nbsp;&nbsp;&nbsp;Pool WA4420, 3.10%, 02/01/2029 | 3223631 | 3174444 |
| &nbsp;&nbsp;&nbsp;Pool K147, 3.39%, 02/25/2032 (b) | 498313 | 492016 |
| &nbsp;&nbsp;&nbsp;Pool KSG4, 3.40%, 08/25/2032 (b) | 6850000 | 6641011 |
| &nbsp;&nbsp;&nbsp;Pool F118, 3.88%, (SOFR30A+0.200%), 07/25/2028 (b) | 210335 | 209614 |
| &nbsp;&nbsp;&nbsp;Pool K556, 3.95%, 01/25/2031 | 9893000 | 9942598 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool WN1725, 4.25%, 11/01/2032 | $13254000 | $13411064 |
| &nbsp;&nbsp;&nbsp;Pool Q028, 4.36%, 07/25/2029 | 7485780 | 7605818 |
| &nbsp;&nbsp;&nbsp;Pool WN5174, 4.39%, 10/01/2029 | 4775000 | 4856631 |
| &nbsp;&nbsp;&nbsp;Pool WN5212, 4.55%, 11/01/2029 | 17303000 | 17684487 |
| &nbsp;&nbsp;&nbsp;Pool 2024-P016, 4.61%, 03/25/2029 (b) | 13217193 | 13468218 |
| &nbsp;&nbsp;&nbsp;Pool Q027, 4.66%, 08/25/2031 | 2853000 | 2959227 |
| &nbsp;&nbsp;&nbsp;Pool K502, 4.80%, 09/25/2028 (b) | 1200000 | 1227057 |
| &nbsp;&nbsp;&nbsp;Pool WN2590, 5.08%, 04/01/2029 | 1805000 | 1859577 |
|  |  | 175349612 |
| &nbsp;&nbsp;&nbsp;**FNMA Multifamily - 10.52%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool BS1033, 1.02%, 02/01/2028 | 6673485 | 6336908 |
| &nbsp;&nbsp;&nbsp;Pool BS1139, 1.04%, 02/01/2028 | 2242356 | 2133747 |
| &nbsp;&nbsp;&nbsp;Pool BL8108, 1.19%, 09/01/2032 | 2620977 | 2248783 |
| &nbsp;&nbsp;&nbsp;Pool BL7910, 1.23%, 08/01/2027 | 4561282 | 4397097 |
| &nbsp;&nbsp;&nbsp;Pool BL7892, 1.24%, 08/01/2030 | 5698971 | 5144740 |
| &nbsp;&nbsp;&nbsp;Pool BL7247, 1.25%, 06/01/2030 | 2737525 | 2484269 |
| &nbsp;&nbsp;&nbsp;Pool BL7686, 1.28%, 08/01/2030 | 2617741 | 2367875 |
| &nbsp;&nbsp;&nbsp;Pool BL7010, 1.30%, 06/01/2030 | 9434877 | 8562278 |
| &nbsp;&nbsp;&nbsp;Pool BL7898, 1.31%, 08/01/2032 | 3800000 | 3253563 |
| &nbsp;&nbsp;&nbsp;Pool BL8103, 1.32%, 12/01/2030 | 6369231 | 5727360 |
| &nbsp;&nbsp;&nbsp;Pool BL8000, 1.34%, 09/01/2030 | 4794735 | 4314220 |
| &nbsp;&nbsp;&nbsp;Pool BL8013, 1.36%, 08/01/2035 | 3932947 | 3168469 |
| &nbsp;&nbsp;&nbsp;Pool BL8014, 1.36%, 08/01/2035 | 3631795 | 2925855 |
| &nbsp;&nbsp;&nbsp;Pool BS0025, 1.38%, 12/01/2030 | 7069715 | 6373225 |
| &nbsp;&nbsp;&nbsp;Pool 2021-M1S, 1.38%, 12/25/2030 (b) | 11852148 | 10713557 |
| &nbsp;&nbsp;&nbsp;Pool BS0596, 1.38%, 01/01/2031 | 200000 | 178853 |
| &nbsp;&nbsp;&nbsp;Pool BL7636, 1.41%, 07/01/2032 | 1087147 | 943988 |
| &nbsp;&nbsp;&nbsp;Pool BL9838, 1.48%, 12/01/2030 | 2277822 | 2059657 |
| &nbsp;&nbsp;&nbsp;Pool BL6827, 1.50%, 06/01/2032 | 5327028 | 4708616 |
| &nbsp;&nbsp;&nbsp;Pool BL7673, 1.57%, 08/01/2037 | 7193174 | 5619920 |
| &nbsp;&nbsp;&nbsp;Pool BS1482, 1.61%, 03/01/2031 | 1339896 | 1213950 |
| &nbsp;&nbsp;&nbsp;Pool BS0391, 1.63%, 01/01/2033 | 4519378 | 3934292 |
| &nbsp;&nbsp;&nbsp;Pool BS0179, 1.67%, 01/01/2033 | 741048 | 647123 |
| &nbsp;&nbsp;&nbsp;Pool BS4667, 1.71%, 03/01/2029 | 3339631 | 3149982 |
| &nbsp;&nbsp;&nbsp;Pool BL7338, 1.81%, 07/01/2032 | 1597222 | 1422807 |
| &nbsp;&nbsp;&nbsp;Pool BS1977, 1.85%, 05/01/2031 | 3588718 | 3272397 |
| &nbsp;&nbsp;&nbsp;Pool BS2625, 1.89%, 07/01/2031 | 4645000 | 4179809 |
| &nbsp;&nbsp;&nbsp;Pool BL6240, 1.94%, 03/01/2030 | 722058 | 668413 |
| &nbsp;&nbsp;&nbsp;Pool BS1922, 2.03%, 05/01/2031 | 2000000 | 1834430 |
| &nbsp;&nbsp;&nbsp;Pool BL6159, 2.06%, 03/01/2030 | 1675685 | 1573404 |
| &nbsp;&nbsp;&nbsp;Pool 2022-M1S, 2.08%, 04/25/2032 (b) | 2500000 | 2262497 |
| &nbsp;&nbsp;&nbsp;Pool BL5261, 2.18%, 03/01/2030 | 1742520 | 1646188 |
| &nbsp;&nbsp;&nbsp;Pool BL6486, 2.31%, 04/01/2030 | 1470000 | 1373419 |
| &nbsp;&nbsp;&nbsp;Pool BL5452, 2.41%, 01/01/2030 | 3098673 | 2929606 |
| &nbsp;&nbsp;&nbsp;Pool BS5203, 2.41%, 04/01/2032 | 1082847 | 1001664 |
| &nbsp;&nbsp;&nbsp;Pool BL4589, 2.45%, 10/01/2029 | 995460 | 954961 |
| &nbsp;&nbsp;&nbsp;Pool BL5265, 2.47%, 01/01/2030 | 715833 | 685272 |
| &nbsp;&nbsp;&nbsp;Pool BS5218, 2.49%, 04/01/2032 | 5777000 | 5346095 |
| &nbsp;&nbsp;&nbsp;Pool BL4134, 2.52%, 02/01/2034 | 607097 | 551854 |
| &nbsp;&nbsp;&nbsp;Pool AN1428, 2.69%, 04/01/2026 | 499365 | 497692 |
| &nbsp;&nbsp;&nbsp;Pool AM0414, 2.87%, 09/01/2027 | 5626538 | 5555449 |
| &nbsp;&nbsp;&nbsp;Pool AN6823, 2.95%, 09/01/2029 | 2318660 | 2263502 |
| &nbsp;&nbsp;&nbsp;Pool AN5536, 2.97%, 05/01/2027 | 2870959 | 2843698 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BL2741, 2.97%, 06/01/2029 | $3053951 | $2989788 |
| &nbsp;&nbsp;&nbsp;Pool AN6926, 3.00%, 11/01/2032 | 879367 | 837096 |
| &nbsp;&nbsp;&nbsp;Pool BL4558, 3.00%, 11/01/2035 | 777689 | 710371 |
| &nbsp;&nbsp;&nbsp;Pool AN7354, 3.03%, 11/01/2027 | 2354930 | 2329074 |
| &nbsp;&nbsp;&nbsp;Pool AN5273, 3.06%, 05/01/2027 | 355888 | 352869 |
| &nbsp;&nbsp;&nbsp;Pool AN5758, 3.09%, 06/01/2027 | 1316218 | 1304143 |
| &nbsp;&nbsp;&nbsp;Pool BL2603, 3.10%, 05/01/2029 | 5030593 | 4905992 |
| &nbsp;&nbsp;&nbsp;Pool AN8521, 3.19%, 03/01/2028 | 2240266 | 2207131 |
| &nbsp;&nbsp;&nbsp;Pool AN6262, 3.20%, 08/01/2027 | 456650 | 453178 |
| &nbsp;&nbsp;&nbsp;Pool BL2561, 3.20%, 05/01/2029 | 4598800 | 4535058 |
| &nbsp;&nbsp;&nbsp;Pool AN6232, 3.20%, 08/01/2029 | 4532244 | 4463561 |
| &nbsp;&nbsp;&nbsp;Pool AN4133, 3.21%, 01/01/2033 | 204537 | 196874 |
| &nbsp;&nbsp;&nbsp;Pool AM8227, 3.21%, 03/01/2033 | 78688 | 75479 |
| &nbsp;&nbsp;&nbsp;Pool AN5792, 3.30%, 04/01/2034 | 852283 | 806883 |
| &nbsp;&nbsp;&nbsp;Pool BL2117, 3.31%, 04/01/2029 | 5925000 | 5861978 |
| &nbsp;&nbsp;&nbsp;Pool AM9780, 3.31%, 03/01/2031 | 343773 | 336414 |
| &nbsp;&nbsp;&nbsp;Pool BL2377, 3.34%, 05/01/2031 | 2630163 | 2574960 |
| &nbsp;&nbsp;&nbsp;Pool AN8814, 3.36%, 04/01/2028 | 859941 | 854403 |
| &nbsp;&nbsp;&nbsp;Pool AN4505, 3.36%, 02/01/2032 | 895834 | 873530 |
| &nbsp;&nbsp;&nbsp;Pool AN5418, 3.40%, 05/01/2033 | 750000 | 723407 |
| &nbsp;&nbsp;&nbsp;Pool AN8736, 3.48%, 05/01/2028 | 3816955 | 3801723 |
| &nbsp;&nbsp;&nbsp;Pool BS5750, 3.49%, 06/01/2032 | 5000000 | 4879973 |
| &nbsp;&nbsp;&nbsp;Pool BS5876, 3.59%, 06/01/2032 | 6000000 | 5888627 |
| &nbsp;&nbsp;&nbsp;Pool BS5528, 3.60%, 06/01/2032 | 2424434 | 2388231 |
| &nbsp;&nbsp;&nbsp;Pool BS5960, 3.64%, 06/01/2032 | 1200000 | 1161573 |
| &nbsp;&nbsp;&nbsp;Pool BS5916, 3.72%, 06/01/2032 | 9597703 | 9466134 |
| &nbsp;&nbsp;&nbsp;Pool BS6007, 3.77%, 07/01/2032 | 5288976 | 5246676 |
| &nbsp;&nbsp;&nbsp;Pool AN4171, 3.79%, 01/01/2035 | 714564 | 698268 |
| &nbsp;&nbsp;&nbsp;Pool AN9844, 3.80%, 07/01/2030 | 716967 | 718326 |
| &nbsp;&nbsp;&nbsp;Pool AM9376, 3.83%, 07/01/2045 | 405285 | 382168 |
| &nbsp;&nbsp;&nbsp;Pool AN0360, 3.95%, 12/01/2045 | 100000 | 89522 |
| &nbsp;&nbsp;&nbsp;Pool BZ6126, 4.08%, 01/01/2031 | 7515000 | 7594848 |
| &nbsp;&nbsp;&nbsp;Pool AN4676, 4.10%, 03/01/2047 | 1133055 | 1082924 |
| &nbsp;&nbsp;&nbsp;Pool BS6657, 4.14%, 09/01/2029 | 5548394 | 5553803 |
| &nbsp;&nbsp;&nbsp;Pool BS7738, 4.20%, 03/01/2033 | 2147000 | 2164656 |
| &nbsp;&nbsp;&nbsp;Pool BZ4015, 4.25%, 06/01/2032 | 5013000 | 5082639 |
| &nbsp;&nbsp;&nbsp;Pool BZ2063, 4.27%, 10/01/2029 | 1002925 | 1020637 |
| &nbsp;&nbsp;&nbsp;Pool BZ0520, 4.29%, 03/01/2034 | 3975000 | 4022767 |
| &nbsp;&nbsp;&nbsp;Pool BZ5158, 4.32%, 10/01/2030 | 1367009 | 1394648 |
| &nbsp;&nbsp;&nbsp;Pool BZ1957, 4.35%, 10/01/2034 | 14100000 | 14259945 |
| &nbsp;&nbsp;&nbsp;Pool BZ5988, 4.41%, 12/01/2030 | 10000000 | 10197736 |
| &nbsp;&nbsp;&nbsp;Pool BZ3372, 4.43%, 03/01/2030 | 2500000 | 2557492 |
| &nbsp;&nbsp;&nbsp;Pool BZ3454, 4.45%, 05/01/2035 | 3914000 | 3982441 |
| &nbsp;&nbsp;&nbsp;Pool BZ3803, 4.46%, 05/01/2030 | 4042439 | 4137370 |
| &nbsp;&nbsp;&nbsp;Pool BS8569, 4.48%, 05/01/2030 | 1219962 | 1250414 |
| &nbsp;&nbsp;&nbsp;Pool BS8239, 4.48%, 04/01/2033 | 8388000 | 8588364 |
| &nbsp;&nbsp;&nbsp;Pool BZ6095, 4.49%, 01/01/2031 | 1000000 | 1027079 |
| &nbsp;&nbsp;&nbsp;Pool BZ0525, 4.50%, 02/01/2029 | 2806556 | 2869781 |
| &nbsp;&nbsp;&nbsp;Pool 2023-M1S, 4.50%, 04/25/2033 (b) | 3810000 | 3914276 |
| &nbsp;&nbsp;&nbsp;Pool BZ1911, 4.55%, 09/01/2034 | 3415847 | 3508018 |
| &nbsp;&nbsp;&nbsp;Pool BS6963, 4.56%, 10/01/2029 | 4617473 | 4734139 |
| &nbsp;&nbsp;&nbsp;Pool BS7085, 4.57%, 11/01/2029 | 11219000 | 11480803 |
| &nbsp;&nbsp;&nbsp;Pool BS7448, 4.57%, 12/01/2032 | 5190255 | 5353433 |
| &nbsp;&nbsp;&nbsp;Pool BZ0408, 4.62%, 01/01/2034 | 3839708 | 3954872 |
| &nbsp;&nbsp;&nbsp;Pool BZ0204, 4.64%, 01/01/2034 | 2500000 | 2577844 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BS7955, 4.74%, 04/01/2033 | $1460324 | $1515054 |
| &nbsp;&nbsp;&nbsp;Pool BZ3013, 4.74%, 01/01/2035 | 8964000 | 9287597 |
| &nbsp;&nbsp;&nbsp;Pool BZ1929, 4.81%, 08/01/2034 | 1975407 | 2060867 |
| &nbsp;&nbsp;&nbsp;Pool BZ4657, 4.84%, 08/01/2035 | 9800000 | 10218688 |
| &nbsp;&nbsp;&nbsp;Pool 2024-M5, 4.85%, 08/25/2034 (b) | 4721000 | 4926291 |
| &nbsp;&nbsp;&nbsp;Pool BZ3541, 4.86%, 04/01/2035 | 2978808 | 3109783 |
| &nbsp;&nbsp;&nbsp;Pool BZ0312, 4.87%, 01/01/2029 | 2923427 | 3007225 |
| &nbsp;&nbsp;&nbsp;Pool BS9779, 4.87%, 11/01/2030 | 3593000 | 3743648 |
| &nbsp;&nbsp;&nbsp;Pool BS7278, 4.90%, 11/01/2027 | 7571108 | 7571108 |
| &nbsp;&nbsp;&nbsp;Pool BS8361, 4.91%, 05/01/2030 | 3025357 | 3121305 |
| &nbsp;&nbsp;&nbsp;Pool BZ1270, 4.91%, 12/01/2034 | 1709300 | 1792969 |
| &nbsp;&nbsp;&nbsp;Pool BZ0133, 4.92%, 12/01/2028 | 1400000 | 1441210 |
| &nbsp;&nbsp;&nbsp;Pool BS9538, 4.97%, 09/01/2033 | 4076360 | 4280216 |
| &nbsp;&nbsp;&nbsp;Pool BZ2963, 5.00%, 01/01/2032 | 4940000 | 5197942 |
| &nbsp;&nbsp;&nbsp;Pool BZ3345, 5.04%, 04/01/2035 | 17350753 | 18316932 |
| &nbsp;&nbsp;&nbsp;Pool BS9607, 5.06%, 09/01/2030 | 1000000 | 1047742 |
| &nbsp;&nbsp;&nbsp;Pool 466907, 5.13%, 03/01/2026 | 301733 | 301733 |
| &nbsp;&nbsp;&nbsp;Pool BZ3874, 5.13%, 05/01/2035 | 2000000 | 2126604 |
| &nbsp;&nbsp;&nbsp;Pool BZ0707, 5.14%, 04/01/2031 | 2110000 | 2206956 |
| &nbsp;&nbsp;&nbsp;Pool BS7201, 5.17%, 11/01/2032 | 4493886 | 4771341 |
| &nbsp;&nbsp;&nbsp;Pool 465394, 5.20%, 03/01/2026 | 406058 | 406058 |
| &nbsp;&nbsp;&nbsp;Pool BZ0167, 5.20%, 12/01/2028 | 2566000 | 2604204 |
| &nbsp;&nbsp;&nbsp;Pool BS7954, 5.55%, 04/01/2033 | 852478 | 886577 |
| &nbsp;&nbsp;&nbsp;Pool 467914, 6.10%, 04/01/2041 | 419428 | 418656 |
| &nbsp;&nbsp;&nbsp;Pool 463997, 6.12%, 12/01/2027 | 809097 | 809097 |
| &nbsp;&nbsp;&nbsp;Pool 464836, 6.23%, 03/01/2028 | 1315726 | 1315726 |
| &nbsp;&nbsp;&nbsp;Pool 465260, 6.33%, 06/01/2028 | 1199782 | 1199782 |
| &nbsp;&nbsp;&nbsp;Pool 464254, 6.34%, 11/01/2027 | 2199627 | 2199627 |
| &nbsp;&nbsp;&nbsp;Pool 464969, 6.34%, 04/01/2028 | 2255096 | 2255096 |
| &nbsp;&nbsp;&nbsp;Pool 464632, 6.50%, 02/01/2028 | 375997 | 375997 |
| &nbsp;&nbsp;&nbsp;Pool 465588, 6.55%, 07/01/2028 | 462148 | 462148 |
| &nbsp;&nbsp;&nbsp;Pool 464573, 6.72%, 02/01/2040 | 1977932 | 1977932 |
|  |  | 422851934 |
| &nbsp;&nbsp;&nbsp;**FNMA Single Family - 22.79%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool BU1090, 1.50%, 10/01/2036 | 206670 | 188951 |
| &nbsp;&nbsp;&nbsp;Pool BQ1545, 2.00%, 09/01/2050 | 2494103 | 2090069 |
| &nbsp;&nbsp;&nbsp;Pool BQ1571, 2.00%, 09/01/2050 | 3399510 | 2847616 |
| &nbsp;&nbsp;&nbsp;Pool BQ1603, 2.00%, 09/01/2050 | 1139993 | 963746 |
| &nbsp;&nbsp;&nbsp;Pool BQ2362, 2.00%, 09/01/2050 | 2615914 | 2191232 |
| &nbsp;&nbsp;&nbsp;Pool BQ3064, 2.00%, 09/01/2050 | 2129206 | 1783540 |
| &nbsp;&nbsp;&nbsp;Pool CA7182, 2.00%, 09/01/2050 | 1582316 | 1325435 |
| &nbsp;&nbsp;&nbsp;Pool BP7434, 2.00%, 10/01/2050 | 785570 | 658037 |
| &nbsp;&nbsp;&nbsp;Pool BQ3112, 2.00%, 10/01/2050 | 1754239 | 1468834 |
| &nbsp;&nbsp;&nbsp;Pool BQ4812, 2.00%, 10/01/2050 | 2789165 | 2335383 |
| &nbsp;&nbsp;&nbsp;Pool BQ4876, 2.00%, 10/01/2050 | 1715336 | 1436260 |
| &nbsp;&nbsp;&nbsp;Pool CA7287, 2.00%, 10/01/2050 | 1585890 | 1328428 |
| &nbsp;&nbsp;&nbsp;Pool BQ5814, 2.00%, 11/01/2050 | 1805234 | 1511532 |
| &nbsp;&nbsp;&nbsp;Pool BQ7638, 2.00%, 11/01/2050 | 1112195 | 940721 |
| &nbsp;&nbsp;&nbsp;Pool CA7661, 2.00%, 11/01/2050 | 2036679 | 1705323 |
| &nbsp;&nbsp;&nbsp;Pool CA8322, 2.00%, 12/01/2050 | 1950922 | 1632154 |
| &nbsp;&nbsp;&nbsp;Pool BR0679, 2.00%, 01/01/2051 | 2659189 | 2224695 |
| &nbsp;&nbsp;&nbsp;Pool BR1282, 2.00%, 01/01/2051 | 1362096 | 1139063 |
| &nbsp;&nbsp;&nbsp;Pool BQ4492, 2.00%, 02/01/2051 | 814422 | 685546 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BR3230, 2.00%, 02/01/2051 | $3410927 | $2870346 |
| &nbsp;&nbsp;&nbsp;Pool CA9082, 2.00%, 02/01/2051 | 2759871 | 2307962 |
| &nbsp;&nbsp;&nbsp;Pool BR4749, 2.00%, 03/01/2051 | 1203851 | 1012638 |
| &nbsp;&nbsp;&nbsp;Pool CB0668, 2.00%, 05/01/2051 | 1704592 | 1423080 |
| &nbsp;&nbsp;&nbsp;Pool MA4355, 2.00%, 06/01/2051 | 15539625 | 12973270 |
| &nbsp;&nbsp;&nbsp;Pool BT1268, 2.00%, 07/01/2051 | 2287392 | 1915628 |
| &nbsp;&nbsp;&nbsp;Pool BT1347, 2.00%, 07/01/2051 | 3033579 | 2547506 |
| &nbsp;&nbsp;&nbsp;Pool BR2232, 2.00%, 08/01/2051 | 721292 | 601667 |
| &nbsp;&nbsp;&nbsp;Pool BT2780, 2.00%, 08/01/2051 | 4832955 | 4045777 |
| &nbsp;&nbsp;&nbsp;Pool BT7189, 2.00%, 08/01/2051 | 2913582 | 2429352 |
| &nbsp;&nbsp;&nbsp;Pool BT9013, 2.00%, 08/01/2051 | 1118029 | 932606 |
| &nbsp;&nbsp;&nbsp;Pool BT7259, 2.00%, 09/01/2051 | 4041696 | 3368564 |
| &nbsp;&nbsp;&nbsp;Pool BT7351, 2.00%, 10/01/2051 | 4389262 | 3658243 |
| &nbsp;&nbsp;&nbsp;Pool BU1092, 2.00%, 10/01/2051 | 2834026 | 2369457 |
| &nbsp;&nbsp;&nbsp;Pool BU2995, 2.00%, 10/01/2051 | 1020326 | 857919 |
| &nbsp;&nbsp;&nbsp;Pool BU3147, 2.00%, 10/01/2051 | 437325 | 365636 |
| &nbsp;&nbsp;&nbsp;Pool CB1941, 2.00%, 10/01/2051 | 7869483 | 6556094 |
| &nbsp;&nbsp;&nbsp;Pool BU1004, 2.00%, 11/01/2051 | 2299047 | 1933103 |
| &nbsp;&nbsp;&nbsp;Pool BU7796, 2.00%, 11/01/2051 | 1261116 | 1054387 |
| &nbsp;&nbsp;&nbsp;Pool BU9860, 2.00%, 01/01/2052 | 879612 | 740286 |
| &nbsp;&nbsp;&nbsp;Pool BU9861, 2.00%, 01/01/2052 | 1672692 | 1396742 |
| &nbsp;&nbsp;&nbsp;Pool BT2173, 2.00%, 02/01/2052 | 1781792 | 1487842 |
| &nbsp;&nbsp;&nbsp;Pool BV3015, 2.00%, 02/01/2052 | 1630546 | 1358409 |
| &nbsp;&nbsp;&nbsp;Pool BV3016, 2.00%, 02/01/2052 | 1108105 | 932587 |
| &nbsp;&nbsp;&nbsp;Pool BV3213, 2.00%, 02/01/2052 | 1430142 | 1189957 |
| &nbsp;&nbsp;&nbsp;Pool BV4124, 2.00%, 02/01/2052 | 1128733 | 940348 |
| &nbsp;&nbsp;&nbsp;Pool BV4125, 2.00%, 02/01/2052 | 441589 | 370275 |
| &nbsp;&nbsp;&nbsp;Pool BV5522, 2.00%, 02/01/2052 | 275727 | 229708 |
| &nbsp;&nbsp;&nbsp;Pool CB2791, 2.00%, 02/01/2052 | 7322366 | 6092612 |
| &nbsp;&nbsp;&nbsp;Pool BP5424, 2.50%, 05/01/2050 | 633099 | 560397 |
| &nbsp;&nbsp;&nbsp;Pool CA5693, 2.50%, 05/01/2050 | 893136 | 788972 |
| &nbsp;&nbsp;&nbsp;Pool BP5447, 2.50%, 06/01/2050 | 362569 | 320824 |
| &nbsp;&nbsp;&nbsp;Pool BP5470, 2.50%, 06/01/2050 | 353304 | 312438 |
| &nbsp;&nbsp;&nbsp;Pool BP5498, 2.50%, 06/01/2050 | 706123 | 619454 |
| &nbsp;&nbsp;&nbsp;Pool BP8732, 2.50%, 06/01/2050 | 1020437 | 895190 |
| &nbsp;&nbsp;&nbsp;Pool CA6159, 2.50%, 06/01/2050 | 1074136 | 942631 |
| &nbsp;&nbsp;&nbsp;Pool BP8742, 2.50%, 07/01/2050 | 483109 | 423813 |
| &nbsp;&nbsp;&nbsp;Pool BP8759, 2.50%, 07/01/2050 | 926995 | 813217 |
| &nbsp;&nbsp;&nbsp;Pool BP8789, 2.50%, 07/01/2050 | 675862 | 597476 |
| &nbsp;&nbsp;&nbsp;Pool BP8814, 2.50%, 07/01/2050 | 330629 | 292716 |
| &nbsp;&nbsp;&nbsp;Pool BP9533, 2.50%, 07/01/2050 | 1411446 | 1237769 |
| &nbsp;&nbsp;&nbsp;Pool BP9534, 2.50%, 07/01/2050 | 925154 | 818357 |
| &nbsp;&nbsp;&nbsp;Pool BP9566, 2.50%, 07/01/2050 | 202963 | 179424 |
| &nbsp;&nbsp;&nbsp;Pool BP9596, 2.50%, 08/01/2050 | 383821 | 339740 |
| &nbsp;&nbsp;&nbsp;Pool BP9598, 2.50%, 08/01/2050 | 229623 | 203223 |
| &nbsp;&nbsp;&nbsp;Pool BQ0192, 2.50%, 08/01/2050 | 1162842 | 1027052 |
| &nbsp;&nbsp;&nbsp;Pool BQ0210, 2.50%, 08/01/2050 | 1521496 | 1345401 |
| &nbsp;&nbsp;&nbsp;Pool BQ0228, 2.50%, 08/01/2050 | 1274659 | 1123631 |
| &nbsp;&nbsp;&nbsp;Pool BQ0248, 2.50%, 08/01/2050 | 736125 | 649227 |
| &nbsp;&nbsp;&nbsp;Pool CA6683, 2.50%, 08/01/2050 | 2566801 | 2250163 |
| &nbsp;&nbsp;&nbsp;Pool BQ1546, 2.50%, 09/01/2050 | 2080747 | 1824068 |
| &nbsp;&nbsp;&nbsp;Pool BQ1572, 2.50%, 09/01/2050 | 2604003 | 2281967 |
| &nbsp;&nbsp;&nbsp;Pool BQ1604, 2.50%, 09/01/2050 | 1744130 | 1540078 |
| &nbsp;&nbsp;&nbsp;Pool BQ2363, 2.50%, 09/01/2050 | 1303607 | 1142390 |
| &nbsp;&nbsp;&nbsp;Pool BQ3065, 2.50%, 09/01/2050 | 2320679 | 2049174 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BQ3113, 2.50%, 10/01/2050 | $1033014 | $904941 |
| &nbsp;&nbsp;&nbsp;Pool BQ4813, 2.50%, 10/01/2050 | 2150690 | 1884047 |
| &nbsp;&nbsp;&nbsp;Pool BQ4877, 2.50%, 10/01/2050 | 635320 | 561722 |
| &nbsp;&nbsp;&nbsp;Pool CA7296, 2.50%, 10/01/2050 | 590002 | 517037 |
| &nbsp;&nbsp;&nbsp;Pool BQ7638, 2.50%, 11/01/2050 | 2073302 | 1825772 |
| &nbsp;&nbsp;&nbsp;Pool CA7663, 2.50%, 11/01/2050 | 1245791 | 1091338 |
| &nbsp;&nbsp;&nbsp;Pool BR2612, 2.50%, 02/01/2051 | 358133 | 316144 |
| &nbsp;&nbsp;&nbsp;Pool BR5455, 2.50%, 03/01/2051 | 806978 | 712475 |
| &nbsp;&nbsp;&nbsp;Pool BR7692, 2.50%, 04/01/2051 | 1049181 | 924286 |
| &nbsp;&nbsp;&nbsp;Pool BR9147, 2.50%, 05/01/2051 | 1830572 | 1613978 |
| &nbsp;&nbsp;&nbsp;Pool BT1269, 2.50%, 07/01/2051 | 3636554 | 3194518 |
| &nbsp;&nbsp;&nbsp;Pool BT2707, 2.50%, 07/01/2051 | 4175380 | 3665047 |
| &nbsp;&nbsp;&nbsp;Pool BT2781, 2.50%, 08/01/2051 | 2594630 | 2281893 |
| &nbsp;&nbsp;&nbsp;Pool BT7190, 2.50%, 08/01/2051 | 2174402 | 1907988 |
| &nbsp;&nbsp;&nbsp;Pool BT9012, 2.50%, 08/01/2051 | 466481 | 409526 |
| &nbsp;&nbsp;&nbsp;Pool BT7260, 2.50%, 09/01/2051 | 1580674 | 1389680 |
| &nbsp;&nbsp;&nbsp;Pool BU1093, 2.50%, 10/01/2051 | 2671947 | 2330741 |
| &nbsp;&nbsp;&nbsp;Pool CB2073, 2.50%, 11/01/2051 | 6820846 | 5949829 |
| &nbsp;&nbsp;&nbsp;Pool BU7797, 2.50%, 12/01/2051 | 830096 | 727973 |
| &nbsp;&nbsp;&nbsp;Pool BU7877, 2.50%, 12/01/2051 | 1185745 | 1043583 |
| &nbsp;&nbsp;&nbsp;Pool BU7879, 2.50%, 12/01/2051 | 720338 | 635069 |
| &nbsp;&nbsp;&nbsp;Pool BU7880, 2.50%, 12/01/2051 | 804714 | 710602 |
| &nbsp;&nbsp;&nbsp;Pool BU7876, 2.50%, 01/01/2052 | 1761538 | 1535497 |
| &nbsp;&nbsp;&nbsp;Pool BU7878, 2.50%, 01/01/2052 | 1300473 | 1144672 |
| &nbsp;&nbsp;&nbsp;Pool BU9862, 2.50%, 01/01/2052 | 637696 | 560531 |
| &nbsp;&nbsp;&nbsp;Pool BU9863, 2.50%, 01/01/2052 | 1105823 | 973012 |
| &nbsp;&nbsp;&nbsp;Pool CB2518, 2.50%, 01/01/2052 | 3576441 | 3117512 |
| &nbsp;&nbsp;&nbsp;Pool BT2174, 2.50%, 02/01/2052 | 936391 | 822216 |
| &nbsp;&nbsp;&nbsp;Pool BV3017, 2.50%, 02/01/2052 | 956538 | 838332 |
| &nbsp;&nbsp;&nbsp;Pool BV3214, 2.50%, 02/01/2052 | 585759 | 510413 |
| &nbsp;&nbsp;&nbsp;Pool BV4126, 2.50%, 02/01/2052 | 346672 | 303698 |
| &nbsp;&nbsp;&nbsp;Pool BV4855, 2.50%, 02/01/2052 | 496727 | 432654 |
| &nbsp;&nbsp;&nbsp;Pool CB2792, 2.50%, 02/01/2052 | 3103021 | 2703878 |
| &nbsp;&nbsp;&nbsp;Pool BT8101, 2.50%, 03/01/2052 | 679148 | 597135 |
| &nbsp;&nbsp;&nbsp;Pool BV5521, 2.50%, 03/01/2052 | 516962 | 450278 |
| &nbsp;&nbsp;&nbsp;Pool BV5364, 2.50%, 04/01/2052 | 259566 | 227944 |
| &nbsp;&nbsp;&nbsp;Pool BW1785, 2.50%, 04/01/2052 | 842162 | 733465 |
| &nbsp;&nbsp;&nbsp;Pool CB3337, 2.50%, 04/01/2052 | 857785 | 747005 |
| &nbsp;&nbsp;&nbsp;Pool AB6333, 3.00%, 09/01/2042 | 298207 | 280613 |
| &nbsp;&nbsp;&nbsp;Pool AP7482, 3.00%, 09/01/2042 | 26014 | 24487 |
| &nbsp;&nbsp;&nbsp;Pool AP9712, 3.00%, 09/01/2042 | 63920 | 60168 |
| &nbsp;&nbsp;&nbsp;Pool AB7486, 3.00%, 12/01/2042 | 539034 | 507232 |
| &nbsp;&nbsp;&nbsp;Pool AR5591, 3.00%, 01/01/2043 | 20066 | 18888 |
| &nbsp;&nbsp;&nbsp;Pool AT1983, 3.00%, 04/01/2043 | 313727 | 294269 |
| &nbsp;&nbsp;&nbsp;Pool AB9496, 3.00%, 05/01/2043 | 18951 | 17786 |
| &nbsp;&nbsp;&nbsp;Pool AR6415, 3.00%, 05/01/2043 | 158329 | 148509 |
| &nbsp;&nbsp;&nbsp;Pool AT0343, 3.00%, 05/01/2043 | 17245 | 16185 |
| &nbsp;&nbsp;&nbsp;Pool AS7134, 3.00%, 05/01/2046 | 501341 | 466937 |
| &nbsp;&nbsp;&nbsp;Pool AS7340, 3.00%, 06/01/2046 | 938208 | 868919 |
| &nbsp;&nbsp;&nbsp;Pool BC1141, 3.00%, 06/01/2046 | 258166 | 239100 |
| &nbsp;&nbsp;&nbsp;Pool AS7521, 3.00%, 07/01/2046 | 775463 | 718193 |
| &nbsp;&nbsp;&nbsp;Pool BD0472, 3.00%, 07/01/2046 | 197604 | 183011 |
| &nbsp;&nbsp;&nbsp;Pool AS7816, 3.00%, 08/01/2046 | 1429363 | 1323800 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BC2796, 3.00%, 08/01/2046 | $665615 | $616457 |
| &nbsp;&nbsp;&nbsp;Pool AS7899, 3.00%, 09/01/2046 | 611063 | 565934 |
| &nbsp;&nbsp;&nbsp;Pool BD6343, 3.00%, 09/01/2046 | 176475 | 164364 |
| &nbsp;&nbsp;&nbsp;Pool AS8079, 3.00%, 10/01/2046 | 1215471 | 1125705 |
| &nbsp;&nbsp;&nbsp;Pool BC4722, 3.00%, 10/01/2046 | 278752 | 258166 |
| &nbsp;&nbsp;&nbsp;Pool AS8290, 3.00%, 11/01/2046 | 1047539 | 970175 |
| &nbsp;&nbsp;&nbsp;Pool AS8463, 3.00%, 12/01/2046 | 1292865 | 1197383 |
| &nbsp;&nbsp;&nbsp;Pool BC9073, 3.00%, 12/01/2046 | 1332601 | 1234184 |
| &nbsp;&nbsp;&nbsp;Pool BD7042, 3.00%, 03/01/2047 | 329188 | 304522 |
| &nbsp;&nbsp;&nbsp;Pool BN6614, 3.00%, 05/01/2049 | 201913 | 184610 |
| &nbsp;&nbsp;&nbsp;Pool BN8885, 3.00%, 05/01/2049 | 152792 | 139698 |
| &nbsp;&nbsp;&nbsp;Pool BN6722, 3.00%, 06/01/2049 | 404194 | 369556 |
| &nbsp;&nbsp;&nbsp;Pool BN8907, 3.00%, 06/01/2049 | 83663 | 77038 |
| &nbsp;&nbsp;&nbsp;Pool BN8921, 3.00%, 06/01/2049 | 32881 | 30391 |
| &nbsp;&nbsp;&nbsp;Pool BO1800, 3.00%, 06/01/2049 | 1118287 | 1022454 |
| &nbsp;&nbsp;&nbsp;Pool BO1272, 3.00%, 07/01/2049 | 420256 | 384241 |
| &nbsp;&nbsp;&nbsp;Pool BO1283, 3.00%, 07/01/2049 | 166101 | 153394 |
| &nbsp;&nbsp;&nbsp;Pool CA3873, 3.00%, 07/01/2049 | 547827 | 500868 |
| &nbsp;&nbsp;&nbsp;Pool BN7692, 3.00%, 08/01/2049 | 174472 | 160593 |
| &nbsp;&nbsp;&nbsp;Pool BO1314, 3.00%, 08/01/2049 | 952261 | 870656 |
| &nbsp;&nbsp;&nbsp;Pool BO1318, 3.00%, 08/01/2049 | 831433 | 760183 |
| &nbsp;&nbsp;&nbsp;Pool BO1324, 3.00%, 08/01/2049 | 1558994 | 1425394 |
| &nbsp;&nbsp;&nbsp;Pool CA3957, 3.00%, 08/01/2049 | 1121084 | 1030831 |
| &nbsp;&nbsp;&nbsp;Pool BO2209, 3.00%, 09/01/2049 | 714173 | 652971 |
| &nbsp;&nbsp;&nbsp;Pool BO2957, 3.00%, 09/01/2049 | 756427 | 691604 |
| &nbsp;&nbsp;&nbsp;Pool BO2962, 3.00%, 09/01/2049 | 1117181 | 1021443 |
| &nbsp;&nbsp;&nbsp;Pool BO3017, 3.00%, 09/01/2049 | 1216888 | 1112605 |
| &nbsp;&nbsp;&nbsp;Pool BO3200, 3.00%, 09/01/2049 | 456285 | 417183 |
| &nbsp;&nbsp;&nbsp;Pool CA4244, 3.00%, 09/01/2049 | 255574 | 233672 |
| &nbsp;&nbsp;&nbsp;Pool BO5402, 3.00%, 10/01/2049 | 1196638 | 1100302 |
| &nbsp;&nbsp;&nbsp;Pool BO5431, 3.00%, 10/01/2049 | 771562 | 705442 |
| &nbsp;&nbsp;&nbsp;Pool BO5441, 3.00%, 10/01/2049 | 390209 | 359308 |
| &nbsp;&nbsp;&nbsp;Pool CA4331, 3.00%, 10/01/2049 | 2263470 | 2069499 |
| &nbsp;&nbsp;&nbsp;Pool BO4660, 3.00%, 11/01/2049 | 471075 | 430706 |
| &nbsp;&nbsp;&nbsp;Pool BO5348, 3.00%, 11/01/2049 | 1375487 | 1257613 |
| &nbsp;&nbsp;&nbsp;Pool BO5477, 3.00%, 11/01/2049 | 695256 | 639058 |
| &nbsp;&nbsp;&nbsp;Pool BO5487, 3.00%, 11/01/2049 | 888658 | 817116 |
| &nbsp;&nbsp;&nbsp;Pool CA4531, 3.00%, 11/01/2049 | 2852550 | 2608098 |
| &nbsp;&nbsp;&nbsp;Pool BO5371, 3.00%, 12/01/2049 | 492754 | 453733 |
| &nbsp;&nbsp;&nbsp;Pool BO6215, 3.00%, 12/01/2049 | 199622 | 182515 |
| &nbsp;&nbsp;&nbsp;Pool BO8900, 3.00%, 12/01/2049 | 576491 | 529892 |
| &nbsp;&nbsp;&nbsp;Pool BO8936, 3.00%, 01/01/2050 | 1110301 | 1015152 |
| &nbsp;&nbsp;&nbsp;Pool BO8980, 3.00%, 01/01/2050 | 504706 | 464738 |
| &nbsp;&nbsp;&nbsp;Pool CA5097, 3.00%, 01/01/2050 | 325208 | 297339 |
| &nbsp;&nbsp;&nbsp;Pool BO9005, 3.00%, 02/01/2050 | 568745 | 520005 |
| &nbsp;&nbsp;&nbsp;Pool BP1309, 3.00%, 02/01/2050 | 363868 | 335761 |
| &nbsp;&nbsp;&nbsp;Pool CA5237, 3.00%, 02/01/2050 | 925395 | 846092 |
| &nbsp;&nbsp;&nbsp;Pool BP1374, 3.00%, 03/01/2050 | 1035094 | 947853 |
| &nbsp;&nbsp;&nbsp;Pool BP1467, 3.00%, 03/01/2050 | 897082 | 826023 |
| &nbsp;&nbsp;&nbsp;Pool BP5412, 3.00%, 05/01/2050 | 346484 | 319407 |
| &nbsp;&nbsp;&nbsp;Pool BP5425, 3.00%, 05/01/2050 | 154353 | 142241 |
| &nbsp;&nbsp;&nbsp;Pool CA5694, 3.00%, 05/01/2050 | 1325014 | 1212515 |
| &nbsp;&nbsp;&nbsp;Pool BP5448, 3.00%, 06/01/2050 | 112510 | 103533 |
| &nbsp;&nbsp;&nbsp;Pool BP5471, 3.00%, 06/01/2050 | 162385 | 149375 |
| &nbsp;&nbsp;&nbsp;Pool BP5499, 3.00%, 06/01/2050 | 159950 | 146270 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BP8733, 3.00%, 06/01/2050 | $393872 | $360186 |
| &nbsp;&nbsp;&nbsp;Pool CA6160, 3.00%, 06/01/2050 | 313622 | 287395 |
| &nbsp;&nbsp;&nbsp;Pool BP8743, 3.00%, 07/01/2050 | 249108 | 229658 |
| &nbsp;&nbsp;&nbsp;Pool BP8760, 3.00%, 07/01/2050 | 155625 | 143316 |
| &nbsp;&nbsp;&nbsp;Pool BP8790, 3.00%, 07/01/2050 | 463744 | 426899 |
| &nbsp;&nbsp;&nbsp;Pool BP8815, 3.00%, 07/01/2050 | 410161 | 377573 |
| &nbsp;&nbsp;&nbsp;Pool BP9535, 3.00%, 07/01/2050 | 365794 | 336731 |
| &nbsp;&nbsp;&nbsp;Pool BP9536, 3.00%, 07/01/2050 | 708264 | 652481 |
| &nbsp;&nbsp;&nbsp;Pool BP9567, 3.00%, 07/01/2050 | 394719 | 364632 |
| &nbsp;&nbsp;&nbsp;Pool BP9597, 3.00%, 08/01/2050 | 436869 | 401732 |
| &nbsp;&nbsp;&nbsp;Pool BQ0193, 3.00%, 08/01/2050 | 358389 | 329455 |
| &nbsp;&nbsp;&nbsp;Pool BQ0211, 3.00%, 08/01/2050 | 92964 | 85715 |
| &nbsp;&nbsp;&nbsp;Pool BQ0229, 3.00%, 08/01/2050 | 436659 | 402135 |
| &nbsp;&nbsp;&nbsp;Pool BQ0249, 3.00%, 08/01/2050 | 258836 | 239026 |
| &nbsp;&nbsp;&nbsp;Pool BQ1573, 3.00%, 09/01/2050 | 1333906 | 1227117 |
| &nbsp;&nbsp;&nbsp;Pool BV4127, 3.00%, 03/01/2052 | 746364 | 681612 |
| &nbsp;&nbsp;&nbsp;Pool BV5365, 3.00%, 04/01/2052 | 980007 | 888939 |
| &nbsp;&nbsp;&nbsp;Pool BV5366, 3.00%, 04/01/2052 | 892094 | 815395 |
| &nbsp;&nbsp;&nbsp;Pool CB3338, 3.00%, 04/01/2052 | 3206459 | 2908496 |
| &nbsp;&nbsp;&nbsp;Pool BT8102, 3.00%, 05/01/2052 | 725237 | 659990 |
| &nbsp;&nbsp;&nbsp;Pool BV8519, 3.00%, 05/01/2052 | 1187493 | 1083128 |
| &nbsp;&nbsp;&nbsp;Pool BV8520, 3.00%, 05/01/2052 | 533824 | 488411 |
| &nbsp;&nbsp;&nbsp;Pool BW1786, 3.00%, 05/01/2052 | 934912 | 847926 |
| &nbsp;&nbsp;&nbsp;Pool AS0092, 3.50%, 07/01/2043 | 88968 | 86359 |
| &nbsp;&nbsp;&nbsp;Pool AU1769, 3.50%, 08/01/2043 | 95184 | 92572 |
| &nbsp;&nbsp;&nbsp;Pool AX4858, 3.50%, 12/01/2044 | 99728 | 96007 |
| &nbsp;&nbsp;&nbsp;Pool AX7551, 3.50%, 01/01/2045 | 60939 | 59136 |
| &nbsp;&nbsp;&nbsp;Pool AY4388, 3.50%, 02/01/2045 | 64022 | 61961 |
| &nbsp;&nbsp;&nbsp;Pool AS4536, 3.50%, 03/01/2045 | 50117 | 48409 |
| &nbsp;&nbsp;&nbsp;Pool AX9585, 3.50%, 03/01/2045 | 527466 | 505388 |
| &nbsp;&nbsp;&nbsp;Pool AY5019, 3.50%, 03/01/2045 | 68463 | 65597 |
| &nbsp;&nbsp;&nbsp;Pool AS4738, 3.50%, 04/01/2045 | 244003 | 233790 |
| &nbsp;&nbsp;&nbsp;Pool AY1387, 3.50%, 04/01/2045 | 34464 | 33355 |
| &nbsp;&nbsp;&nbsp;Pool AS4913, 3.50%, 05/01/2045 | 330379 | 316550 |
| &nbsp;&nbsp;&nbsp;Pool AY3458, 3.50%, 05/01/2045 | 112582 | 108886 |
| &nbsp;&nbsp;&nbsp;Pool AY8271, 3.50%, 05/01/2045 | 69349 | 66446 |
| &nbsp;&nbsp;&nbsp;Pool AS5117, 3.50%, 06/01/2045 | 312577 | 301922 |
| &nbsp;&nbsp;&nbsp;Pool AZ2274, 3.50%, 06/01/2045 | 100761 | 97453 |
| &nbsp;&nbsp;&nbsp;Pool AZ2316, 3.50%, 06/01/2045 | 43716 | 42226 |
| &nbsp;&nbsp;&nbsp;Pool AS5351, 3.50%, 07/01/2045 | 65595 | 62850 |
| &nbsp;&nbsp;&nbsp;Pool AZ0805, 3.50%, 07/01/2045 | 281594 | 269808 |
| &nbsp;&nbsp;&nbsp;Pool AZ5686, 3.50%, 07/01/2045 | 32980 | 31898 |
| &nbsp;&nbsp;&nbsp;Pool AS5579, 3.50%, 08/01/2045 | 76724 | 74204 |
| &nbsp;&nbsp;&nbsp;Pool AZ5696, 3.50%, 08/01/2045 | 19760 | 19162 |
| &nbsp;&nbsp;&nbsp;Pool AS5767, 3.50%, 09/01/2045 | 122484 | 117357 |
| &nbsp;&nbsp;&nbsp;Pool AZ2904, 3.50%, 09/01/2045 | 69568 | 66656 |
| &nbsp;&nbsp;&nbsp;Pool AZ9193, 3.50%, 09/01/2045 | 97487 | 94286 |
| &nbsp;&nbsp;&nbsp;Pool AS5917, 3.50%, 10/01/2045 | 196928 | 188686 |
| &nbsp;&nbsp;&nbsp;Pool AZ4755, 3.50%, 10/01/2045 | 91368 | 88368 |
| &nbsp;&nbsp;&nbsp;Pool AS6127, 3.50%, 11/01/2045 | 270774 | 261544 |
| &nbsp;&nbsp;&nbsp;Pool AS6309, 3.50%, 12/01/2045 | 172909 | 165671 |
| &nbsp;&nbsp;&nbsp;Pool BC0066, 3.50%, 12/01/2045 | 126910 | 122584 |
| &nbsp;&nbsp;&nbsp;Pool AS6467, 3.50%, 01/01/2046 | 577004 | 552853 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AS6616, 3.50%, 02/01/2046 | $394632 | $378114 |
| &nbsp;&nbsp;&nbsp;Pool BC0223, 3.50%, 02/01/2046 | 556805 | 533499 |
| &nbsp;&nbsp;&nbsp;Pool BC0226, 3.50%, 02/01/2046 | 94147 | 90997 |
| &nbsp;&nbsp;&nbsp;Pool AS6785, 3.50%, 03/01/2046 | 628810 | 602827 |
| &nbsp;&nbsp;&nbsp;Pool AS6956, 3.50%, 04/01/2046 | 949574 | 910337 |
| &nbsp;&nbsp;&nbsp;Pool BC0801, 3.50%, 04/01/2046 | 310792 | 297950 |
| &nbsp;&nbsp;&nbsp;Pool AS7135, 3.50%, 05/01/2046 | 94050 | 90373 |
| &nbsp;&nbsp;&nbsp;Pool BC6041, 3.50%, 05/01/2046 | 276657 | 265226 |
| &nbsp;&nbsp;&nbsp;Pool BD0456, 3.50%, 06/01/2046 | 15574 | 15053 |
| &nbsp;&nbsp;&nbsp;Pool BC9068, 3.50%, 12/01/2046 | 287070 | 275846 |
| &nbsp;&nbsp;&nbsp;Pool AS8635, 3.50%, 01/01/2047 | 1487042 | 1425596 |
| &nbsp;&nbsp;&nbsp;Pool AS8808, 3.50%, 02/01/2047 | 843767 | 808902 |
| &nbsp;&nbsp;&nbsp;Pool AS8918, 3.50%, 03/01/2047 | 2358987 | 2252049 |
| &nbsp;&nbsp;&nbsp;Pool BD7046, 3.50%, 03/01/2047 | 1942181 | 1854137 |
| &nbsp;&nbsp;&nbsp;Pool BE7198, 3.50%, 03/01/2047 | 292847 | 281121 |
| &nbsp;&nbsp;&nbsp;Pool AS9380, 3.50%, 04/01/2047 | 691160 | 659828 |
| &nbsp;&nbsp;&nbsp;Pool BH1139, 3.50%, 04/01/2047 | 21968 | 21124 |
| &nbsp;&nbsp;&nbsp;Pool BH1158, 3.50%, 04/01/2047 | 260156 | 248363 |
| &nbsp;&nbsp;&nbsp;Pool AS9548, 3.50%, 05/01/2047 | 1022802 | 976436 |
| &nbsp;&nbsp;&nbsp;Pool BD2416, 3.50%, 05/01/2047 | 718997 | 686403 |
| &nbsp;&nbsp;&nbsp;Pool AS9814, 3.50%, 06/01/2047 | 770462 | 735535 |
| &nbsp;&nbsp;&nbsp;Pool BE3687, 3.50%, 06/01/2047 | 434314 | 416806 |
| &nbsp;&nbsp;&nbsp;Pool BH5307, 3.50%, 06/01/2047 | 187528 | 180210 |
| &nbsp;&nbsp;&nbsp;Pool AS9943, 3.50%, 07/01/2047 | 1255917 | 1198983 |
| &nbsp;&nbsp;&nbsp;Pool BH5329, 3.50%, 07/01/2047 | 154098 | 147635 |
| &nbsp;&nbsp;&nbsp;Pool BH2607, 3.50%, 08/01/2047 | 123108 | 118145 |
| &nbsp;&nbsp;&nbsp;Pool CA0116, 3.50%, 08/01/2047 | 554482 | 532130 |
| &nbsp;&nbsp;&nbsp;Pool BH2671, 3.50%, 09/01/2047 | 765474 | 730774 |
| &nbsp;&nbsp;&nbsp;Pool BH5391, 3.50%, 09/01/2047 | 199434 | 191328 |
| &nbsp;&nbsp;&nbsp;Pool CA0408, 3.50%, 09/01/2047 | 121088 | 116207 |
| &nbsp;&nbsp;&nbsp;Pool BH4063, 3.50%, 10/01/2047 | 370675 | 355732 |
| &nbsp;&nbsp;&nbsp;Pool BH9370, 3.50%, 10/01/2047 | 68103 | 65559 |
| &nbsp;&nbsp;&nbsp;Pool CA0566, 3.50%, 10/01/2047 | 538985 | 514551 |
| &nbsp;&nbsp;&nbsp;Pool BH5746, 3.50%, 11/01/2047 | 844141 | 805874 |
| &nbsp;&nbsp;&nbsp;Pool CA0744, 3.50%, 11/01/2047 | 213907 | 205560 |
| &nbsp;&nbsp;&nbsp;Pool BH7046, 3.50%, 12/01/2047 | 1962517 | 1873551 |
| &nbsp;&nbsp;&nbsp;Pool BJ1663, 3.50%, 12/01/2047 | 633257 | 607901 |
| &nbsp;&nbsp;&nbsp;Pool CA0918, 3.50%, 12/01/2047 | 618503 | 590369 |
| &nbsp;&nbsp;&nbsp;Pool BH7097, 3.50%, 01/01/2048 | 1436955 | 1371815 |
| &nbsp;&nbsp;&nbsp;Pool BJ4551, 3.50%, 01/01/2048 | 647041 | 617709 |
| &nbsp;&nbsp;&nbsp;Pool BJ4562, 3.50%, 01/01/2048 | 333559 | 319672 |
| &nbsp;&nbsp;&nbsp;Pool CA1074, 3.50%, 01/01/2048 | 1334194 | 1278647 |
| &nbsp;&nbsp;&nbsp;Pool BH9270, 3.50%, 02/01/2048 | 1054943 | 1007120 |
| &nbsp;&nbsp;&nbsp;Pool BJ4611, 3.50%, 02/01/2048 | 821505 | 782389 |
| &nbsp;&nbsp;&nbsp;Pool BJ4612, 3.50%, 02/01/2048 | 273168 | 262065 |
| &nbsp;&nbsp;&nbsp;Pool CA1243, 3.50%, 02/01/2048 | 2135796 | 2038975 |
| &nbsp;&nbsp;&nbsp;Pool BJ0616, 3.50%, 03/01/2048 | 1319660 | 1256824 |
| &nbsp;&nbsp;&nbsp;Pool BJ0652, 3.50%, 03/01/2048 | 642521 | 611927 |
| &nbsp;&nbsp;&nbsp;Pool BK1959, 3.50%, 03/01/2048 | 586456 | 558532 |
| &nbsp;&nbsp;&nbsp;Pool BK1960, 3.50%, 03/01/2048 | 262098 | 251407 |
| &nbsp;&nbsp;&nbsp;Pool CA1415, 3.50%, 03/01/2048 | 1348928 | 1284698 |
| &nbsp;&nbsp;&nbsp;Pool BN5245, 3.50%, 02/01/2049 | 258496 | 247109 |
| &nbsp;&nbsp;&nbsp;Pool BN5344, 3.50%, 03/01/2049 | 298479 | 285330 |
| &nbsp;&nbsp;&nbsp;Pool BN6235, 3.50%, 04/01/2049 | 53353 | 50981 |
| &nbsp;&nbsp;&nbsp;Pool BN6245, 3.50%, 04/01/2049 | 23422 | 22381 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BN6283, 3.50%, 04/01/2049 | $324638 | $308782 |
| &nbsp;&nbsp;&nbsp;Pool BN6567, 3.50%, 04/01/2049 | 476801 | 453514 |
| &nbsp;&nbsp;&nbsp;Pool CA3399, 3.50%, 04/01/2049 | 813227 | 776842 |
| &nbsp;&nbsp;&nbsp;Pool BN6299, 3.50%, 05/01/2049 | 603470 | 573996 |
| &nbsp;&nbsp;&nbsp;Pool BN6619, 3.50%, 05/01/2049 | 433018 | 411869 |
| &nbsp;&nbsp;&nbsp;Pool BN8886, 3.50%, 05/01/2049 | 1013128 | 963646 |
| &nbsp;&nbsp;&nbsp;Pool CA3556, 3.50%, 05/01/2049 | 562197 | 537274 |
| &nbsp;&nbsp;&nbsp;Pool BN6735, 3.50%, 06/01/2049 | 672378 | 639538 |
| &nbsp;&nbsp;&nbsp;Pool BN8911, 3.50%, 06/01/2049 | 376887 | 360179 |
| &nbsp;&nbsp;&nbsp;Pool BN8922, 3.50%, 06/01/2049 | 441637 | 421878 |
| &nbsp;&nbsp;&nbsp;Pool BN8930, 3.50%, 06/01/2049 | 704058 | 672296 |
| &nbsp;&nbsp;&nbsp;Pool CA3738, 3.50%, 06/01/2049 | 618219 | 588025 |
| &nbsp;&nbsp;&nbsp;Pool BO1273, 3.50%, 07/01/2049 | 605944 | 578608 |
| &nbsp;&nbsp;&nbsp;Pool BO1284, 3.50%, 07/01/2049 | 718930 | 686998 |
| &nbsp;&nbsp;&nbsp;Pool BO1315, 3.50%, 07/01/2049 | 189649 | 181453 |
| &nbsp;&nbsp;&nbsp;Pool BO1795, 3.50%, 07/01/2049 | 376111 | 359144 |
| &nbsp;&nbsp;&nbsp;Pool CA3874, 3.50%, 07/01/2049 | 185216 | 176930 |
| &nbsp;&nbsp;&nbsp;Pool BO1319, 3.50%, 08/01/2049 | 1118145 | 1063534 |
| &nbsp;&nbsp;&nbsp;Pool BO1358, 3.50%, 08/01/2049 | 851141 | 809571 |
| &nbsp;&nbsp;&nbsp;Pool BO2963, 3.50%, 09/01/2049 | 595147 | 568535 |
| &nbsp;&nbsp;&nbsp;Pool BO5478, 3.50%, 11/01/2049 | 824965 | 788076 |
| &nbsp;&nbsp;&nbsp;Pool BO5488, 3.50%, 11/01/2049 | 550134 | 523265 |
| &nbsp;&nbsp;&nbsp;Pool BO5372, 3.50%, 12/01/2049 | 263288 | 250429 |
| &nbsp;&nbsp;&nbsp;Pool BO8937, 3.50%, 01/01/2050 | 75511 | 72174 |
| &nbsp;&nbsp;&nbsp;Pool BO9006, 3.50%, 02/01/2050 | 112612 | 107879 |
| &nbsp;&nbsp;&nbsp;Pool BP1310, 3.50%, 02/01/2050 | 288397 | 276460 |
| &nbsp;&nbsp;&nbsp;Pool BP1468, 3.50%, 03/01/2050 | 169314 | 162974 |
| &nbsp;&nbsp;&nbsp;Pool BV5367, 3.50%, 04/01/2052 | 560980 | 532326 |
| &nbsp;&nbsp;&nbsp;Pool BV5368, 3.50%, 04/01/2052 | 891987 | 849157 |
| &nbsp;&nbsp;&nbsp;Pool BV8521, 3.50%, 05/01/2052 | 2039341 | 1926737 |
| &nbsp;&nbsp;&nbsp;Pool BV8522, 3.50%, 05/01/2052 | 1589564 | 1513259 |
| &nbsp;&nbsp;&nbsp;Pool BV9871, 3.50%, 05/01/2052 | 544352 | 517278 |
| &nbsp;&nbsp;&nbsp;Pool CB3688, 3.50%, 05/01/2052 | 3415069 | 3226239 |
| &nbsp;&nbsp;&nbsp;Pool BT8242, 3.50%, 06/01/2052 | 345796 | 326676 |
| &nbsp;&nbsp;&nbsp;Pool BW1784, 3.50%, 06/01/2052 | 1208315 | 1146504 |
| &nbsp;&nbsp;&nbsp;Pool BW6010, 3.50%, 06/01/2052 | 1447190 | 1367170 |
| &nbsp;&nbsp;&nbsp;Pool CB3798, 3.50%, 06/01/2052 | 1161789 | 1097550 |
| &nbsp;&nbsp;&nbsp;Pool CB3986, 3.50%, 06/01/2052 | 2115564 | 1998587 |
| &nbsp;&nbsp;&nbsp;Pool AH0540, 4.00%, 12/01/2040 | 21552 | 21443 |
| &nbsp;&nbsp;&nbsp;Pool AH2979, 4.00%, 01/01/2041 | 20541 | 20438 |
| &nbsp;&nbsp;&nbsp;Pool AH5643, 4.00%, 01/01/2041 | 36584 | 36400 |
| &nbsp;&nbsp;&nbsp;Pool AH5671, 4.00%, 02/01/2041 | 36933 | 36952 |
| &nbsp;&nbsp;&nbsp;Pool AH8877, 4.00%, 04/01/2041 | 50452 | 50477 |
| &nbsp;&nbsp;&nbsp;Pool AI9871, 4.00%, 09/01/2041 | 22456 | 22467 |
| &nbsp;&nbsp;&nbsp;Pool AJ4024, 4.00%, 10/01/2041 | 56272 | 56301 |
| &nbsp;&nbsp;&nbsp;Pool AU9998, 4.00%, 09/01/2043 | 43652 | 43354 |
| &nbsp;&nbsp;&nbsp;Pool AS0716, 4.00%, 10/01/2043 | 151960 | 150925 |
| &nbsp;&nbsp;&nbsp;Pool AU6721, 4.00%, 10/01/2043 | 54556 | 54184 |
| &nbsp;&nbsp;&nbsp;Pool AV0191, 4.00%, 10/01/2043 | 32877 | 32653 |
| &nbsp;&nbsp;&nbsp;Pool AV0214, 4.00%, 10/01/2043 | 30071 | 29867 |
| &nbsp;&nbsp;&nbsp;Pool AS0929, 4.00%, 11/01/2043 | 105273 | 104556 |
| &nbsp;&nbsp;&nbsp;Pool AU6999, 4.00%, 11/01/2043 | 317006 | 314848 |
| &nbsp;&nbsp;&nbsp;Pool AU7007, 4.00%, 11/01/2043 | 61968 | 61546 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AS1368, 4.00%, 12/01/2043 | $33125 | $32899 |
| &nbsp;&nbsp;&nbsp;Pool AV0670, 4.00%, 12/01/2043 | 73190 | 72691 |
| &nbsp;&nbsp;&nbsp;Pool AS1427, 4.00%, 01/01/2044 | 86277 | 85689 |
| &nbsp;&nbsp;&nbsp;Pool AV6342, 4.00%, 01/01/2044 | 63669 | 63235 |
| &nbsp;&nbsp;&nbsp;Pool AS1671, 4.00%, 02/01/2044 | 29904 | 29618 |
| &nbsp;&nbsp;&nbsp;Pool AV5020, 4.00%, 02/01/2044 | 111065 | 110308 |
| &nbsp;&nbsp;&nbsp;Pool AS1877, 4.00%, 03/01/2044 | 14964 | 14827 |
| &nbsp;&nbsp;&nbsp;Pool AV7087, 4.00%, 03/01/2044 | 109539 | 108360 |
| &nbsp;&nbsp;&nbsp;Pool AW0985, 4.00%, 05/01/2044 | 42954 | 42526 |
| &nbsp;&nbsp;&nbsp;Pool AW3597, 4.00%, 06/01/2044 | 81245 | 80436 |
| &nbsp;&nbsp;&nbsp;Pool AW5358, 4.00%, 06/01/2044 | 45230 | 44815 |
| &nbsp;&nbsp;&nbsp;Pool AS2826, 4.00%, 07/01/2044 | 57474 | 56855 |
| &nbsp;&nbsp;&nbsp;Pool AW8968, 4.00%, 07/01/2044 | 14703 | 14574 |
| &nbsp;&nbsp;&nbsp;Pool AS3009, 4.00%, 08/01/2044 | 91544 | 90559 |
| &nbsp;&nbsp;&nbsp;Pool AS3493, 4.00%, 10/01/2044 | 178379 | 176532 |
| &nbsp;&nbsp;&nbsp;Pool AX0902, 4.00%, 10/01/2044 | 22820 | 22593 |
| &nbsp;&nbsp;&nbsp;Pool AX3165, 4.00%, 10/01/2044 | 9632 | 9563 |
| &nbsp;&nbsp;&nbsp;Pool AX4856, 4.00%, 12/01/2044 | 43882 | 43479 |
| &nbsp;&nbsp;&nbsp;Pool AX7550, 4.00%, 12/01/2044 | 43262 | 42882 |
| &nbsp;&nbsp;&nbsp;Pool AY5025, 4.00%, 03/01/2045 | 132296 | 130849 |
| &nbsp;&nbsp;&nbsp;Pool AY8277, 4.00%, 05/01/2045 | 36631 | 36115 |
| &nbsp;&nbsp;&nbsp;Pool AZ5697, 4.00%, 08/01/2045 | 21865 | 21660 |
| &nbsp;&nbsp;&nbsp;Pool AZ9195, 4.00%, 09/01/2045 | 25528 | 25228 |
| &nbsp;&nbsp;&nbsp;Pool BE7194, 4.00%, 03/01/2047 | 481123 | 474586 |
| &nbsp;&nbsp;&nbsp;Pool BE7216, 4.00%, 04/01/2047 | 418617 | 413541 |
| &nbsp;&nbsp;&nbsp;Pool BH1143, 4.00%, 04/01/2047 | 169235 | 166788 |
| &nbsp;&nbsp;&nbsp;Pool BD2419, 4.00%, 05/01/2047 | 962069 | 944324 |
| &nbsp;&nbsp;&nbsp;Pool BH1167, 4.00%, 05/01/2047 | 93490 | 92429 |
| &nbsp;&nbsp;&nbsp;Pool BE3689, 4.00%, 06/01/2047 | 1809463 | 1776090 |
| &nbsp;&nbsp;&nbsp;Pool BH5309, 4.00%, 06/01/2047 | 853950 | 842256 |
| &nbsp;&nbsp;&nbsp;Pool BE3762, 4.00%, 07/01/2047 | 607854 | 599067 |
| &nbsp;&nbsp;&nbsp;Pool BH5334, 4.00%, 07/01/2047 | 5227 | 5172 |
| &nbsp;&nbsp;&nbsp;Pool BH5335, 4.00%, 07/01/2047 | 135855 | 134314 |
| &nbsp;&nbsp;&nbsp;Pool BH5361, 4.00%, 08/01/2047 | 393381 | 387994 |
| &nbsp;&nbsp;&nbsp;Pool BH5395, 4.00%, 09/01/2047 | 410920 | 405938 |
| &nbsp;&nbsp;&nbsp;Pool BH4060, 4.00%, 10/01/2047 | 653762 | 641704 |
| &nbsp;&nbsp;&nbsp;Pool BH9379, 4.00%, 10/01/2047 | 106642 | 105517 |
| &nbsp;&nbsp;&nbsp;Pool BH5748, 4.00%, 11/01/2047 | 759716 | 745704 |
| &nbsp;&nbsp;&nbsp;Pool BJ4571, 4.00%, 01/01/2048 | 115622 | 114220 |
| &nbsp;&nbsp;&nbsp;Pool BK1957, 4.00%, 03/01/2048 | 103467 | 102212 |
| &nbsp;&nbsp;&nbsp;Pool BK1968, 4.00%, 03/01/2048 | 250483 | 245909 |
| &nbsp;&nbsp;&nbsp;Pool BK1969, 4.00%, 03/01/2048 | 413049 | 406738 |
| &nbsp;&nbsp;&nbsp;Pool BK2557, 4.00%, 03/01/2048 | 662679 | 652555 |
| &nbsp;&nbsp;&nbsp;Pool BJ2676, 4.00%, 04/01/2048 | 157249 | 154971 |
| &nbsp;&nbsp;&nbsp;Pool BK2008, 4.00%, 04/01/2048 | 435026 | 429062 |
| &nbsp;&nbsp;&nbsp;Pool BJ2752, 4.00%, 05/01/2048 | 818620 | 806114 |
| &nbsp;&nbsp;&nbsp;Pool BJ9235, 4.00%, 06/01/2048 | 1058915 | 1042737 |
| &nbsp;&nbsp;&nbsp;Pool BK5289, 4.00%, 06/01/2048 | 456856 | 450592 |
| &nbsp;&nbsp;&nbsp;Pool CA1934, 4.00%, 06/01/2048 | 1187024 | 1165346 |
| &nbsp;&nbsp;&nbsp;Pool BK0898, 4.00%, 07/01/2048 | 174196 | 171534 |
| &nbsp;&nbsp;&nbsp;Pool BK8813, 4.00%, 07/01/2048 | 588611 | 580085 |
| &nbsp;&nbsp;&nbsp;Pool CA2094, 4.00%, 07/01/2048 | 1234260 | 1211719 |
| &nbsp;&nbsp;&nbsp;Pool BK4747, 4.00%, 08/01/2048 | 323597 | 318909 |
| &nbsp;&nbsp;&nbsp;Pool BK8829, 4.00%, 08/01/2048 | 230879 | 227714 |
| &nbsp;&nbsp;&nbsp;Pool BH0713, 4.00%, 09/01/2048 | 51366 | 50703 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BK4815, 4.00%, 09/01/2048 | $589557 | $578790 |
| &nbsp;&nbsp;&nbsp;Pool BK8895, 4.00%, 09/01/2048 | 426014 | 420845 |
| &nbsp;&nbsp;&nbsp;Pool CA2315, 4.00%, 09/01/2048 | 326775 | 321783 |
| &nbsp;&nbsp;&nbsp;Pool BK7669, 4.00%, 10/01/2048 | 654047 | 644572 |
| &nbsp;&nbsp;&nbsp;Pool CA2532, 4.00%, 10/01/2048 | 976155 | 958328 |
| &nbsp;&nbsp;&nbsp;Pool BK7934, 4.00%, 11/01/2048 | 897613 | 881220 |
| &nbsp;&nbsp;&nbsp;Pool BH0723, 4.00%, 12/01/2048 | 146855 | 144841 |
| &nbsp;&nbsp;&nbsp;Pool BN0321, 4.00%, 12/01/2048 | 497812 | 488721 |
| &nbsp;&nbsp;&nbsp;Pool BN3958, 4.00%, 12/01/2048 | 274492 | 270515 |
| &nbsp;&nbsp;&nbsp;Pool CA2994, 4.00%, 01/01/2049 | 110386 | 108787 |
| &nbsp;&nbsp;&nbsp;Pool BN4338, 4.00%, 02/01/2049 | 119369 | 117829 |
| &nbsp;&nbsp;&nbsp;Pool BN4347, 4.00%, 02/01/2049 | 200292 | 197545 |
| &nbsp;&nbsp;&nbsp;Pool BN5288, 4.00%, 02/01/2049 | 897930 | 881532 |
| &nbsp;&nbsp;&nbsp;Pool CA3143, 4.00%, 02/01/2049 | 296176 | 291210 |
| &nbsp;&nbsp;&nbsp;Pool BN4373, 4.00%, 03/01/2049 | 617837 | 606085 |
| &nbsp;&nbsp;&nbsp;Pool BN4386, 4.00%, 03/01/2049 | 203199 | 199219 |
| &nbsp;&nbsp;&nbsp;Pool BN5350, 4.00%, 03/01/2049 | 276257 | 271626 |
| &nbsp;&nbsp;&nbsp;Pool BN6227, 4.00%, 03/01/2049 | 148743 | 146838 |
| &nbsp;&nbsp;&nbsp;Pool CA3270, 4.00%, 03/01/2049 | 194755 | 191490 |
| &nbsp;&nbsp;&nbsp;Pool BN6236, 4.00%, 04/01/2049 | 15479 | 15293 |
| &nbsp;&nbsp;&nbsp;Pool BN6247, 4.00%, 04/01/2049 | 59082 | 58233 |
| &nbsp;&nbsp;&nbsp;Pool BN6285, 4.00%, 04/01/2049 | 282927 | 277386 |
| &nbsp;&nbsp;&nbsp;Pool BN6563, 4.00%, 04/01/2049 | 84222 | 82572 |
| &nbsp;&nbsp;&nbsp;Pool BN6301, 4.00%, 05/01/2049 | 602009 | 592409 |
| &nbsp;&nbsp;&nbsp;Pool BN8894, 4.00%, 05/01/2049 | 492665 | 484406 |
| &nbsp;&nbsp;&nbsp;Pool BN8913, 4.00%, 06/01/2049 | 160038 | 157862 |
| &nbsp;&nbsp;&nbsp;Pool BN8923, 4.00%, 06/01/2049 | 334522 | 329188 |
| &nbsp;&nbsp;&nbsp;Pool BN8931, 4.00%, 06/01/2049 | 401075 | 395309 |
| &nbsp;&nbsp;&nbsp;Pool BO1274, 4.00%, 07/01/2049 | 82550 | 81493 |
| &nbsp;&nbsp;&nbsp;Pool BO1285, 4.00%, 07/01/2049 | 318078 | 313257 |
| &nbsp;&nbsp;&nbsp;Pool BO1316, 4.00%, 07/01/2049 | 37315 | 36867 |
| &nbsp;&nbsp;&nbsp;Pool BO1326, 4.00%, 08/01/2049 | 581834 | 572079 |
| &nbsp;&nbsp;&nbsp;Pool BO2971, 4.00%, 09/01/2049 | 140269 | 138473 |
| &nbsp;&nbsp;&nbsp;Pool BO5432, 4.00%, 10/01/2049 | 362881 | 357094 |
| &nbsp;&nbsp;&nbsp;Pool BO5373, 4.00%, 12/01/2049 | 107554 | 106176 |
| &nbsp;&nbsp;&nbsp;Pool BO8938, 4.00%, 01/01/2050 | 382849 | 377346 |
| &nbsp;&nbsp;&nbsp;Pool BO9007, 4.00%, 02/01/2050 | 198441 | 195589 |
| &nbsp;&nbsp;&nbsp;Pool BV8523, 4.00%, 05/01/2052 | 1436182 | 1403458 |
| &nbsp;&nbsp;&nbsp;Pool BV8524, 4.00%, 05/01/2052 | 1302530 | 1279999 |
| &nbsp;&nbsp;&nbsp;Pool BV9872, 4.00%, 05/01/2052 | 1024319 | 997707 |
| &nbsp;&nbsp;&nbsp;Pool BV9873, 4.00%, 05/01/2052 | 1519896 | 1493605 |
| &nbsp;&nbsp;&nbsp;Pool BW1787, 4.00%, 05/01/2052 | 94262 | 92107 |
| &nbsp;&nbsp;&nbsp;Pool BT8307, 4.00%, 06/01/2052 | 1024229 | 997540 |
| &nbsp;&nbsp;&nbsp;Pool CB3987, 4.00%, 06/01/2052 | 7092617 | 6907799 |
| &nbsp;&nbsp;&nbsp;Pool BW6011, 4.00%, 07/01/2052 | 746720 | 729550 |
| &nbsp;&nbsp;&nbsp;Pool CB4207, 4.00%, 07/01/2052 | 3975622 | 3872026 |
| &nbsp;&nbsp;&nbsp;Pool BX0008, 4.00%, 09/01/2052 | 194800 | 189694 |
| &nbsp;&nbsp;&nbsp;Pool CB6590, 4.00%, 06/01/2053 | 7276349 | 7083972 |
| &nbsp;&nbsp;&nbsp;Pool CB6626, 4.00%, 07/01/2053 | 6792459 | 6612173 |
| &nbsp;&nbsp;&nbsp;Pool CB6958, 4.00%, 08/01/2053 | 6751893 | 6571985 |
| &nbsp;&nbsp;&nbsp;Pool CB7018, 4.00%, 09/01/2053 | 7087801 | 6898209 |
| &nbsp;&nbsp;&nbsp;Pool MA5583, 4.00%, 01/01/2055 | 11350725 | 11035052 |
| &nbsp;&nbsp;&nbsp;Pool MA5611, 4.00%, 02/01/2055 | 40399677 | 39276132 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AC4095, 4.50%, 09/01/2039 | $3921 | $3977 |
| &nbsp;&nbsp;&nbsp;Pool AH6769, 4.50%, 03/01/2041 | 56992 | 57783 |
| &nbsp;&nbsp;&nbsp;Pool AI3491, 4.50%, 06/01/2041 | 89584 | 90830 |
| &nbsp;&nbsp;&nbsp;Pool AI5362, 4.50%, 06/01/2041 | 77365 | 78439 |
| &nbsp;&nbsp;&nbsp;Pool AI6155, 4.50%, 07/01/2041 | 96696 | 98071 |
| &nbsp;&nbsp;&nbsp;Pool AI8167, 4.50%, 08/01/2041 | 37506 | 38028 |
| &nbsp;&nbsp;&nbsp;Pool BH1145, 4.50%, 04/01/2047 | 95374 | 96785 |
| &nbsp;&nbsp;&nbsp;Pool BK2031, 4.50%, 04/01/2048 | 202264 | 204192 |
| &nbsp;&nbsp;&nbsp;Pool BK5278, 4.50%, 05/01/2048 | 558222 | 563543 |
| &nbsp;&nbsp;&nbsp;Pool BK5299, 4.50%, 06/01/2048 | 117767 | 119384 |
| &nbsp;&nbsp;&nbsp;Pool BK8815, 4.50%, 07/01/2048 | 74818 | 75768 |
| &nbsp;&nbsp;&nbsp;Pool BK8869, 4.50%, 09/01/2048 | 681047 | 688259 |
| &nbsp;&nbsp;&nbsp;Pool BK8905, 4.50%, 09/01/2048 | 309291 | 312566 |
| &nbsp;&nbsp;&nbsp;Pool BN0889, 4.50%, 11/01/2048 | 342213 | 345474 |
| &nbsp;&nbsp;&nbsp;Pool BN0323, 4.50%, 12/01/2048 | 250726 | 251381 |
| &nbsp;&nbsp;&nbsp;Pool BN4308, 4.50%, 12/01/2048 | 171369 | 173544 |
| &nbsp;&nbsp;&nbsp;Pool CA2842, 4.50%, 12/01/2048 | 370346 | 371313 |
| &nbsp;&nbsp;&nbsp;Pool BN5289, 4.50%, 01/01/2049 | 112181 | 113011 |
| &nbsp;&nbsp;&nbsp;Pool BN4339, 4.50%, 02/01/2049 | 183913 | 186248 |
| &nbsp;&nbsp;&nbsp;Pool BN4384, 4.50%, 03/01/2049 | 48375 | 48988 |
| &nbsp;&nbsp;&nbsp;Pool BN6238, 4.50%, 04/01/2049 | 96140 | 97055 |
| &nbsp;&nbsp;&nbsp;Pool BN6277, 4.50%, 04/01/2049 | 27481 | 27830 |
| &nbsp;&nbsp;&nbsp;Pool BN6302, 4.50%, 05/01/2049 | 7085 | 7174 |
| &nbsp;&nbsp;&nbsp;Pool BN8924, 4.50%, 06/01/2049 | 213833 | 215422 |
| &nbsp;&nbsp;&nbsp;Pool BN8932, 4.50%, 06/01/2049 | 74897 | 75532 |
| &nbsp;&nbsp;&nbsp;Pool BO1320, 4.50%, 08/01/2049 | 169973 | 171952 |
| &nbsp;&nbsp;&nbsp;Pool BW6012, 4.50%, 07/01/2052 | 461548 | 460038 |
| &nbsp;&nbsp;&nbsp;Pool BW5904, 4.50%, 08/01/2052 | 328185 | 325662 |
| &nbsp;&nbsp;&nbsp;Pool CB4293, 4.50%, 08/01/2052 | 5629206 | 5590078 |
| &nbsp;&nbsp;&nbsp;Pool BX0009, 4.50%, 09/01/2052 | 470411 | 467097 |
| &nbsp;&nbsp;&nbsp;Pool CB4717, 4.50%, 09/01/2052 | 7153589 | 7102534 |
| &nbsp;&nbsp;&nbsp;Pool CB4824, 4.50%, 10/01/2052 | 6638178 | 6590801 |
| &nbsp;&nbsp;&nbsp;Pool BX0443, 4.50%, 11/01/2052 | 1517009 | 1505087 |
| &nbsp;&nbsp;&nbsp;Pool BX4663, 4.50%, 11/01/2052 | 725591 | 720345 |
| &nbsp;&nbsp;&nbsp;Pool BX4161, 4.50%, 12/01/2052 | 359337 | 357627 |
| &nbsp;&nbsp;&nbsp;Pool CB5950, 4.50%, 03/01/2053 | 4105761 | 4072819 |
| &nbsp;&nbsp;&nbsp;Pool BX9384, 4.50%, 04/01/2053 | 258147 | 256558 |
| &nbsp;&nbsp;&nbsp;Pool CB6135, 4.50%, 04/01/2053 | 14310439 | 14194288 |
| &nbsp;&nbsp;&nbsp;Pool BY0168, 4.50%, 05/01/2053 | 549610 | 544687 |
| &nbsp;&nbsp;&nbsp;Pool CB6364, 4.50%, 05/01/2053 | 7735372 | 7672588 |
| &nbsp;&nbsp;&nbsp;Pool BY1804, 4.50%, 06/01/2053 | 560634 | 556953 |
| &nbsp;&nbsp;&nbsp;Pool CB6591, 4.50%, 06/01/2053 | 9131730 | 9055914 |
| &nbsp;&nbsp;&nbsp;Pool CB6627, 4.50%, 07/01/2053 | 8209727 | 8141565 |
| &nbsp;&nbsp;&nbsp;Pool CB7019, 4.50%, 09/01/2053 | 2627111 | 2604811 |
| &nbsp;&nbsp;&nbsp;Pool DC3503, 4.50%, 10/01/2054 | 304792 | 301878 |
| &nbsp;&nbsp;&nbsp;Pool CB9710, 4.50%, 12/01/2054 | 2784148 | 2759817 |
| &nbsp;&nbsp;&nbsp;Pool DC6985, 4.50%, 12/01/2054 | 1022079 | 1012612 |
| &nbsp;&nbsp;&nbsp;Pool CC1377, 4.50%, 11/01/2055 | 5181248 | 5135919 |
| &nbsp;&nbsp;&nbsp;Pool DF3673, 4.50%, 11/01/2055 | 192257 | 190448 |
| &nbsp;&nbsp;&nbsp;Pool CC1779, 4.50%, 12/01/2055 | 4001565 | 3966557 |
| &nbsp;&nbsp;&nbsp;Pool DG1531, 4.50%, 02/01/2056 | 2451857 | 2428716 |
| &nbsp;&nbsp;&nbsp;Pool CC1895, 4.50%, 03/01/2056 | 4433846 | 4425949 |
| &nbsp;&nbsp;&nbsp;Pool 890230, 5.00%, 07/01/2040 | 1905056 | 1970646 |
| &nbsp;&nbsp;&nbsp;Pool AD8500, 5.00%, 08/01/2040 | 70454 | 73400 |
| &nbsp;&nbsp;&nbsp;Pool AH6772, 5.00%, 03/01/2041 | 44307 | 46162 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AH8879, 5.00%, 04/01/2041 | $82432 | $85720 |
| &nbsp;&nbsp;&nbsp;Pool AI6154, 5.00%, 07/01/2041 | 89796 | 93236 |
| &nbsp;&nbsp;&nbsp;Pool BK5300, 5.00%, 05/01/2048 | 350942 | 359857 |
| &nbsp;&nbsp;&nbsp;Pool BK8817, 5.00%, 07/01/2048 | 83506 | 86113 |
| &nbsp;&nbsp;&nbsp;Pool BK8870, 5.00%, 09/01/2048 | 275425 | 281047 |
| &nbsp;&nbsp;&nbsp;Pool BN6239, 5.00%, 04/01/2049 | 32890 | 33467 |
| &nbsp;&nbsp;&nbsp;Pool BX0444, 5.00%, 11/01/2052 | 2351703 | 2368147 |
| &nbsp;&nbsp;&nbsp;Pool CB5052, 5.00%, 11/01/2052 | 21041255 | 21275516 |
| &nbsp;&nbsp;&nbsp;Pool BX4162, 5.00%, 12/01/2052 | 472753 | 476845 |
| &nbsp;&nbsp;&nbsp;Pool BX4662, 5.00%, 12/01/2052 | 676096 | 689731 |
| &nbsp;&nbsp;&nbsp;Pool BX4182, 5.00%, 01/01/2053 | 501144 | 505277 |
| &nbsp;&nbsp;&nbsp;Pool BX6155, 5.00%, 02/01/2053 | 129396 | 130236 |
| &nbsp;&nbsp;&nbsp;Pool BX9388, 5.00%, 03/01/2053 | 3183447 | 3207058 |
| &nbsp;&nbsp;&nbsp;Pool CB5794, 5.00%, 03/01/2053 | 13107577 | 13241202 |
| &nbsp;&nbsp;&nbsp;Pool CB5951, 5.00%, 03/01/2053 | 6189076 | 6266739 |
| &nbsp;&nbsp;&nbsp;Pool BX9387, 5.00%, 04/01/2053 | 1124011 | 1129970 |
| &nbsp;&nbsp;&nbsp;Pool BY0169, 5.00%, 05/01/2053 | 609845 | 613676 |
| &nbsp;&nbsp;&nbsp;Pool BY1805, 5.00%, 06/01/2053 | 2314285 | 2328760 |
| &nbsp;&nbsp;&nbsp;Pool BY8468, 5.00%, 08/01/2053 | 685227 | 691158 |
| &nbsp;&nbsp;&nbsp;Pool BY9981, 5.00%, 09/01/2053 | 195503 | 197474 |
| &nbsp;&nbsp;&nbsp;Pool CB7230, 5.00%, 10/01/2053 | 9461420 | 9571363 |
| &nbsp;&nbsp;&nbsp;Pool CB7459, 5.00%, 11/01/2053 | 6621708 | 6697628 |
| &nbsp;&nbsp;&nbsp;Pool CB7613, 5.00%, 12/01/2053 | 2137331 | 2161506 |
| &nbsp;&nbsp;&nbsp;Pool DB0787, 5.00%, 04/01/2054 | 127383 | 128219 |
| &nbsp;&nbsp;&nbsp;Pool DB2784, 5.00%, 05/01/2054 | 281678 | 283526 |
| &nbsp;&nbsp;&nbsp;Pool DC1301, 5.00%, 09/01/2054 | 228652 | 230012 |
| &nbsp;&nbsp;&nbsp;Pool DC3520, 5.00%, 10/01/2054 | 1896392 | 1910407 |
| &nbsp;&nbsp;&nbsp;Pool DC7885, 5.00%, 10/01/2054 | 672304 | 675782 |
| &nbsp;&nbsp;&nbsp;Pool DC9457, 5.00%, 11/01/2054 | 472266 | 476405 |
| &nbsp;&nbsp;&nbsp;Pool DC7000, 5.00%, 12/01/2054 | 1135842 | 1144389 |
| &nbsp;&nbsp;&nbsp;Pool DD1887, 5.00%, 12/01/2054 | 479476 | 483627 |
| &nbsp;&nbsp;&nbsp;Pool DC9745, 5.00%, 01/01/2055 | 772106 | 778398 |
| &nbsp;&nbsp;&nbsp;Pool CB9911, 5.00%, 02/01/2055 | 4201188 | 4241028 |
| &nbsp;&nbsp;&nbsp;Pool DD4264, 5.00%, 02/01/2055 | 130587 | 131679 |
| &nbsp;&nbsp;&nbsp;Pool BV1707, 5.00%, 05/01/2055 | 227413 | 229248 |
| &nbsp;&nbsp;&nbsp;Pool DD8474, 5.00%, 05/01/2055 | 478209 | 482763 |
| &nbsp;&nbsp;&nbsp;Pool CC0638, 5.00%, 07/01/2055 | 4980052 | 5027515 |
| &nbsp;&nbsp;&nbsp;Pool DE5982, 5.00%, 07/01/2055 | 829510 | 838633 |
| &nbsp;&nbsp;&nbsp;Pool CC0950, 5.00%, 09/01/2055 | 3197552 | 3228026 |
| &nbsp;&nbsp;&nbsp;Pool DE9416, 5.00%, 09/01/2055 | 547061 | 550225 |
| &nbsp;&nbsp;&nbsp;Pool CC1152, 5.00%, 10/01/2055 | 2506174 | 2526391 |
| &nbsp;&nbsp;&nbsp;Pool CC1379, 5.00%, 11/01/2055 | 5730574 | 5757444 |
| &nbsp;&nbsp;&nbsp;Pool DF3692, 5.00%, 11/01/2055 | 4185475 | 4206721 |
| &nbsp;&nbsp;&nbsp;Pool DF9038, 5.00%, 12/01/2055 | 2900094 | 2914815 |
| &nbsp;&nbsp;&nbsp;Pool CC1895, 5.00%, 02/01/2056 | 7390454 | 7500608 |
| &nbsp;&nbsp;&nbsp;Pool DG1553, 5.00%, 02/01/2056 | 5410417 | 5438920 |
| &nbsp;&nbsp;&nbsp;Pool BZ0017, 5.50%, 12/01/2033 | 5235000 | 5672071 |
| &nbsp;&nbsp;&nbsp;Pool 890246, 5.50%, 11/01/2038 | 855910 | 894800 |
| &nbsp;&nbsp;&nbsp;Pool BX0445, 5.50%, 11/01/2052 | 2444071 | 2497117 |
| &nbsp;&nbsp;&nbsp;Pool BX4163, 5.50%, 12/01/2052 | 838912 | 860639 |
| &nbsp;&nbsp;&nbsp;Pool CB5228, 5.50%, 12/01/2052 | 13542743 | 13909688 |
| &nbsp;&nbsp;&nbsp;Pool CB5391, 5.50%, 12/01/2052 | 5609924 | 5760513 |
| &nbsp;&nbsp;&nbsp;Pool BX4176, 5.50%, 01/01/2053 | 534740 | 545945 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BX6156, 5.50%, 02/01/2053 | $407998 | $418307 |
| &nbsp;&nbsp;&nbsp;Pool CB5607, 5.50%, 02/01/2053 | 1917663 | 1958689 |
| &nbsp;&nbsp;&nbsp;Pool CB5762, 5.50%, 02/01/2053 | 2401747 | 2466523 |
| &nbsp;&nbsp;&nbsp;Pool BX9385, 5.50%, 04/01/2053 | 595047 | 608144 |
| &nbsp;&nbsp;&nbsp;Pool BY0170, 5.50%, 05/01/2053 | 796661 | 811762 |
| &nbsp;&nbsp;&nbsp;Pool BY1806, 5.50%, 06/01/2053 | 439268 | 447200 |
| &nbsp;&nbsp;&nbsp;Pool BY8469, 5.50%, 08/01/2053 | 1585236 | 1612404 |
| &nbsp;&nbsp;&nbsp;Pool BY9982, 5.50%, 09/01/2053 | 1307233 | 1338207 |
| &nbsp;&nbsp;&nbsp;Pool CB7233, 5.50%, 10/01/2053 | 11589252 | 11882859 |
| &nbsp;&nbsp;&nbsp;Pool DA1488, 5.50%, 10/01/2053 | 620536 | 631449 |
| &nbsp;&nbsp;&nbsp;Pool CB7456, 5.50%, 11/01/2053 | 7667222 | 7863605 |
| &nbsp;&nbsp;&nbsp;Pool DA4978, 5.50%, 11/01/2053 | 210515 | 213959 |
| &nbsp;&nbsp;&nbsp;Pool CB7592, 5.50%, 12/01/2053 | 10908972 | 11186776 |
| &nbsp;&nbsp;&nbsp;Pool DA8573, 5.50%, 02/01/2054 | 550252 | 559848 |
| &nbsp;&nbsp;&nbsp;Pool CB8233, 5.50%, 03/01/2054 | 11814679 | 12093778 |
| &nbsp;&nbsp;&nbsp;Pool DB0789, 5.50%, 04/01/2054 | 1290077 | 1314406 |
| &nbsp;&nbsp;&nbsp;Pool DB2785, 5.50%, 05/01/2054 | 1642597 | 1675750 |
| &nbsp;&nbsp;&nbsp;Pool DB5325, 5.50%, 05/01/2054 | 769823 | 790149 |
| &nbsp;&nbsp;&nbsp;Pool DB6583, 5.50%, 06/01/2054 | 1185117 | 1211307 |
| &nbsp;&nbsp;&nbsp;Pool DB7487, 5.50%, 06/01/2054 | 463348 | 474810 |
| &nbsp;&nbsp;&nbsp;Pool DB8695, 5.50%, 08/01/2054 | 1407963 | 1436691 |
| &nbsp;&nbsp;&nbsp;Pool DC2233, 5.50%, 08/01/2054 | 728897 | 745318 |
| &nbsp;&nbsp;&nbsp;Pool CB9119, 5.50%, 09/01/2054 | 12326099 | 12617071 |
| &nbsp;&nbsp;&nbsp;Pool DC4910, 5.50%, 10/01/2054 | 752409 | 767935 |
| &nbsp;&nbsp;&nbsp;Pool DC7884, 5.50%, 10/01/2054 | 985872 | 1002292 |
| &nbsp;&nbsp;&nbsp;Pool CB9581, 5.50%, 11/01/2054 | 970097 | 986105 |
| &nbsp;&nbsp;&nbsp;Pool DC7017, 5.50%, 12/01/2054 | 1150289 | 1173979 |
| &nbsp;&nbsp;&nbsp;Pool DC9764, 5.50%, 01/01/2055 | 1627194 | 1664902 |
| &nbsp;&nbsp;&nbsp;Pool DD1888, 5.50%, 01/01/2055 | 570158 | 583371 |
| &nbsp;&nbsp;&nbsp;Pool CB9912, 5.50%, 02/01/2055 | 12755187 | 13055482 |
| &nbsp;&nbsp;&nbsp;Pool CC0071, 5.50%, 02/01/2055 | 1469710 | 1500462 |
| &nbsp;&nbsp;&nbsp;Pool DD3897, 5.50%, 02/01/2055 | 1511539 | 1542924 |
| &nbsp;&nbsp;&nbsp;Pool DD4282, 5.50%, 03/01/2055 | 1311873 | 1338095 |
| &nbsp;&nbsp;&nbsp;Pool DD5892, 5.50%, 03/01/2055 | 707236 | 719259 |
| &nbsp;&nbsp;&nbsp;Pool CC0361, 5.50%, 04/01/2055 | 2426412 | 2465357 |
| &nbsp;&nbsp;&nbsp;Pool DD6375, 5.50%, 04/01/2055 | 545929 | 557706 |
| &nbsp;&nbsp;&nbsp;Pool BV1706, 5.50%, 05/01/2055 | 266396 | 273165 |
| &nbsp;&nbsp;&nbsp;Pool DD8492, 5.50%, 05/01/2055 | 1389584 | 1423152 |
| &nbsp;&nbsp;&nbsp;Pool CC0639, 5.50%, 06/01/2055 | 3607752 | 3695467 |
| &nbsp;&nbsp;&nbsp;Pool DE1131, 5.50%, 06/01/2055 | 1037894 | 1060747 |
| &nbsp;&nbsp;&nbsp;Pool DE5983, 5.50%, 07/01/2055 | 977551 | 1000167 |
| &nbsp;&nbsp;&nbsp;Pool CC0951, 5.50%, 09/01/2055 | 9379565 | 9604239 |
| &nbsp;&nbsp;&nbsp;Pool DE9430, 5.50%, 09/01/2055 | 3374107 | 3432147 |
| &nbsp;&nbsp;&nbsp;Pool CC1157, 5.50%, 10/01/2055 | 6602313 | 6708284 |
| &nbsp;&nbsp;&nbsp;Pool DF3715, 5.50%, 11/01/2055 | 1418428 | 1443354 |
| &nbsp;&nbsp;&nbsp;Pool DF7488, 5.50%, 12/01/2055 | 1641400 | 1670860 |
| &nbsp;&nbsp;&nbsp;Pool DG1573, 5.50%, 02/01/2056 | 2204708 | 2242632 |
| &nbsp;&nbsp;&nbsp;Pool 890247, 6.00%, 09/01/2038 | 820486 | 873374 |
| &nbsp;&nbsp;&nbsp;Pool BX0446, 6.00%, 11/01/2052 | 733885 | 754721 |
| &nbsp;&nbsp;&nbsp;Pool BX4164, 6.00%, 12/01/2052 | 1236654 | 1272692 |
| &nbsp;&nbsp;&nbsp;Pool BX4177, 6.00%, 01/01/2053 | 1049242 | 1083246 |
| &nbsp;&nbsp;&nbsp;Pool BX6157, 6.00%, 02/01/2053 | 259795 | 267236 |
| &nbsp;&nbsp;&nbsp;Pool BX9386, 6.00%, 04/01/2053 | 1285156 | 1321154 |
| &nbsp;&nbsp;&nbsp;Pool BY0171, 6.00%, 05/01/2053 | 1213053 | 1251056 |
| &nbsp;&nbsp;&nbsp;Pool BY1807, 6.00%, 06/01/2053 | 619970 | 636197 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool BY8470, 6.00%, 08/01/2053 | $669475 | $690449 |
| &nbsp;&nbsp;&nbsp;Pool BY9983, 6.00%, 09/01/2053 | 376272 | 387049 |
| &nbsp;&nbsp;&nbsp;Pool DA1489, 6.00%, 10/01/2053 | 523836 | 539787 |
| &nbsp;&nbsp;&nbsp;Pool DA4979, 6.00%, 11/01/2053 | 680379 | 701096 |
| &nbsp;&nbsp;&nbsp;Pool CB7612, 6.00%, 12/01/2053 | 11893930 | 12304484 |
| &nbsp;&nbsp;&nbsp;Pool CB7745, 6.00%, 12/01/2053 | 8419352 | 8716096 |
| &nbsp;&nbsp;&nbsp;Pool DA5136, 6.00%, 01/01/2054 | 651710 | 671555 |
| &nbsp;&nbsp;&nbsp;Pool DA8574, 6.00%, 03/01/2054 | 1154090 | 1188994 |
| &nbsp;&nbsp;&nbsp;Pool DB0792, 6.00%, 04/01/2054 | 789686 | 811803 |
| &nbsp;&nbsp;&nbsp;Pool CB8426, 6.00%, 05/01/2054 | 5938076 | 6141672 |
| &nbsp;&nbsp;&nbsp;Pool DB2786, 6.00%, 05/01/2054 | 2367167 | 2430667 |
| &nbsp;&nbsp;&nbsp;Pool DB6590, 6.00%, 06/01/2054 | 1036369 | 1064184 |
| &nbsp;&nbsp;&nbsp;Pool CB8947, 6.00%, 07/01/2054 | 4684888 | 4845517 |
| &nbsp;&nbsp;&nbsp;Pool DB3721, 6.00%, 07/01/2054 | 283385 | 294713 |
| &nbsp;&nbsp;&nbsp;Pool DB8901, 6.00%, 07/01/2054 | 633831 | 655021 |
| &nbsp;&nbsp;&nbsp;Pool DB9723, 6.00%, 07/01/2054 | 1955726 | 2012141 |
| &nbsp;&nbsp;&nbsp;Pool DB8714, 6.00%, 08/01/2054 | 1090997 | 1124703 |
| &nbsp;&nbsp;&nbsp;Pool DC1339, 6.00%, 09/01/2054 | 1477001 | 1516641 |
| &nbsp;&nbsp;&nbsp;Pool DC4922, 6.00%, 10/01/2054 | 421190 | 433991 |
| &nbsp;&nbsp;&nbsp;Pool DC7028, 6.00%, 11/01/2054 | 432106 | 444016 |
| &nbsp;&nbsp;&nbsp;Pool DD0841, 6.00%, 01/01/2055 | 909007 | 936499 |
| &nbsp;&nbsp;&nbsp;Pool DD5559, 6.00%, 03/01/2055 | 662894 | 682798 |
| &nbsp;&nbsp;&nbsp;Pool DD5893, 6.00%, 03/01/2055 | 460352 | 476137 |
| &nbsp;&nbsp;&nbsp;Pool DD6403, 6.00%, 04/01/2055 | 128254 | 131933 |
| &nbsp;&nbsp;&nbsp;Pool DD8509, 6.00%, 05/01/2055 | 1335930 | 1380421 |
| &nbsp;&nbsp;&nbsp;Pool DE1158, 6.00%, 06/01/2055 | 1443506 | 1497069 |
| &nbsp;&nbsp;&nbsp;Pool DE5987, 6.00%, 07/01/2055 | 1559912 | 1608739 |
| &nbsp;&nbsp;&nbsp;Pool CC0952, 6.00%, 08/01/2055 | 2132692 | 2188062 |
| &nbsp;&nbsp;&nbsp;Pool DE9440, 6.00%, 09/01/2055 | 3941955 | 4049060 |
| &nbsp;&nbsp;&nbsp;Pool DF5624, 6.00%, 11/01/2055 | 1194716 | 1228950 |
| &nbsp;&nbsp;&nbsp;Pool DF7489, 6.00%, 12/01/2055 | 579100 | 595812 |
| &nbsp;&nbsp;&nbsp;Pool DG1592, 6.00%, 02/01/2056 | 1370345 | 1408828 |
| &nbsp;&nbsp;&nbsp;Pool 886136, 6.50%, 07/01/2036 | 126179 | 135141 |
| &nbsp;&nbsp;&nbsp;Pool 900106, 6.50%, 08/01/2036 | 41612 | 44578 |
| &nbsp;&nbsp;&nbsp;Pool 947771, 6.50%, 09/01/2037 | 24549 | 26370 |
| &nbsp;&nbsp;&nbsp;Pool BY9984, 6.50%, 09/01/2053 | 476886 | 497627 |
| &nbsp;&nbsp;&nbsp;Pool DA1490, 6.50%, 10/01/2053 | 212024 | 220644 |
| &nbsp;&nbsp;&nbsp;Pool DA4980, 6.50%, 11/01/2053 | 417474 | 435889 |
| &nbsp;&nbsp;&nbsp;Pool CB7746, 6.50%, 12/01/2053 | 10183016 | 10642162 |
| &nbsp;&nbsp;&nbsp;Pool DA5137, 6.50%, 12/01/2053 | 1175587 | 1225934 |
| &nbsp;&nbsp;&nbsp;Pool DA8575, 6.50%, 02/01/2054 | 971458 | 1010099 |
| &nbsp;&nbsp;&nbsp;Pool CB8427, 6.50%, 04/01/2054 | 5872571 | 6133175 |
| &nbsp;&nbsp;&nbsp;Pool DB0794, 6.50%, 04/01/2054 | 644717 | 671214 |
| &nbsp;&nbsp;&nbsp;Pool CB8456, 6.50%, 05/01/2054 | 3367669 | 3519283 |
| &nbsp;&nbsp;&nbsp;Pool DB2791, 6.50%, 05/01/2054 | 1903614 | 1980010 |
| &nbsp;&nbsp;&nbsp;Pool DB6592, 6.50%, 06/01/2054 | 3045845 | 3168081 |
| &nbsp;&nbsp;&nbsp;Pool CB8816, 6.50%, 07/01/2054 | 5104999 | 5331541 |
| &nbsp;&nbsp;&nbsp;Pool DC0192, 6.50%, 08/01/2054 | 1642000 | 1707454 |
| &nbsp;&nbsp;&nbsp;Pool DC1357, 6.50%, 09/01/2054 | 1658261 | 1727799 |
| &nbsp;&nbsp;&nbsp;Pool DD6426, 6.50%, 04/01/2055 | 930455 | 968687 |
| &nbsp;&nbsp;&nbsp;Pool DF0270, 6.50%, 09/01/2055 | 429750 | 447516 |
| &nbsp;&nbsp;&nbsp;Pool DA4981, 7.00%, 11/01/2053 | 652981 | 688172 |
| &nbsp;&nbsp;&nbsp;Pool DA5138, 7.00%, 01/01/2054 | 333848 | 354179 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool DA8576, 7.00%, 02/01/2054 | $548352 | $576060 |
| &nbsp;&nbsp;&nbsp;Pool DB2792, 7.00%, 05/01/2054 | 233907 | 247058 |
| &nbsp;&nbsp;&nbsp;Pool DB6593, 7.00%, 06/01/2054 | 75847 | 80144 |
| &nbsp;&nbsp;&nbsp;Pool DC0200, 7.00%, 07/01/2054 | 794961 | 835637 |
| &nbsp;&nbsp;&nbsp;Pool DA5139, 7.50%, 12/01/2053 | 331713 | 356538 |
|  |  | 916086742 |
| &nbsp;&nbsp;&nbsp;**FRESB Multifamily Mortgage Pass-Through Certificates - 0.47%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool 2021-SB87, 0.78%, 04/25/2041 (b) | 2013080 | 1996499 |
| &nbsp;&nbsp;&nbsp;Pool 2021-SB82, 0.86%, 12/25/2027 (b) | 1922717 | 1835293 |
| &nbsp;&nbsp;&nbsp;Pool 2021-SB87, 1.07%, 04/25/2028 (b) | 872436 | 828610 |
| &nbsp;&nbsp;&nbsp;Pool 2022-SB104, 2.66%, 08/25/2032 (b) | 1933059 | 1795809 |
| &nbsp;&nbsp;&nbsp;Pool 2022-SB104, 2.79%, 09/25/2042 (b) | 1870262 | 1823415 |
| &nbsp;&nbsp;&nbsp;Pool 2017-SB43, 3.00%, 10/25/2027 (b) | 322565 | 318445 |
| &nbsp;&nbsp;&nbsp;Pool 2025-SB121 A7F, 4.44%, 04/25/2032 (b) | 1499132 | 1518633 |
| &nbsp;&nbsp;&nbsp;Pool 2017-SB43, 4.49%, (SOFR30A+0.814%), 10/25/2037 (b) | 81441 | 81286 |
| &nbsp;&nbsp;&nbsp;Pool 2025-SB121 A10F, 4.60%, 02/25/2035 (b) | 954045 | 968881 |
| &nbsp;&nbsp;&nbsp;Pool 2025-SB118, 4.64%, 11/25/2031 (b) | 1422604 | 1454003 |
| &nbsp;&nbsp;&nbsp;Pool 2025-SB122, 4.68%, 05/25/2030 (b) | 4604514 | 4720018 |
| &nbsp;&nbsp;&nbsp;Pool 2025-SB122, 4.88%, 05/25/2035 (b) | 1499777 | 1546016 |
|  |  | 18886908 |
| &nbsp;&nbsp;&nbsp;**GNMA Multifamily - 11.27%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool 2021-36, 1.15%, 03/16/2057 | 574562 | 430651 |
| &nbsp;&nbsp;&nbsp;Pool 2021-47, 1.15%, 03/16/2061 | 4505677 | 3293693 |
| &nbsp;&nbsp;&nbsp;Pool 2021-28, 1.20%, 01/16/2062 | 2492218 | 1846253 |
| &nbsp;&nbsp;&nbsp;Pool 2021-186, 1.25%, 05/16/2052 | 4418994 | 3648951 |
| &nbsp;&nbsp;&nbsp;Pool 2021-51, 1.25%, 10/16/2062 | 860060 | 637788 |
| &nbsp;&nbsp;&nbsp;Pool 2020-135, 1.30%, 01/16/2063 | 1106782 | 817015 |
| &nbsp;&nbsp;&nbsp;Pool 2021-134 KQ, 1.40%, 03/16/2060 | 323746 | 244565 |
| &nbsp;&nbsp;&nbsp;Pool 2021-43, 1.40%, 03/16/2062 | 1265176 | 961557 |
| &nbsp;&nbsp;&nbsp;Pool 2022-3 AN, 1.50%, 09/16/2051 | 4652413 | 3948691 |
| &nbsp;&nbsp;&nbsp;Pool 2021-79, 1.50%, 10/16/2057 | 914676 | 747285 |
| &nbsp;&nbsp;&nbsp;Pool 2021-219 AJ, 1.50%, 11/16/2059 | 1090352 | 876675 |
| &nbsp;&nbsp;&nbsp;Pool 2021-217 AB, 1.50%, 12/16/2061 | 1289155 | 1102079 |
| &nbsp;&nbsp;&nbsp;Pool 2021-68, 1.50%, 12/16/2061 | 1187657 | 956744 |
| &nbsp;&nbsp;&nbsp;Pool 2022-2 AC, 1.50%, 01/16/2062 | 524962 | 419058 |
| &nbsp;&nbsp;&nbsp;Pool 2020-89 AB, 1.50%, 02/16/2062 | 386510 | 295421 |
| &nbsp;&nbsp;&nbsp;Pool 2020-69, 1.50%, 03/16/2062 | 897141 | 685096 |
| &nbsp;&nbsp;&nbsp;Pool 2021-164, 1.50%, 03/16/2062 | 2519412 | 2023779 |
| &nbsp;&nbsp;&nbsp;Pool 2020-139, 1.50%, 04/16/2062 | 705168 | 541738 |
| &nbsp;&nbsp;&nbsp;Pool 2021-210, 1.50%, 05/16/2062 | 466495 | 357071 |
| &nbsp;&nbsp;&nbsp;Pool 2020-158, 1.50%, 09/16/2062 | 2365682 | 1816786 |
| &nbsp;&nbsp;&nbsp;Pool 2020-170, 1.50%, 11/16/2062 | 374013 | 284393 |
| &nbsp;&nbsp;&nbsp;Pool 2021-183, 1.50%, 01/16/2063 | 1367129 | 1051337 |
| &nbsp;&nbsp;&nbsp;Pool 2021-40, 1.50%, 02/16/2063 | 679730 | 520861 |
| &nbsp;&nbsp;&nbsp;Pool 2021-21, 1.50%, 06/16/2063 | 4465037 | 3423049 |
| &nbsp;&nbsp;&nbsp;Pool 2022-7 AC, 1.50%, 01/16/2064 | 1760012 | 1358256 |
| &nbsp;&nbsp;&nbsp;Pool 2013-85 A, 1.55%, 09/16/2046 | 91178 | 85733 |
| &nbsp;&nbsp;&nbsp;Pool 2013-7 AC, 1.60%, 03/16/2047 | 347732 | 318359 |
| &nbsp;&nbsp;&nbsp;Pool 2021-75, 1.60%, 04/16/2062 | 2004651 | 1555126 |
| &nbsp;&nbsp;&nbsp;Pool 2020-197, 1.60%, 10/16/2062 | 3032233 | 2348825 |
| &nbsp;&nbsp;&nbsp;Pool 2022-21 AB, 1.60%, 12/16/2062 | 1306907 | 1031958 |
| &nbsp;&nbsp;&nbsp;Pool 2020-100, 1.65%, 04/16/2062 | 726340 | 578955 |
| &nbsp;&nbsp;&nbsp;Pool 2021-65, 1.65%, 12/16/2062 | 365406 | 284118 |
| &nbsp;&nbsp;&nbsp;Pool 2021-220 AC, 1.65%, 11/16/2063 | 4495850 | 3501983 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 2012-139 AB, 1.67%, 02/16/2053 | $28753 | $23456 |
| &nbsp;&nbsp;&nbsp;Pool 2021-90, 1.70%, 05/16/2061 | 1834151 | 1428811 |
| &nbsp;&nbsp;&nbsp;Pool 2013-50 AB, 1.73%, 05/16/2045 | 122485 | 116460 |
| &nbsp;&nbsp;&nbsp;Pool 2022-15 AP, 1.75%, 12/16/2055 | 1207893 | 980651 |
| &nbsp;&nbsp;&nbsp;Pool 2021-222 AP, 1.75%, 02/16/2056 | 5114786 | 4150981 |
| &nbsp;&nbsp;&nbsp;Pool 2022-14 AG, 1.75%, 01/01/2058 | 2062654 | 1636299 |
| &nbsp;&nbsp;&nbsp;Pool 2022-038, 1.75%, 01/16/2062 | 7149907 | 5576499 |
| &nbsp;&nbsp;&nbsp;Pool 2022-41 AD, 1.75%, 01/16/2062 | 1646764 | 1383519 |
| &nbsp;&nbsp;&nbsp;Pool 2021-80, 1.75%, 06/16/2062 | 1802550 | 1442333 |
| &nbsp;&nbsp;&nbsp;Pool 2022-8 AB, 1.75%, 07/16/2062 | 1395842 | 1137937 |
| &nbsp;&nbsp;&nbsp;Pool 2020-128, 1.75%, 10/16/2062 | 1854330 | 1443473 |
| &nbsp;&nbsp;&nbsp;Pool 2021-110 AC, 1.75%, 10/16/2062 | 131788 | 103653 |
| &nbsp;&nbsp;&nbsp;Pool 2021-33, 1.75%, 10/16/2062 | 1044177 | 816047 |
| &nbsp;&nbsp;&nbsp;Pool 2022-042, 1.75%, 03/16/2063 | 915609 | 731544 |
| &nbsp;&nbsp;&nbsp;Pool 2012-144 AD, 1.77%, 01/16/2053 | 87834 | 79496 |
| &nbsp;&nbsp;&nbsp;Pool 2012-99 AE, 1.80%, 02/16/2048 | 291208 | 253521 |
| &nbsp;&nbsp;&nbsp;Pool 2013-12 AB, 1.83%, 11/16/2052 | 68100 | 64783 |
| &nbsp;&nbsp;&nbsp;Pool 2013-72 AC, 1.88%, 05/16/2046 | 212827 | 198569 |
| &nbsp;&nbsp;&nbsp;Pool 2012-135 AC, 1.89%, 01/16/2053 (b) | 506259 | 425935 |
| &nbsp;&nbsp;&nbsp;Pool 2012-150 AB, 1.90%, 08/16/2044 | 5654 | 5567 |
| &nbsp;&nbsp;&nbsp;Pool 2012-120 A, 1.90%, 02/16/2053 | 575292 | 505675 |
| &nbsp;&nbsp;&nbsp;Pool 2020-71, 1.90%, 01/16/2062 | 615878 | 487566 |
| &nbsp;&nbsp;&nbsp;Pool 2022-115, 2.00%, 09/16/2048 | 8919274 | 8083251 |
| &nbsp;&nbsp;&nbsp;Pool 2013-128 AB, 2.00%, 10/16/2051 | 733880 | 657528 |
| &nbsp;&nbsp;&nbsp;Pool 2011-143, 2.00%, 10/16/2057 | 1251025 | 1005900 |
| &nbsp;&nbsp;&nbsp;Pool 2017-7, 2.00%, 11/16/2058 | 59087 | 48243 |
| &nbsp;&nbsp;&nbsp;Pool 2020-118 AC, 2.00%, 04/16/2062 | 559155 | 448692 |
| &nbsp;&nbsp;&nbsp;Pool 2020-91 AQ, 2.00%, 05/16/2062 | 1074691 | 849351 |
| &nbsp;&nbsp;&nbsp;Pool 2020-106 AG, 2.00%, 06/16/2062 | 702135 | 561286 |
| &nbsp;&nbsp;&nbsp;Pool 2020-111 AD, 2.00%, 09/15/2062 | 1381794 | 1112333 |
| &nbsp;&nbsp;&nbsp;Pool 2020-159, 2.00%, 10/16/2062 | 1374179 | 1103574 |
| &nbsp;&nbsp;&nbsp;Pool 2022-042, 2.00%, 10/16/2062 | 916128 | 760979 |
| &nbsp;&nbsp;&nbsp;Pool 2022-71 AH, 2.00%, 05/16/2063 | 1470610 | 1214367 |
| &nbsp;&nbsp;&nbsp;Pool 2022-035, 2.00%, 10/16/2063 (b) | 330511 | 270529 |
| &nbsp;&nbsp;&nbsp;Pool 2022-73 AK, 2.00%, 03/16/2064 | 1016326 | 821131 |
| &nbsp;&nbsp;&nbsp;Pool 2012-112 AD, 2.09%, 02/16/2053 | 54745 | 48106 |
| &nbsp;&nbsp;&nbsp;Pool 2012-114 A, 2.10%, 01/16/2053 (b) | 118396 | 105367 |
| &nbsp;&nbsp;&nbsp;Pool 2022-74 DA, 2.10%, 12/16/2058 (b) | 3214696 | 2618748 |
| &nbsp;&nbsp;&nbsp;Pool 2012-125 AB, 2.11%, 02/16/2053 (b) | 97090 | 82101 |
| &nbsp;&nbsp;&nbsp;Pool AA8478, 2.15%, 05/15/2035 | 201519 | 201519 |
| &nbsp;&nbsp;&nbsp;Pool AA8479, 2.15%, 11/15/2035 | 429497 | 429497 |
| &nbsp;&nbsp;&nbsp;Pool 2022-082, 2.15%, 12/16/2050 | 1316520 | 1165216 |
| &nbsp;&nbsp;&nbsp;Pool 2022-96 DA, 2.15%, 02/16/2057 | 725247 | 594273 |
| &nbsp;&nbsp;&nbsp;Pool 2022-72 AD, 2.15%, 04/16/2063 | 426754 | 351811 |
| &nbsp;&nbsp;&nbsp;Pool 2013-94 AB, 2.20%, 03/16/2054 | 105972 | 97515 |
| &nbsp;&nbsp;&nbsp;Pool 2016-152, 2.20%, 08/15/2058 | 1005362 | 830162 |
| &nbsp;&nbsp;&nbsp;Pool 2020-2020, 2.20%, 04/16/2061 | 438360 | 379695 |
| &nbsp;&nbsp;&nbsp;Pool 2020-70, 2.20%, 04/16/2062 | 501483 | 406669 |
| &nbsp;&nbsp;&nbsp;Pool AC5324, 2.23%, 09/15/2032 | 421732 | 421732 |
| &nbsp;&nbsp;&nbsp;Pool 2016-40, 2.25%, 03/16/2050 | 1921829 | 1735614 |
| &nbsp;&nbsp;&nbsp;Pool 2019-127, 2.25%, 08/16/2053 | 304421 | 255911 |
| &nbsp;&nbsp;&nbsp;Pool 2016-175, 2.25%, 09/16/2058 | 1560787 | 1288341 |
| &nbsp;&nbsp;&nbsp;Pool 2020-10, 2.25%, 05/16/2060 | 2025975 | 1783827 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 2020-48, 2.25%, 11/16/2061 | $1523263 | $1242542 |
| &nbsp;&nbsp;&nbsp;Pool 2022-149, 2.25%, 03/16/2062 | 4386151 | 4126751 |
| &nbsp;&nbsp;&nbsp;Pool 2021-112 AC, 2.25%, 10/16/2063 | 1284329 | 1045490 |
| &nbsp;&nbsp;&nbsp;Pool 2022-167, 2.30%, 10/16/2050 | 1333380 | 1243228 |
| &nbsp;&nbsp;&nbsp;Pool 2017-20, 2.30%, 09/16/2057 | 611737 | 517277 |
| &nbsp;&nbsp;&nbsp;Pool 2016-125, 2.30%, 12/16/2057 | 309679 | 255616 |
| &nbsp;&nbsp;&nbsp;Pool 2017-003, 2.30%, 09/16/2058 | 960106 | 796178 |
| &nbsp;&nbsp;&nbsp;Pool 2012-100 B, 2.31%, 11/16/2051 (b) | 204935 | 194431 |
| &nbsp;&nbsp;&nbsp;Pool 2015-125 AB, 2.35%, 04/16/2047 | 1019224 | 952200 |
| &nbsp;&nbsp;&nbsp;Pool 2016-87, 2.35%, 03/16/2058 | 259382 | 218578 |
| &nbsp;&nbsp;&nbsp;Pool 2020-26 AD, 2.35%, 04/15/2061 | 800536 | 676279 |
| &nbsp;&nbsp;&nbsp;Pool 2016-40, 2.40%, 06/16/2049 | 653264 | 590424 |
| &nbsp;&nbsp;&nbsp;Pool 2018-16, 2.40%, 03/16/2050 | 2924915 | 2701960 |
| &nbsp;&nbsp;&nbsp;Pool 2017-30, 2.40%, 03/16/2051 | 1020540 | 921000 |
| &nbsp;&nbsp;&nbsp;Pool 2018-26, 2.40%, 03/16/2052 | 1007485 | 958363 |
| &nbsp;&nbsp;&nbsp;Pool 2017-50, 2.40%, 01/16/2057 | 1898413 | 1582853 |
| &nbsp;&nbsp;&nbsp;Pool 2017-16, 2.40%, 01/16/2058 | 546169 | 464618 |
| &nbsp;&nbsp;&nbsp;Pool 2017-29, 2.40%, 01/16/2058 | 822292 | 731734 |
| &nbsp;&nbsp;&nbsp;Pool 2016-113, 2.40%, 02/16/2058 | 447502 | 372793 |
| &nbsp;&nbsp;&nbsp;Pool 2017-49, 2.40%, 05/16/2058 | 1081191 | 940062 |
| &nbsp;&nbsp;&nbsp;Pool 2017-41, 2.40%, 07/16/2058 | 274078 | 254635 |
| &nbsp;&nbsp;&nbsp;Pool 2020-24 AB, 2.40%, 08/16/2061 | 815723 | 692134 |
| &nbsp;&nbsp;&nbsp;Pool 2017-169, 2.45%, 03/16/2050 | 1009379 | 944632 |
| &nbsp;&nbsp;&nbsp;Pool 2020-23 AC, 2.45%, 02/16/2062 | 584098 | 493936 |
| &nbsp;&nbsp;&nbsp;Pool 2023-174 AE, 2.50%, 09/16/2046 (b) | 7429578 | 6987729 |
| &nbsp;&nbsp;&nbsp;Pool 2022-165, 2.50%, 05/16/2049 (b) | 8094359 | 7592577 |
| &nbsp;&nbsp;&nbsp;Pool 2017-111, 2.50%, 06/16/2051 | 58442 | 55554 |
| &nbsp;&nbsp;&nbsp;Pool 2015-114 AD, 2.50%, 11/15/2051 | 209681 | 204295 |
| &nbsp;&nbsp;&nbsp;Pool 2022-162, 2.50%, 04/16/2054 | 2077020 | 1861075 |
| &nbsp;&nbsp;&nbsp;Pool 2022-150, 2.50%, 07/16/2055 | 1192381 | 1100700 |
| &nbsp;&nbsp;&nbsp;Pool 2017-9, 2.50%, 09/16/2056 | 399542 | 337620 |
| &nbsp;&nbsp;&nbsp;Pool 2017-157, 2.50%, 10/16/2056 | 346031 | 315176 |
| &nbsp;&nbsp;&nbsp;Pool 2017-28, 2.50%, 02/16/2057 | 1565987 | 1318870 |
| &nbsp;&nbsp;&nbsp;Pool 2016-36 A, 2.50%, 03/16/2057 | 109348 | 96431 |
| &nbsp;&nbsp;&nbsp;Pool 2017-72, 2.50%, 04/16/2057 | 375942 | 317117 |
| &nbsp;&nbsp;&nbsp;Pool 2016-71, 2.50%, 10/16/2057 | 994565 | 841936 |
| &nbsp;&nbsp;&nbsp;Pool 2017-46, 2.50%, 11/16/2057 | 1326363 | 1117652 |
| &nbsp;&nbsp;&nbsp;Pool 2017-64, 2.50%, 11/16/2057 | 332210 | 279208 |
| &nbsp;&nbsp;&nbsp;Pool 2017-22, 2.50%, 12/16/2057 | 2190947 | 1860940 |
| &nbsp;&nbsp;&nbsp;Pool 2017-47, 2.50%, 08/16/2058 | 240900 | 215101 |
| &nbsp;&nbsp;&nbsp;Pool 2017-81, 2.50%, 09/16/2058 | 210822 | 180998 |
| &nbsp;&nbsp;&nbsp;Pool 2017-97, 2.50%, 09/16/2058 | 215201 | 184028 |
| &nbsp;&nbsp;&nbsp;Pool 2018-3, 2.50%, 10/16/2058 | 2466679 | 2145185 |
| &nbsp;&nbsp;&nbsp;Pool 2017-154, 2.50%, 12/16/2058 | 1624563 | 1375733 |
| &nbsp;&nbsp;&nbsp;Pool 2017-127, 2.50%, 02/16/2059 | 461865 | 390415 |
| &nbsp;&nbsp;&nbsp;Pool 2017-143, 2.50%, 02/16/2059 | 791535 | 667046 |
| &nbsp;&nbsp;&nbsp;Pool 2018-75, 2.50%, 04/16/2059 | 540918 | 493290 |
| &nbsp;&nbsp;&nbsp;Pool 2017-191, 2.50%, 07/16/2059 (b) | 2076031 | 1739673 |
| &nbsp;&nbsp;&nbsp;Pool 2018-2, 2.50%, 07/16/2059 | 390584 | 330872 |
| &nbsp;&nbsp;&nbsp;Pool 2017-169, 2.50%, 09/16/2059 | 60006 | 50839 |
| &nbsp;&nbsp;&nbsp;Pool 2019-141, 2.50%, 08/16/2060 | 800104 | 676456 |
| &nbsp;&nbsp;&nbsp;Pool 2020-8 AL, 2.50%, 01/16/2061 | 269523 | 234989 |
| &nbsp;&nbsp;&nbsp;Pool 2019-107, 2.50%, 02/16/2061 | 456052 | 382821 |
| &nbsp;&nbsp;&nbsp;Pool 2020-2 AH, 2.50%, 02/16/2061 | 2183122 | 1880227 |
| &nbsp;&nbsp;&nbsp;Pool 2019-147 AE, 2.50%, 06/16/2061 | 577944 | 484351 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 2020-72, 2.50%, 02/16/2062 | $1496615 | $1269316 |
| &nbsp;&nbsp;&nbsp;Pool 2020-10 AC, 2.50%, 04/16/2062 | 1218877 | 1030130 |
| &nbsp;&nbsp;&nbsp;Pool 2016-64, 2.55%, 12/16/2057 | 708622 | 601476 |
| &nbsp;&nbsp;&nbsp;Pool 2019-124, 2.55%, 09/16/2060 | 187752 | 171356 |
| &nbsp;&nbsp;&nbsp;Pool 2018-74 AG, 2.60%, 12/16/2050 | 57071 | 56715 |
| &nbsp;&nbsp;&nbsp;Pool 2017-106, 2.60%, 04/16/2051 | 59809 | 56364 |
| &nbsp;&nbsp;&nbsp;Pool 2015-101 AE, 2.60%, 03/16/2052 | 226517 | 207871 |
| &nbsp;&nbsp;&nbsp;Pool 2015-128 AJ, 2.60%, 11/16/2055 | 1344458 | 1217221 |
| &nbsp;&nbsp;&nbsp;Pool 2015-160 AC, 2.60%, 01/16/2056 (b) | 1628836 | 1430769 |
| &nbsp;&nbsp;&nbsp;Pool 2018-69, 2.60%, 03/16/2056 | 456911 | 445131 |
| &nbsp;&nbsp;&nbsp;Pool 2015-67 AE, 2.60%, 10/16/2056 (b) | 399403 | 345450 |
| &nbsp;&nbsp;&nbsp;Pool 2016-24, 2.60%, 12/16/2056 | 101762 | 93356 |
| &nbsp;&nbsp;&nbsp;Pool 2016-41, 2.60%, 06/16/2057 | 64592 | 54886 |
| &nbsp;&nbsp;&nbsp;Pool 2017-90, 2.60%, 07/16/2057 | 1492891 | 1350258 |
| &nbsp;&nbsp;&nbsp;Pool 2017-62, 2.60%, 11/16/2057 | 697681 | 622689 |
| &nbsp;&nbsp;&nbsp;Pool 2017-92, 2.60%, 06/16/2058 | 908761 | 823997 |
| &nbsp;&nbsp;&nbsp;Pool 2018-16, 2.60%, 06/16/2058 | 2102446 | 1851145 |
| &nbsp;&nbsp;&nbsp;Pool 2017-74, 2.60%, 09/16/2058 | 2366232 | 2030510 |
| &nbsp;&nbsp;&nbsp;Pool 2018-28, 2.60%, 09/16/2058 | 3322980 | 2910911 |
| &nbsp;&nbsp;&nbsp;Pool 2017-108, 2.60%, 10/16/2058 | 369891 | 320357 |
| &nbsp;&nbsp;&nbsp;Pool 2017-135, 2.60%, 10/16/2058 | 1821719 | 1553706 |
| &nbsp;&nbsp;&nbsp;Pool 2017-70, 2.60%, 10/16/2058 | 142941 | 123319 |
| &nbsp;&nbsp;&nbsp;Pool 2017-102, 2.60%, 12/16/2058 (b) | 916408 | 768020 |
| &nbsp;&nbsp;&nbsp;Pool 2017-124, 2.60%, 12/16/2058 | 269007 | 231266 |
| &nbsp;&nbsp;&nbsp;Pool 2017-131, 2.60%, 12/16/2058 (b) | 889815 | 750032 |
| &nbsp;&nbsp;&nbsp;Pool 2018-9, 2.60%, 12/16/2058 | 958314 | 821391 |
| &nbsp;&nbsp;&nbsp;Pool 2017-105, 2.60%, 01/16/2059 | 250213 | 217227 |
| &nbsp;&nbsp;&nbsp;Pool 2017-143, 2.60%, 01/16/2059 | 1107543 | 940824 |
| &nbsp;&nbsp;&nbsp;Pool 2017-94, 2.60%, 02/16/2059 | 147748 | 127631 |
| &nbsp;&nbsp;&nbsp;Pool 2017-169, 2.60%, 04/16/2059 (b) | 2929245 | 2489966 |
| &nbsp;&nbsp;&nbsp;Pool 2017-185, 2.60%, 04/16/2059 (b) | 100596 | 85630 |
| &nbsp;&nbsp;&nbsp;Pool 2017-126, 2.60%, 05/16/2059 | 57251 | 49905 |
| &nbsp;&nbsp;&nbsp;Pool 2017-152, 2.60%, 05/16/2059 | 149495 | 132319 |
| &nbsp;&nbsp;&nbsp;Pool 2017-61, 2.60%, 05/16/2059 | 366708 | 321756 |
| &nbsp;&nbsp;&nbsp;Pool 2018-41 AD, 2.60%, 06/16/2059 | 459349 | 433759 |
| &nbsp;&nbsp;&nbsp;Pool 2018-35, 2.60%, 09/16/2059 | 2079097 | 1830378 |
| &nbsp;&nbsp;&nbsp;Pool 2019-88, 2.60%, 12/16/2059 | 485655 | 433369 |
| &nbsp;&nbsp;&nbsp;Pool 2017-190, 2.60%, 03/16/2060 | 561179 | 479302 |
| &nbsp;&nbsp;&nbsp;Pool 2019-147, 2.60%, 09/16/2060 | 132884 | 114981 |
| &nbsp;&nbsp;&nbsp;Pool 2019-130, 2.60%, 11/16/2061 | 284478 | 250625 |
| &nbsp;&nbsp;&nbsp;Pool 2017-7, 2.61%, 12/16/2058 (b) | 2517166 | 1825908 |
| &nbsp;&nbsp;&nbsp;Pool 591746, 2.63%, 06/15/2048 | 653969 | 653969 |
| &nbsp;&nbsp;&nbsp;Pool 2014-88 AH, 2.64%, 06/16/2054 (b) | 48349 | 45928 |
| &nbsp;&nbsp;&nbsp;Pool 2015-86 AC, 2.65%, 03/16/2050 | 234967 | 227192 |
| &nbsp;&nbsp;&nbsp;Pool 2015-171 EA, 2.65%, 12/16/2052 | 31469 | 27558 |
| &nbsp;&nbsp;&nbsp;Pool 2016-178, 2.65%, 08/16/2058 | 2207524 | 1908980 |
| &nbsp;&nbsp;&nbsp;Pool 2012-53 AE, 2.69%, 03/16/2047 (b) | 160810 | 147056 |
| &nbsp;&nbsp;&nbsp;Pool 2018-60, 2.70%, 12/16/2058 | 461988 | 430704 |
| &nbsp;&nbsp;&nbsp;Pool 2017-159, 2.70%, 01/16/2059 | 421509 | 360591 |
| &nbsp;&nbsp;&nbsp;Pool 2018-25, 2.70%, 04/16/2059 | 4288152 | 3796911 |
| &nbsp;&nbsp;&nbsp;Pool 2018-43, 2.70%, 10/16/2059 | 601524 | 521637 |
| &nbsp;&nbsp;&nbsp;Pool 2022-102, 2.70%, 06/16/2064 (b) | 2921847 | 2495921 |
| &nbsp;&nbsp;&nbsp;Pool AC3668, 2.73%, 04/15/2043 | 1525801 | 1525801 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 2018-62, 2.75%, 05/16/2051 | $482044 | $456098 |
| &nbsp;&nbsp;&nbsp;Pool 2016-39, 2.75%, 01/16/2056 | 1140659 | 978747 |
| &nbsp;&nbsp;&nbsp;Pool 2015-81 AE, 2.75%, 10/16/2056 (b) | 162528 | 154623 |
| &nbsp;&nbsp;&nbsp;Pool 2017-54, 2.75%, 09/16/2057 | 133220 | 118716 |
| &nbsp;&nbsp;&nbsp;Pool 2019-81 AC, 2.75%, 08/16/2060 | 44712 | 39116 |
| &nbsp;&nbsp;&nbsp;Pool 2019-146, 2.75%, 07/16/2061 (b) | 777063 | 683121 |
| &nbsp;&nbsp;&nbsp;Pool 2022-163, 2.75%, 07/16/2062 | 511858 | 474257 |
| &nbsp;&nbsp;&nbsp;Pool 2015-6 AH, 2.80%, 02/16/2051 (b) | 381578 | 354837 |
| &nbsp;&nbsp;&nbsp;Pool 2014-186 AH, 2.80%, 08/16/2054 | 61069 | 57753 |
| &nbsp;&nbsp;&nbsp;Pool 2015-140 AC, 2.80%, 11/16/2056 | 398681 | 365475 |
| &nbsp;&nbsp;&nbsp;Pool 2018-56, 2.80%, 04/16/2058 | 1751746 | 1614750 |
| &nbsp;&nbsp;&nbsp;Pool BX1556, 2.80%, 06/15/2062 | 8926065 | 7694532 |
| &nbsp;&nbsp;&nbsp;Pool 2014-124 AH, 2.81%, 09/16/2049 (b) | 25372 | 23578 |
| &nbsp;&nbsp;&nbsp;Pool 2018-82, 2.85%, 12/16/2051 | 825335 | 751300 |
| &nbsp;&nbsp;&nbsp;Pool 2014-187 AF, 2.85%, 12/16/2055 (b) | 403344 | 376226 |
| &nbsp;&nbsp;&nbsp;Pool 2015-48 AE, 2.90%, 02/16/2050 (b) | 34941 | 33990 |
| &nbsp;&nbsp;&nbsp;Pool AV9479, 2.90%, 10/15/2051 | 7214695 | 7214695 |
| &nbsp;&nbsp;&nbsp;Pool 2013-154, 2.90%, 09/16/2053 (b) | 523029 | 485885 |
| &nbsp;&nbsp;&nbsp;Pool 2015-73 AG, 2.90%, 11/16/2055 (b) | 242993 | 229870 |
| &nbsp;&nbsp;&nbsp;Pool 2015-7 AD, 2.90%, 01/16/2056 (b) | 80597 | 78336 |
| &nbsp;&nbsp;&nbsp;Pool 2018-110, 2.90%, 09/16/2059 | 129586 | 117624 |
| &nbsp;&nbsp;&nbsp;Pool 2019-94 AG, 2.95%, 07/16/2060 | 290501 | 279446 |
| &nbsp;&nbsp;&nbsp;Pool 2016-40, 2.96%, 05/16/2050 (b) | 719384 | 630232 |
| &nbsp;&nbsp;&nbsp;Pool 2015-22 B, 3.00%, 01/16/2049 (b) | 1975000 | 1776702 |
| &nbsp;&nbsp;&nbsp;Pool 2018-73, 3.00%, 04/16/2049 | 107072 | 104336 |
| &nbsp;&nbsp;&nbsp;Pool 2018-96, 3.00%, 09/16/2049 | 442809 | 426560 |
| &nbsp;&nbsp;&nbsp;Pool 2018-62, 3.00%, 05/16/2050 | 72792 | 70798 |
| &nbsp;&nbsp;&nbsp;Pool 2018-98, 3.00%, 10/16/2050 | 64250 | 63202 |
| &nbsp;&nbsp;&nbsp;Pool 2019-53, 3.00%, 06/16/2051 | 12767 | 12713 |
| &nbsp;&nbsp;&nbsp;Pool 2015-101 MB, 3.00%, 03/16/2052 (b) | 2500000 | 2177198 |
| &nbsp;&nbsp;&nbsp;Pool 2022-187, 3.00%, 03/16/2054 | 421254 | 399585 |
| &nbsp;&nbsp;&nbsp;Pool 2015-47 B, 3.00%, 10/16/2055 (b) | 400000 | 373810 |
| &nbsp;&nbsp;&nbsp;Pool 2022-158, 3.00%, 06/16/2056 (b) | 1405851 | 1305982 |
| &nbsp;&nbsp;&nbsp;Pool 2015-19 B, 3.00%, 07/16/2056 (b) | 494874 | 452281 |
| &nbsp;&nbsp;&nbsp;Pool 2018-88, 3.00%, 02/16/2058 | 821094 | 735190 |
| &nbsp;&nbsp;&nbsp;Pool 2018-43, 3.00%, 12/16/2058 | 100614 | 97248 |
| &nbsp;&nbsp;&nbsp;Pool 2019-63, 3.00%, 02/16/2060 | 161845 | 156346 |
| &nbsp;&nbsp;&nbsp;Pool 2019-47, 3.00%, 05/16/2060 | 119036 | 107024 |
| &nbsp;&nbsp;&nbsp;Pool 2019-66, 3.00%, 05/16/2060 | 1269 | 1260 |
| &nbsp;&nbsp;&nbsp;Pool 2019-75 AC, 3.00%, 05/16/2060 | 356445 | 346188 |
| &nbsp;&nbsp;&nbsp;Pool 2023-26, 3.00%, 05/16/2064 (b) | 2170220 | 1947091 |
| &nbsp;&nbsp;&nbsp;Pool 2022-144, 3.00%, 10/16/2064 (b) | 697501 | 606509 |
| &nbsp;&nbsp;&nbsp;Pool 2014-164 BA, 3.05%, 09/16/2052 | 33057 | 32890 |
| &nbsp;&nbsp;&nbsp;Pool AS2544, 3.10%, 04/15/2042 | 629950 | 621358 |
| &nbsp;&nbsp;&nbsp;Pool 2018-85, 3.10%, 07/16/2057 (b) | 654423 | 614457 |
| &nbsp;&nbsp;&nbsp;Pool 2019-64, 3.10%, 01/16/2060 | 365067 | 347137 |
| &nbsp;&nbsp;&nbsp;Pool 2019-105 A, 3.10%, 05/16/2061 | 9348 | 8761 |
| &nbsp;&nbsp;&nbsp;Pool 2014-164 AN, 3.11%, 03/16/2055 (b) | 468827 | 421999 |
| &nbsp;&nbsp;&nbsp;Pool 2022-220, 3.15%, 04/16/2053 | 1399943 | 1330117 |
| &nbsp;&nbsp;&nbsp;Pool 2022-184, 3.15%, 01/16/2054 | 3439157 | 3279233 |
| &nbsp;&nbsp;&nbsp;Pool 2023-30, 3.15%, 07/16/2057 | 1533074 | 1467394 |
| &nbsp;&nbsp;&nbsp;Pool 2018-136 AE, 3.15%, 09/16/2058 | 797658 | 768159 |
| &nbsp;&nbsp;&nbsp;Pool 2019-32, 3.15%, 12/16/2059 | 365004 | 360874 |
| &nbsp;&nbsp;&nbsp;Pool 2019-80 AB, 3.15%, 11/16/2060 | 32094 | 28673 |
| &nbsp;&nbsp;&nbsp;Pool 2015-128 MG, 3.20%, 11/16/2055 (b) | 1000000 | 853012 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AK7840, 3.25%, 03/15/2050 | $810084 | $810084 |
| &nbsp;&nbsp;&nbsp;Pool 2022-202 AB, 3.25%, 07/16/2053 (b) | 4695384 | 4371689 |
| &nbsp;&nbsp;&nbsp;Pool 2022-199, 3.25%, 02/16/2054 | 606256 | 580963 |
| &nbsp;&nbsp;&nbsp;Pool 2023-73, 3.25%, 09/16/2055 (b) | 6756076 | 6459515 |
| &nbsp;&nbsp;&nbsp;Pool 2023-33, 3.25%, 06/16/2056 (b) | 2831792 | 2551008 |
| &nbsp;&nbsp;&nbsp;Pool 2023-2, 3.25%, 07/16/2056 (b) | 2748791 | 2599956 |
| &nbsp;&nbsp;&nbsp;Pool 2019-26, 3.25%, 01/16/2060 | 46552 | 46272 |
| &nbsp;&nbsp;&nbsp;Pool 2019-37, 3.25%, 02/16/2060 | 853717 | 829403 |
| &nbsp;&nbsp;&nbsp;Pool 2018-165 AB, 3.25%, 09/16/2060 | 1354623 | 1220534 |
| &nbsp;&nbsp;&nbsp;Pool 2023-50, 3.25%, 09/16/2063 (b) | 1897749 | 1718537 |
| &nbsp;&nbsp;&nbsp;Pool 2023-34, 3.25%, 01/16/2064 (b) | 2869338 | 2604947 |
| &nbsp;&nbsp;&nbsp;Pool 2023-95 AD, 3.25%, 04/16/2064 (b) | 2243468 | 2047526 |
| &nbsp;&nbsp;&nbsp;Pool 2023-78, 3.25%, 06/16/2064 (b) | 2909276 | 2650863 |
| &nbsp;&nbsp;&nbsp;Pool 2014-61 A, 3.33%, 02/16/2054 (b) | 370185 | 358864 |
| &nbsp;&nbsp;&nbsp;Pool 2014-155 DC, 3.34%, 06/16/2047 (b) | 324013 | 320408 |
| &nbsp;&nbsp;&nbsp;Pool 2023-31, 3.35%, 01/16/2056 | 1674087 | 1543902 |
| &nbsp;&nbsp;&nbsp;Pool AT8470, 3.40%, 10/15/2051 | 1630570 | 1602023 |
| &nbsp;&nbsp;&nbsp;Pool AN9543, 3.45%, 11/15/2050 | 1458346 | 1458346 |
| &nbsp;&nbsp;&nbsp;Pool 2014-75 BC, 3.46%, 08/16/2054 (b) | 290511 | 275602 |
| &nbsp;&nbsp;&nbsp;Pool 2023-124 GK, 3.50%, 03/16/2055 (b) | 5588270 | 5366032 |
| &nbsp;&nbsp;&nbsp;Pool 2023-92 AC, 3.50%, 10/16/2062 (b) | 3660748 | 3467495 |
| &nbsp;&nbsp;&nbsp;Pool 2023-36, 3.50%, 03/16/2063 (b) | 1280825 | 1200012 |
| &nbsp;&nbsp;&nbsp;Pool 2023-139 AG, 3.50%, 06/16/2064 (b) | 4869717 | 4497661 |
| &nbsp;&nbsp;&nbsp;Pool AD8950, 3.51%, 09/15/2048 | 1775974 | 1775974 |
| &nbsp;&nbsp;&nbsp;Pool AM0526, 3.51%, 05/15/2050 | 945794 | 945794 |
| &nbsp;&nbsp;&nbsp;Pool AH5339, 3.55%, 12/15/2050 | 1118406 | 1118406 |
| &nbsp;&nbsp;&nbsp;Pool AC6851, 3.62%, 08/15/2048 | 785900 | 785900 |
| &nbsp;&nbsp;&nbsp;Pool AC6853, 3.62%, 08/15/2048 | 785900 | 785900 |
| &nbsp;&nbsp;&nbsp;Pool 661707, 3.75%, 12/15/2054 | 780073 | 780073 |
| &nbsp;&nbsp;&nbsp;Pool 2023-159 AE, 3.75%, 08/16/2055 (b) | 295069 | 292218 |
| &nbsp;&nbsp;&nbsp;Pool 2023-8, 3.75%, 10/16/2063 | 2663909 | 2577555 |
| &nbsp;&nbsp;&nbsp;Pool 2023-119 AE, 3.75%, 03/16/2064 (b) | 6561324 | 6186586 |
| &nbsp;&nbsp;&nbsp;Pool AG7484, 3.83%, 03/15/2049 | 401150 | 401150 |
| &nbsp;&nbsp;&nbsp;Pool AO6152, 3.94%, 01/15/2045 | 1633555 | 1633555 |
| &nbsp;&nbsp;&nbsp;Pool 2023-126 A, 4.00%, 06/16/2050 | 1943316 | 1927283 |
| &nbsp;&nbsp;&nbsp;Pool 2023-125, 4.00%, 05/16/2053 | 459966 | 452623 |
| &nbsp;&nbsp;&nbsp;Pool AH7386, 4.00%, 11/15/2053 | 1719681 | 1719681 |
| &nbsp;&nbsp;&nbsp;Pool 2023-126 AB, 4.00%, 06/16/2054 | 3015493 | 2970375 |
| &nbsp;&nbsp;&nbsp;Pool 2023-91 AC, 4.00%, 02/16/2055 | 5579808 | 5499128 |
| &nbsp;&nbsp;&nbsp;Pool 2023-44, 4.00%, 08/16/2056 | 5126168 | 4930234 |
| &nbsp;&nbsp;&nbsp;Pool 2023-142 A, 4.00%, 08/16/2063 (b) | 1073522 | 1060235 |
| &nbsp;&nbsp;&nbsp;Pool 2023-197, 4.00%, 01/16/2064 (b) | 2539944 | 2475973 |
| &nbsp;&nbsp;&nbsp;Pool 2024-2, 4.00%, 07/16/2064 (b) | 4707099 | 4565978 |
| &nbsp;&nbsp;&nbsp;Pool 2025-181, 4.00%, 07/16/2065 (b) | 807136 | 777442 |
| &nbsp;&nbsp;&nbsp;Pool 768250, 4.01%, 08/15/2052 | 2145138 | 2145138 |
| &nbsp;&nbsp;&nbsp;Pool 2024-135, 4.25%, 01/16/2050 | 686556 | 685084 |
| &nbsp;&nbsp;&nbsp;Pool 2024-50 AB, 4.25%, 10/16/2055 | 3892267 | 3862237 |
| &nbsp;&nbsp;&nbsp;Pool 2023-144 AB, 4.25%, 12/16/2057 | 2313602 | 2293279 |
| &nbsp;&nbsp;&nbsp;Pool 2023-104 AC, 4.25%, 10/16/2062 | 9378317 | 9301085 |
| &nbsp;&nbsp;&nbsp;Pool 2025-3, 4.50%, 11/16/2044 | 1373006 | 1375626 |
| &nbsp;&nbsp;&nbsp;Pool 2025-54 A, 4.50%, 02/16/2045 | 1452255 | 1455517 |
| &nbsp;&nbsp;&nbsp;Pool 2025-3, 4.50%, 12/16/2049 | 3000000 | 3001488 |
| &nbsp;&nbsp;&nbsp;Pool 2025-18, 4.50%, 10/16/2052 | 1471557 | 1472702 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 2025-176, 4.50%, 12/16/2052 | $1305058 | $1305681 |
| &nbsp;&nbsp;&nbsp;Pool 2024-119, 4.50%, 12/16/2053 | 1809938 | 1810560 |
| &nbsp;&nbsp;&nbsp;Pool 2024-93 A, 4.50%, 04/16/2054 (b) | 3405893 | 3407456 |
| &nbsp;&nbsp;&nbsp;Pool 2024-36, 4.50%, 07/01/2054 (b) | 1038683 | 1039002 |
| &nbsp;&nbsp;&nbsp;Pool 2025-49, 4.50%, 09/16/2054 | 935724 | 935980 |
| &nbsp;&nbsp;&nbsp;Pool 2025-165, 4.50%, 11/16/2054 | 636293 | 636504 |
| &nbsp;&nbsp;&nbsp;Pool 2024-18, 4.50%, 05/16/2055 | 5333072 | 5334777 |
| &nbsp;&nbsp;&nbsp;Pool 2025-76 AC, 4.50%, 10/16/2055 | 3149701 | 3150672 |
| &nbsp;&nbsp;&nbsp;Pool 2024-52 A, 4.50%, 03/16/2056 (b) | 2122792 | 2124178 |
| &nbsp;&nbsp;&nbsp;Pool 2024-86 AE, 4.50%, 03/16/2056 | 1947258 | 1946750 |
| &nbsp;&nbsp;&nbsp;Pool 2024-193, 4.50%, 04/16/2056 | 1470245 | 1469860 |
| &nbsp;&nbsp;&nbsp;Pool 2025-201, 4.50%, 01/16/2057 (b) | 303886 | 303950 |
| &nbsp;&nbsp;&nbsp;Pool 2025-58 A, 4.50%, 05/16/2057 | 988619 | 987852 |
| &nbsp;&nbsp;&nbsp;2026-17, 4.50%, 06/16/2057 | 2197785 | 2196692 |
| &nbsp;&nbsp;&nbsp;Pool 2024-98 JA, 4.50%, 08/16/2057 (b) | 1949555 | 1940871 |
| &nbsp;&nbsp;&nbsp;Pool 2024-158, 4.50%, 09/16/2057 | 1924544 | 1906541 |
| &nbsp;&nbsp;&nbsp;Pool 2025-217, 4.50%, 01/16/2058 | 5242424 | 5243794 |
| &nbsp;&nbsp;&nbsp;Pool 2026-23, 4.50%, 12/16/2059 | 1440000 |  |
| &nbsp;&nbsp;&nbsp;Pool 2024-102 AB, 4.50%, 11/16/2063 | 865946 | 866335 |
| &nbsp;&nbsp;&nbsp;Pool 2024-88 AB, 4.50%, 02/16/2064 (b) | 1860047 | 1861905 |
| &nbsp;&nbsp;&nbsp;Pool 2024-17, 4.50%, 05/16/2064 | 526006 | 526042 |
| &nbsp;&nbsp;&nbsp;Pool 2024-12, 4.50%, 08/16/2064 | 4369101 | 4369706 |
| &nbsp;&nbsp;&nbsp;Pool 2024-153, 4.50%, 03/16/2065 | 9047946 | 9056646 |
| &nbsp;&nbsp;&nbsp;Pool 2024-156, 4.50%, 09/16/2065 | 1467696 | 1454019 |
| &nbsp;&nbsp;&nbsp;Pool AH1338, 4.61%, 06/15/2055 | 443149 | 443149 |
| &nbsp;&nbsp;&nbsp;Pool 2025-143, 4.75%, 11/16/2050 | 495498 | 498726 |
| &nbsp;&nbsp;&nbsp;Pool 2024-70 BA, 4.75%, 07/16/2054 | 2857586 | 2885325 |
| &nbsp;&nbsp;&nbsp;Pool 2025-130, 4.75%, 08/16/2056 | 1092108 | 1101215 |
| &nbsp;&nbsp;&nbsp;Pool 2025-94 AL, 4.75%, 03/16/2057 | 3965646 | 3998636 |
| &nbsp;&nbsp;&nbsp;Pool 2025-17, 4.75%, 05/16/2058 (b) | 1975957 | 1994798 |
| &nbsp;&nbsp;&nbsp;Pool 2026-36, 4.75%, 03/16/2059 | 721000 |  |
| &nbsp;&nbsp;&nbsp;Pool 2024-87 AB, 4.75%, 03/01/2065 | 3141264 | 3167112 |
| &nbsp;&nbsp;&nbsp;Pool 2025-11, 4.75%, 03/16/2065 (b) | 713254 | 718005 |
| &nbsp;&nbsp;&nbsp;Pool 2026-9, 4.75%, 12/16/2065 | 1159085 | 1168833 |
| &nbsp;&nbsp;&nbsp;Pool 2025-145, 4.75%, 02/16/2066 | 4274490 | 4314565 |
| &nbsp;&nbsp;&nbsp;Pool 2023-177 V, 5.00%, 08/16/2040 | 1359463 | 1378557 |
| &nbsp;&nbsp;&nbsp;Pool 2023-177 A, 5.00%, 09/16/2051 | 1730824 | 1748188 |
| &nbsp;&nbsp;&nbsp;Pool 2025-129, 5.00%, 09/16/2054 | 992319 | 1008961 |
| &nbsp;&nbsp;&nbsp;Pool 2025-49 AD, 5.00%, 09/16/2054 | 1777876 | 1806662 |
| &nbsp;&nbsp;&nbsp;Pool 2024-123 A, 5.00%, 03/16/2055 | 2343170 | 2379771 |
| &nbsp;&nbsp;&nbsp;Pool 2025-75 AC, 5.00%, 07/16/2056 (b) | 1470968 | 1500285 |
| &nbsp;&nbsp;&nbsp;Pool 2025-128, 5.00%, 10/16/2056 | 2900192 | 2946408 |
| &nbsp;&nbsp;&nbsp;Pool 2025-144, 5.00%, 01/16/2059 | 2736821 | 2790298 |
| &nbsp;&nbsp;&nbsp;Pool 2025-123, 5.00%, 03/01/2064 | 994664 | 1013589 |
| &nbsp;&nbsp;&nbsp;Pool 2025-16, 5.00%, 06/01/2065 | 547350 | 557082 |
| &nbsp;&nbsp;&nbsp;Pool 2025-15, 5.00%, 08/16/2065 | 1141012 | 1157838 |
| &nbsp;&nbsp;&nbsp;Pool 2025-31, 5.00%, 04/16/2066 | 733796 | 746826 |
| &nbsp;&nbsp;&nbsp;Pool 699710, 5.43%, 07/15/2044 | 302056 | 302056 |
| &nbsp;&nbsp;&nbsp;Pool 637911, 6.00%, 07/15/2035 | 242613 | 242613 |
| &nbsp;&nbsp;&nbsp;Pool 636413, 6.25%, 04/15/2036 | 440995 | 440995 |
|  |  | 452899401 |
| &nbsp;&nbsp;&nbsp;**GNMA Single Family - 0.30%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool G2 BV1487, 2.50%, 08/20/2050 | 142039 | 125151 |
| &nbsp;&nbsp;&nbsp;Pool G2 CE6248, 2.50%, 08/20/2051 | 173461 | 152051 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool AD1699, 3.00%, 02/15/2043 | $42186 | $39778 |
| &nbsp;&nbsp;&nbsp;Pool G2 AV5053, 3.00%, 10/20/2046 | 267460 | 248561 |
| &nbsp;&nbsp;&nbsp;Pool G2 AX5461, 3.00%, 12/20/2046 | 517816 | 481194 |
| &nbsp;&nbsp;&nbsp;Pool G2 AX5544, 3.00%, 01/20/2047 | 102293 | 94597 |
| &nbsp;&nbsp;&nbsp;Pool G2 BV1491, 3.00%, 08/20/2050 | 361851 | 331096 |
| &nbsp;&nbsp;&nbsp;Pool 779354, 3.50%, 06/15/2042 | 2129 | 2064 |
| &nbsp;&nbsp;&nbsp;Pool G2 AX5545, 3.50%, 01/20/2047 | 260025 | 249847 |
| &nbsp;&nbsp;&nbsp;Pool G2 BC5351, 3.50%, 09/20/2047 | 227188 | 218218 |
| &nbsp;&nbsp;&nbsp;Pool G2 BD9036, 3.50%, 11/20/2047 | 432900 | 415792 |
| &nbsp;&nbsp;&nbsp;Pool 737576, 4.00%, 11/15/2040 | 9893 | 9813 |
| &nbsp;&nbsp;&nbsp;Pool 737712, 4.00%, 12/15/2040 | 81138 | 80476 |
| &nbsp;&nbsp;&nbsp;Pool G2 757173, 4.00%, 12/20/2040 | 65102 | 64482 |
| &nbsp;&nbsp;&nbsp;Pool 737837, 4.00%, 01/15/2041 | 165309 | 163956 |
| &nbsp;&nbsp;&nbsp;Pool 759104, 4.00%, 01/15/2041 | 68450 | 67899 |
| &nbsp;&nbsp;&nbsp;Pool G2 759436, 4.00%, 01/20/2041 | 32293 | 31985 |
| &nbsp;&nbsp;&nbsp;Pool G2 759466, 4.00%, 01/20/2041 | 126663 | 125456 |
| &nbsp;&nbsp;&nbsp;Pool 759191, 4.00%, 02/15/2041 | 204704 | 203034 |
| &nbsp;&nbsp;&nbsp;Pool G2 759301, 4.00%, 02/20/2041 | 124127 | 122930 |
| &nbsp;&nbsp;&nbsp;Pool G2 763042, 4.00%, 04/20/2041 | 30513 | 30220 |
| &nbsp;&nbsp;&nbsp;Pool 738629, 4.00%, 08/15/2041 | 220215 | 218285 |
| &nbsp;&nbsp;&nbsp;Pool 738630, 4.00%, 08/15/2041 | 213941 | 212070 |
| &nbsp;&nbsp;&nbsp;Pool 770515, 4.00%, 08/15/2041 | 329547 | 326665 |
| &nbsp;&nbsp;&nbsp;Pool 738735, 4.00%, 09/15/2041 | 58649 | 58136 |
| &nbsp;&nbsp;&nbsp;Pool 738954, 4.00%, 11/15/2041 | 42019 | 41650 |
| &nbsp;&nbsp;&nbsp;Pool 778766, 4.00%, 01/15/2042 | 145649 | 144391 |
| &nbsp;&nbsp;&nbsp;Pool 778847, 4.00%, 02/15/2042 | 29341 | 29087 |
| &nbsp;&nbsp;&nbsp;Pool AF3781, 4.00%, 09/15/2043 | 257691 | 254264 |
| &nbsp;&nbsp;&nbsp;Pool AG8734, 4.00%, 12/15/2043 | 81312 | 80243 |
| &nbsp;&nbsp;&nbsp;Pool G2 BH0074, 4.00%, 06/20/2048 | 574636 | 562210 |
| &nbsp;&nbsp;&nbsp;Pool G2 BI3170, 4.00%, 07/20/2048 | 84196 | 82465 |
| &nbsp;&nbsp;&nbsp;Pool 717198, 4.50%, 06/15/2039 | 129568 | 131002 |
| &nbsp;&nbsp;&nbsp;Pool 714594, 4.50%, 07/15/2039 | 24700 | 24906 |
| &nbsp;&nbsp;&nbsp;Pool 720208, 4.50%, 07/15/2039 | 92004 | 92924 |
| &nbsp;&nbsp;&nbsp;Pool 726402, 4.50%, 10/15/2039 | 11485 | 11572 |
| &nbsp;&nbsp;&nbsp;Pool 728954, 4.50%, 12/15/2039 | 93181 | 93955 |
| &nbsp;&nbsp;&nbsp;Pool 729017, 4.50%, 01/15/2040 | 166370 | 168212 |
| &nbsp;&nbsp;&nbsp;Pool 737051, 4.50%, 03/15/2040 | 53498 | 54261 |
| &nbsp;&nbsp;&nbsp;Pool 737222, 4.50%, 05/15/2040 | 96873 | 98269 |
| &nbsp;&nbsp;&nbsp;Pool 698160, 4.50%, 07/15/2040 | 50182 | 50898 |
| &nbsp;&nbsp;&nbsp;Pool 748456, 4.50%, 08/15/2040 | 87213 | 88469 |
| &nbsp;&nbsp;&nbsp;Pool 738152, 4.50%, 04/15/2041 | 266840 | 270696 |
| &nbsp;&nbsp;&nbsp;Pool 738267, 4.50%, 05/15/2041 | 100995 | 102455 |
| &nbsp;&nbsp;&nbsp;Pool 763543, 4.50%, 05/15/2041 | 67444 | 68424 |
| &nbsp;&nbsp;&nbsp;Pool 738397, 4.50%, 06/15/2041 | 203841 | 206788 |
| &nbsp;&nbsp;&nbsp;Pool 770396, 4.50%, 06/15/2041 | 44658 | 45307 |
| &nbsp;&nbsp;&nbsp;Pool G2 783417, 4.50%, 08/20/2041 | 1371901 | 1391928 |
| &nbsp;&nbsp;&nbsp;Pool G2 BH0075, 4.50%, 06/20/2048 | 169826 | 170572 |
| &nbsp;&nbsp;&nbsp;Pool 411105, 5.00%, 01/15/2039 | 21178 | 21579 |
| &nbsp;&nbsp;&nbsp;Pool 439079, 5.00%, 02/15/2039 | 61814 | 63506 |
| &nbsp;&nbsp;&nbsp;Pool 646728, 5.00%, 03/15/2039 | 62960 | 64180 |
| &nbsp;&nbsp;&nbsp;Pool 646750, 5.00%, 04/15/2039 | 46157 | 47013 |
| &nbsp;&nbsp;&nbsp;Pool 646777, 5.00%, 05/15/2039 | 29847 | 30234 |
| &nbsp;&nbsp;&nbsp;Pool 720288, 5.00%, 08/15/2039 | 75637 | 77143 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 722944, 5.00%, 08/15/2039 | $47178 | $48020 |
| &nbsp;&nbsp;&nbsp;Pool 723006, 5.00%, 10/15/2039 | 110297 | 113005 |
| &nbsp;&nbsp;&nbsp;Pool 726403, 5.00%, 10/15/2039 | 20366 | 20767 |
| &nbsp;&nbsp;&nbsp;Pool 658393, 5.00%, 06/15/2040 | 155132 | 160242 |
| &nbsp;&nbsp;&nbsp;Pool G2 783418, 5.00%, 06/20/2040 | 895790 | 925217 |
| &nbsp;&nbsp;&nbsp;Pool 684677, 5.50%, 03/15/2038 | 62797 | 64637 |
| &nbsp;&nbsp;&nbsp;Pool G2 688636, 5.50%, 05/20/2038 | 54735 | 57404 |
| &nbsp;&nbsp;&nbsp;Pool 690974, 5.50%, 06/15/2038 | 33246 | 33949 |
| &nbsp;&nbsp;&nbsp;Pool G2 409120, 5.50%, 07/20/2038 | 43612 | 45739 |
| &nbsp;&nbsp;&nbsp;Pool G2 700671, 5.50%, 10/20/2038 | 57036 | 59818 |
| &nbsp;&nbsp;&nbsp;Pool 411116, 5.50%, 01/15/2039 | 112819 | 116980 |
| &nbsp;&nbsp;&nbsp;Pool G2 684988, 6.00%, 03/20/2038 | 64176 | 68409 |
| &nbsp;&nbsp;&nbsp;Pool 688626, 6.00%, 05/15/2038 | 86928 | 90493 |
| &nbsp;&nbsp;&nbsp;Pool G2 693900, 6.00%, 07/20/2038 | 105858 | 112840 |
| &nbsp;&nbsp;&nbsp;Pool 696513, 6.00%, 08/15/2038 | 28128 | 28976 |
| &nbsp;&nbsp;&nbsp;Pool G2 696843, 6.00%, 08/20/2038 | 46006 | 49040 |
| &nbsp;&nbsp;&nbsp;Pool 699255, 6.00%, 09/15/2038 | 110358 | 115163 |
| &nbsp;&nbsp;&nbsp;Pool 705999, 6.00%, 01/15/2039 | 73603 | 76672 |
| &nbsp;&nbsp;&nbsp;Pool G2 DD4719, 6.00%, 08/20/2054 | 749899 | 768293 |
| &nbsp;&nbsp;&nbsp;Pool G2 DD4718, 6.50%, 08/20/2054 | 316081 | 330741 |
| &nbsp;&nbsp;&nbsp;Pool G2 530199, 7.00%, 03/20/2031 | 25355 | 26795 |
|  |  | 11955559 |
| &nbsp;&nbsp;&nbsp;**HUD - 0.01%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool 0620, 5.77%, 08/01/2026 | 297000 | 299313 |
| &nbsp;&nbsp;&nbsp;**Small Business Administration - 0.27%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool American, 1.25%, 04/11/2038 (b) | 490204 | 496164 |
| &nbsp;&nbsp;&nbsp;Pool Cleburne, 1.25%, 07/15/2038 (b) | 373941 | 379499 |
| &nbsp;&nbsp;&nbsp;Pool Chicago Taxi Parts, 1.48%, 04/29/2034 (b) | 176866 | 182739 |
| &nbsp;&nbsp;&nbsp;Pool Premie, 2.96%, 08/29/2038 (b) | 534003 | 572636 |
| &nbsp;&nbsp;&nbsp;Pool 507253, 4.00%, (PRIME-2.750%), 05/25/2030 (b) | 7921 | 7873 |
| &nbsp;&nbsp;&nbsp;Pool 508206, 4.10%, (PRIME-2.650%), 09/25/2032 (b) | 9251 | 9210 |
| &nbsp;&nbsp;&nbsp;Pool 508506, 4.13%, (PRIME-2.625%), 06/25/2033 (b) | 16514 | 16453 |
| &nbsp;&nbsp;&nbsp;Pool 530311, 4.20%, (PRIME-2.550%), 04/25/2033 (b) | 1429652 | 1430356 |
| &nbsp;&nbsp;&nbsp;Pool 509348, 4.75%, (PRIME-2.000%), 02/25/2038 (b) | 237934 | 239509 |
| &nbsp;&nbsp;&nbsp;Pool 509391, 4.75%, (PRIME-2.000%), 06/25/2038 (b) | 184647 | 185866 |
| &nbsp;&nbsp;&nbsp;Pool 509417, 4.75%, (PRIME-2.000%), 10/25/2038 (b) | 243744 | 245362 |
| &nbsp;&nbsp;&nbsp;Pool 509460, 4.75%, (PRIME-2.000%), 01/25/2039 (b) | 233896 | 235447 |
| &nbsp;&nbsp;&nbsp;Pool 509541, 4.75%, (PRIME-2.000%), 08/25/2039 (b) | 51650 | 51997 |
| &nbsp;&nbsp;&nbsp;Pool 509573, 4.75%, (PRIME-2.000%), 09/25/2039 (b) | 726460 | 731327 |
| &nbsp;&nbsp;&nbsp;Pool 509575, 4.75%, (PRIME-2.000%), 10/25/2039 (b) | 785454 | 790749 |
| &nbsp;&nbsp;&nbsp;Pool 509661, 4.75%, (PRIME-2.000%), 03/25/2040 (b) | 254041 | 255754 |
| &nbsp;&nbsp;&nbsp;Pool 509688, 4.75%, (PRIME-2.000%), 08/25/2040 (b) | 256379 | 258132 |
| &nbsp;&nbsp;&nbsp;Pool 509735, 4.75%, (PRIME-2.000%), 09/25/2040 (b) | 518466 | 521979 |
| &nbsp;&nbsp;&nbsp;Pool 509760, 4.75%, (PRIME-2.000%), 11/25/2040 (b) | 807511 | 812981 |
| &nbsp;&nbsp;&nbsp;Pool 509977, 5.15%, (PRIME-1.600%), 03/25/2042 (b) | 46397 | 47155 |
| &nbsp;&nbsp;&nbsp;Pool 510004, 5.50%, (PRIME-1.250%), 05/25/2042 (b) | 82536 | 84466 |
| &nbsp;&nbsp;&nbsp;Pool 509793, 5.61%, (PRIME-1.144%), 01/25/2041 (b) | 599695 | 619948 |
| &nbsp;&nbsp;&nbsp;Pool 510051, 6.00%, (PRIME-0.750%), 07/25/2042 (b) | 85040 | 88116 |
| &nbsp;&nbsp;&nbsp;Pool 509010, 6.08%, (PRIME-0.675%), 01/25/2036 (b) | 20217 | 20699 |
| &nbsp;&nbsp;&nbsp;Pool 522124, 6.47%, (PRIME-0.180%), 02/25/2040 (b) | 139528 | 145244 |
| &nbsp;&nbsp;&nbsp;Pool 510047, 6.58%, (PRIME-0.171%), 09/25/2042 (b) | 289915 | 305588 |
| &nbsp;&nbsp;&nbsp;Pool 509900, 6.65%, (PRIME-0.098%), 03/25/2042 (b) | 577369 | 603785 |
| &nbsp;&nbsp;&nbsp;Pool 522305, 6.90%, (PRIME+0.182%), 11/25/2028 (b) | 46056 | 46459 |
| &nbsp;&nbsp;&nbsp;Pool 509967, 7.15%, (PRIME+0.402%), 03/25/2032 (b) | 70776 | 73155 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;Pool 522194, 7.19%, (PRIME+0.624%), 09/25/2040 (b) | $35070 | $36934 |
| &nbsp;&nbsp;&nbsp;Pool 521967, 7.26%, (PRIME+0.515%), 06/25/2038 (b) | 304764 | 322671 |
| &nbsp;&nbsp;&nbsp;Pool 522317, 7.45%, (PRIME+0.963%), 03/25/2029 (b) | 35034 | 35536 |
| &nbsp;&nbsp;&nbsp;Pool 522440, 7.49%, (PRIME+0.575%), 07/25/2029 (b) | 59199 | 60179 |
| &nbsp;&nbsp;&nbsp;Pool 521984, 7.51%, (PRIME+0.578%), 10/25/2038 (b) | 53567 | 56747 |
| &nbsp;&nbsp;&nbsp;Pool 522328, 7.53%, (PRIME+0.917%), 05/25/2029 (b) | 3615 | 3678 |
| &nbsp;&nbsp;&nbsp;Pool 521860, 7.56%, (PRIME+0.913%), 03/25/2037 (b) | 94955 | 100292 |
| &nbsp;&nbsp;&nbsp;Pool 522423, 7.57%, (PRIME+0.785%), 12/25/2028 (b) | 57000 | 57914 |
| &nbsp;&nbsp;&nbsp;Pool 510056, 7.58%, (PRIME+0.829%), 08/25/2042 (b) | 61558 | 65753 |
| &nbsp;&nbsp;&nbsp;Pool 521884, 7.61%, (PRIME+0.772%), 08/25/2037 (b) | 47584 | 50434 |
| &nbsp;&nbsp;&nbsp;Pool 521919, 7.63%, (PRIME+0.807%), 12/25/2037 (b) | 7890 | 8382 |
| &nbsp;&nbsp;&nbsp;Pool 522029, 7.63%, (PRIME+0.947%), 02/25/2039 (b) | 10721 | 11506 |
| &nbsp;&nbsp;&nbsp;Pool 521970, 7.64%, (PRIME+0.913%), 07/25/2038 (b) | 40968 | 43622 |
| &nbsp;&nbsp;&nbsp;Pool 522371, 7.65%, (PRIME+0.789%), 10/25/2029 (b) | 15822 | 16197 |
| &nbsp;&nbsp;&nbsp;Pool 522268, 7.66%, (PRIME+0.916%), 01/25/2029 (b) | 89134 | 90617 |
| &nbsp;&nbsp;&nbsp;Pool 522156, 7.73%, (PRIME+0.983%), 05/25/2040 (b) | 94300 | 100664 |
| &nbsp;&nbsp;&nbsp;Pool 522387, 7.78%, (PRIME+0.967%), 01/25/2030 (b) | 38898 | 40004 |
| &nbsp;&nbsp;&nbsp;Pool 522158, 7.86%, (PRIME+0.879%), 01/25/2027 (b) | 1530 | 1531 |
| &nbsp;&nbsp;&nbsp;Pool 522282, 7.88%, (PRIME+1.136%), 09/25/2028 (b) | 13275 | 13391 |
| &nbsp;&nbsp;&nbsp;Pool 522327, 7.98%, (PRIME+1.192%), 05/25/2029 (b) | 84324 | 87267 |
|  |  | 10661967 |
| &nbsp;&nbsp;&nbsp;**Small Business Administration Participation Certificates - 0.63%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool 2020-10D, 0.81%, 07/01/2030 | 1037484 | 974420 |
| &nbsp;&nbsp;&nbsp;Pool 2022-20B, 2.22%, 02/01/2042 | 7887482 | 7059603 |
| &nbsp;&nbsp;&nbsp;Pool 2015-20C, 2.72%, 03/01/2035 | 20488 | 19661 |
| &nbsp;&nbsp;&nbsp;Pool 2012-20A, 2.76%, 01/01/2032 | 6327 | 6178 |
| &nbsp;&nbsp;&nbsp;Pool 2016-20L, 2.81%, 12/01/2036 | 157753 | 151327 |
| &nbsp;&nbsp;&nbsp;Pool 2017-20F, 2.81%, 06/01/2037 | 3535123 | 3371523 |
| &nbsp;&nbsp;&nbsp;Pool 2017-20C, 3.04%, 03/01/2037 | 2488754 | 2392101 |
| &nbsp;&nbsp;&nbsp;Pool 2014-20D, 3.11%, 04/01/2034 | 821588 | 804987 |
| &nbsp;&nbsp;&nbsp;Pool 2010-20K, 3.25%, 11/01/2030 | 3061 | 3034 |
| &nbsp;&nbsp;&nbsp;Pool 2018-20E, 3.50%, 05/01/2038 | 6446677 | 6285473 |
| &nbsp;&nbsp;&nbsp;Pool 2013-20I, 3.62%, 09/01/2033 | 161680 | 160844 |
| &nbsp;&nbsp;&nbsp;Pool 2009-20J, 3.92%, 10/01/2029 | 830673 | 831427 |
| &nbsp;&nbsp;&nbsp;Pool 2010-20E, 4.11%, 05/01/2030 | 30153 | 30272 |
| &nbsp;&nbsp;&nbsp;Pool 2011-20B, 4.22%, 02/01/2031 | 135537 | 136501 |
| &nbsp;&nbsp;&nbsp;Pool 2009-20D, 4.31%, 04/01/2029 | 134492 | 135183 |
| &nbsp;&nbsp;&nbsp;Pool 2023-10F, 5.47%, 11/01/2033 | 2852864 | 2985932 |
| &nbsp;&nbsp;&nbsp;Pool 2008-20C, 5.49%, 03/01/2028 | 1125 | 1144 |
| &nbsp;&nbsp;&nbsp;Pool 2008-20E, 5.49%, 05/01/2028 | 3083 | 3129 |
|  |  | 25352739 |
| &nbsp;&nbsp;&nbsp;**Small Business Investment Company Certificates - 0.27%** |  |  |
| &nbsp;&nbsp;&nbsp;Pool 2016-10B, 2.05%, 09/10/2026 | 1084489 | 1073893 |
| &nbsp;&nbsp;&nbsp;Pool 2022-10A, 2.94%, 03/10/2032 | 3444628 | 3299411 |
| &nbsp;&nbsp;&nbsp;Pool 2022-10B, 4.26%, 09/10/2032 | 2084902 | 2107010 |
| &nbsp;&nbsp;&nbsp;Pool 2023-10A, 5.17%, 03/10/2033 | 4274692 | 4429216 |
|  |  | 10909530 |
| &nbsp;&nbsp;&nbsp;**TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS (Cost $2,494,284,878)** |  | 2389736454 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| **CORPORATE BONDS - 13.09%** |  |  |
| &nbsp;&nbsp;&nbsp;**Communication Services - 2.14%** |  |  |
| &nbsp;&nbsp;&nbsp;**Comcast Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 02/15/2033 | $82237000 | $83525679 |
| &nbsp;&nbsp;&nbsp;**Verizon Communications** |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 05/09/2033 | 2274000 | 2356457 |
|  |  | 85882136 |
| &nbsp;&nbsp;&nbsp;**Consumer Discretionary - 2.47%** |  |  |
| &nbsp;&nbsp;&nbsp;**J Paul Getty Trust** |  |  |
| &nbsp;&nbsp;&nbsp;4.91%, 04/01/2035 | 1410000 | 1461336 |
| &nbsp;&nbsp;&nbsp;**Toyota Motor Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 06/30/2030 | 51255000 | 52225889 |
| &nbsp;&nbsp;&nbsp;5.05%, 06/30/2035 | 37959000 | 39506637 |
| &nbsp;&nbsp;&nbsp;5.12%, 07/13/2028 | 5690000 | 5861070 |
|  |  | 99054932 |
| &nbsp;&nbsp;&nbsp;**Consumer Staples - 0.34%** |  |  |
| &nbsp;&nbsp;&nbsp;**Walmart** |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 09/22/2031 | 15336000 | 13826826 |
| &nbsp;&nbsp;&nbsp;**Financials - 4.35%** |  |  |
| &nbsp;&nbsp;&nbsp;**American Express** |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/2029 | 44114000 | 44468579 |
| &nbsp;&nbsp;&nbsp;**Andrew W Mellon Foundation** |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 08/01/2027 | 20238000 | 19485164 |
| &nbsp;&nbsp;&nbsp;**Bank of America Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;6.20%, SOFR + 1.990%, 11/10/2028 (b) | 48046000 | 49758761 |
| &nbsp;&nbsp;&nbsp;**Capital Impact Partners** |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 07/15/2026 | 1000000 | 1001129 |
| &nbsp;&nbsp;&nbsp;**Century Housing Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 06/15/2028 | 3929000 | 3945601 |
| &nbsp;&nbsp;&nbsp;**M&T Bank Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;4.83%, SOFR + 0.930%, 01/16/2029 (b) | 17798000 | 18087537 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Higher Education Assistance Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 07/01/2031 | 6000000 | 5381860 |
| &nbsp;&nbsp;&nbsp;**Metropolitan Life Global Funding I** |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 06/30/2027 (c) | 14695000 | 14809150 |
| &nbsp;&nbsp;&nbsp;**Toronto-Dominion Bank** |  |  |
| &nbsp;&nbsp;&nbsp;5.26%, 12/11/2026 | 4539000 | 4588353 |
| &nbsp;&nbsp;&nbsp;**USAA Capital Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 05/01/2030 (c) | 14399000 | 13398354 |
|  |  | 174924488 |
| &nbsp;&nbsp;&nbsp;**Real Estate - 3.79%** |  |  |
| &nbsp;&nbsp;&nbsp;**Bridge Housing Corp.** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/2030 | 5000000 | 4738047 |
| &nbsp;&nbsp;&nbsp;5.32%, 07/15/2035 | 3985000 | 4066849 |
| &nbsp;&nbsp;&nbsp;**ERP Operating** |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/2028 | 1000000 | 1006693 |
| &nbsp;&nbsp;&nbsp;**National Community Renaissance of California** |  |  |
| &nbsp;&nbsp;&nbsp;3.27%, 12/01/2032 | 7840000 | 7004702 |
| &nbsp;&nbsp;&nbsp;**Preservation of Affordable Housing** |  |  |
| &nbsp;&nbsp;&nbsp;4.48%, 12/01/2032 | 5100000 | 5019949 |
| &nbsp;&nbsp;&nbsp;**Preservation of Affordable Housing Inc.** |  |  |
| &nbsp;&nbsp;&nbsp;5.44%, 06/01/2036 | 2165000 | 2178869 |
| &nbsp;&nbsp;&nbsp;**Prologis** |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/15/2030 | 53216000 | 47066409 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.63%, 01/15/2033 | $80259000 | $81430454 |
|  |  | 152511972 |
| &nbsp;&nbsp;&nbsp;**TOTAL CORPORATE BONDS (Cost $522,075,879)** |  | 526200354 |
| **MUNICIPAL BONDS - 12.35%** |  |  |
| &nbsp;&nbsp;&nbsp;**California - 0.70%** |  |  |
| &nbsp;&nbsp;&nbsp;**Alameda County, Ser A, GO** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 02/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.753%, 08/01/2032 | 1425000 | 1412838 |
| &nbsp;&nbsp;&nbsp;**Alameda County, Ser B, GO** |  |  |
| &nbsp;&nbsp;&nbsp;3.649%, 08/01/2030 | 325000 | 323434 |
| &nbsp;&nbsp;&nbsp;3.460%, 08/01/2027 | 685000 | 683046 |
| &nbsp;&nbsp;&nbsp;3.410%, 08/01/2026 | 1250000 | 1248350 |
| &nbsp;&nbsp;&nbsp;**California State Health Facilities Financing Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.478%, 06/01/2029 | 2500000 | 2487926 |
| &nbsp;&nbsp;&nbsp;3.378%, 06/01/2028 | 1915000 | 1906955 |
| &nbsp;&nbsp;&nbsp;2.534%, 06/01/2028 | 1050000 | 1026635 |
| &nbsp;&nbsp;&nbsp;1.829%, 06/01/2029 | 5975000 | 5644181 |
| &nbsp;&nbsp;&nbsp;1.168%, 06/01/2026 | 1660000 | 1649510 |
| &nbsp;&nbsp;&nbsp;**California State Health Facilities Financing Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 06/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.704%, 06/01/2030 | 2460000 | 2358839 |
| &nbsp;&nbsp;&nbsp;**Emeryville California, Ser 2018, GO** |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 08/01/2028 | 310000 | 326965 |
| &nbsp;&nbsp;&nbsp;**Los Angeles City, Ser A, GO** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.690%, 09/01/2029 | 555000 | 556551 |
| &nbsp;&nbsp;&nbsp;**Los Angeles County Redevelopment Refunding Authority, Ser B, TA** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.750%, 09/01/2031 | 605000 | 605320 |
| &nbsp;&nbsp;&nbsp;3.500%, 09/01/2027 | 250000 | 249438 |
| &nbsp;&nbsp;&nbsp;**San Diego Unified School District, Ser ZR-1, GO** |  |  |
| &nbsp;&nbsp;&nbsp;1.599%, 07/01/2028 | 1250000 | 1194339 |
| &nbsp;&nbsp;&nbsp;**San Francisco City & County Redevelopment Agency Successor Agency, Ser A, TA** |  |  |
| &nbsp;&nbsp;&nbsp;3.633%, 08/01/2026 | 575000 | 574784 |
| &nbsp;&nbsp;&nbsp;2.071%, 08/01/2027 | 4125000 | 4035898 |
| &nbsp;&nbsp;&nbsp;**San Francisco City & County, Ser C, GO** |  |  |
| &nbsp;&nbsp;&nbsp;1.805%, 06/15/2030 | 400000 | 369575 |
| &nbsp;&nbsp;&nbsp;1.705%, 06/15/2029 | 410000 | 385290 |
| &nbsp;&nbsp;&nbsp;1.555%, 06/15/2028 | 250000 | 238691 |
| &nbsp;&nbsp;&nbsp;1.324%, 06/15/2027 | 450000 | 436647 |
| &nbsp;&nbsp;&nbsp;1.104%, 06/15/2026 | 245000 | 243115 |
|  |  | 27958327 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Colorado - 0.40%** |  |  |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 11/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.000%, 08/01/2047 | $77113 | $63881 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser A-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.984%, 11/01/2029 | 215000 | 224668 |
| &nbsp;&nbsp;&nbsp;4.934%, 05/01/2029 | 390000 | 405100 |
| &nbsp;&nbsp;&nbsp;4.816%, 11/01/2027 | 245000 | 249524 |
| &nbsp;&nbsp;&nbsp;4.804%, 05/01/2028 | 200000 | 204890 |
| &nbsp;&nbsp;&nbsp;4.766%, 05/01/2027 | 15000 | 15176 |
| &nbsp;&nbsp;&nbsp;4.554%, 11/01/2028 | 705000 | 721632 |
| &nbsp;&nbsp;&nbsp;4.504%, 05/01/2028 | 650000 | 661868 |
| &nbsp;&nbsp;&nbsp;4.464%, 11/01/2027 | 285000 | 288658 |
| &nbsp;&nbsp;&nbsp;4.434%, 05/01/2027 | 1000000 | 1007974 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser B-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.065%, 11/01/2030 | 445000 | 454747 |
| &nbsp;&nbsp;&nbsp;5.025%, 05/01/2030 | 85000 | 86713 |
| &nbsp;&nbsp;&nbsp;4.923%, 11/01/2029 | 60000 | 61030 |
| &nbsp;&nbsp;&nbsp;4.883%, 05/01/2029 | 255000 | 258940 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser F1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.715%, 11/01/2029 | 630000 | 638725 |
| &nbsp;&nbsp;&nbsp;4.665%, 05/01/2029 | 750000 | 773060 |
| &nbsp;&nbsp;&nbsp;4.645%, 11/01/2028 | 745000 | 764282 |
| &nbsp;&nbsp;&nbsp;4.585%, 05/01/2028 | 700000 | 714018 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser H-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.117%, 11/01/2027 | 1105000 | 1121333 |
| &nbsp;&nbsp;&nbsp;5.017%, 05/01/2027 | 2190000 | 2211941 |
| &nbsp;&nbsp;&nbsp;4.967%, 11/01/2026 | 1135000 | 1141479 |
| &nbsp;&nbsp;&nbsp;4.917%, 05/01/2026 | 135000 | 135000 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 06/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.850%, 07/01/2057 | 2035916 | 1718805 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser K-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.254%, 11/01/2029 | 255000 | 261827 |
| &nbsp;&nbsp;&nbsp;5.214%, 05/01/2029 | 435000 | 445510 |
| &nbsp;&nbsp;&nbsp;5.191%, 11/01/2028 | 265000 | 270775 |
| &nbsp;&nbsp;&nbsp;5.131%, 05/01/2028 | 30000 | 30535 |
| &nbsp;&nbsp;&nbsp;5.101%, 11/01/2027 | 985000 | 999076 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser N-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.272%, 05/01/2026 | 100000 | 100000 |
| &nbsp;&nbsp;&nbsp;**Colorado State Housing & Finance Authority, Ser V, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.400%, 11/01/2045 | 133103 | 122814 |
|  |  | 16153981 |
| &nbsp;&nbsp;&nbsp;**Connecticut - 0.15%** |  |  |
| &nbsp;&nbsp;&nbsp;**Connecticut State Housing Finance Authority, Ser A-2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.860%, 11/15/2030 | 115000 | 120443 |
| &nbsp;&nbsp;&nbsp;**Connecticut State Housing Finance Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.188%, 11/15/2030 | 1410000 | 1496458 |
| &nbsp;&nbsp;&nbsp;5.138%, 05/15/2030 | 1430000 | 1510711 |
| &nbsp;&nbsp;&nbsp;5.064%, 11/15/2029 | 385000 | 404164 |
| &nbsp;&nbsp;&nbsp;5.044%, 05/15/2029 | 1365000 | 1425557 |
| &nbsp;&nbsp;&nbsp;**Connecticut State Housing Finance Authority, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.309%, 05/15/2031 | 1000000 | 1022069 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Connecticut State Housing Finance Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.695%, 05/15/2030 | $200000 | $207865 |
|  |  | 6187267 |
| &nbsp;&nbsp;&nbsp;**Delaware - 0.07%** |  |  |
| &nbsp;&nbsp;&nbsp;**Delaware State Housing Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.480%, 07/01/2048 | 2714271 | 2619839 |
| &nbsp;&nbsp;&nbsp;**District of Columbia - 0.05%** |  |  |
| &nbsp;&nbsp;&nbsp;**District of Columbia Housing Finance Agency, Ser 2014-A,** |  |  |
| &nbsp;&nbsp;&nbsp;**Cl A** |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 06/15/2045 | 173011 | 170152 |
| &nbsp;&nbsp;&nbsp;**District of Columbia Housing Finance Agency, Ser 2017-A,** |  |  |
| &nbsp;&nbsp;&nbsp;**Cl A** |  |  |
| &nbsp;&nbsp;&nbsp;3.236%, 03/01/2049 | 2060914 | 1949872 |
|  |  | 2120024 |
| &nbsp;&nbsp;&nbsp;**Florida - 0.28%** |  |  |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser 1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/18/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 07/01/2037 | 1479191 | 1420447 |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser 2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.159%, 07/01/2033 | 70000 | 72151 |
| &nbsp;&nbsp;&nbsp;5.129%, 01/01/2033 | 205000 | 211016 |
| &nbsp;&nbsp;&nbsp;5.128%, 07/01/2032 | 90000 | 92631 |
| &nbsp;&nbsp;&nbsp;5.078%, 01/01/2032 | 70000 | 71891 |
| &nbsp;&nbsp;&nbsp;5.053%, 07/01/2031 | 135000 | 138479 |
| &nbsp;&nbsp;&nbsp;5.013%, 01/01/2031 | 135000 | 138238 |
| &nbsp;&nbsp;&nbsp;4.969%, 01/01/2032 | 390000 | 408130 |
| &nbsp;&nbsp;&nbsp;4.963%, 07/01/2030 | 55000 | 56202 |
| &nbsp;&nbsp;&nbsp;4.913%, 01/01/2030 | 75000 | 76482 |
| &nbsp;&nbsp;&nbsp;4.840%, 01/01/2029 | 505000 | 513160 |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser 2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.279%, 07/01/2034 | 245000 | 253843 |
| &nbsp;&nbsp;&nbsp;5.229%, 01/01/2034 | 265000 | 273959 |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser 4, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.941%, 01/01/2031 | 890000 | 909103 |
| &nbsp;&nbsp;&nbsp;4.891%, 07/01/2030 | 755000 | 769764 |
| &nbsp;&nbsp;&nbsp;4.866%, 07/01/2029 | 560000 | 569836 |
| &nbsp;&nbsp;&nbsp;4.841%, 01/01/2030 | 835000 | 849710 |
| &nbsp;&nbsp;&nbsp;4.816%, 01/01/2029 | 705000 | 715883 |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser 6, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.763%, 07/01/2028 | 5000 | 5160 |
| &nbsp;&nbsp;&nbsp;5.613%, 01/01/2027 | 340000 | 344162 |
| &nbsp;&nbsp;&nbsp;4.759%, 07/01/2033 | 245000 | 251021 |
| &nbsp;&nbsp;&nbsp;4.709%, 01/01/2033 | 370000 | 379567 |
| &nbsp;&nbsp;&nbsp;4.659%, 07/01/2032 | 150000 | 154068 |
| &nbsp;&nbsp;&nbsp;4.609%, 01/01/2032 | 340000 | 349510 |
| &nbsp;&nbsp;&nbsp;4.448%, 01/01/2031 | 320000 | 328223 |
| &nbsp;&nbsp;&nbsp;4.298%, 01/01/2030 | 200000 | 204285 |
| &nbsp;&nbsp;&nbsp;4.298%, 07/01/2030 | 130000 | 132710 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.154%, 07/01/2029 | $160000 | $162602 |
| &nbsp;&nbsp;&nbsp;**Florida State Housing Finance Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.550%, 01/01/2043 | 707915 | 641248 |
| &nbsp;&nbsp;&nbsp;**Miami Beach Florida, Ser B, GO** |  |  |
| &nbsp;&nbsp;&nbsp;4.674%, 05/01/2029 | 510000 | 526339 |
| &nbsp;&nbsp;&nbsp;**Miami-Dade County Housing Finance Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.875%, 11/01/2038 | 324487 | 285966 |
|  |  | 11305786 |
| &nbsp;&nbsp;&nbsp;**Georgia - 0.01%** |  |  |
| &nbsp;&nbsp;&nbsp;**Georgia Housing & Finance Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.401%, 06/01/2031 | 290000 | 295407 |
| &nbsp;&nbsp;&nbsp;4.146%, 12/01/2030 | 280000 | 283293 |
|  |  | 578700 |
| &nbsp;&nbsp;&nbsp;**Illinois - 1.05%** |  |  |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser 2017-B, Cl 1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.210%, 12/01/2043 | 861058 | 712665 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser B** |  |  |
| &nbsp;&nbsp;&nbsp;4.705%, 04/01/2034 | 625000 | 631914 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.328%, 10/01/2030 | 60000 | 62518 |
| &nbsp;&nbsp;&nbsp;5.294%, 10/01/2031 | 725000 | 768723 |
| &nbsp;&nbsp;&nbsp;5.258%, 10/01/2029 | 280000 | 294492 |
| &nbsp;&nbsp;&nbsp;5.244%, 04/01/2031 | 500000 | 529148 |
| &nbsp;&nbsp;&nbsp;5.208%, 04/01/2029 | 190000 | 198632 |
| &nbsp;&nbsp;&nbsp;5.194%, 10/01/2030 | 555000 | 585621 |
| &nbsp;&nbsp;&nbsp;5.020%, 04/01/2026 | 500000 | 500462 |
| &nbsp;&nbsp;&nbsp;4.970%, 10/01/2026 | 50000 | 50345 |
| &nbsp;&nbsp;&nbsp;4.452%, 04/01/2029 | 1000000 | 1023579 |
| &nbsp;&nbsp;&nbsp;4.452%, 10/01/2029 | 1000000 | 1025049 |
| &nbsp;&nbsp;&nbsp;4.364%, 04/01/2028 | 2720000 | 2761819 |
| &nbsp;&nbsp;&nbsp;4.364%, 10/01/2028 | 2595000 | 2643040 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.129%, 10/01/2033 | 900000 | 937887 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.601%, 10/01/2027 | 400000 | 387611 |
| &nbsp;&nbsp;&nbsp;1.451%, 04/01/2027 | 540000 | 527276 |
| &nbsp;&nbsp;&nbsp;1.118%, 10/01/2026 | 215000 | 211776 |
| &nbsp;&nbsp;&nbsp;1.068%, 04/01/2026 | 470000 | 468966 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.186%, 10/01/2030 | 2100000 | 2215166 |
| &nbsp;&nbsp;&nbsp;5.136%, 04/01/2030 | 2035000 | 2139071 |
| &nbsp;&nbsp;&nbsp;5.094%, 10/01/2029 | 1955000 | 2045529 |
| &nbsp;&nbsp;&nbsp;5.044%, 04/01/2029 | 700000 | 728486 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.897%, 10/01/2029 | 1350000 | 1403671 |
| &nbsp;&nbsp;&nbsp;4.873%, 10/01/2032 | 750000 | 776284 |
| &nbsp;&nbsp;&nbsp;4.847%, 04/01/2029 | 1310000 | 1355851 |
| &nbsp;&nbsp;&nbsp;4.823%, 04/01/2032 | 665000 | 688011 |
| &nbsp;&nbsp;&nbsp;4.753%, 10/01/2031 | 500000 | 516813 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.726%, 10/01/2028 | $720000 | $739655 |
| &nbsp;&nbsp;&nbsp;4.703%, 04/01/2031 | 500000 | 516637 |
| &nbsp;&nbsp;&nbsp;4.464%, 10/01/2030 | 675000 | 692109 |
| &nbsp;&nbsp;&nbsp;4.404%, 04/01/2030 | 525000 | 537608 |
| &nbsp;&nbsp;&nbsp;4.354%, 10/01/2029 | 540000 | 551754 |
| &nbsp;&nbsp;&nbsp;4.344%, 04/01/2029 | 300000 | 306100 |
| &nbsp;&nbsp;&nbsp;4.284%, 10/01/2027 | 1410000 | 1423563 |
| &nbsp;&nbsp;&nbsp;4.234%, 04/01/2027 | 365000 | 367026 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser H, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 10/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.937%, 04/01/2035 | 1920000 | 1953750 |
| &nbsp;&nbsp;&nbsp;4.817%, 10/01/2034 | 1700000 | 1725619 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.439%, 10/01/2029 | 80000 | 84622 |
| &nbsp;&nbsp;&nbsp;5.419%, 04/01/2029 | 370000 | 389065 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser J, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.927%, 10/01/2031 | 600000 | 625312 |
| &nbsp;&nbsp;&nbsp;4.877%, 04/01/2031 | 2595000 | 2702863 |
| &nbsp;&nbsp;&nbsp;4.817%, 10/01/2030 | 1250000 | 1299369 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser L, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.552%, 04/01/2026 | 575000 | 575773 |
| &nbsp;&nbsp;&nbsp;**Illinois State Housing Development Authority, Ser O, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.590%, 04/01/2028 | 550000 | 571858 |
| &nbsp;&nbsp;&nbsp;**Sales Tax Securitization Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.431%, 01/01/2027 | 1000000 | 1004743 |
|  |  | 42257831 |
| &nbsp;&nbsp;&nbsp;**Indiana - 0.63%** |  |  |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser A-2** |  |  |
| &nbsp;&nbsp;&nbsp;4.775%, 01/01/2034 | 835000 | 853430 |
| &nbsp;&nbsp;&nbsp;4.572%, 07/01/2033 | 350000 | 357420 |
| &nbsp;&nbsp;&nbsp;4.532%, 01/01/2033 | 430000 | 438824 |
| &nbsp;&nbsp;&nbsp;4.462%, 07/01/2032 | 250000 | 254728 |
| &nbsp;&nbsp;&nbsp;4.422%, 01/01/2032 | 235000 | 239108 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser A-2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.789%, 07/01/2026 | 125000 | 125394 |
| &nbsp;&nbsp;&nbsp;4.785%, 07/01/2030 | 245000 | 254755 |
| &nbsp;&nbsp;&nbsp;4.775%, 07/01/2028 | 120000 | 123140 |
| &nbsp;&nbsp;&nbsp;4.735%, 01/01/2030 | 235000 | 243548 |
| &nbsp;&nbsp;&nbsp;4.685%, 01/01/2029 | 325000 | 334334 |
| &nbsp;&nbsp;&nbsp;4.685%, 07/01/2029 | 195000 | 201269 |
| &nbsp;&nbsp;&nbsp;4.652%, 01/01/2028 | 300000 | 305505 |
| &nbsp;&nbsp;&nbsp;4.652%, 07/01/2028 | 325000 | 332618 |
| &nbsp;&nbsp;&nbsp;4.593%, 07/01/2027 | 305000 | 308592 |
| &nbsp;&nbsp;&nbsp;4.532%, 07/01/2027 | 120000 | 121319 |
| &nbsp;&nbsp;&nbsp;4.523%, 01/01/2027 | 140000 | 140884 |
| &nbsp;&nbsp;&nbsp;4.493%, 07/01/2026 | 135000 | 135296 |
| &nbsp;&nbsp;&nbsp;4.482%, 01/01/2027 | 125000 | 125747 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser B-3, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.337%, 07/01/2031 | 140000 | 149251 |
| &nbsp;&nbsp;&nbsp;5.287%, 01/01/2031 | 200000 | 212463 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;5.237%, 07/01/2030 | $200000 | $211542 |
| &nbsp;&nbsp;&nbsp;5.139%, 07/01/2029 | 250000 | 261565 |
| &nbsp;&nbsp;&nbsp;5.089%, 01/01/2029 | 200000 | 207899 |
| &nbsp;&nbsp;&nbsp;5.039%, 07/01/2028 | 200000 | 206403 |
| &nbsp;&nbsp;&nbsp;5.032%, 07/01/2032 | 745000 | 781880 |
| &nbsp;&nbsp;&nbsp;4.990%, 07/01/2030 | 300000 | 314379 |
| &nbsp;&nbsp;&nbsp;4.982%, 01/01/2032 | 880000 | 922423 |
| &nbsp;&nbsp;&nbsp;4.940%, 01/01/2030 | 300000 | 312984 |
| &nbsp;&nbsp;&nbsp;4.890%, 07/01/2029 | 440000 | 456949 |
| &nbsp;&nbsp;&nbsp;4.840%, 01/01/2029 | 430000 | 444127 |
| &nbsp;&nbsp;&nbsp;4.832%, 01/01/2031 | 265000 | 273477 |
| &nbsp;&nbsp;&nbsp;4.819%, 07/01/2028 | 200000 | 205428 |
| &nbsp;&nbsp;&nbsp;4.769%, 01/01/2028 | 45000 | 45918 |
| &nbsp;&nbsp;&nbsp;4.658%, 07/01/2030 | 420000 | 434610 |
| &nbsp;&nbsp;&nbsp;4.588%, 01/01/2030 | 105000 | 108273 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser C-2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.336%, 07/01/2030 | 5000 | 5308 |
| &nbsp;&nbsp;&nbsp;5.322%, 07/01/2031 | 40000 | 42615 |
| &nbsp;&nbsp;&nbsp;5.286%, 01/01/2030 | 200000 | 211176 |
| &nbsp;&nbsp;&nbsp;5.206%, 01/01/2029 | 65000 | 67770 |
| &nbsp;&nbsp;&nbsp;4.859%, 07/01/2031 | 680000 | 709451 |
| &nbsp;&nbsp;&nbsp;4.819%, 01/01/2031 | 1330000 | 1385690 |
| &nbsp;&nbsp;&nbsp;4.779%, 07/01/2030 | 1280000 | 1330659 |
| &nbsp;&nbsp;&nbsp;4.729%, 01/01/2030 | 1235000 | 1279662 |
| &nbsp;&nbsp;&nbsp;4.694%, 07/01/2029 | 595000 | 614294 |
| &nbsp;&nbsp;&nbsp;4.604%, 01/01/2029 | 1150000 | 1180543 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser C-2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.827%, 07/01/2034 | 260000 | 266382 |
| &nbsp;&nbsp;&nbsp;4.777%, 01/01/2034 | 250000 | 256289 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.370%, 07/01/2028 | 1135000 | 1154512 |
| &nbsp;&nbsp;&nbsp;4.300%, 01/01/2028 | 565000 | 571878 |
| &nbsp;&nbsp;&nbsp;**Indiana State Housing & Community Development Authority, Ser D-3, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.769%, 01/01/2029 | 725000 | 766782 |
| &nbsp;&nbsp;&nbsp;5.646%, 07/01/2028 | 50000 | 52273 |
| &nbsp;&nbsp;&nbsp;5.606%, 01/01/2028 | 335000 | 346757 |
| &nbsp;&nbsp;&nbsp;5.546%, 07/01/2027 | 10000 | 10240 |
| &nbsp;&nbsp;&nbsp;5.068%, 07/01/2032 | 600000 | 630894 |
| &nbsp;&nbsp;&nbsp;5.028%, 01/01/2032 | 890000 | 935012 |
| &nbsp;&nbsp;&nbsp;4.892%, 07/01/2031 | 855000 | 893374 |
| &nbsp;&nbsp;&nbsp;4.842%, 01/01/2031 | 855000 | 891660 |
| &nbsp;&nbsp;&nbsp;4.742%, 07/01/2030 | 745000 | 773394 |
| &nbsp;&nbsp;&nbsp;4.732%, 01/01/2030 | 475000 | 492228 |
|  |  | 25314325 |
| &nbsp;&nbsp;&nbsp;**Kentucky - 0.14%** |  |  |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.500%, 01/01/2040 | 80000 | 79928 |
| &nbsp;&nbsp;&nbsp;3.499%, 07/01/2031 | 595000 | 574660 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser B** |  |  |
| &nbsp;&nbsp;&nbsp;4.652%, 01/01/2034 | $290000 | $293681 |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 07/01/2037 | 305000 | 304849 |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.162%, 07/01/2031 | 100000 | 105917 |
| &nbsp;&nbsp;&nbsp;5.132%, 01/01/2031 | 200000 | 211402 |
| &nbsp;&nbsp;&nbsp;5.082%, 07/01/2030 | 80000 | 84232 |
| &nbsp;&nbsp;&nbsp;4.920%, 01/01/2030 | 225000 | 234916 |
| &nbsp;&nbsp;&nbsp;4.900%, 07/01/2029 | 130000 | 135164 |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.266%, 07/01/2033 | 230000 | 243751 |
| &nbsp;&nbsp;&nbsp;5.246%, 01/01/2033 | 390000 | 413643 |
| &nbsp;&nbsp;&nbsp;4.997%, 07/01/2032 | 160000 | 167762 |
| &nbsp;&nbsp;&nbsp;4.947%, 01/01/2032 | 200000 | 209533 |
| &nbsp;&nbsp;&nbsp;4.887%, 07/01/2031 | 250000 | 261515 |
| &nbsp;&nbsp;&nbsp;4.817%, 01/01/2031 | 245000 | 255593 |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.436%, 07/01/2035 | 625000 | 658009 |
| &nbsp;&nbsp;&nbsp;5.416%, 01/01/2035 | 105000 | 110822 |
| &nbsp;&nbsp;&nbsp;5.386%, 07/01/2034 | 420000 | 444211 |
| &nbsp;&nbsp;&nbsp;5.336%, 01/01/2034 | 70000 | 74139 |
| &nbsp;&nbsp;&nbsp;**Kentucky State Housing Corp., Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.945%, 01/01/2030 | 215000 | 217051 |
| &nbsp;&nbsp;&nbsp;3.925%, 07/01/2029 | 180000 | 181691 |
| &nbsp;&nbsp;&nbsp;3.895%, 01/01/2029 | 200000 | 201668 |
| &nbsp;&nbsp;&nbsp;3.825%, 07/01/2028 | 150000 | 150857 |
| &nbsp;&nbsp;&nbsp;3.765%, 01/01/2028 | 185000 | 185617 |
|  |  | 5800611 |
| &nbsp;&nbsp;&nbsp;**Louisiana - 0.08%** |  |  |
| &nbsp;&nbsp;&nbsp;**Louisiana State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.058%, 12/01/2029 | 90000 | 92315 |
| &nbsp;&nbsp;&nbsp;5.008%, 06/01/2029 | 65000 | 67717 |
| &nbsp;&nbsp;&nbsp;4.953%, 12/01/2028 | 240000 | 248466 |
| &nbsp;&nbsp;&nbsp;4.803%, 12/01/2027 | 115000 | 117357 |
| &nbsp;&nbsp;&nbsp;4.753%, 06/01/2027 | 120000 | 121629 |
| &nbsp;&nbsp;&nbsp;**Louisiana State Housing Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.300%, 06/01/2033 | 335000 | 355853 |
| &nbsp;&nbsp;&nbsp;5.100%, 12/01/2032 | 785000 | 826905 |
| &nbsp;&nbsp;&nbsp;5.050%, 06/01/2032 | 760000 | 799658 |
| &nbsp;&nbsp;&nbsp;5.000%, 12/01/2031 | 530000 | 556785 |
|  |  | 3186685 |
| &nbsp;&nbsp;&nbsp;**Maine - 0.01%** |  |  |
| &nbsp;&nbsp;&nbsp;**Maine State Housing Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.763%, 11/15/2026 | 515000 | 508045 |
| &nbsp;&nbsp;&nbsp;**Maryland - 0.44%** |  |  |
| &nbsp;&nbsp;&nbsp;**Maryland Department of Housing & Community Development, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.110%, 09/01/2029 | 1655000 | 1721034 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;5.060%, 03/01/2029 | $1630000 | $1687521 |
| &nbsp;&nbsp;&nbsp;5.010%, 09/01/2028 | 875000 | 901208 |
| &nbsp;&nbsp;&nbsp;4.773%, 03/01/2030 | 2715000 | 2796681 |
| &nbsp;&nbsp;&nbsp;4.693%, 03/01/2029 | 1275000 | 1306843 |
| &nbsp;&nbsp;&nbsp;**Maryland Department of Housing & Community Development, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.764%, 03/01/2032 | 980000 | 1004038 |
| &nbsp;&nbsp;&nbsp;4.764%, 09/01/2032 | 505000 | 515831 |
| &nbsp;&nbsp;&nbsp;**Maryland Department of Housing & Community Development, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.659%, 03/01/2031 | 95000 | 97287 |
| &nbsp;&nbsp;&nbsp;**Maryland State Community Development Administration, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/18/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.500%, 09/01/2047 | 190000 | 189936 |
| &nbsp;&nbsp;&nbsp;**Maryland State Community Development Administration, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 10/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.950%, 11/01/2058 | 1161242 | 1041126 |
| &nbsp;&nbsp;&nbsp;**Maryland State Community Development Administration, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.950%, 09/01/2028 | 580000 | 581711 |
| &nbsp;&nbsp;&nbsp;**Maryland State Community Development Administration, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.171%, 09/01/2029 | 140000 | 145912 |
| &nbsp;&nbsp;&nbsp;5.132%, 09/01/2028 | 1250000 | 1288559 |
| &nbsp;&nbsp;&nbsp;5.121%, 03/01/2029 | 515000 | 533538 |
| &nbsp;&nbsp;&nbsp;5.082%, 03/01/2028 | 200000 | 204840 |
| &nbsp;&nbsp;&nbsp;**Maryland State Community Development Administration, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.730%, 09/01/2029 | 1090000 | 1155779 |
| &nbsp;&nbsp;&nbsp;5.700%, 03/01/2029 | 525000 | 552427 |
| &nbsp;&nbsp;&nbsp;5.592%, 09/01/2028 | 750000 | 781278 |
| &nbsp;&nbsp;&nbsp;5.542%, 03/01/2028 | 925000 | 955495 |
|  |  | 17461044 |
| &nbsp;&nbsp;&nbsp;**Massachusetts - 0.98%** |  |  |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 205, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 12/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.800%, 06/01/2035 | 155000 | 148616 |
| &nbsp;&nbsp;&nbsp;3.530%, 12/01/2029 | 660000 | 650245 |
| &nbsp;&nbsp;&nbsp;3.450%, 06/01/2029 | 300000 | 295863 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 226, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.222%, 12/01/2029 | 1580000 | 1648809 |
| &nbsp;&nbsp;&nbsp;5.172%, 06/01/2029 | 755000 | 783825 |
| &nbsp;&nbsp;&nbsp;5.122%, 12/01/2028 | 1020000 | 1053002 |
| &nbsp;&nbsp;&nbsp;5.072%, 06/01/2028 | 1330000 | 1364884 |
| &nbsp;&nbsp;&nbsp;5.012%, 12/01/2027 | 570000 | 581132 |
| &nbsp;&nbsp;&nbsp;4.962%, 06/01/2027 | 650000 | 658476 |
| &nbsp;&nbsp;&nbsp;4.912%, 12/01/2026 | 550000 | 553948 |
| &nbsp;&nbsp;&nbsp;4.862%, 06/01/2026 | 630000 | 631331 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 228, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.204%, 12/01/2029 | 750000 | 782197 |
| &nbsp;&nbsp;&nbsp;5.154%, 06/01/2029 | 1000000 | 1037636 |
| &nbsp;&nbsp;&nbsp;5.137%, 12/01/2028 | 750000 | 774556 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;5.087%, 06/01/2028 | $750000 | $769912 |
| &nbsp;&nbsp;&nbsp;5.057%, 12/01/2027 | 1055000 | 1076399 |
| &nbsp;&nbsp;&nbsp;5.007%, 06/01/2027 | 500000 | 506791 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 232, RB** |  |  |
| &nbsp;&nbsp;&nbsp;6.174%, 12/01/2029 | 1780000 | 1906722 |
| &nbsp;&nbsp;&nbsp;5.950%, 12/01/2027 | 1750000 | 1803177 |
| &nbsp;&nbsp;&nbsp;5.802%, 12/01/2026 | 1920000 | 1939317 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 235, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.395%, 06/01/2032 | 750000 | 793601 |
| &nbsp;&nbsp;&nbsp;5.395%, 12/01/2032 | 345000 | 364732 |
| &nbsp;&nbsp;&nbsp;5.307%, 12/01/2031 | 860000 | 906342 |
| &nbsp;&nbsp;&nbsp;5.257%, 06/01/2031 | 980000 | 1030267 |
| &nbsp;&nbsp;&nbsp;5.107%, 06/01/2030 | 275000 | 286518 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 238, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.336%, 06/01/2031 | 320000 | 322649 |
| &nbsp;&nbsp;&nbsp;4.336%, 12/01/2031 | 405000 | 406967 |
| &nbsp;&nbsp;&nbsp;4.186%, 12/01/2030 | 460000 | 462006 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 240, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.992%, 12/01/2031 | 110000 | 114182 |
| &nbsp;&nbsp;&nbsp;4.942%, 06/01/2031 | 175000 | 181407 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 243, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.974%, 06/01/2033 | 1810000 | 1863931 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 243, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 06/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.024%, 12/01/2033 | 1535000 | 1578340 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 247, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.951%, 06/01/2033 | 710000 | 729666 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser 247, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 06/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.111%, 12/01/2034 | 1700000 | 1743389 |
| &nbsp;&nbsp;&nbsp;5.061%, 06/01/2034 | 885000 | 907780 |
| &nbsp;&nbsp;&nbsp;5.031%, 12/01/2033 | 430000 | 442013 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.500%, 04/15/2054 | 3047498 | 2854243 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 06/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.850%, 12/01/2028 | 60000 | 59958 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 12/01/2055 | 2535000 | 2308887 |
| &nbsp;&nbsp;&nbsp;4.750%, 12/01/2045 | 2800000 | 2573052 |
| &nbsp;&nbsp;&nbsp;4.550%, 12/01/2035 | 400000 | 395845 |
| &nbsp;&nbsp;&nbsp;**Massachusetts State Housing Finance Agency, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.150%, 06/01/2027 | 250000 | 247926 |
|  |  | 39540539 |
| &nbsp;&nbsp;&nbsp;**Michigan - 0.22%** |  |  |
| &nbsp;&nbsp;&nbsp;**Michigan State Housing Development Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.247%, 12/01/2030 | 280000 | 294869 |
| &nbsp;&nbsp;&nbsp;5.128%, 12/01/2029 | 350000 | 365243 |
| &nbsp;&nbsp;&nbsp;4.877%, 12/01/2033 | 700000 | 718389 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.827%, 06/01/2033 | $430000 | $441405 |
| &nbsp;&nbsp;&nbsp;1.672%, 12/01/2028 | 1080000 | 1021558 |
| &nbsp;&nbsp;&nbsp;1.622%, 06/01/2028 | 1055000 | 1007493 |
| &nbsp;&nbsp;&nbsp;1.599%, 04/01/2027 | 250000 | 244477 |
| &nbsp;&nbsp;&nbsp;1.512%, 12/01/2027 | 1085000 | 1044726 |
| &nbsp;&nbsp;&nbsp;1.412%, 06/01/2027 | 605000 | 587850 |
| &nbsp;&nbsp;&nbsp;1.241%, 10/01/2026 | 485000 | 478145 |
| &nbsp;&nbsp;&nbsp;1.198%, 12/01/2026 | 490000 | 480733 |
| &nbsp;&nbsp;&nbsp;1.191%, 04/01/2026 | 300000 | 299378 |
| &nbsp;&nbsp;&nbsp;**Michigan State Housing Development Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.432%, 12/01/2027 | 50000 | 51428 |
| &nbsp;&nbsp;&nbsp;5.393%, 06/01/2026 | 210000 | 210776 |
| &nbsp;&nbsp;&nbsp;**Michigan State Housing Development Authority, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.438%, 06/01/2031 | 755000 | 767429 |
| &nbsp;&nbsp;&nbsp;4.438%, 12/01/2031 | 20000 | 20268 |
| &nbsp;&nbsp;&nbsp;4.338%, 12/01/2030 | 725000 | 735273 |
|  |  | 8769440 |
| &nbsp;&nbsp;&nbsp;**Minnesota - 0.57%** |  |  |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.684%, 01/01/2030 | 425000 | 434148 |
| &nbsp;&nbsp;&nbsp;4.624%, 07/01/2029 | 150000 | 152878 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.769%, 07/01/2028 | 25000 | 25487 |
| &nbsp;&nbsp;&nbsp;4.748%, 07/01/2027 | 15000 | 15183 |
| &nbsp;&nbsp;&nbsp;4.718%, 01/01/2027 | 185000 | 186416 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.897%, 07/01/2029 | 310000 | 318107 |
| &nbsp;&nbsp;&nbsp;4.694%, 07/01/2027 | 165000 | 167247 |
| &nbsp;&nbsp;&nbsp;4.627%, 07/01/2026 | 160000 | 160463 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.800%, 07/01/2031 | 10000 | 10001 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser D** |  |  |
| &nbsp;&nbsp;&nbsp;4.841%, 07/01/2035 | 405000 | 409843 |
| &nbsp;&nbsp;&nbsp;4.791%, 01/01/2035 | 445000 | 450257 |
| &nbsp;&nbsp;&nbsp;4.691%, 07/01/2034 | 220000 | 222548 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.730%, 08/01/2046 | 124839 | 108230 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.004%, 07/01/2029 | 195000 | 200468 |
| &nbsp;&nbsp;&nbsp;4.954%, 01/01/2029 | 290000 | 297268 |
| &nbsp;&nbsp;&nbsp;4.911%, 07/01/2028 | 90000 | 91956 |
| &nbsp;&nbsp;&nbsp;4.861%, 01/01/2028 | 180000 | 183110 |
| &nbsp;&nbsp;&nbsp;4.811%, 07/01/2027 | 145000 | 146845 |
| &nbsp;&nbsp;&nbsp;4.771%, 01/01/2027 | 270000 | 272162 |
| &nbsp;&nbsp;&nbsp;3.744%, 01/01/2029 | 2065000 | 2060629 |
| &nbsp;&nbsp;&nbsp;3.644%, 01/01/2028 | 1960000 | 1957079 |
| &nbsp;&nbsp;&nbsp;3.520%, 07/01/2027 | 55000 | 54862 |
| &nbsp;&nbsp;&nbsp;3.470%, 01/01/2027 | 990000 | 988044 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser G, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.155%, 07/01/2029 | 380000 | 392040 |
| &nbsp;&nbsp;&nbsp;5.125%, 01/01/2029 | 805000 | 827988 |
| &nbsp;&nbsp;&nbsp;5.090%, 07/01/2028 | 300000 | 307432 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;5.000%, 07/01/2027 | $145000 | $147152 |
| &nbsp;&nbsp;&nbsp;4.088%, 01/01/2029 | 60000 | 60348 |
| &nbsp;&nbsp;&nbsp;4.018%, 07/01/2028 | 660000 | 663296 |
| &nbsp;&nbsp;&nbsp;3.918%, 01/01/2028 | 415000 | 416302 |
| &nbsp;&nbsp;&nbsp;3.827%, 07/01/2027 | 400000 | 400515 |
| &nbsp;&nbsp;&nbsp;3.777%, 01/01/2027 | 270000 | 270118 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser H, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.283%, 07/01/2029 | 205000 | 211034 |
| &nbsp;&nbsp;&nbsp;5.245%, 07/01/2028 | 125000 | 128058 |
| &nbsp;&nbsp;&nbsp;5.233%, 01/01/2029 | 320000 | 328560 |
| &nbsp;&nbsp;&nbsp;5.185%, 01/01/2028 | 150000 | 153059 |
| &nbsp;&nbsp;&nbsp;5.163%, 07/01/2026 | 360000 | 361606 |
| &nbsp;&nbsp;&nbsp;5.135%, 07/01/2027 | 90000 | 91408 |
| &nbsp;&nbsp;&nbsp;5.045%, 07/01/2026 | 170000 | 170694 |
| &nbsp;&nbsp;&nbsp;4.887%, 07/01/2028 | 120000 | 122579 |
| &nbsp;&nbsp;&nbsp;4.857%, 01/01/2027 | 145000 | 146261 |
| &nbsp;&nbsp;&nbsp;4.827%, 01/01/2028 | 150000 | 152542 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.967%, 07/01/2031 | 750000 | 770676 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.525%, 01/01/2035 | 930000 | 974510 |
| &nbsp;&nbsp;&nbsp;5.435%, 01/01/2034 | 990000 | 1032395 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser J, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.241%, 07/01/2026 | 135000 | 135636 |
| &nbsp;&nbsp;&nbsp;4.875%, 07/01/2030 | 630000 | 647227 |
| &nbsp;&nbsp;&nbsp;4.825%, 01/01/2030 | 745000 | 763567 |
| &nbsp;&nbsp;&nbsp;4.791%, 07/01/2029 | 720000 | 736567 |
| &nbsp;&nbsp;&nbsp;4.741%, 01/01/2029 | 485000 | 494920 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser L, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.264%, 01/01/2027 | 10000 | 10118 |
| &nbsp;&nbsp;&nbsp;5.217%, 07/01/2026 | 460000 | 462132 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser M, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.054%, 07/01/2031 | 1165000 | 1202597 |
| &nbsp;&nbsp;&nbsp;5.004%, 01/01/2031 | 830000 | 855640 |
| &nbsp;&nbsp;&nbsp;**Minnesota State Housing Finance Agency, Ser P, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.739%, 07/01/2031 | 300000 | 310983 |
| &nbsp;&nbsp;&nbsp;4.689%, 01/01/2031 | 390000 | 403808 |
|  |  | 23064999 |
| &nbsp;&nbsp;&nbsp;**Mississippi - 0.02%** |  |  |
| &nbsp;&nbsp;&nbsp;**Mississippi State Home Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.001%, 06/01/2029 | 150000 | 156764 |
| &nbsp;&nbsp;&nbsp;4.905%, 06/01/2028 | 300000 | 309101 |
| &nbsp;&nbsp;&nbsp;4.805%, 06/01/2027 | 300000 | 304508 |
|  |  | 770373 |
| &nbsp;&nbsp;&nbsp;**Missouri - 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;**Missouri State Housing Development Commission, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.470%, 11/01/2027 | 45000 | 46065 |
| &nbsp;&nbsp;&nbsp;5.420%, 05/01/2027 | 40000 | 40673 |
| &nbsp;&nbsp;&nbsp;5.390%, 11/01/2026 | 10000 | 10098 |
|  |  | 96836 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**New Hampshire - 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;**New Hampshire State Housing Finance Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.057%, 01/01/2030 | $45000 | $47221 |
| &nbsp;&nbsp;&nbsp;4.858%, 01/01/2027 | 50000 | 50509 |
| &nbsp;&nbsp;&nbsp;**New Hampshire State Housing Finance Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2027 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.209%, 07/01/2039 | 40000 | 39842 |
|  |  | 137572 |
| &nbsp;&nbsp;&nbsp;**New Jersey - 0.33%** |  |  |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 11/01/2029 | 2050000 | 2051313 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.709%, 11/01/2033 | 120000 | 120211 |
| &nbsp;&nbsp;&nbsp;4.659%, 05/01/2033 | 115000 | 115062 |
| &nbsp;&nbsp;&nbsp;4.453%, 11/01/2032 | 230000 | 228870 |
| &nbsp;&nbsp;&nbsp;4.403%, 05/01/2032 | 225000 | 223884 |
| &nbsp;&nbsp;&nbsp;4.303%, 11/01/2031 | 220000 | 218748 |
| &nbsp;&nbsp;&nbsp;4.059%, 11/01/2030 | 210000 | 208541 |
| &nbsp;&nbsp;&nbsp;4.009%, 05/01/2030 | 205000 | 203895 |
| &nbsp;&nbsp;&nbsp;3.959%, 11/01/2029 | 200000 | 199081 |
| &nbsp;&nbsp;&nbsp;3.909%, 05/01/2029 | 200000 | 199213 |
| &nbsp;&nbsp;&nbsp;3.814%, 05/01/2028 | 185000 | 184425 |
| &nbsp;&nbsp;&nbsp;3.814%, 11/01/2028 | 195000 | 194174 |
| &nbsp;&nbsp;&nbsp;3.752%, 11/01/2027 | 170000 | 169448 |
| &nbsp;&nbsp;&nbsp;2.050%, 05/01/2028 | 15000 | 14444 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 11/01/2046 | 425000 | 403941 |
| &nbsp;&nbsp;&nbsp;4.625%, 11/01/2036 | 335000 | 334986 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 05/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.968%, 11/01/2051 | 345000 | 314479 |
| &nbsp;&nbsp;&nbsp;4.868%, 11/01/2047 | 1300000 | 1255218 |
| &nbsp;&nbsp;&nbsp;4.698%, 11/01/2037 | 500000 | 500081 |
| &nbsp;&nbsp;&nbsp;4.218%, 11/01/2032 | 1355000 | 1332949 |
| &nbsp;&nbsp;&nbsp;3.718%, 11/01/2028 | 285000 | 283657 |
| &nbsp;&nbsp;&nbsp;3.618%, 11/01/2027 | 695000 | 692394 |
| &nbsp;&nbsp;&nbsp;3.568%, 11/01/2026 | 95000 | 94807 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 11/01/2027 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 11/01/2033 | 250000 | 244531 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 11/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.959%, 05/01/2035 | 130000 | 131474 |
| &nbsp;&nbsp;&nbsp;4.859%, 11/01/2034 | 125000 | 125760 |
| &nbsp;&nbsp;&nbsp;4.809%, 05/01/2034 | 120000 | 120598 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.156%, 11/01/2029 | $425000 | $441447 |
| &nbsp;&nbsp;&nbsp;5.106%, 05/01/2029 | 180000 | 186154 |
| &nbsp;&nbsp;&nbsp;4.871%, 05/01/2027 | 355000 | 359058 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser N, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.228%, 04/01/2033 | 125000 | 132046 |
| &nbsp;&nbsp;&nbsp;4.939%, 10/01/2032 | 80000 | 83446 |
| &nbsp;&nbsp;&nbsp;4.889%, 04/01/2032 | 120000 | 125064 |
| &nbsp;&nbsp;&nbsp;4.839%, 10/01/2031 | 125000 | 130136 |
| &nbsp;&nbsp;&nbsp;4.789%, 04/01/2031 | 100000 | 103961 |
| &nbsp;&nbsp;&nbsp;4.511%, 04/01/2030 | 100000 | 102838 |
| &nbsp;&nbsp;&nbsp;4.265%, 10/01/2027 | 195000 | 196962 |
| &nbsp;&nbsp;&nbsp;4.257%, 04/01/2028 | 100000 | 101348 |
| &nbsp;&nbsp;&nbsp;4.215%, 04/01/2027 | 155000 | 155947 |
| &nbsp;&nbsp;&nbsp;**New Jersey State Housing & Mortgage Finance Agency, Ser N, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.448%, 04/01/2035 | 285000 | 299971 |
| &nbsp;&nbsp;&nbsp;5.398%, 10/01/2034 | 280000 | 294902 |
| &nbsp;&nbsp;&nbsp;5.348%, 04/01/2034 | 270000 | 284591 |
| &nbsp;&nbsp;&nbsp;5.278%, 10/01/2033 | 150000 | 158221 |
|  |  | 13322276 |
| &nbsp;&nbsp;&nbsp;**New Mexico - 0.04%** |  |  |
| &nbsp;&nbsp;&nbsp;**New Mexico State Mortgage Finance Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.600%, 09/01/2040 | 1365000 | 1213440 |
| &nbsp;&nbsp;&nbsp;**New Mexico State Mortgage Finance Authority, Ser B-2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.230%, 10/01/2034 | 197631 | 172473 |
|  |  | 1385913 |
| &nbsp;&nbsp;&nbsp;**New York - 2.66%** |  |  |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser 2017-A, Cl A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.098%, 10/01/2046 | 7193597 | 6485047 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.618%, 05/01/2026 | 500000 | 499044 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.368%, 08/01/2030 | 705000 | 742505 |
| &nbsp;&nbsp;&nbsp;5.343%, 08/01/2031 | 780000 | 823262 |
| &nbsp;&nbsp;&nbsp;5.330%, 08/01/2033 | 250000 | 262609 |
| &nbsp;&nbsp;&nbsp;5.318%, 02/01/2030 | 190000 | 199210 |
| &nbsp;&nbsp;&nbsp;5.310%, 02/01/2033 | 295000 | 309518 |
| &nbsp;&nbsp;&nbsp;5.044%, 08/01/2032 | 85000 | 88194 |
| &nbsp;&nbsp;&nbsp;5.037%, 08/01/2032 | 720000 | 752791 |
| &nbsp;&nbsp;&nbsp;4.994%, 02/01/2032 | 280000 | 289952 |
| &nbsp;&nbsp;&nbsp;4.954%, 08/01/2031 | 265000 | 274077 |
| &nbsp;&nbsp;&nbsp;4.933%, 08/01/2031 | 935000 | 973407 |
| &nbsp;&nbsp;&nbsp;4.884%, 02/01/2031 | 110000 | 113478 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.833%, 08/01/2030 | $875000 | $906432 |
| &nbsp;&nbsp;&nbsp;2.361%, 02/01/2028 | 750000 | 731769 |
| &nbsp;&nbsp;&nbsp;2.183%, 02/01/2027 | 1590000 | 1568393 |
| &nbsp;&nbsp;&nbsp;1.860%, 05/01/2028 | 2110000 | 2029786 |
| &nbsp;&nbsp;&nbsp;1.710%, 11/01/2027 | 795000 | 769784 |
| &nbsp;&nbsp;&nbsp;1.677%, 11/01/2028 | 800000 | 758238 |
| &nbsp;&nbsp;&nbsp;1.577%, 05/01/2028 | 500000 | 478077 |
| &nbsp;&nbsp;&nbsp;1.477%, 11/01/2027 | 300000 | 289367 |
| &nbsp;&nbsp;&nbsp;1.377%, 05/01/2027 | 200000 | 194749 |
| &nbsp;&nbsp;&nbsp;1.123%, 11/01/2026 | 250000 | 245781 |
| &nbsp;&nbsp;&nbsp;1.023%, 05/01/2026 | 245000 | 243905 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2027 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.743%, 11/01/2027 | 365000 | 359446 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 02/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.053%, 11/01/2030 | 2965000 | 2718164 |
| &nbsp;&nbsp;&nbsp;2.003%, 05/01/2030 | 3175000 | 2939479 |
| &nbsp;&nbsp;&nbsp;1.953%, 11/01/2029 | 1800000 | 1682561 |
| &nbsp;&nbsp;&nbsp;1.903%, 05/01/2029 | 1225000 | 1156804 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 08/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.510%, 02/01/2035 | 670000 | 705217 |
| &nbsp;&nbsp;&nbsp;5.490%, 08/01/2034 | 715000 | 753114 |
| &nbsp;&nbsp;&nbsp;5.440%, 02/01/2034 | 445000 | 468515 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 02/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.661%, 02/01/2031 | 640000 | 600185 |
| &nbsp;&nbsp;&nbsp;2.561%, 02/01/2030 | 1000000 | 951118 |
| &nbsp;&nbsp;&nbsp;2.511%, 08/01/2029 | 1240000 | 1187509 |
| &nbsp;&nbsp;&nbsp;2.461%, 02/01/2029 | 2195000 | 2115802 |
| &nbsp;&nbsp;&nbsp;2.411%, 08/01/2028 | 1000000 | 969836 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser B-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.814%, 11/01/2029 | 700000 | 698063 |
| &nbsp;&nbsp;&nbsp;3.714%, 11/01/2028 | 395000 | 394482 |
| &nbsp;&nbsp;&nbsp;3.614%, 11/01/2027 | 1110000 | 1108392 |
| &nbsp;&nbsp;&nbsp;3.564%, 11/01/2026 | 505000 | 504452 |
| &nbsp;&nbsp;&nbsp;3.514%, 05/01/2026 | 1025000 | 1024517 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.130%, 11/01/2031 | 880000 | 921563 |
| &nbsp;&nbsp;&nbsp;5.080%, 05/01/2031 | 1045000 | 1091921 |
| &nbsp;&nbsp;&nbsp;5.030%, 11/01/2030 | 1030000 | 1073361 |
| &nbsp;&nbsp;&nbsp;4.980%, 05/01/2030 | 1010000 | 1049378 |
| &nbsp;&nbsp;&nbsp;4.939%, 11/01/2029 | 990000 | 1025363 |
| &nbsp;&nbsp;&nbsp;4.889%, 05/01/2029 | 190000 | 196043 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.682%, 02/01/2033 | 460000 | 466635 |
| &nbsp;&nbsp;&nbsp;4.627%, 08/01/2033 | 490000 | 496395 |
| &nbsp;&nbsp;&nbsp;4.577%, 02/01/2033 | 350000 | 354535 |
| &nbsp;&nbsp;&nbsp;4.527%, 08/01/2032 | 500000 | 506551 |
| &nbsp;&nbsp;&nbsp;4.477%, 02/01/2032 | 350000 | 354600 |
| &nbsp;&nbsp;&nbsp;4.357%, 08/01/2032 | 5000 | 5023 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.319%, 02/01/2031 | $345000 | $348821 |
| &nbsp;&nbsp;&nbsp;4.319%, 08/01/2031 | 90000 | 90753 |
| &nbsp;&nbsp;&nbsp;4.307%, 02/01/2032 | 125000 | 125549 |
| &nbsp;&nbsp;&nbsp;4.169%, 02/01/2030 | 20000 | 20180 |
| &nbsp;&nbsp;&nbsp;2.233%, 08/01/2027 | 2050000 | 2009008 |
| &nbsp;&nbsp;&nbsp;2.150%, 02/01/2029 | 550000 | 525489 |
| &nbsp;&nbsp;&nbsp;2.100%, 08/01/2028 | 540000 | 519869 |
| &nbsp;&nbsp;&nbsp;2.000%, 02/01/2028 | 450000 | 436087 |
| &nbsp;&nbsp;&nbsp;1.750%, 08/01/2027 | 775000 | 754395 |
| &nbsp;&nbsp;&nbsp;1.700%, 02/01/2027 | 760000 | 746406 |
| &nbsp;&nbsp;&nbsp;1.600%, 08/01/2026 | 500000 | 495640 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 02/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.912%, 02/01/2035 | 280000 | 284539 |
| &nbsp;&nbsp;&nbsp;4.862%, 08/01/2034 | 270000 | 274219 |
| &nbsp;&nbsp;&nbsp;4.832%, 02/01/2034 | 400000 | 406384 |
| &nbsp;&nbsp;&nbsp;4.732%, 08/01/2033 | 430000 | 435536 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 08/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.727%, 08/01/2034 | 400000 | 405283 |
| &nbsp;&nbsp;&nbsp;4.677%, 02/01/2034 | 665000 | 673602 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 02/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.300%, 08/01/2030 | 885000 | 824983 |
| &nbsp;&nbsp;&nbsp;2.250%, 02/01/2030 | 865000 | 813156 |
| &nbsp;&nbsp;&nbsp;2.200%, 08/01/2029 | 850000 | 805669 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.642%, 05/01/2026 | 2120000 | 2116047 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser F1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.048%, 05/01/2028 | 640000 | 618148 |
| &nbsp;&nbsp;&nbsp;1.874%, 11/01/2027 | 945000 | 917503 |
| &nbsp;&nbsp;&nbsp;1.844%, 05/01/2027 | 1450000 | 1419571 |
| &nbsp;&nbsp;&nbsp;1.744%, 11/01/2026 | 280000 | 276403 |
| &nbsp;&nbsp;&nbsp;1.694%, 05/01/2026 | 380000 | 378712 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser F1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 05/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.298%, 11/01/2030 | 770000 | 713741 |
| &nbsp;&nbsp;&nbsp;2.238%, 05/01/2030 | 770000 | 719782 |
| &nbsp;&nbsp;&nbsp;2.188%, 11/01/2029 | 455000 | 428889 |
| &nbsp;&nbsp;&nbsp;2.138%, 05/01/2029 | 1220000 | 1159686 |
| &nbsp;&nbsp;&nbsp;2.098%, 11/01/2028 | 1225000 | 1174023 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser G, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.818%, 05/01/2027 | 1000000 | 989903 |
| &nbsp;&nbsp;&nbsp;2.768%, 11/01/2026 | 1000000 | 993750 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser H-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.890%, 11/01/2029 | 815000 | 814905 |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser H-2** |  |  |
| &nbsp;&nbsp;&nbsp;4.269%, 02/01/2030 | 17180000 | 17377311 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**New York City Housing Development Corp., Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.899%, 11/01/2026 | $2315000 | $2317625 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 229, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.180%, 10/01/2029 | 540000 | 511868 |
| &nbsp;&nbsp;&nbsp;2.080%, 10/01/2028 | 760000 | 731440 |
| &nbsp;&nbsp;&nbsp;1.816%, 10/01/2027 | 725000 | 706749 |
| &nbsp;&nbsp;&nbsp;1.666%, 10/01/2026 | 920000 | 913428 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 229, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 10/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.280%, 10/01/2030 | 130000 | 120790 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 230, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.180%, 10/01/2029 | 485000 | 459753 |
| &nbsp;&nbsp;&nbsp;2.080%, 10/01/2028 | 960000 | 923965 |
| &nbsp;&nbsp;&nbsp;1.816%, 10/01/2027 | 565000 | 550777 |
| &nbsp;&nbsp;&nbsp;1.666%, 10/01/2026 | 420000 | 417000 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 230, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 10/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.280%, 10/01/2030 | 500000 | 464576 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 237, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.945%, 04/01/2029 | 615000 | 579670 |
| &nbsp;&nbsp;&nbsp;1.516%, 04/01/2027 | 1235000 | 1205957 |
| &nbsp;&nbsp;&nbsp;1.221%, 04/01/2026 | 1215000 | 1212447 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 245, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.625%, 10/01/2027 | 2125000 | 2087899 |
| &nbsp;&nbsp;&nbsp;2.575%, 04/01/2027 | 2500000 | 2467676 |
| &nbsp;&nbsp;&nbsp;2.525%, 10/01/2026 | 970000 | 962709 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 254, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.198%, 10/01/2029 | 250000 | 261080 |
| &nbsp;&nbsp;&nbsp;5.148%, 04/01/2029 | 80000 | 83085 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 256, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.251%, 10/01/2027 | 100000 | 102245 |
| &nbsp;&nbsp;&nbsp;5.215%, 10/01/2026 | 100000 | 100777 |
| &nbsp;&nbsp;&nbsp;5.201%, 04/01/2027 | 100000 | 101460 |
| &nbsp;&nbsp;&nbsp;5.165%, 04/01/2026 | 30000 | 30029 |
| &nbsp;&nbsp;&nbsp;**New York State Mortgage Agency, Ser 265, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.779%, 04/01/2031 | 520000 | 536820 |
| &nbsp;&nbsp;&nbsp;4.729%, 10/01/2030 | 70000 | 72144 |
|  |  | 106924310 |
| &nbsp;&nbsp;&nbsp;**North Carolina - 0.03%** |  |  |
| &nbsp;&nbsp;&nbsp;**North Carolina State Agricultural & Technical State University, Ser 2020, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.092%, 10/01/2030 | 510000 | 472593 |
| &nbsp;&nbsp;&nbsp;**North Carolina State Housing Finance Agency, Ser 53-B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.023%, 07/01/2029 | 135000 | 138657 |
| &nbsp;&nbsp;&nbsp;4.873%, 07/01/2028 | 95000 | 96872 |
| &nbsp;&nbsp;&nbsp;4.835%, 01/01/2027 | 155000 | 156243 |
| &nbsp;&nbsp;&nbsp;4.823%, 01/01/2028 | 100000 | 101563 |
| &nbsp;&nbsp;&nbsp;**North Carolina State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.594%, 07/01/2029 | 90000 | 92089 |
|  |  | 1058017 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal<br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Ohio - 0.10%** |  |  |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.250%, 03/01/2046 | $161180 | $151010 |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2027 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.700%, 04/01/2040 | 2148548 | 2097851 |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 09/01/2033 | 50000 | 55052 |
| &nbsp;&nbsp;&nbsp;5.197%, 09/01/2028 | 105000 | 108630 |
| &nbsp;&nbsp;&nbsp;5.157%, 03/01/2028 | 20000 | 20415 |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.900%, 09/01/2037 | 1460698 | 1224600 |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2034 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.515%, 03/01/2035 | 80000 | 84891 |
| &nbsp;&nbsp;&nbsp;**Ohio State Housing Finance Agency, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 09/01/2033 | 220000 | 245987 |
|  |  | 3988436 |
| &nbsp;&nbsp;&nbsp;**Oregon - 0.49%** |  |  |
| &nbsp;&nbsp;&nbsp;**Oregon State Housing & Community Services Department, Ser A** |  |  |
| &nbsp;&nbsp;&nbsp;4.915%, 01/01/2035 | 315000 | 321981 |
| &nbsp;&nbsp;&nbsp;4.815%, 07/01/2034 | 785000 | 802194 |
| &nbsp;&nbsp;&nbsp;**Oregon State Housing & Community Services Department, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.495%, 07/01/2028 | 250000 | 260638 |
| &nbsp;&nbsp;&nbsp;5.445%, 01/01/2028 | 290000 | 299526 |
| &nbsp;&nbsp;&nbsp;5.357%, 07/01/2026 | 115000 | 115608 |
| &nbsp;&nbsp;&nbsp;5.295%, 01/01/2027 | 140000 | 141850 |
| &nbsp;&nbsp;&nbsp;**Oregon State, Metropolitan, Ser B, GO** |  |  |
| &nbsp;&nbsp;&nbsp;1.760%, 06/01/2028 | 570000 | 547877 |
| &nbsp;&nbsp;&nbsp;**Oregon State, Ser B, GO** |  |  |
| &nbsp;&nbsp;&nbsp;4.963%, 05/01/2030 | 3000000 | 3153059 |
| &nbsp;&nbsp;&nbsp;4.295%, 05/01/2027 | 430000 | 433168 |
| &nbsp;&nbsp;&nbsp;4.142%, 05/01/2028 | 2655000 | 2687474 |
| &nbsp;&nbsp;&nbsp;4.037%, 05/01/2032 | 1770000 | 1787445 |
| &nbsp;&nbsp;&nbsp;3.887%, 05/01/2030 | 700000 | 707072 |
| &nbsp;&nbsp;&nbsp;3.492%, 05/01/2028 | 1930000 | 1927708 |
| &nbsp;&nbsp;&nbsp;3.315%, 05/01/2027 | 1000000 | 996299 |
| &nbsp;&nbsp;&nbsp;**Oregon State, Ser B, GO** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 05/01/2027 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.886%, 05/01/2037 | 205000 | 199751 |
| &nbsp;&nbsp;&nbsp;**Oregon State, Ser L, GO** |  |  |
| &nbsp;&nbsp;&nbsp;1.305%, 11/01/2026 | 500000 | 492233 |
| &nbsp;&nbsp;&nbsp;**Tri-County Metropolitan Transportation District of Oregon, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.586%, 09/01/2028 | 800000 | 761913 |
| &nbsp;&nbsp;&nbsp;1.386%, 09/01/2027 | 2990000 | 2895223 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;1.200%, 09/01/2026 | $1000000 | $988202 |
|  |  | 19519221 |
| &nbsp;&nbsp;&nbsp;**Pennsylvania - 0.23%** |  |  |
| &nbsp;&nbsp;&nbsp;**Commonwealth Financing Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.758%, 06/01/2030 | 1915000 | 1831725 |
| &nbsp;&nbsp;&nbsp;**Pennsylvania State Economic Development Financing Authority, Ser 2025, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.723%, 06/01/2029 | 365000 | 377069 |
| &nbsp;&nbsp;&nbsp;**Pennsylvania State Housing Finance Agency, Ser 144B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.997%, 10/01/2028 | 270000 | 279651 |
| &nbsp;&nbsp;&nbsp;**Pennsylvania State Housing Finance Agency, Ser 145B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.884%, 10/01/2029 | 3385000 | 3528549 |
| &nbsp;&nbsp;&nbsp;4.784%, 10/01/2028 | 2510000 | 2586656 |
| &nbsp;&nbsp;&nbsp;**Redevelopment Authority of the Philadelphia, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.503%, 09/01/2026 | 560000 | 561262 |
|  |  | 9164912 |
| &nbsp;&nbsp;&nbsp;**Rhode Island - 0.22%** |  |  |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 2-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.700%, 10/01/2028 | 145000 | 140931 |
| &nbsp;&nbsp;&nbsp;2.600%, 10/01/2027 | 145000 | 142319 |
| &nbsp;&nbsp;&nbsp;2.500%, 10/01/2026 | 70000 | 69461 |
| &nbsp;&nbsp;&nbsp;1.696%, 10/01/2027 | 100000 | 96778 |
| &nbsp;&nbsp;&nbsp;1.646%, 04/01/2027 | 175000 | 170990 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 2-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.800%, 10/01/2029 | 95000 | 91370 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 7, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.163%, 10/01/2028 | 375000 | 387053 |
| &nbsp;&nbsp;&nbsp;5.113%, 04/01/2028 | 360000 | 369030 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 77-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.900%, 10/01/2028 | 800000 | 801121 |
| &nbsp;&nbsp;&nbsp;3.850%, 04/01/2028 | 665000 | 665045 |
| &nbsp;&nbsp;&nbsp;3.800%, 10/01/2027 | 1530000 | 1527868 |
| &nbsp;&nbsp;&nbsp;3.750%, 04/01/2027 | 360000 | 359259 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 78-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.210%, 10/01/2026 | 970000 | 976717 |
| &nbsp;&nbsp;&nbsp;5.160%, 04/01/2026 | 940000 | 940795 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 80-T-1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.150%, 10/01/2028 | 60000 | 61910 |
| &nbsp;&nbsp;&nbsp;5.060%, 10/01/2027 | 700000 | 712414 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 81-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.686%, 10/01/2026 | 195000 | 196877 |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 83-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.031%, 10/01/2030 | 275000 | 287136 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Rhode Island State Housing and Mortgage Finance Corp., Ser 84-T, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.355%, 04/01/2031 | $110000 | $111601 |
| &nbsp;&nbsp;&nbsp;4.355%, 10/01/2031 | 750000 | 758434 |
|  |  | 8867109 |
| &nbsp;&nbsp;&nbsp;**South Dakota - 0.14%** |  |  |
| &nbsp;&nbsp;&nbsp;**South Dakota State Housing Development Authority, Ser 1, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.500%, 11/01/2041 | 30000 | 29987 |
| &nbsp;&nbsp;&nbsp;**South Dakota State Housing Development Authority, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.798%, 05/01/2029 | 280000 | 290044 |
| &nbsp;&nbsp;&nbsp;**South Dakota State Housing Development Authority, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.482%, 11/01/2031 | 2590000 | 2657970 |
| &nbsp;&nbsp;&nbsp;**South Dakota State Housing Development Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.709%, 11/01/2033 | 520000 | 531993 |
| &nbsp;&nbsp;&nbsp;4.619%, 05/01/2033 | 450000 | 459954 |
| &nbsp;&nbsp;&nbsp;**South Dakota State Housing Development Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 11/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.869%, 11/01/2034 | 1080000 | 1106076 |
| &nbsp;&nbsp;&nbsp;4.809%, 05/01/2034 | 450000 | 461065 |
|  |  | 5537089 |
| &nbsp;&nbsp;&nbsp;**Tennessee - 0.35%** |  |  |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 1B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.236%, 07/01/2030 | 145000 | 150138 |
| &nbsp;&nbsp;&nbsp;5.186%, 01/01/2030 | 170000 | 175520 |
| &nbsp;&nbsp;&nbsp;5.166%, 07/01/2029 | 25000 | 25754 |
| &nbsp;&nbsp;&nbsp;5.116%, 01/01/2029 | 95000 | 97545 |
| &nbsp;&nbsp;&nbsp;5.101%, 07/01/2026 | 85000 | 85082 |
| &nbsp;&nbsp;&nbsp;5.066%, 07/01/2028 | 210000 | 214820 |
| &nbsp;&nbsp;&nbsp;5.016%, 01/01/2028 | 170000 | 173127 |
| &nbsp;&nbsp;&nbsp;4.960%, 01/01/2027 | 160000 | 161432 |
| &nbsp;&nbsp;&nbsp;2.240%, 07/01/2029 | 310000 | 291056 |
| &nbsp;&nbsp;&nbsp;2.190%, 01/01/2029 | 1200000 | 1136180 |
| &nbsp;&nbsp;&nbsp;2.120%, 07/01/2028 | 270000 | 259797 |
| &nbsp;&nbsp;&nbsp;1.961%, 07/01/2027 | 720000 | 703282 |
| &nbsp;&nbsp;&nbsp;1.911%, 01/01/2027 | 285000 | 280736 |
| &nbsp;&nbsp;&nbsp;1.861%, 07/01/2026 | 505000 | 501822 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 1B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.750%, 07/01/2050 | 1085000 | 1071884 |
| &nbsp;&nbsp;&nbsp;2.290%, 01/01/2030 | 1230000 | 1151795 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 1-B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.896%, 07/01/2028 | 260000 | 265219 |
| &nbsp;&nbsp;&nbsp;4.846%, 01/01/2028 | 410000 | 416541 |
| &nbsp;&nbsp;&nbsp;4.746%, 07/01/2027 | 245000 | 247725 |
| &nbsp;&nbsp;&nbsp;4.696%, 01/01/2027 | 395000 | 397745 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.358%, 07/01/2029 | $1135000 | $1077710 |
| &nbsp;&nbsp;&nbsp;2.308%, 01/01/2029 | 560000 | 536196 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 2, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2029 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.458%, 07/01/2030 | 740000 | 689975 |
| &nbsp;&nbsp;&nbsp;2.408%, 01/01/2030 | 715000 | 672502 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 2B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.211%, 07/01/2029 | 35000 | 36083 |
| &nbsp;&nbsp;&nbsp;5.164%, 07/01/2028 | 60000 | 61472 |
| &nbsp;&nbsp;&nbsp;5.134%, 01/01/2028 | 90000 | 91805 |
| &nbsp;&nbsp;&nbsp;5.084%, 07/01/2027 | 165000 | 167459 |
| &nbsp;&nbsp;&nbsp;5.081%, 07/01/2026 | 125000 | 125119 |
| &nbsp;&nbsp;&nbsp;5.011%, 07/01/2031 | 330000 | 340128 |
| &nbsp;&nbsp;&nbsp;4.981%, 01/01/2031 | 50000 | 51470 |
| &nbsp;&nbsp;&nbsp;4.951%, 07/01/2030 | 670000 | 688643 |
| &nbsp;&nbsp;&nbsp;4.840%, 07/01/2029 | 385000 | 393735 |
| &nbsp;&nbsp;&nbsp;4.810%, 01/01/2029 | 655000 | 668449 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 3A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.120%, 01/01/2032 | 105000 | 108728 |
| &nbsp;&nbsp;&nbsp;5.120%, 07/01/2032 | 170000 | 176111 |
| &nbsp;&nbsp;&nbsp;5.010%, 07/01/2031 | 110000 | 113439 |
| &nbsp;&nbsp;&nbsp;4.910%, 01/01/2030 | 95000 | 97477 |
| &nbsp;&nbsp;&nbsp;4.910%, 07/01/2030 | 110000 | 112968 |
| &nbsp;&nbsp;&nbsp;**Tennessee State Housing Development Agency, Ser 3A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.320%, 07/01/2034 | 65000 | 67842 |
| &nbsp;&nbsp;&nbsp;5.220%, 07/01/2033 | 110000 | 114453 |
|  |  | 14198964 |
| &nbsp;&nbsp;&nbsp;**Texas - 0.38%** |  |  |
| &nbsp;&nbsp;&nbsp;**Austin Electric Utility System Revenue Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.937%, 11/15/2028 | 860000 | 844379 |
| &nbsp;&nbsp;&nbsp;**Colony Local Development Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.866%, 10/01/2028 | 490000 | 495526 |
| &nbsp;&nbsp;&nbsp;**State of Texas, Ser 2023 D, GO** |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 08/01/2028 | 140000 | 144626 |
| &nbsp;&nbsp;&nbsp;5.000%, 08/01/2029 | 885000 | 924537 |
| &nbsp;&nbsp;&nbsp;**Texas State Affordable Housing Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.700%, 09/01/2041 | 940000 | 752688 |
| &nbsp;&nbsp;&nbsp;**Texas State Affordable Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.080%, 03/01/2030 | 45000 | 47275 |
| &nbsp;&nbsp;&nbsp;4.950%, 03/01/2026 | 125000 | 125000 |
| &nbsp;&nbsp;&nbsp;4.940%, 03/01/2029 | 75000 | 77823 |
| &nbsp;&nbsp;&nbsp;4.870%, 03/01/2027 | 50000 | 50609 |
| &nbsp;&nbsp;&nbsp;**Texas State Department of Housing & Community Affairs, Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.106%, 09/01/2029 | 120000 | 125658 |
| &nbsp;&nbsp;&nbsp;5.019%, 07/01/2031 | 200000 | 210484 |
| &nbsp;&nbsp;&nbsp;4.989%, 01/01/2031 | 200000 | 210110 |
| &nbsp;&nbsp;&nbsp;4.909%, 09/01/2027 | 75000 | 76416 |
| &nbsp;&nbsp;&nbsp;4.890%, 07/01/2026 | 200000 | 200775 |
| &nbsp;&nbsp;&nbsp;4.869%, 03/01/2027 | 345000 | 349086 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.836%, 07/01/2029 | $215000 | $222998 |
| &nbsp;&nbsp;&nbsp;4.776%, 01/01/2029 | 175000 | 180508 |
| &nbsp;&nbsp;&nbsp;4.757%, 07/01/2027 | 200000 | 202987 |
| &nbsp;&nbsp;&nbsp;4.746%, 07/01/2028 | 165000 | 169304 |
| &nbsp;&nbsp;&nbsp;4.727%, 01/01/2027 | 230000 | 232038 |
| &nbsp;&nbsp;&nbsp;**Texas State Department of Housing & Community Affairs, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.380%, 07/01/2026 | 200000 | 201093 |
| &nbsp;&nbsp;&nbsp;4.931%, 07/01/2032 | 275000 | 287515 |
| &nbsp;&nbsp;&nbsp;4.881%, 01/01/2032 | 250000 | 261164 |
| &nbsp;&nbsp;&nbsp;4.851%, 07/01/2031 | 515000 | 537871 |
| &nbsp;&nbsp;&nbsp;4.781%, 01/01/2031 | 455000 | 473863 |
| &nbsp;&nbsp;&nbsp;4.649%, 07/01/2030 | 365000 | 377886 |
| &nbsp;&nbsp;&nbsp;4.579%, 01/01/2030 | 135000 | 139243 |
| &nbsp;&nbsp;&nbsp;4.519%, 07/01/2029 | 250000 | 256836 |
| &nbsp;&nbsp;&nbsp;4.499%, 01/01/2029 | 115000 | 117770 |
| &nbsp;&nbsp;&nbsp;4.392%, 07/01/2028 | 320000 | 325836 |
| &nbsp;&nbsp;&nbsp;4.299%, 01/01/2027 | 120000 | 120647 |
| &nbsp;&nbsp;&nbsp;**Texas State Department of Housing & Community Affairs, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 09/01/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.100%, 09/01/2047 | 219728 | 204772 |
| &nbsp;&nbsp;&nbsp;**Texas State Department of Housing & Community Affairs, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.077%, 09/01/2026 | 300000 | 301862 |
| &nbsp;&nbsp;&nbsp;4.998%, 07/01/2032 | 1055000 | 1106917 |
| &nbsp;&nbsp;&nbsp;4.948%, 01/01/2032 | 1040000 | 1090033 |
| &nbsp;&nbsp;&nbsp;4.901%, 07/01/2031 | 1010000 | 1057262 |
| &nbsp;&nbsp;&nbsp;4.851%, 07/01/2030 | 970000 | 1012007 |
| &nbsp;&nbsp;&nbsp;4.851%, 01/01/2031 | 995000 | 1039295 |
| &nbsp;&nbsp;&nbsp;4.751%, 01/01/2030 | 750000 | 778141 |
|  |  | 15332840 |
| &nbsp;&nbsp;&nbsp;**Utah - 1.22%** |  |  |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;2.900%, 07/01/2029 | 285000 | 274491 |
| &nbsp;&nbsp;&nbsp;2.850%, 01/01/2029 | 335000 | 324717 |
| &nbsp;&nbsp;&nbsp;2.800%, 07/01/2028 | 305000 | 297460 |
| &nbsp;&nbsp;&nbsp;2.750%, 01/01/2028 | 340000 | 333418 |
| &nbsp;&nbsp;&nbsp;2.700%, 07/01/2027 | 600000 | 591297 |
| &nbsp;&nbsp;&nbsp;2.650%, 01/01/2027 | 460000 | 455689 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2029 @ 101** |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 01/01/2050 | 435000 | 432126 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2028 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.690%, 01/01/2048 | 425000 | 363575 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.847%, 07/01/2032 | 270000 | 286273 |
| &nbsp;&nbsp;&nbsp;5.817%, 01/01/2032 | 410000 | 433667 |
| &nbsp;&nbsp;&nbsp;5.787%, 07/01/2031 | 380000 | 400881 |
| &nbsp;&nbsp;&nbsp;5.737%, 01/01/2031 | 200000 | 210299 |
| &nbsp;&nbsp;&nbsp;5.700%, 07/01/2030 | 365000 | 382595 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;5.650%, 01/01/2030 | $355000 | $370770 |
| &nbsp;&nbsp;&nbsp;5.600%, 07/01/2029 | 225000 | 234030 |
| &nbsp;&nbsp;&nbsp;5.550%, 01/01/2029 | 205000 | 212338 |
| &nbsp;&nbsp;&nbsp;5.302%, 01/01/2028 | 20000 | 20452 |
| &nbsp;&nbsp;&nbsp;5.289%, 01/01/2033 | 720000 | 755198 |
| &nbsp;&nbsp;&nbsp;5.260%, 07/01/2026 | 100000 | 100453 |
| &nbsp;&nbsp;&nbsp;5.239%, 07/01/2032 | 585000 | 612694 |
| &nbsp;&nbsp;&nbsp;5.232%, 01/01/2027 | 20000 | 20218 |
| &nbsp;&nbsp;&nbsp;5.076%, 01/01/2032 | 525000 | 545977 |
| &nbsp;&nbsp;&nbsp;5.056%, 07/01/2031 | 300000 | 311981 |
| &nbsp;&nbsp;&nbsp;5.026%, 01/01/2031 | 300000 | 311642 |
| &nbsp;&nbsp;&nbsp;4.976%, 07/01/2030 | 150000 | 155468 |
| &nbsp;&nbsp;&nbsp;4.828%, 01/01/2030 | 155000 | 159700 |
| &nbsp;&nbsp;&nbsp;4.818%, 07/01/2029 | 250000 | 257221 |
| &nbsp;&nbsp;&nbsp;4.788%, 07/01/2028 | 125000 | 127907 |
| &nbsp;&nbsp;&nbsp;4.661%, 01/01/2028 | 100000 | 101719 |
| &nbsp;&nbsp;&nbsp;4.631%, 07/01/2027 | 275000 | 278407 |
| &nbsp;&nbsp;&nbsp;4.549%, 01/01/2027 | 5000 | 5036 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2032 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.887%, 07/01/2033 | 255000 | 271352 |
| &nbsp;&nbsp;&nbsp;5.867%, 01/01/2033 | 270000 | 286820 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser B, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.489%, 07/01/2034 | 500000 | 524520 |
| &nbsp;&nbsp;&nbsp;5.419%, 01/01/2034 | 1480000 | 1551794 |
| &nbsp;&nbsp;&nbsp;5.339%, 07/01/2033 | 390000 | 408724 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.194%, 07/01/2030 | 135000 | 139103 |
| &nbsp;&nbsp;&nbsp;4.976%, 07/01/2033 | 330000 | 339206 |
| &nbsp;&nbsp;&nbsp;4.756%, 07/01/2032 | 200000 | 204211 |
| &nbsp;&nbsp;&nbsp;4.656%, 07/01/2031 | 295000 | 301170 |
| &nbsp;&nbsp;&nbsp;4.479%, 07/01/2030 | 755000 | 767771 |
| &nbsp;&nbsp;&nbsp;4.389%, 07/01/2029 | 270000 | 274196 |
| &nbsp;&nbsp;&nbsp;4.259%, 07/01/2028 | 410000 | 414747 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.176%, 01/01/2035 | 885000 | 910749 |
| &nbsp;&nbsp;&nbsp;5.126%, 07/01/2034 | 1280000 | 1317582 |
| &nbsp;&nbsp;&nbsp;5.076%, 01/01/2034 | 1000000 | 1029991 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;2.200%, 07/01/2041 | 25000 | 24886 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.009%, 07/01/2030 | 565000 | 579758 |
| &nbsp;&nbsp;&nbsp;4.959%, 01/01/2030 | 625000 | 640000 |
| &nbsp;&nbsp;&nbsp;4.941%, 01/01/2031 | 600000 | 619760 |
| &nbsp;&nbsp;&nbsp;4.919%, 07/01/2029 | 605000 | 618361 |
| &nbsp;&nbsp;&nbsp;4.869%, 01/01/2029 | 585000 | 596538 |
| &nbsp;&nbsp;&nbsp;4.819%, 07/01/2028 | 560000 | 569491 |
| &nbsp;&nbsp;&nbsp;4.789%, 01/01/2028 | 185000 | 187577 |
| &nbsp;&nbsp;&nbsp;4.737%, 07/01/2030 | 825000 | 847104 |
| &nbsp;&nbsp;&nbsp;4.687%, 01/01/2030 | 1000000 | 1025337 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;4.627%, 07/01/2029 | $350000 | $358009 |
| &nbsp;&nbsp;&nbsp;4.567%, 01/01/2029 | 325000 | 331527 |
| &nbsp;&nbsp;&nbsp;4.474%, 07/01/2028 | 350000 | 355697 |
| &nbsp;&nbsp;&nbsp;4.414%, 01/01/2028 | 300000 | 303839 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser H, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.154%, 01/01/2033 | 1325000 | 1369511 |
| &nbsp;&nbsp;&nbsp;5.104%, 07/01/2032 | 65000 | 67052 |
| &nbsp;&nbsp;&nbsp;5.024%, 01/01/2032 | 630000 | 647954 |
| &nbsp;&nbsp;&nbsp;4.912%, 07/01/2031 | 620000 | 635244 |
| &nbsp;&nbsp;&nbsp;4.872%, 01/01/2031 | 600000 | 613913 |
| &nbsp;&nbsp;&nbsp;4.822%, 07/01/2030 | 1175000 | 1200168 |
| &nbsp;&nbsp;&nbsp;4.802%, 01/01/2030 | 575000 | 586767 |
| &nbsp;&nbsp;&nbsp;4.745%, 07/01/2029 | 420000 | 427740 |
| &nbsp;&nbsp;&nbsp;4.645%, 01/01/2029 | 550000 | 558460 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser H, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2033 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.204%, 07/01/2033 | 1345000 | 1393155 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.028%, 01/01/2034 | 1300000 | 1335508 |
| &nbsp;&nbsp;&nbsp;4.888%, 07/01/2033 | 465000 | 475242 |
| &nbsp;&nbsp;&nbsp;4.858%, 01/01/2033 | 465000 | 475632 |
| &nbsp;&nbsp;&nbsp;4.538%, 07/01/2032 | 250000 | 252644 |
| &nbsp;&nbsp;&nbsp;4.528%, 01/01/2032 | 350000 | 354293 |
| &nbsp;&nbsp;&nbsp;4.488%, 07/01/2031 | 350000 | 354465 |
| &nbsp;&nbsp;&nbsp;4.398%, 01/01/2031 | 300000 | 303327 |
| &nbsp;&nbsp;&nbsp;4.160%, 07/01/2030 | 250000 | 251239 |
| &nbsp;&nbsp;&nbsp;4.070%, 01/01/2030 | 420000 | 421690 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser I, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2034 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.108%, 01/01/2035 | 500000 | 513272 |
| &nbsp;&nbsp;&nbsp;5.078%, 07/01/2034 | 870000 | 893945 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser J, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.858%, 07/01/2032 | 500000 | 513237 |
| &nbsp;&nbsp;&nbsp;4.798%, 01/01/2032 | 320000 | 328196 |
| &nbsp;&nbsp;&nbsp;4.663%, 07/01/2031 | 450000 | 459573 |
| &nbsp;&nbsp;&nbsp;4.603%, 01/01/2031 | 290000 | 295930 |
| &nbsp;&nbsp;&nbsp;4.513%, 01/01/2030 | 515000 | 524865 |
| &nbsp;&nbsp;&nbsp;4.513%, 07/01/2030 | 460000 | 468386 |
| &nbsp;&nbsp;&nbsp;4.356%, 07/01/2029 | 215000 | 218128 |
| &nbsp;&nbsp;&nbsp;4.306%, 07/01/2028 | 165000 | 167084 |
| &nbsp;&nbsp;&nbsp;4.306%, 01/01/2029 | 340000 | 344506 |
| &nbsp;&nbsp;&nbsp;4.292%, 07/01/2026 | 200000 | 200373 |
| &nbsp;&nbsp;&nbsp;4.250%, 01/01/2027 | 300000 | 301418 |
| &nbsp;&nbsp;&nbsp;4.250%, 07/01/2027 | 250000 | 251874 |
| &nbsp;&nbsp;&nbsp;4.246%, 01/01/2028 | 200000 | 201981 |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser J, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 07/01/2032 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.058%, 07/01/2034 | 150000 | 153305 |
| &nbsp;&nbsp;&nbsp;5.008%, 01/01/2034 | 600000 | 613601 |
| &nbsp;&nbsp;&nbsp;4.968%, 07/01/2033 | 1205000 | 1234612 |
| &nbsp;&nbsp;&nbsp;4.908%, 01/01/2033 | 500000 | 512674 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Utah State Housing Corp., Ser K, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/02/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.720%, 07/01/2055 (b) | $4000000 | $4000000 |
|  |  | 49088483 |
| &nbsp;&nbsp;&nbsp;**Virginia - 0.19%** |  |  |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.737%, 04/01/2029 | 380000 | 392136 |
| &nbsp;&nbsp;&nbsp;3.250%, 08/25/2042 | 55289 | 52332 |
| &nbsp;&nbsp;&nbsp;3.125%, 11/25/2039 | 343552 | 309035 |
| &nbsp;&nbsp;&nbsp;3.100%, 06/25/2041 | 2041037 | 1822853 |
| &nbsp;&nbsp;&nbsp;2.950%, 10/25/2049 | 849087 | 723290 |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser C, RB** |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 10/25/2043 | 108040 | 104983 |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser E, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.519%, 06/01/2028 | 450000 | 429530 |
| &nbsp;&nbsp;&nbsp;1.319%, 06/01/2027 | 500000 | 485901 |
| &nbsp;&nbsp;&nbsp;0.985%, 06/01/2026 | 1230000 | 1221767 |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 03/23/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;3.400%, 12/01/2026 | 500000 | 498964 |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser F, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 01/01/2034 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;4.612%, 07/01/2034 | 400000 | 402866 |
| &nbsp;&nbsp;&nbsp;**Virginia State Housing Development Authority, Ser J, RB** |  |  |
| &nbsp;&nbsp;&nbsp;1.690%, 11/01/2027 | 725000 | 702398 |
| &nbsp;&nbsp;&nbsp;1.437%, 11/01/2026 | 400000 | 394178 |
|  |  | 7540233 |
| &nbsp;&nbsp;&nbsp;**Washington - 0.10%** |  |  |
| &nbsp;&nbsp;&nbsp;**King County Housing Authority, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 04/17/2026 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 12/31/2046 | 3355000 | 3364231 |
| &nbsp;&nbsp;&nbsp;**King County Housing Authority, Ser C, GO** |  |  |
| &nbsp;&nbsp;&nbsp;1.690%, 12/01/2028 | 265000 | 252248 |
| &nbsp;&nbsp;&nbsp;1.400%, 12/01/2026 | 310000 | 305059 |
|  |  | 3921538 |
| &nbsp;&nbsp;&nbsp;**West Virginia - 0.07%** |  |  |
| &nbsp;&nbsp;&nbsp;**West Virginia State Housing Development Fund, Ser A, RB** |  |  |
| &nbsp;&nbsp;&nbsp;3.200%, 11/01/2028 | 380000 | 376604 |
| &nbsp;&nbsp;&nbsp;**West Virginia State Housing Development Fund, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;5.350%, 11/01/2033 | 460000 | 485231 |
| &nbsp;&nbsp;&nbsp;5.050%, 11/01/2032 | 575000 | 598543 |
| &nbsp;&nbsp;&nbsp;4.910%, 11/01/2031 | 200000 | 207492 |
| &nbsp;&nbsp;&nbsp;4.460%, 11/01/2029 | 175000 | 178631 |
| &nbsp;&nbsp;&nbsp;**West Virginia State Housing Development Fund, Ser D, RB** |  |  |
| &nbsp;&nbsp;&nbsp;**Callable 05/01/2034 @ 100** |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 05/01/2035 | 545000 | 575294 |
| &nbsp;&nbsp;&nbsp;5.450%, 11/01/2034 | 400000 | 422495 |
|  |  | 2844290 |
| &nbsp;&nbsp;&nbsp;**TOTAL MUNICIPAL BONDS (Cost $494,788,200)** |  | 496525855 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| **U.S. TREASURY OBLIGATIONS - 9.90%** |  |  |
| &nbsp;&nbsp;&nbsp;**U.S. Treasury Notes** |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 10/31/2030 | $4793000 | $5072342 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/30/2030 | 5000000 | 5185937 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/31/2030 | 6381000 | 6564454 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/2035 | 32236000 | 33036863 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/31/2031 | 7935000 | 8102379 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/2035 | 88889000 | 89208445 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/30/2030 | 61316000 | 62259692 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/31/2032 | 39858000 | 40250352 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/2033 | 3674000 | 3700407 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/15/2028 | 20000000 | 20115625 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/31/2030 | 6965000 | 6999825 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/31/2030 | 29500000 | 29640586 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/2028 | 9000000 | 9024609 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/2029 | 10000000 | 10030469 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/31/2030 | 3750000 | 3755859 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/30/2030 | 47000000 | 46977969 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/2028 | 18000000 | 17994375 |
| &nbsp;&nbsp;&nbsp;**TOTAL U.S. TREASURY OBLIGATIONS (Cost $392,009,663)** |  | 397920188 |
| **ASSET-BACKED SECURITIES - 2.73%** |  |  |
| &nbsp;&nbsp;&nbsp;**Other Asset-Backed Securities - 2.73%** |  |  |
| &nbsp;&nbsp;&nbsp;**Dividend Solar Loans** |  |  |
| &nbsp;&nbsp;&nbsp;3.67%, 08/22/2039 (c) | 2360598 | 2194134 |
| &nbsp;&nbsp;&nbsp;**GoodLeap Sustainable Home Solutions Trust** |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 07/20/2055 (c) | 2111397 | 2115176 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/20/2049 (c) | 1566178 | 1194334 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/20/2048 (c) | 5728377 | 4498999 |
| &nbsp;&nbsp;&nbsp;1.93%, 07/20/2048 (c) | 4474431 | 3685486 |
| &nbsp;&nbsp;&nbsp;**Loanpal Solar Loan** |  |  |
| &nbsp;&nbsp;&nbsp;2.47%, 12/20/2047 (c) | 1647283 | 1421408 |
| &nbsp;&nbsp;&nbsp;2.29%, 01/20/2048 (c) | 5614907 | 4718600 |
| &nbsp;&nbsp;&nbsp;2.22%, 03/20/2048 (c) | 2655629 | 2152412 |
| &nbsp;&nbsp;&nbsp;**Mill City Solar Loan** |  |  |
| &nbsp;&nbsp;&nbsp;4.34%, 03/20/2043 (c) | 4283086 | 4073660 |
| &nbsp;&nbsp;&nbsp;3.69%, 07/20/2043 (c) | 1296837 | 1138187 |
| &nbsp;&nbsp;&nbsp;**Mosaic Solar Loan Trust** |  |  |
| &nbsp;&nbsp;&nbsp;6.10%, 06/20/2053 (c) | 2435007 | 2413616 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/20/2049 (c) | 1101129 | 1084350 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/2042 (c) | 585542 | 578018 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/21/2053 (c) | 1167355 | 1068564 |
| &nbsp;&nbsp;&nbsp;4.20%, 02/22/2044 (c) | 5586348 | 5283276 |
| &nbsp;&nbsp;&nbsp;4.01%, 06/22/2043 (c) | 1441784 | 1380480 |
| &nbsp;&nbsp;&nbsp;3.82%, 06/22/2043 (c) | 2095385 | 1996137 |
| &nbsp;&nbsp;&nbsp;2.64%, 01/20/2053 (c) | 3260615 | 2733021 |
| &nbsp;&nbsp;&nbsp;2.10%, 04/20/2046 (c) | 1608300 | 1433649 |
| &nbsp;&nbsp;&nbsp;1.64%, 04/22/2047 (c) | 6322858 | 5329252 |
| &nbsp;&nbsp;&nbsp;1.51%, 12/20/2046 (c) | 3449805 | 2895076 |
| &nbsp;&nbsp;&nbsp;1.44%, 08/20/2046 (c) | 2403586 | 2076737 |
| &nbsp;&nbsp;&nbsp;1.44%, 06/20/2052 (c) | 4625199 | 3854069 |

---

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

---

| | | |
|:---|:---|:---|
|  | **Principal <br> Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;**Oportun Issuance Trust** |  |  |
| &nbsp;&nbsp;&nbsp;4.32%, 01/09/2034 | $2857000 | $2864686 |
| &nbsp;&nbsp;&nbsp;2.18%, 10/08/2031 (c) | 2810879 | 2769048 |
| &nbsp;&nbsp;&nbsp;1.47%, 05/08/2031 (c) | 3437958 | 3377884 |
| &nbsp;&nbsp;&nbsp;**Sunnova Helios II** |  |  |
| &nbsp;&nbsp;&nbsp;1.62%, 07/20/2048 (c) | 9997936 | 8282695 |
| &nbsp;&nbsp;&nbsp;**Sunnova Helios IV** |  |  |
| &nbsp;&nbsp;&nbsp;2.98%, 06/20/2047 (c) | 2073510 | 1857977 |
| &nbsp;&nbsp;&nbsp;**Sunnova Helios V** |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/20/2048 (c) | 1922091 | 1447378 |
| &nbsp;&nbsp;&nbsp;**Sunnova Helios XI Issuer** |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 05/20/2050 (c) | 6488201 | 5363883 |
| &nbsp;&nbsp;&nbsp;**Sunnova Helios XII Issuer** |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 08/22/2050 (c) | 7805150 | 7480768 |
| &nbsp;&nbsp;&nbsp;**Sunnova Hestia I Issuer** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 12/20/2050 (c) | 11482360 | 11609885 |
| &nbsp;&nbsp;&nbsp;**Sunnova Sol IV** |  |  |
| &nbsp;&nbsp;&nbsp;2.79%, 02/22/2049 (c) | 6293662 | 5227679 |
| &nbsp;&nbsp;&nbsp;**TOTAL ASSET-BACKED SECURITIES (Cost $122,316,162)** |  | 109600524 |
| **NON-AGENCY CMBS - 0.36%** |  |  |
| &nbsp;&nbsp;&nbsp;**BX Commercial Mortgage Trust** |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, TSFR1M + 0.990%, 01/17/2039 (b) (c) | 14550000 | 14545487 |
| &nbsp;&nbsp;&nbsp;**TOTAL NON-AGENCY CMBS (Cost $14,517,093)** |  | 14545487 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **SHORT-TERM INVESTMENTS - 1.88%** |  |  |
| &nbsp;&nbsp;&nbsp;**Money Market Fund - 1.28%** |  |  |
| &nbsp;&nbsp;&nbsp;First American Government Obligations Fund, Cl X, 3.60%, (d) | 51497709 | 51497709 |
| &nbsp;&nbsp;&nbsp;**Bank Deposit - 0.60%** |  |  |
| &nbsp;&nbsp;&nbsp;TriState Capital, 3.84%, 11/01/2026 (d) | 24036057 | 24036057 |
| &nbsp;&nbsp;&nbsp;**TOTAL SHORT-TERM INVESTMENTS (Cost $75,533,766)** |  | 75533766 |
| &nbsp;&nbsp;&nbsp;**Total Investments (Cost $4,115,525,641) - 99.77%** |  | $4010062628 |
| &nbsp;&nbsp;&nbsp;**Other Assets Exceeding Liabilities, Net - 0.23%** |  | 9077150 |
| &nbsp;&nbsp;&nbsp;**NET ASSETS - 100.00%** |  | $4019139778 |

---

&nbsp;&nbsp;&nbsp;&nbsp;(a) Security
 is valued using significant unobservable inputs and is classified as Level 3 in the fair
 value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable
 or floating rate security. The rate shown is the effective interest rate as of February
 28, 2026. The rates on certain securities are not based on published reference rates
 and spreads and are either determined by the issuer or agent based on current market
 conditions, by using a formula based on the rates of underlying loans, or by adjusting
 periodically based on prevailing interest rates.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Securities
 exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended.
 These securities may only be resold to qualified institutional buyers in transactions
 exempt from registration. At February 28, 2026, these securities amounted to $149,488,829,
 which represents 3.72% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(d) The
 rate shown is the 7-day effective yield as of February 28, 2026.

Cl — Class

CMBS— Commercial Mortgage-Backed Securities

FGLMC— Federal Housing Loan Mortgage Corporation Gold 30-Year Fixed

FHA— Federal Housing Administration

**CCM Community Impact Bond Fund**

*Schedule of Investments February 28, 2026 (unaudited)*

FHLMC — Federal Home Loan Mortgage Corporation

FHMS —Federal Housing Offered Guaranteed Certificates Series

FNMA — Federal National Mortgage Association

FRESB — Freddie Mac Small Balance Mortgage Trust

GNMA — Government National Mortgage Association

GO — General Obligation

HUD — Housing and Urban Development

PRIME — Prime Rate

RB — Revenue Bond

Ser — Series

SOFR — U.S. Secured Overnight Finance Rate

SOFR30A — 30-Day Average Secured Overnight Finance Rate (SOFR)

TA — Tax Allocation

TSFR1M —Term Secured Overnight Finance Rate 1-Month

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COMMUNITY CAPITAL TRUST

- **b. Investment Company Act file number:** 811-09221

- **c. CIK number of Registrant:** 0001078195

- **d. LEI of Registrant:** 549300YLQ4STUVR7R137

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

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

  - **City:** Plantation

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33324

  - **Telephone number:** 9542177999

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

- **a. Name of Series:** CCM Community Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000001913

- **c. LEI of Series:** 549300KJ18MBZHHGBG66

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $4034611337.06

**Total Liabilities:** $13690869.11

**Net Assets:** $4020920467.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7701.70997429 | **1-Year:** -144383.19973692 | **5-Year:** -448840.65719436 | **10-Year:** -478258.94526498 | **30-Year:** -103321.28426840

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

- **3-Month:** -3520.34765371 | **1-Year:** -47516.39321995 | **5-Year:** -92158.22279471 | **10-Year:** -54901.71343367 | **30-Year:** -5393.77117421

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005044 | 1.29%                | 0.26%                | 0.05%                |
| Class ID C000048038 | 1.32%                | 0.30%                | 0.09%                |
| Class ID C000048039 | 1.30%                | 0.37%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1064838.46             | $42713833.43                               |
| Month 2  | $-135958.12              | $1285168.84                                |
| Month 3  | $508530.53               | $-9051722.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878AY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1412838.49   | 0.04%             | 2032-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $683045.69    | 0.02%             | 2027-08-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1248350.24   | 0.03%             | 2026-08-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CALIF                                                     | ALAMEDA CNTY CA COUNTY OF ALAMEDA CA                                              | CUSIP: 010878BJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $323433.89    | 0.01%             | 2030-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                               | AMERICAN EXPRESS CO 4.050000% 05/03/2029                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  44114000 | PA      | $44468579.33  | 1.11%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| THE ANDREW W. MELLON FOUNDATION                                        | ANDREW W MELLON FOUNDATION/THE 0.947000% 08/01/2027                               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |  20238000 | PA      | $19485163.88  | 0.48%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUSTIN TEX ELEC UTIL SYS REV                                           | AUSTIN TX ELEC UTILITY SYS REV CITY OF AUSTIN TX ELECTRIC UTILITY REVENUE         | CUSIP: 052414RU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $844379.17    | 0.02%             | 2028-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP 6.204000% 11/10/2028                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  48046000 | PA      | $49758761.66  | 1.24%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                             | BRIDGE HOUSING CORP 3.250000% 07/15/2030                                          | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4738047.59   | 0.12%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                             | BRIDGE HOUSING CORP 5.321000% 07/15/2035                                          | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3985000 | PA      | $4066849.32   | 0.10%             | 2035-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A                               | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14550000 | PA      | $14545486.54  | 0.36%             | 2039-01-17      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1906955.14   | 0.05%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2358838.62   | 0.06%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5975000 | PA      | $5644180.51   | 0.14%             | 2029-06-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UXN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1649509.75   | 0.04%             | 2026-06-01      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1026635.43   | 0.03%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                   | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2487926.10   | 0.06%             | 2029-06-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS                                                | CAPITAL IMPACT PARTNERS MTN 5.700000% 07/15/2026                                  | CUSIP: 14020AD76<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001128.96   | 0.02%             | 2026-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCMTRISTATE FL.CD 11/1/26 FLOATING RATE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  24036057 | PA      | $24036057.26  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY HOUSING CORPORATION                                            | CENTURY HOUSING CORP MTN 5.050000% 06/15/2028                                     | CUSIP: 15654VBR8<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $3945600.92   | 0.10%             | 2028-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FING AUTH PA REV                                          | CMWLTH FING AUTH PA COMMONWEALTH FINANCING AUTHORITY                              | CUSIP: 20281PMP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1831725.14   | 0.05%             | 2030-06-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| COLONY TEX LOC DEV CORP SALES TAX INCREMENT CONTRACT REV               | COLONY TX LOCAL DEV CORP SALES COLONY LOCAL DEVELOPMENT CORP                      | CUSIP: 19625AAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $495526.11    | 0.01%             | 2028-10-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $764281.66    | 0.02%             | 2028-11-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $224668.49    | 0.01%             | 2029-11-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $714017.73    | 0.02%             | 2028-05-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2190000 | PA      | $2211941.10   | 0.06%             | 2027-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $249523.84    | 0.01%             | 2027-11-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $270774.96    | 0.01%             | 2028-11-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $405100.15    | 0.01%             | 2029-05-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $999075.58    | 0.02%             | 2027-11-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1121332.71   | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $661868.53    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86713.16     | 0.00%             | 2030-05-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007974.01   | 0.03%             | 2027-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $445510.10    | 0.01%             | 2029-05-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61030.42     | 0.00%             | 2029-11-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GFZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15175.77     | 0.00%             | 2027-05-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $773060.13    | 0.02%             | 2029-05-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196479A58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     77112 | PA      | $63880.77     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135000.00    | 0.00%             | 2026-05-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480L47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1141479.28   | 0.03%             | 2026-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964803D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $638724.94    | 0.02%             | 2029-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30535.31     | 0.00%             | 2028-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $288658.43    | 0.01%             | 2027-11-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 196480V53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $721631.71    | 0.02%             | 2028-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GBA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.00%             | 2026-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $454746.90    | 0.01%             | 2030-11-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GHG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $258939.63    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 19648GGB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204889.53    | 0.01%             | 2028-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                | COLORADO ST HSG & FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY                 | CUSIP: 1964806P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $261827.07    | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                            | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    133103 | PA      | $122814.00    | 0.00%             | 2045-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH MULTIFAMILY HSG REV                            | COLORADO ST HSG FIN AUTH MF HS COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19647PBS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035916 | PA      | $1718805.21   | 0.04%             | 2057-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP 4.650000% 02/15/2033                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  82237000 | PA      | $83525678.92  | 2.08%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H3Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207864.84    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H4W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120443.31    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HS38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1496457.60   | 0.04%             | 2030-11-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775H2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022069.09   | 0.03%             | 2031-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $404163.61    | 0.01%             | 2029-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HR88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1425557.30   | 0.04%             | 2029-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                           | CONNECTICUT ST HSG FIN AUTH HS CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HS20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1510711.01   | 0.04%             | 2030-05-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DELAWARE ST HSG AUTH REV                                               | DELAWARE ST HSG AUTH REVENUE DELAWARE STATE HOUSING AUTHORITY                     | CUSIP: 246395YF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2714271 | PA      | $2619838.82   | 0.07%             | 2048-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                     | DIST OF COLUMBIA HSG FIN AGY M DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY        | CUSIP: 25477PNF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    173011 | PA      | $170151.84    | 0.00%             | 2045-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA HSG FIN AGY MULTI-FAMILY HSG REV                     | DIST OF COLUMBIA HSG FIN AGY M DISTRICT OF COLUMBIA HOUSING FINANCE AGENCY        | CUSIP: 25477PNT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060914 | PA      | $1949872.09   | 0.05%             | 2049-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DIVIDEND SOLAR LOANS LLC                                               | DIVIDEND SOLAR LOANS 2019-1 LLC DIV 2019-1 A                                      | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2360598 | PA      | $2194133.96   | 0.05%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| EMERYVILLE CALIF                                                       | EMERYVILLE CA CITY OF EMERYVILLE CA                                               | CUSIP: 291180AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $326965.19    | 0.01%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                      | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006692.69   | 0.03%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 463997                                                         | CUSIP: 31381LNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    809097 | PA      | $809097.42    | 0.02%             | 2027-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464254                                                         | CUSIP: 31381LWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2199627 | PA      | $2199626.61   | 0.05%             | 2027-11-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464573                                                         | CUSIP: 31381MCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1977932 | PA      | $1977931.81   | 0.05%             | 2040-02-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464632                                                         | CUSIP: 31381MED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    375997 | PA      | $375996.58    | 0.01%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464836                                                         | CUSIP: 31381MLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1315726 | PA      | $1315726.10   | 0.03%             | 2028-03-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 464969                                                         | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2255096 | PA      | $2255096.20   | 0.06%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465260                                                         | CUSIP: 31381MZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1199782 | PA      | $1199781.66   | 0.03%             | 2028-06-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465394                                                         | CUSIP: 31381M7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406058 | PA      | $406058.17    | 0.01%             | 2026-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 465588                                                         | CUSIP: 31381NF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    462148 | PA      | $462147.79    | 0.01%             | 2028-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 466907                                                         | CUSIP: 31381PU89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    301733 | PA      | $301733.02    | 0.01%             | 2026-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 467914                                                         | CUSIP: 31381QYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419428 | PA      | $418656.47    | 0.01%             | 2041-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 886136                                                         | CUSIP: 31410DPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126179 | PA      | $135141.37    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890230                                                         | CUSIP: 31410LA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1905056 | PA      | $1970645.64   | 0.05%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890246                                                         | CUSIP: 31410LBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    855910 | PA      | $894799.69    | 0.02%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 890247                                                         | CUSIP: 31410LBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820486 | PA      | $873374.32    | 0.02%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 900106                                                         | CUSIP: 31410XAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41612 | PA      | $44577.60     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN 947771                                                         | CUSIP: 31413KMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24548 | PA      | $26370.09     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB6333                                                         | CUSIP: 31417DBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298207 | PA      | $280612.97    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB7486                                                         | CUSIP: 31417EJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    539034 | PA      | $507231.70    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AB9496                                                         | CUSIP: 31417GRS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18951 | PA      | $17785.75     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AC4095                                                         | CUSIP: 31417NRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3921 | PA      | $3977.06      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AD8500                                                         | CUSIP: 31418WNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70454 | PA      | $73400.08     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH0540                                                         | CUSIP: 3138A1S69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21552 | PA      | $21442.62     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH2979                                                         | CUSIP: 3138A4JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20541 | PA      | $20437.55     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH5643                                                         | CUSIP: 3138A7HV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36584 | PA      | $36399.65     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH5671                                                         | CUSIP: 3138A7JR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36933 | PA      | $36951.82     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH6769                                                         | CUSIP: 3138A8QX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56992 | PA      | $57783.44     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH6772                                                         | CUSIP: 3138A8Q25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44307 | PA      | $46162.09     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH8877                                                         | CUSIP: 3138AA2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50452 | PA      | $50476.79     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AH8879                                                         | CUSIP: 3138AA2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82432 | PA      | $85720.15     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI3491                                                         | CUSIP: 3138AG2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89584 | PA      | $90829.69     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI5362                                                         | CUSIP: 3138AJ5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77365 | PA      | $78439.48     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI6154                                                         | CUSIP: 3138AKZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89796 | PA      | $93235.52     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI6155                                                         | CUSIP: 3138AKZV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96696 | PA      | $98071.15     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI8167                                                         | CUSIP: 3138ANCD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37506 | PA      | $38027.50     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AI9871                                                         | CUSIP: 3138AP6H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22456 | PA      | $22467.22     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AJ4024                                                         | CUSIP: 3138AVPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56272 | PA      | $56300.59     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM0414                                                         | CUSIP: 3138L0N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5626538 | PA      | $5555449.36   | 0.14%             | 2027-09-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM8227                                                         | CUSIP: 3138L9D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78688 | PA      | $75479.01     | 0.00%             | 2033-03-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM9376                                                         | CUSIP: 3138LAM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    405285 | PA      | $382167.67    | 0.01%             | 2045-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AM9780                                                         | CUSIP: 3138LA2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    343773 | PA      | $336413.76    | 0.01%             | 2031-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN0360                                                         | CUSIP: 3138LCMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $89522.05     | 0.00%             | 2045-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN1428                                                         | CUSIP: 3138LDSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    499365 | PA      | $497692.24    | 0.01%             | 2026-04-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4133                                                         | CUSIP: 3138LGSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204537 | PA      | $196873.72    | 0.00%             | 2033-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4171                                                         | CUSIP: 3138LGT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    714564 | PA      | $698267.81    | 0.02%             | 2035-01-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4505                                                         | CUSIP: 3138LHAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    895834 | PA      | $873529.75    | 0.02%             | 2032-02-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN4676                                                         | CUSIP: 3138LHFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1133055 | PA      | $1082923.55   | 0.03%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5273                                                         | CUSIP: 3138LH2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355888 | PA      | $352869.19    | 0.01%             | 2027-05-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5418                                                         | CUSIP: 3138LJAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750000 | PA      | $723406.85    | 0.02%             | 2033-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5536                                                         | CUSIP: 3138LJEJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2870959 | PA      | $2843697.67   | 0.07%             | 2027-05-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5758                                                         | CUSIP: 3138LJMG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1316218 | PA      | $1304142.88   | 0.03%             | 2027-06-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN5792                                                         | CUSIP: 3138LJNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    852283 | PA      | $806883.30    | 0.02%             | 2034-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6232                                                         | CUSIP: 3138LJ4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4532244 | PA      | $4463561.36   | 0.11%             | 2029-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6262                                                         | CUSIP: 3138LJ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456650 | PA      | $453178.20    | 0.01%             | 2027-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6823                                                         | CUSIP: 3138LKSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2318660 | PA      | $2263501.72   | 0.06%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN6926                                                         | CUSIP: 3138LKVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    879367 | PA      | $837096.43    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN7354                                                         | CUSIP: 3138LLE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2354930 | PA      | $2329073.65   | 0.06%             | 2027-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8521                                                         | CUSIP: 3138LMPF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2240266 | PA      | $2207131.38   | 0.05%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8736                                                         | CUSIP: 3138LMV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3816955 | PA      | $3801723.03   | 0.09%             | 2028-05-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN8814                                                         | CUSIP: 3138LMYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    859941 | PA      | $854403.12    | 0.02%             | 2028-04-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AN9844                                                         | CUSIP: 3138LN5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    716967 | PA      | $718325.76    | 0.02%             | 2030-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AP7482                                                         | CUSIP: 3138MBJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26014 | PA      | $24487.18     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AP9712                                                         | CUSIP: 3138MDYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63920 | PA      | $60168.37     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AR5591                                                         | CUSIP: 3138W3F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20066 | PA      | $18887.83     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AR6415                                                         | CUSIP: 3138W4DV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158329 | PA      | $148508.92    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0092                                                         | CUSIP: 3138W9C65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88968 | PA      | $86359.46     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0716                                                         | CUSIP: 3138W9YN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151960 | PA      | $150924.52    | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS0929                                                         | CUSIP: 3138WAA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105273 | PA      | $104555.87    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1368                                                         | CUSIP: 3138WAQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33125 | PA      | $32898.89     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1427                                                         | CUSIP: 3138WASR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86277 | PA      | $85688.61     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1671                                                         | CUSIP: 3138WA2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29904 | PA      | $29617.89     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS1877                                                         | CUSIP: 3138WBCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14964 | PA      | $14827.06     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS2826                                                         | CUSIP: 3138WCD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57474 | PA      | $56855.10     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS3009                                                         | CUSIP: 3138WCKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91544 | PA      | $90559.03     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS3493                                                         | CUSIP: 3138WC3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    178379 | PA      | $176531.82    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4536                                                         | CUSIP: 3138WEBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50117 | PA      | $48408.79     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4738                                                         | CUSIP: 3138WEHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244003 | PA      | $233789.53    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS4913                                                         | CUSIP: 3138WEN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330379 | PA      | $316550.38    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5117                                                         | CUSIP: 3138WEVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    312577 | PA      | $301922.35    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5351                                                         | CUSIP: 3138WE5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65595 | PA      | $62849.84     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5579                                                         | CUSIP: 3138WFFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76724 | PA      | $74204.45     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5767                                                         | CUSIP: 3138WFMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122484 | PA      | $117357.12    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS5917                                                         | CUSIP: 3138WFSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196928 | PA      | $188685.55    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6127                                                         | CUSIP: 3138WFYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270774 | PA      | $261543.84    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6309                                                         | CUSIP: 3138WGAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172909 | PA      | $165671.14    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6467                                                         | CUSIP: 3138WGFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    577004 | PA      | $552852.95    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6616                                                         | CUSIP: 3138WGK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394632 | PA      | $378113.84    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6785                                                         | CUSIP: 3138WGRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    628810 | PA      | $602827.41    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS6956                                                         | CUSIP: 3138WGWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    949574 | PA      | $910336.51    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7134                                                         | CUSIP: 3138WG4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    501341 | PA      | $466936.94    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7135                                                         | CUSIP: 3138WG4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94050 | PA      | $90372.77     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7340                                                         | CUSIP: 3138WHEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    938208 | PA      | $868918.62    | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7521                                                         | CUSIP: 3138WHLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    775463 | PA      | $718192.56    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7816                                                         | CUSIP: 3138WHVJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1429362 | PA      | $1323799.95   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS7899                                                         | CUSIP: 3138WHX56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    611063 | PA      | $565934.15    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8079                                                         | CUSIP: 3138WH6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1215471 | PA      | $1125704.67   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8290                                                         | CUSIP: 3138WJF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1047539 | PA      | $970174.88    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8463                                                         | CUSIP: 3138WJMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1292865 | PA      | $1197383.45   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8635                                                         | CUSIP: 3138WJSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1487042 | PA      | $1425596.47   | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8808                                                         | CUSIP: 3138WJYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    843767 | PA      | $808902.37    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS8918                                                         | CUSIP: 3138WJ4C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2358987 | PA      | $2252048.59   | 0.06%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9380                                                         | CUSIP: 3138WKM69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    691160 | PA      | $659828.45    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9548                                                         | CUSIP: 3138WKTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1022802 | PA      | $976436.15    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9814                                                         | CUSIP: 3138WK3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    770462 | PA      | $735535.04    | 0.02%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AS9943                                                         | CUSIP: 3138WLBM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1255917 | PA      | $1198983.41   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AT0343                                                         | CUSIP: 3138WMLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17245 | PA      | $16184.65     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AT1983                                                         | CUSIP: 3138WPFZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313727 | PA      | $294268.84    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU1769                                                         | CUSIP: 3138X06F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95184 | PA      | $92571.95     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU6721                                                         | CUSIP: 3138X6PF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54556 | PA      | $54184.15     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU6999                                                         | CUSIP: 3138X6X59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    317006 | PA      | $314848.48    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU7007                                                         | CUSIP: 3138X6YD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61968 | PA      | $61545.54     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AU9998                                                         | CUSIP: 3138XADC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43652 | PA      | $43354.39     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0191                                                         | CUSIP: 3138XBF90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32877 | PA      | $32653.09     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0214                                                         | CUSIP: 3138XBGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30071 | PA      | $29866.58     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV0670                                                         | CUSIP: 3138XBW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73190 | PA      | $72690.82     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV5020                                                         | CUSIP: 3138XGSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111065 | PA      | $110308.10    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV6342                                                         | CUSIP: 3138XJBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63669 | PA      | $63235.03     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AV7087                                                         | CUSIP: 3138XJ2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    109539 | PA      | $108360.47    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW0985                                                         | CUSIP: 3138XQCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42954 | PA      | $42525.94     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW3597                                                         | CUSIP: 3138XS7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81245 | PA      | $80435.96     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW5358                                                         | CUSIP: 3138XU5U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45230 | PA      | $44815.25     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AW8968                                                         | CUSIP: 3138XY6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14703 | PA      | $14573.89     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX0902                                                         | CUSIP: 3138Y2AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22820 | PA      | $22593.12     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX3165                                                         | CUSIP: 3138Y4QT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9632 | PA      | $9563.04      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX4856                                                         | CUSIP: 3138Y6ME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43882 | PA      | $43479.29     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX4858                                                         | CUSIP: 3138Y6MG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99728 | PA      | $96007.09     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX7550                                                         | CUSIP: 3138Y9L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43262 | PA      | $42882.36     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX7551                                                         | CUSIP: 3138Y9L97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60939 | PA      | $59136.25     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AX9585                                                         | CUSIP: 3138YBUK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    527466 | PA      | $505387.93    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY1387                                                         | CUSIP: 3138YERH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34464 | PA      | $33354.94     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY3458                                                         | CUSIP: 3138YGZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112582 | PA      | $108885.91    | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY4388                                                         | CUSIP: 3138YH2W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64022 | PA      | $61961.22     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY5019                                                         | CUSIP: 3138YJSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68463 | PA      | $65597.07     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY5025                                                         | CUSIP: 3138YJSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132296 | PA      | $130848.58    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY8271                                                         | CUSIP: 3138YNFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69349 | PA      | $66445.95     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AY8277                                                         | CUSIP: 3138YNFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36631 | PA      | $36115.16     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ0805                                                         | CUSIP: 3138YR3P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281594 | PA      | $269807.69    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2274                                                         | CUSIP: 3138YTQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100761 | PA      | $97453.03     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2316                                                         | CUSIP: 3138YTSE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43716 | PA      | $42226.15     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ2904                                                         | CUSIP: 3138YUGN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69568 | PA      | $66655.81     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ4755                                                         | CUSIP: 3138YWH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91368 | PA      | $88368.29     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5686                                                         | CUSIP: 3138YXJ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32980 | PA      | $31897.56     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5696                                                         | CUSIP: 3138YXKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19760 | PA      | $19161.55     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ5697                                                         | CUSIP: 3138YXKK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21865 | PA      | $21659.86     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ9193                                                         | CUSIP: 3140E2GB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     97487 | PA      | $94286.29     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN AZ9195                                                         | CUSIP: 3140E2GD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25528 | PA      | $25228.33     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0066                                                         | CUSIP: 3140EUCC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126910 | PA      | $122584.23    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0223                                                         | CUSIP: 3140EUG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    556805 | PA      | $533499.21    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0226                                                         | CUSIP: 3140EUHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94147 | PA      | $90997.00     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC0801                                                         | CUSIP: 3140EU3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310792 | PA      | $297950.18    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC1141                                                         | CUSIP: 3140EVHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258166 | PA      | $239099.90    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC2796                                                         | CUSIP: 3140EXDA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    665615 | PA      | $616457.29    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC4722                                                         | CUSIP: 3140F0G81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    278752 | PA      | $258165.61    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC6041                                                         | CUSIP: 3140F1WB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    276657 | PA      | $265225.67    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC9068                                                         | CUSIP: 3140F5CE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287070 | PA      | $275846.49    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BC9073                                                         | CUSIP: 3140F5CK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1332601 | PA      | $1234184.43   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD0456                                                         | CUSIP: 3140F7QJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15574 | PA      | $15053.40     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD0472                                                         | CUSIP: 3140F7Q28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197604 | PA      | $183010.72    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD2416                                                         | CUSIP: 3140F9VJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    718997 | PA      | $686402.66    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD2419                                                         | CUSIP: 3140F9VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    962069 | PA      | $944324.36    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD6343                                                         | CUSIP: 3140FEBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176475 | PA      | $164364.36    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD7042                                                         | CUSIP: 3140FEZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329188 | PA      | $304522.42    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BD7046                                                         | CUSIP: 3140FEZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1942181 | PA      | $1854137.04   | 0.05%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3687                                                         | CUSIP: 3140FPCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    434314 | PA      | $416806.21    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3689                                                         | CUSIP: 3140FPC31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1809463 | PA      | $1776090.15   | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE3762                                                         | CUSIP: 3140FPFC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    607854 | PA      | $599067.41    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7194                                                         | CUSIP: 3140FS7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    481123 | PA      | $474585.66    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7198                                                         | CUSIP: 3140FS7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    292847 | PA      | $281121.21    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BE7216                                                         | CUSIP: 3140FTAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418617 | PA      | $413541.36    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH0713                                                         | CUSIP: 3140GNYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51366 | PA      | $50702.54     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH0723                                                         | CUSIP: 3140GNYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146855 | PA      | $144841.23    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1139                                                         | CUSIP: 3140GPHR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21968 | PA      | $21123.65     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1143                                                         | CUSIP: 3140GPHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169235 | PA      | $166788.23    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1145                                                         | CUSIP: 3140GPHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95374 | PA      | $96785.35     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1158                                                         | CUSIP: 3140GPJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260156 | PA      | $248362.91    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH1167                                                         | CUSIP: 3140GPJM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93490 | PA      | $92429.49     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH2607                                                         | CUSIP: 3140GQ3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123108 | PA      | $118145.03    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH2671                                                         | CUSIP: 3140GQ6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    765474 | PA      | $730773.53    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH4060                                                         | CUSIP: 3140GSQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    653762 | PA      | $641703.97    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH4063                                                         | CUSIP: 3140GSQR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370675 | PA      | $355732.49    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5307                                                         | CUSIP: 3140GT3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    187528 | PA      | $180209.97    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5309                                                         | CUSIP: 3140GT3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    853950 | PA      | $842256.26    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5329                                                         | CUSIP: 3140GT4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154098 | PA      | $147634.53    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5334                                                         | CUSIP: 3140GT4U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5227 | PA      | $5171.65      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5335                                                         | CUSIP: 3140GT4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135855 | PA      | $134314.38    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5361                                                         | CUSIP: 3140GT5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    393381 | PA      | $387993.89    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5391                                                         | CUSIP: 3140GT7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199434 | PA      | $191327.58    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5395                                                         | CUSIP: 3140GT7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410920 | PA      | $405938.17    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5746                                                         | CUSIP: 3140GUL47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    844141 | PA      | $805873.59    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH5748                                                         | CUSIP: 3140GUL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    759716 | PA      | $745703.81    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH7046                                                         | CUSIP: 3140GVZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1962517 | PA      | $1873551.27   | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH7097                                                         | CUSIP: 3140GV3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1436955 | PA      | $1371814.70   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9270                                                         | CUSIP: 3140GYJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1054943 | PA      | $1007119.84   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9370                                                         | CUSIP: 3140GYMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68103 | PA      | $65558.95     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BH9379                                                         | CUSIP: 3140GYM55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106642 | PA      | $105517.05    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ0616                                                         | CUSIP: 3140H1VJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1319660 | PA      | $1256824.43   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ0652                                                         | CUSIP: 3140H1WN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    642521 | PA      | $611926.97    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ1663                                                         | CUSIP: 3140H2Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633257 | PA      | $607901.38    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ2676                                                         | CUSIP: 3140H36N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157248 | PA      | $154970.64    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ2752                                                         | CUSIP: 3140H4BW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    818620 | PA      | $806113.94    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4551                                                         | CUSIP: 3140H6BV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    647041 | PA      | $617709.07    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4562                                                         | CUSIP: 3140H6B81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333559 | PA      | $319672.06    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4571                                                         | CUSIP: 3140H6CH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115622 | PA      | $114220.22    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4611                                                         | CUSIP: 3140H6DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    821505 | PA      | $782389.25    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ4612                                                         | CUSIP: 3140H6DS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273168 | PA      | $262065.00    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BJ9235                                                         | CUSIP: 3140HBHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1058915 | PA      | $1042737.27   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK0898                                                         | CUSIP: 3140HD7L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174196 | PA      | $171534.38    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1957                                                         | CUSIP: 3140HFE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103467 | PA      | $102211.91    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1959                                                         | CUSIP: 3140HFE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    586456 | PA      | $558531.69    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1960                                                         | CUSIP: 3140HFFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    262098 | PA      | $251406.63    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1968                                                         | CUSIP: 3140HFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    250483 | PA      | $245908.78    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK1969                                                         | CUSIP: 3140HFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    413049 | PA      | $406738.24    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2008                                                         | CUSIP: 3140HFGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    435026 | PA      | $429061.76    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2031                                                         | CUSIP: 3140HFHH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202264 | PA      | $204191.54    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK2557                                                         | CUSIP: 3140HFZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    662679 | PA      | $652554.96    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK4747                                                         | CUSIP: 3140HJHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    323597 | PA      | $318909.29    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK4815                                                         | CUSIP: 3140HJK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    589556 | PA      | $578789.60    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5278                                                         | CUSIP: 3140HJ2L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    558222 | PA      | $563542.86    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5289                                                         | CUSIP: 3140HJ2X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456856 | PA      | $450592.35    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5299                                                         | CUSIP: 3140HJ3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117767 | PA      | $119384.37    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK5300                                                         | CUSIP: 3140HJ3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350942 | PA      | $359857.37    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK7669                                                         | CUSIP: 3140HMQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    654047 | PA      | $644572.46    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK7934                                                         | CUSIP: 3140HMY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    897613 | PA      | $881219.92    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8813                                                         | CUSIP: 3140HNYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    588611 | PA      | $580084.93    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8815                                                         | CUSIP: 3140HNYM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74818 | PA      | $75768.19     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8817                                                         | CUSIP: 3140HNYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83506 | PA      | $86113.43     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8829                                                         | CUSIP: 3140HNY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230879 | PA      | $227713.91    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8869                                                         | CUSIP: 3140HN2B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    681047 | PA      | $688258.95    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8870                                                         | CUSIP: 3140HN2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275425 | PA      | $281047.35    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8895                                                         | CUSIP: 3140HN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    426014 | PA      | $420845.47    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BK8905                                                         | CUSIP: 3140HN3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309291 | PA      | $312566.28    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2117                                                         | CUSIP: 3140HTK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5925000 | PA      | $5861978.07   | 0.15%             | 2029-04-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2377                                                         | CUSIP: 3140HTUB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2630163 | PA      | $2574959.58   | 0.06%             | 2031-05-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2561                                                         | CUSIP: 3140HTZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4598800 | PA      | $4535057.68   | 0.11%             | 2029-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2603                                                         | CUSIP: 3140HT3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5030593 | PA      | $4905992.30   | 0.12%             | 2029-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL2741                                                         | CUSIP: 3140HUBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3053951 | PA      | $2989787.82   | 0.07%             | 2029-06-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4134                                                         | CUSIP: 3140HVSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    607097 | PA      | $551854.45    | 0.01%             | 2034-02-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4558                                                         | CUSIP: 3140HWB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    777689 | PA      | $710371.14    | 0.02%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL4589                                                         | CUSIP: 3140HWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    995460 | PA      | $954960.80    | 0.02%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5261                                                         | CUSIP: 3140HWZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1742520 | PA      | $1646188.45   | 0.04%             | 2030-03-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5265                                                         | CUSIP: 3140HWZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    715833 | PA      | $685272.07    | 0.02%             | 2030-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL5452                                                         | CUSIP: 3140HXBW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3098673 | PA      | $2929605.74   | 0.07%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6159                                                         | CUSIP: 3140HXZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1675685 | PA      | $1573404.26   | 0.04%             | 2030-03-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6240                                                         | CUSIP: 3140HX5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    722058 | PA      | $668413.44    | 0.02%             | 2030-03-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6486                                                         | CUSIP: 3140HYF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1470000 | PA      | $1373418.76   | 0.03%             | 2030-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL6827                                                         | CUSIP: 3140HYSR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5327028 | PA      | $4708615.97   | 0.12%             | 2032-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7010                                                         | CUSIP: 3140HYYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9434877 | PA      | $8562278.49   | 0.21%             | 2030-06-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7247                                                         | CUSIP: 3140J0BR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2737525 | PA      | $2484269.50   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7338                                                         | CUSIP: 3140J0EL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1597222 | PA      | $1422806.82   | 0.04%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7636                                                         | CUSIP: 3140J0PW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1087147 | PA      | $943987.59    | 0.02%             | 2032-07-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7673                                                         | CUSIP: 3140J0Q37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7193174 | PA      | $5619919.57   | 0.14%             | 2037-08-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7686                                                         | CUSIP: 3140J0RG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2617741 | PA      | $2367875.22   | 0.06%             | 2030-08-01      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7892                                                         | CUSIP: 3140J0XW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5698971 | PA      | $5144739.87   | 0.13%             | 2030-08-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7898                                                         | CUSIP: 3140J0X47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3800000 | PA      | $3253563.21   | 0.08%             | 2032-08-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL7910                                                         | CUSIP: 3140J0YG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4561282 | PA      | $4397097.32   | 0.11%             | 2027-08-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8000                                                         | CUSIP: 3140J03J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4794735 | PA      | $4314220.10   | 0.11%             | 2030-09-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8013                                                         | CUSIP: 3140J03X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3932947 | PA      | $3168468.76   | 0.08%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8014                                                         | CUSIP: 3140J03Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3631795 | PA      | $2925854.61   | 0.07%             | 2035-08-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8103                                                         | CUSIP: 3140J1AD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6369231 | PA      | $5727359.72   | 0.14%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL8108                                                         | CUSIP: 3140J1AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2620977 | PA      | $2248783.04   | 0.06%             | 2032-09-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BL9838                                                         | CUSIP: 3140J24Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2277822 | PA      | $2059656.60   | 0.05%             | 2030-12-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0321                                                         | CUSIP: 3140JGLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    497812 | PA      | $488720.70    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0323                                                         | CUSIP: 3140JGLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    250726 | PA      | $251380.73    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN0889                                                         | CUSIP: 3140JG7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    342213 | PA      | $345474.42    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN3958                                                         | CUSIP: 3140JLMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274492 | PA      | $270515.43    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4308                                                         | CUSIP: 3140JLYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    171369 | PA      | $173544.15    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4338                                                         | CUSIP: 3140JLZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119369 | PA      | $117828.76    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4339                                                         | CUSIP: 3140JLZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183913 | PA      | $186247.85    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4347                                                         | CUSIP: 3140JLZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200292 | PA      | $197545.48    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4373                                                         | CUSIP: 3140JL2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617836 | PA      | $606084.68    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4384                                                         | CUSIP: 3140JL2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48375 | PA      | $48987.93     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN4386                                                         | CUSIP: 3140JL2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203199 | PA      | $199219.47    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5245                                                         | CUSIP: 3140JMZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258496 | PA      | $247108.62    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5288                                                         | CUSIP: 3140JM2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    897930 | PA      | $881531.80    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5289                                                         | CUSIP: 3140JM2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112181 | PA      | $113010.82    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5344                                                         | CUSIP: 3140JM5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298479 | PA      | $285329.95    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN5350                                                         | CUSIP: 3140JM5L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    276257 | PA      | $271625.77    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6227                                                         | CUSIP: 3140JN4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148743 | PA      | $146837.89    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6235                                                         | CUSIP: 3140JN4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53353 | PA      | $50981.39     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6236                                                         | CUSIP: 3140JN4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15479 | PA      | $15293.04     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6238                                                         | CUSIP: 3140JN4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96140 | PA      | $97055.21     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6239                                                         | CUSIP: 3140JN4Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32890 | PA      | $33466.73     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6245                                                         | CUSIP: 3140JN5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23422 | PA      | $22380.75     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6247                                                         | CUSIP: 3140JN5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59082 | PA      | $58232.80     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6277                                                         | CUSIP: 3140JN6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27481 | PA      | $27829.63     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6283                                                         | CUSIP: 3140JN6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324638 | PA      | $308781.98    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6285                                                         | CUSIP: 3140JN6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282927 | PA      | $277386.20    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6299                                                         | CUSIP: 3140JN7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    603470 | PA      | $573996.49    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6301                                                         | CUSIP: 3140JPAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    602009 | PA      | $592409.19    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6302                                                         | CUSIP: 3140JPAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7084 | PA      | $7174.29      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6563                                                         | CUSIP: 3140JPJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84222 | PA      | $82572.41     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6567                                                         | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    476801 | PA      | $453513.89    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6614                                                         | CUSIP: 3140JPK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    201913 | PA      | $184610.24    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6619                                                         | CUSIP: 3140JPK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433018 | PA      | $411869.26    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6722                                                         | CUSIP: 3140JPPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    404194 | PA      | $369555.72    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN6735                                                         | CUSIP: 3140JPPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    672378 | PA      | $639538.34    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN7692                                                         | CUSIP: 3140JQRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174472 | PA      | $160593.36    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8885                                                         | CUSIP: 3140JR2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152792 | PA      | $139698.06    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8886                                                         | CUSIP: 3140JR2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1013128 | PA      | $963646.38    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8894                                                         | CUSIP: 3140JR3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    492665 | PA      | $484405.50    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8907                                                         | CUSIP: 3140JR3R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83663 | PA      | $77038.06     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8911                                                         | CUSIP: 3140JR3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    376887 | PA      | $360178.92    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8913                                                         | CUSIP: 3140JR3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160038 | PA      | $157862.39    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8921                                                         | CUSIP: 3140JR4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32881 | PA      | $30391.26     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8922                                                         | CUSIP: 3140JR4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    441637 | PA      | $421878.11    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8923                                                         | CUSIP: 3140JR4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334522 | PA      | $329187.61    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8924                                                         | CUSIP: 3140JR4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213833 | PA      | $215421.57    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8930                                                         | CUSIP: 3140JR4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    704058 | PA      | $672295.56    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8931                                                         | CUSIP: 3140JR4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401075 | PA      | $395309.33    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BN8932                                                         | CUSIP: 3140JR4S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74897 | PA      | $75531.97     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1272                                                         | CUSIP: 3140JVMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    420256 | PA      | $384241.23    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1273                                                         | CUSIP: 3140JVMX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    605944 | PA      | $578607.52    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1274                                                         | CUSIP: 3140JVMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82550 | PA      | $81493.27     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1283                                                         | CUSIP: 3140JVM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166101 | PA      | $153393.93    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1284                                                         | CUSIP: 3140JVNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    718930 | PA      | $686998.32    | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1285                                                         | CUSIP: 3140JVNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318078 | PA      | $313257.24    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1314                                                         | CUSIP: 3140JVN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    952261 | PA      | $870655.52    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1315                                                         | CUSIP: 3140JVN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189649 | PA      | $181452.94    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1316                                                         | CUSIP: 3140JVPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37315 | PA      | $36866.71     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1318                                                         | CUSIP: 3140JVPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    831433 | PA      | $760182.83    | 0.02%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1319                                                         | CUSIP: 3140JVPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1118145 | PA      | $1063533.87   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1320                                                         | CUSIP: 3140JVPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169973 | PA      | $171952.19    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1324                                                         | CUSIP: 3140JVPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1558994 | PA      | $1425394.45   | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1326                                                         | CUSIP: 3140JVPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    581834 | PA      | $572079.39    | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1358                                                         | CUSIP: 3140JVQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    851141 | PA      | $809570.60    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1795                                                         | CUSIP: 3140JV7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    376111 | PA      | $359143.56    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO1800                                                         | CUSIP: 3140JWAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1118287 | PA      | $1022454.07   | 0.03%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2209                                                         | CUSIP: 3140JWN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    714173 | PA      | $652971.48    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2957                                                         | CUSIP: 3140JXJB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756427 | PA      | $691603.83    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2962                                                         | CUSIP: 3140JXJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1117181 | PA      | $1021442.73   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2963                                                         | CUSIP: 3140JXJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    595147 | PA      | $568534.68    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO2971                                                         | CUSIP: 3140JXJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140269 | PA      | $138472.68    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO3017                                                         | CUSIP: 3140JXK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1216888 | PA      | $1112604.93   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO3200                                                         | CUSIP: 3140JXRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456285 | PA      | $417183.01    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO4660                                                         | CUSIP: 3140K0FA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    471075 | PA      | $430705.89    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5348                                                         | CUSIP: 3140K05J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1375487 | PA      | $1257612.86   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5371                                                         | CUSIP: 3140K06H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    492754 | PA      | $453733.04    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5372                                                         | CUSIP: 3140K06J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    263288 | PA      | $250428.82    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5373                                                         | CUSIP: 3140K06K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107554 | PA      | $106176.42    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5402                                                         | CUSIP: 3140K1AC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1196638 | PA      | $1100301.79   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5431                                                         | CUSIP: 3140K1A97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    771562 | PA      | $705441.73    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5432                                                         | CUSIP: 3140K1BA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362881 | PA      | $357094.27    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5441                                                         | CUSIP: 3140K1BK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390209 | PA      | $359308.03    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5477                                                         | CUSIP: 3140K1CP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    695256 | PA      | $639057.86    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5478                                                         | CUSIP: 3140K1CQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824965 | PA      | $788076.13    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5487                                                         | CUSIP: 3140K1CZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    888658 | PA      | $817116.24    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO5488                                                         | CUSIP: 3140K1C20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550134 | PA      | $523264.90    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO6215                                                         | CUSIP: 3140K13Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199622 | PA      | $182515.30    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8900                                                         | CUSIP: 3140K43J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    576491 | PA      | $529892.29    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8936                                                         | CUSIP: 3140K44W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1110301 | PA      | $1015152.21   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8937                                                         | CUSIP: 3140K44X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75511 | PA      | $72173.71     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8938                                                         | CUSIP: 3140K44Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    382849 | PA      | $377345.54    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO8980                                                         | CUSIP: 3140K46S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    504706 | PA      | $464738.36    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9005                                                         | CUSIP: 3140K5AF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    568745 | PA      | $520005.45    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9006                                                         | CUSIP: 3140K5AG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112612 | PA      | $107879.46    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BO9007                                                         | CUSIP: 3140K5AH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198441 | PA      | $195588.67    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1309                                                         | CUSIP: 3140K8N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363868 | PA      | $335761.17    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1310                                                         | CUSIP: 3140K8N49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    288397 | PA      | $276459.84    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1374                                                         | CUSIP: 3140K8Q46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1035094 | PA      | $947853.31    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1467                                                         | CUSIP: 3140K8TZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    897082 | PA      | $826023.20    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP1468                                                         | CUSIP: 3140K8T27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169314 | PA      | $162973.79    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5412                                                         | CUSIP: 3140KDAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346484 | PA      | $319406.86    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5424                                                         | CUSIP: 3140KDA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633099 | PA      | $560397.28    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5425                                                         | CUSIP: 3140KDA34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154353 | PA      | $142240.68    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5447                                                         | CUSIP: 3140KDBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362569 | PA      | $320824.23    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5448                                                         | CUSIP: 3140KDBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112510 | PA      | $103533.34    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5470                                                         | CUSIP: 3140KDCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    353304 | PA      | $312437.56    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5471                                                         | CUSIP: 3140KDCH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162385 | PA      | $149374.88    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5498                                                         | CUSIP: 3140KDDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    706123 | PA      | $619454.37    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP5499                                                         | CUSIP: 3140KDDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159950 | PA      | $146270.48    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP7434                                                         | CUSIP: 3140KFHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    785570 | PA      | $658036.85    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8732                                                         | CUSIP: 3140KGV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1020437 | PA      | $895189.89    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8733                                                         | CUSIP: 3140KGV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    393872 | PA      | $360186.29    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8742                                                         | CUSIP: 3140KGWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    483109 | PA      | $423813.03    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8743                                                         | CUSIP: 3140KGWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    249108 | PA      | $229657.82    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8759                                                         | CUSIP: 3140KGWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    926995 | PA      | $813216.96    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8760                                                         | CUSIP: 3140KGWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155625 | PA      | $143315.85    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8789                                                         | CUSIP: 3140KGXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    675862 | PA      | $597476.11    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8790                                                         | CUSIP: 3140KGXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    463744 | PA      | $426898.77    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8814                                                         | CUSIP: 3140KGYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330629 | PA      | $292716.33    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP8815                                                         | CUSIP: 3140KGYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410161 | PA      | $377573.44    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9533                                                         | CUSIP: 3140KHSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1411446 | PA      | $1237769.09   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9534                                                         | CUSIP: 3140KHSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    925154 | PA      | $818357.17    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9535                                                         | CUSIP: 3140KHSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365794 | PA      | $336731.13    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9536                                                         | CUSIP: 3140KHS28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    708264 | PA      | $652481.25    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9566                                                         | CUSIP: 3140KHTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202963 | PA      | $179423.72    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9567                                                         | CUSIP: 3140KHTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394719 | PA      | $364631.63    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9596                                                         | CUSIP: 3140KHUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    383821 | PA      | $339739.94    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9597                                                         | CUSIP: 3140KHUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    436869 | PA      | $401732.28    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BP9598                                                         | CUSIP: 3140KHUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229623 | PA      | $203223.24    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0192                                                         | CUSIP: 3140KKGA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1162842 | PA      | $1027051.99   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0193                                                         | CUSIP: 3140KKGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    358389 | PA      | $329455.22    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0210                                                         | CUSIP: 3140KKGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1521496 | PA      | $1345400.88   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0211                                                         | CUSIP: 3140KKGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92964 | PA      | $85714.59     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0228                                                         | CUSIP: 3140KKHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1274659 | PA      | $1123630.91   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0229                                                         | CUSIP: 3140KKHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    436659 | PA      | $402135.42    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0248                                                         | CUSIP: 3140KKH23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    736125 | PA      | $649227.26    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ0249                                                         | CUSIP: 3140KKH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258836 | PA      | $239026.33    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1545                                                         | CUSIP: 3140KLWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2494103 | PA      | $2090069.11   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1546                                                         | CUSIP: 3140KLWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2080747 | PA      | $1824068.01   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1571                                                         | CUSIP: 3140KLW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3399510 | PA      | $2847615.54   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1572                                                         | CUSIP: 3140KLXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2604003 | PA      | $2281966.71   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1573                                                         | CUSIP: 3140KLXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1333906 | PA      | $1227116.90   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1603                                                         | CUSIP: 3140KLX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1139993 | PA      | $963746.24    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ1604                                                         | CUSIP: 3140KLYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1744130 | PA      | $1540077.78   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ2362                                                         | CUSIP: 3140KMTU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2615914 | PA      | $2191232.38   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ2363                                                         | CUSIP: 3140KMTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1303607 | PA      | $1142390.26   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3064                                                         | CUSIP: 3140KNMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2129206 | PA      | $1783539.84   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3065                                                         | CUSIP: 3140KNMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2320679 | PA      | $2049173.79   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3112                                                         | CUSIP: 3140KNN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1754239 | PA      | $1468833.68   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ3113                                                         | CUSIP: 3140KNN79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1033014 | PA      | $904941.20    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4492                                                         | CUSIP: 3140KP7E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    814422 | PA      | $685546.15    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4812                                                         | CUSIP: 3140KQK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2789165 | PA      | $2335382.70   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4813                                                         | CUSIP: 3140KQK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2150690 | PA      | $1884047.23   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4876                                                         | CUSIP: 3140KQM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1715336 | PA      | $1436260.04   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ4877                                                         | CUSIP: 3140KQM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635320 | PA      | $561722.15    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ5814                                                         | CUSIP: 3140KRN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1805234 | PA      | $1511532.27   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ7638                                                         | CUSIP: 3140KTPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1112195 | PA      | $940720.63    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BQ7639                                                         | CUSIP: 3140KTPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2073302 | PA      | $1825772.15   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR0679                                                         | CUSIP: 3140KXXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2659189 | PA      | $2224694.77   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR1282                                                         | CUSIP: 3140KYM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1362096 | PA      | $1139062.51   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR2232                                                         | CUSIP: 3140L0PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    721292 | PA      | $601666.79    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR2612                                                         | CUSIP: 3140L03W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    358133 | PA      | $316144.23    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR3230                                                         | CUSIP: 3140L1SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3410927 | PA      | $2870345.91   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR4749                                                         | CUSIP: 3140L3H38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1203851 | PA      | $1012638.38   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR5455                                                         | CUSIP: 3140L4BZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    806978 | PA      | $712474.58    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR7692                                                         | CUSIP: 3140L6RN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1049180 | PA      | $924285.53    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BR9147                                                         | CUSIP: 3140L8EV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1830572 | PA      | $1613977.83   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0025                                                         | CUSIP: 3140LAA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7069715 | PA      | $6373224.77   | 0.16%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0179                                                         | CUSIP: 3140LAFV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    741048 | PA      | $647123.14    | 0.02%             | 2033-01-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0391                                                         | CUSIP: 3140LANH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4519378 | PA      | $3934292.50   | 0.10%             | 2033-01-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS0596                                                         | CUSIP: 3140LAUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $178853.17    | 0.00%             | 2031-01-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1033                                                         | CUSIP: 3140LBEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6673485 | PA      | $6336907.74   | 0.16%             | 2028-02-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1139                                                         | CUSIP: 3140LBHR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2242356 | PA      | $2133747.44   | 0.05%             | 2028-02-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1482                                                         | CUSIP: 3140LBUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1339896 | PA      | $1213949.56   | 0.03%             | 2031-03-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1922                                                         | CUSIP: 3140LCD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1834430.36   | 0.05%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS1977                                                         | CUSIP: 3140LCFT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3588718 | PA      | $3272396.77   | 0.08%             | 2031-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS2625                                                         | CUSIP: 3140LC4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4645000 | PA      | $4179808.56   | 0.10%             | 2031-07-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS4667                                                         | CUSIP: 3140LFFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3339631 | PA      | $3149982.22   | 0.08%             | 2029-03-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5203                                                         | CUSIP: 3140LFX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1082847 | PA      | $1001664.31   | 0.02%             | 2032-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5218                                                         | CUSIP: 3140LFYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5777000 | PA      | $5346095.17   | 0.13%             | 2032-04-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5528                                                         | CUSIP: 3140LGEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2424434 | PA      | $2388230.96   | 0.06%             | 2032-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5750                                                         | CUSIP: 3140LGL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4879973.01   | 0.12%             | 2032-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5876                                                         | CUSIP: 3140LGQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6000000 | PA      | $5888627.49   | 0.15%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5916                                                         | CUSIP: 3140LGSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9597703 | PA      | $9466133.85   | 0.24%             | 2032-06-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS5960                                                         | CUSIP: 3140LGTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1161573.08   | 0.03%             | 2032-06-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6007                                                         | CUSIP: 3140LGU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5288976 | PA      | $5246675.50   | 0.13%             | 2032-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6657                                                         | CUSIP: 3140LHMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5548394 | PA      | $5553802.60   | 0.14%             | 2029-09-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS6963                                                         | CUSIP: 3140LHWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4617473 | PA      | $4734138.72   | 0.12%             | 2029-10-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7085                                                         | CUSIP: 3140LH2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11219000 | PA      | $11480803.48  | 0.29%             | 2029-11-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7201                                                         | CUSIP: 3140LJAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4493886 | PA      | $4771341.26   | 0.12%             | 2032-11-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7278                                                         | CUSIP: 3140LJCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7571108 | PA      | $7571107.76   | 0.19%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7448                                                         | CUSIP: 3140LJH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5190255 | PA      | $5353432.63   | 0.13%             | 2032-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7738                                                         | CUSIP: 3140LJS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2147000 | PA      | $2164656.12   | 0.05%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7954                                                         | CUSIP: 3140LJZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    852478 | PA      | $886576.87    | 0.02%             | 2033-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS7955                                                         | CUSIP: 3140LJZV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1460324 | PA      | $1515053.82   | 0.04%             | 2033-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8239                                                         | CUSIP: 3140LKEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8388000 | PA      | $8588364.35   | 0.21%             | 2033-04-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8361                                                         | CUSIP: 3140LKJF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3025357 | PA      | $3121305.01   | 0.08%             | 2030-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS8569                                                         | CUSIP: 3140LKQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1219962 | PA      | $1250413.71   | 0.03%             | 2030-05-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9538                                                         | CUSIP: 3140LLS44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4076360 | PA      | $4280216.47   | 0.11%             | 2033-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9607                                                         | CUSIP: 3140LLU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1047742.02   | 0.03%             | 2030-09-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BS9779                                                         | CUSIP: 3140LL2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3593000 | PA      | $3743647.77   | 0.09%             | 2030-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1268                                                         | CUSIP: 3140LPMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2287392 | PA      | $1915627.96   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1269                                                         | CUSIP: 3140LPMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3636554 | PA      | $3194517.91   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT1347                                                         | CUSIP: 3140LPP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3033579 | PA      | $2547505.51   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2173                                                         | CUSIP: 3140LQMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1781792 | PA      | $1487842.37   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2174                                                         | CUSIP: 3140LQMY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    936391 | PA      | $822215.90    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2707                                                         | CUSIP: 3140LRAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4175380 | PA      | $3665047.19   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2780                                                         | CUSIP: 3140LRCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4832955 | PA      | $4045777.10   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT2781                                                         | CUSIP: 3140LRCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2594630 | PA      | $2281892.69   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7189                                                         | CUSIP: 3140LV7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2913582 | PA      | $2429351.73   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7190                                                         | CUSIP: 3140LV7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2174402 | PA      | $1907988.14   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7259                                                         | CUSIP: 3140LWB55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4041696 | PA      | $3368563.90   | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7260                                                         | CUSIP: 3140LWB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1580674 | PA      | $1389679.81   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT7351                                                         | CUSIP: 3140LWEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4389262 | PA      | $3658243.32   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8101                                                         | CUSIP: 3140LXAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    679148 | PA      | $597135.14    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8102                                                         | CUSIP: 3140LXAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    725237 | PA      | $659989.98    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8242                                                         | CUSIP: 3140LXEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    345796 | PA      | $326675.63    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT8307                                                         | CUSIP: 3140LXGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1024229 | PA      | $997539.89    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT9012                                                         | CUSIP: 3140LYAN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466481 | PA      | $409526.35    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BT9013                                                         | CUSIP: 3140LYAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1118029 | PA      | $932605.87    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1004                                                         | CUSIP: 3140M2DJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2299047 | PA      | $1933102.96   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1090                                                         | CUSIP: 3140M2F80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206670 | PA      | $188951.30    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1092                                                         | CUSIP: 3140M2GA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2834026 | PA      | $2369456.69   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU1093                                                         | CUSIP: 3140M2GB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2671947 | PA      | $2330741.07   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU2995                                                         | CUSIP: 3140M4KH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1020326 | PA      | $857918.76    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU3147                                                         | CUSIP: 3140M4P93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    437325 | PA      | $365636.09    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7796                                                         | CUSIP: 3140M9UW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1261116 | PA      | $1054386.87   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7797                                                         | CUSIP: 3140M9UX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    830096 | PA      | $727972.61    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7876                                                         | CUSIP: 3140M9XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1761538 | PA      | $1535496.93   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7877                                                         | CUSIP: 3140M9XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1185745 | PA      | $1043582.61   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7878                                                         | CUSIP: 3140M9XG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1300473 | PA      | $1144672.18   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7879                                                         | CUSIP: 3140M9XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    720338 | PA      | $635069.35    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU7880                                                         | CUSIP: 3140M9XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    804714 | PA      | $710601.77    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9860                                                         | CUSIP: 3140MB5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    879612 | PA      | $740285.67    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9861                                                         | CUSIP: 3140MB5X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1672692 | PA      | $1396741.62   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9862                                                         | CUSIP: 3140MB5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    637696 | PA      | $560531.20    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BU9863                                                         | CUSIP: 3140MB5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1105823 | PA      | $973011.61    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV1706                                                         | CUSIP: 3140ME3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266396 | PA      | $273165.11    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV1707                                                         | CUSIP: 3140ME3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    227413 | PA      | $229247.65    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3015                                                         | CUSIP: 3140MGK59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1630546 | PA      | $1358409.08   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3016                                                         | CUSIP: 3140MGK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1108105 | PA      | $932586.95    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3017                                                         | CUSIP: 3140MGK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    956538 | PA      | $838331.98    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3213                                                         | CUSIP: 3140MGSB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1430142 | PA      | $1189956.82   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV3214                                                         | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    585759 | PA      | $510412.98    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4124                                                         | CUSIP: 3140MHSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1128733 | PA      | $940348.17    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4125                                                         | CUSIP: 3140MHSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    441589 | PA      | $370275.18    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4126                                                         | CUSIP: 3140MHSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346672 | PA      | $303698.23    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4127                                                         | CUSIP: 3140MHSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746364 | PA      | $681611.71    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV4855                                                         | CUSIP: 3140MJMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    496727 | PA      | $432653.53    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5364                                                         | CUSIP: 3140MJ6A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259566 | PA      | $227943.56    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5365                                                         | CUSIP: 3140MJ6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    980007 | PA      | $888939.37    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5366                                                         | CUSIP: 3140MJ6C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    892094 | PA      | $815395.03    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5367                                                         | CUSIP: 3140MJ6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    560980 | PA      | $532326.48    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5368                                                         | CUSIP: 3140MJ6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    891987 | PA      | $849157.26    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5521                                                         | CUSIP: 3140MKD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    516962 | PA      | $450277.76    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV5522                                                         | CUSIP: 3140MKD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275727 | PA      | $229707.95    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8519                                                         | CUSIP: 3140MNPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1187493 | PA      | $1083128.13   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8520                                                         | CUSIP: 3140MNPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    533824 | PA      | $488410.56    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8521                                                         | CUSIP: 3140MNPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2039341 | PA      | $1926737.37   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8522                                                         | CUSIP: 3140MNPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1589564 | PA      | $1513259.35   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8523                                                         | CUSIP: 3140MNPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1436182 | PA      | $1403458.05   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV8524                                                         | CUSIP: 3140MNPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1302530 | PA      | $1279998.99   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9871                                                         | CUSIP: 3140MP6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    544352 | PA      | $517277.93    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9872                                                         | CUSIP: 3140MP6J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1024319 | PA      | $997707.12    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BV9873                                                         | CUSIP: 3140MP6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1519896 | PA      | $1493604.84   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1784                                                         | CUSIP: 3140MS6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1208315 | PA      | $1146503.89   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1785                                                         | CUSIP: 3140MS6X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    842162 | PA      | $733464.74    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1786                                                         | CUSIP: 3140MS6Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934912 | PA      | $847925.83    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW1787                                                         | CUSIP: 3140MS6Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94262 | PA      | $92106.86     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW5904                                                         | CUSIP: 3140MXR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    328185 | PA      | $325661.80    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6010                                                         | CUSIP: 3140MXVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1447190 | PA      | $1367170.43   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6011                                                         | CUSIP: 3140MXVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746720 | PA      | $729549.81    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BW6012                                                         | CUSIP: 3140MXVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461548 | PA      | $460037.53    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0008                                                         | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194800 | PA      | $189694.14    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0009                                                         | CUSIP: 3140N4AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    470411 | PA      | $467097.24    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0443                                                         | CUSIP: 3140N4P50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1517009 | PA      | $1505087.48   | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0444                                                         | CUSIP: 3140N4P68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2351703 | PA      | $2368147.45   | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0445                                                         | CUSIP: 3140N4P76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2444071 | PA      | $2497116.96   | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX0446                                                         | CUSIP: 3140N4P84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    733885 | PA      | $754721.40    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4161                                                         | CUSIP: 3140N8TT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359337 | PA      | $357626.74    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4162                                                         | CUSIP: 3140N8TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    472753 | PA      | $476844.97    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4163                                                         | CUSIP: 3140N8TV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    838912 | PA      | $860638.80    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4164                                                         | CUSIP: 3140N8TW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1236654 | PA      | $1272691.64   | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4176                                                         | CUSIP: 3140N8UA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    534740 | PA      | $545945.33    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4177                                                         | CUSIP: 3140N8UB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1049242 | PA      | $1083245.95   | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4182                                                         | CUSIP: 3140N8UG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    501144 | PA      | $505277.31    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4662                                                         | CUSIP: 3140N9FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    676096 | PA      | $689731.22    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX4663                                                         | CUSIP: 3140N9FD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    725591 | PA      | $720345.03    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6155                                                         | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129396 | PA      | $130235.86    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6156                                                         | CUSIP: 3140NAZW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407998 | PA      | $418307.18    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX6157                                                         | CUSIP: 3140NAZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259795 | PA      | $267235.99    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9384                                                         | CUSIP: 3140NENA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258147 | PA      | $256557.88    | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9385                                                         | CUSIP: 3140NENB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    595047 | PA      | $608144.17    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9386                                                         | CUSIP: 3140NENC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1285156 | PA      | $1321153.70   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9387                                                         | CUSIP: 3140NEND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1124011 | PA      | $1129969.59   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BX9388                                                         | CUSIP: 3140NENE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3183447 | PA      | $3207057.56   | 0.08%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0168                                                         | CUSIP: 3140NGFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549610 | PA      | $544687.44    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0169                                                         | CUSIP: 3140NGFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    609845 | PA      | $613675.58    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0170                                                         | CUSIP: 3140NGFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    796661 | PA      | $811761.64    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY0171                                                         | CUSIP: 3140NGFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1213053 | PA      | $1251056.42   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1804                                                         | CUSIP: 3140NJAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    560634 | PA      | $556953.08    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1805                                                         | CUSIP: 3140NJAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2314285 | PA      | $2328760.40   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1806                                                         | CUSIP: 3140NJAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439268 | PA      | $447200.14    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY1807                                                         | CUSIP: 3140NJAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    619970 | PA      | $636196.57    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8468                                                         | CUSIP: 3140NRMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    685227 | PA      | $691158.08    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8469                                                         | CUSIP: 3140NRMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1585236 | PA      | $1612404.38   | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY8470                                                         | CUSIP: 3140NRMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    669475 | PA      | $690448.54    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9981                                                         | CUSIP: 3140NTCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195503 | PA      | $197474.14    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9982                                                         | CUSIP: 3140NTCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1307233 | PA      | $1338206.71   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9983                                                         | CUSIP: 3140NTCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    376272 | PA      | $387049.42    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BY9984                                                         | CUSIP: 3140NTCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    476886 | PA      | $497627.28    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0017                                                         | CUSIP: 3140NUAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5235000 | PA      | $5672071.22   | 0.14%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0133                                                         | CUSIP: 3140NUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1400000 | PA      | $1441209.86   | 0.04%             | 2028-12-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0167                                                         | CUSIP: 3140NUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2566000 | PA      | $2604204.45   | 0.06%             | 2028-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0204                                                         | CUSIP: 3140NUGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2577843.81   | 0.06%             | 2034-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0312                                                         | CUSIP: 3140NUK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2923427 | PA      | $3007225.40   | 0.07%             | 2029-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0408                                                         | CUSIP: 3140NUN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3839708 | PA      | $3954871.72   | 0.10%             | 2034-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0520                                                         | CUSIP: 3140NUSJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3975000 | PA      | $4022766.83   | 0.10%             | 2034-03-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0525                                                         | CUSIP: 3140NUSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2806556 | PA      | $2869781.14   | 0.07%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ0707                                                         | CUSIP: 3140NUYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2110000 | PA      | $2206955.52   | 0.05%             | 2031-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1270                                                         | CUSIP: 3140NVMU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1709300 | PA      | $1792968.96   | 0.04%             | 2034-12-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1911                                                         | CUSIP: 3140NWDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3415847 | PA      | $3508018.36   | 0.09%             | 2034-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1929                                                         | CUSIP: 3140NWEB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1975407 | PA      | $2060866.97   | 0.05%             | 2034-08-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ1957                                                         | CUSIP: 3140NWE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14100000 | PA      | $14259945.27  | 0.35%             | 2034-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ2063                                                         | CUSIP: 3140NWJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1002925 | PA      | $1020636.71   | 0.03%             | 2029-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ2963                                                         | CUSIP: 3140NXJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4940000 | PA      | $5197942.07   | 0.13%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3013                                                         | CUSIP: 3140NXK36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8964000 | PA      | $9287597.43   | 0.23%             | 2035-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3345                                                         | CUSIP: 3140NXWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17350753 | PA      | $18316932.29  | 0.46%             | 2035-04-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3372                                                         | CUSIP: 3140NXXA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2557491.81   | 0.06%             | 2030-03-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3454                                                         | CUSIP: 3140NXZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3914000 | PA      | $3982441.38   | 0.10%             | 2035-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3541                                                         | CUSIP: 3140NX5B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2978808 | PA      | $3109783.26   | 0.08%             | 2035-04-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3803                                                         | CUSIP: 3140NYGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4042439 | PA      | $4137369.93   | 0.10%             | 2030-05-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ3874                                                         | CUSIP: 3140NYJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2126604.46   | 0.05%             | 2035-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ4015                                                         | CUSIP: 3140NYN98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5013000 | PA      | $5082638.81   | 0.13%             | 2032-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ4657                                                         | CUSIP: 3140Q0E73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9800000 | PA      | $10218688.30  | 0.25%             | 2035-08-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ5158                                                         | CUSIP: 3140Q0WU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1367009 | PA      | $1394647.65   | 0.03%             | 2030-10-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ5988                                                         | CUSIP: 3140Q1UN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $10197735.80  | 0.25%             | 2030-12-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ6095                                                         | CUSIP: 3140Q1XZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1027078.79   | 0.03%             | 2031-01-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN BZ6126                                                         | CUSIP: 3140Q1YY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7515000 | PA      | $7594847.94   | 0.19%             | 2031-01-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0116                                                         | CUSIP: 3140Q7DW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    554482 | PA      | $532130.27    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0408                                                         | CUSIP: 3140Q7N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121088 | PA      | $116206.90    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0566                                                         | CUSIP: 3140Q7TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    538985 | PA      | $514551.03    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0744                                                         | CUSIP: 3140Q7ZJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213907 | PA      | $205560.29    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA0918                                                         | CUSIP: 3140Q8AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618503 | PA      | $590369.37    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1074                                                         | CUSIP: 3140Q8FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1334194 | PA      | $1278646.92   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1243                                                         | CUSIP: 3140Q8LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2135796 | PA      | $2038974.96   | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1415                                                         | CUSIP: 3140Q8SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1348928 | PA      | $1284698.00   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA1934                                                         | CUSIP: 3140Q9EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1187024 | PA      | $1165346.18   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2094                                                         | CUSIP: 3140Q9KG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1234260 | PA      | $1211719.34   | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2315                                                         | CUSIP: 3140Q9SD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    326775 | PA      | $321782.68    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2532                                                         | CUSIP: 3140Q9Y64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    976155 | PA      | $958328.06    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2842                                                         | CUSIP: 3140QAEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370346 | PA      | $371312.90    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA2994                                                         | CUSIP: 3140QAKG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110386 | PA      | $108786.64    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3143                                                         | CUSIP: 3140QAP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296176 | PA      | $291210.28    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3270                                                         | CUSIP: 3140QAT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194755 | PA      | $191489.75    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3399                                                         | CUSIP: 3140QAX54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    813227 | PA      | $776842.35    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3556                                                         | CUSIP: 3140QA5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    562197 | PA      | $537273.52    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3738                                                         | CUSIP: 3140QBEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618219 | PA      | $588025.00    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3873                                                         | CUSIP: 3140QBJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    547827 | PA      | $500868.13    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3874                                                         | CUSIP: 3140QBJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185216 | PA      | $176929.66    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA3957                                                         | CUSIP: 3140QBMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1121084 | PA      | $1030830.64   | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4244                                                         | CUSIP: 3140QBWE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    255574 | PA      | $233672.26    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4331                                                         | CUSIP: 3140QBY51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2263470 | PA      | $2069498.95   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA4531                                                         | CUSIP: 3140QCA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2852550 | PA      | $2608097.66   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5097                                                         | CUSIP: 3140QCUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325208 | PA      | $297339.27    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5237                                                         | CUSIP: 3140QCZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    925395 | PA      | $846091.95    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5693                                                         | CUSIP: 3140QDKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    893136 | PA      | $788971.94    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA5694                                                         | CUSIP: 3140QDKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1325014 | PA      | $1212515.14   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6159                                                         | CUSIP: 3140QDZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1074136 | PA      | $942631.40    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6160                                                         | CUSIP: 3140QDZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313622 | PA      | $287394.95    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA6683                                                         | CUSIP: 3140QEM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2566801 | PA      | $2250162.92   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7182                                                         | CUSIP: 3140QE6U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1582316 | PA      | $1325434.86   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7287                                                         | CUSIP: 3140QFCZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1585890 | PA      | $1328427.88   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7296                                                         | CUSIP: 3140QFDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    590002 | PA      | $517036.75    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7661                                                         | CUSIP: 3140QFQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2036679 | PA      | $1705322.54   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA7663                                                         | CUSIP: 3140QFQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1245791 | PA      | $1091338.30   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA8322                                                         | CUSIP: 3140QGG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1950922 | PA      | $1632154.29   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CA9082                                                         | CUSIP: 3140QHCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2759871 | PA      | $2307961.76   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB0668                                                         | CUSIP: 3140QKW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1704592 | PA      | $1423080.45   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB1941                                                         | CUSIP: 3140QMEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7869483 | PA      | $6556094.33   | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2073                                                         | CUSIP: 3140QMJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6820846 | PA      | $5949829.23   | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2518                                                         | CUSIP: 3140QMYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3576441 | PA      | $3117512.20   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2791                                                         | CUSIP: 3140QNC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7322366 | PA      | $6092611.80   | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB2792                                                         | CUSIP: 3140QNC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3103021 | PA      | $2703877.72   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3337                                                         | CUSIP: 3140QNV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    857785 | PA      | $747005.14    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3338                                                         | CUSIP: 3140QNV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3206459 | PA      | $2908496.11   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3688                                                         | CUSIP: 3140QPC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3415069 | PA      | $3226238.63   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3798                                                         | CUSIP: 3140QPGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1161789 | PA      | $1097550.04   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3986                                                         | CUSIP: 3140QPNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2115564 | PA      | $1998587.29   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB3987                                                         | CUSIP: 3140QPND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7092617 | PA      | $6907798.75   | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4207                                                         | CUSIP: 3140QPU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3975622 | PA      | $3872026.32   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4293                                                         | CUSIP: 3140QPXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5629206 | PA      | $5590077.76   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4717                                                         | CUSIP: 3140QQG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7153589 | PA      | $7102533.53   | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB4824                                                         | CUSIP: 3140QQLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6638178 | PA      | $6590800.69   | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5052                                                         | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21041255 | PA      | $21275516.15  | 0.53%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5228                                                         | CUSIP: 3140QQY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13542743 | PA      | $13909688.27  | 0.35%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5391                                                         | CUSIP: 3140QQ7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5609924 | PA      | $5760513.21   | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5607                                                         | CUSIP: 3140QRGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1917663 | PA      | $1958689.15   | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5762                                                         | CUSIP: 3140QRML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2401747 | PA      | $2466523.30   | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5794                                                         | CUSIP: 3140QRNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13107577 | PA      | $13241202.38  | 0.33%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5950                                                         | CUSIP: 3140QRTG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4105761 | PA      | $4072818.57   | 0.10%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB5951                                                         | CUSIP: 3140QRTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6189076 | PA      | $6266739.15   | 0.16%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6135                                                         | CUSIP: 3140QRY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14310439 | PA      | $14194288.14  | 0.35%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6364                                                         | CUSIP: 3140QSCA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7735372 | PA      | $7672587.92   | 0.19%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6590                                                         | CUSIP: 3140QSKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7276349 | PA      | $7083972.05   | 0.18%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6591                                                         | CUSIP: 3140QSKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9131730 | PA      | $9055913.74   | 0.23%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6626                                                         | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6792459 | PA      | $6612173.35   | 0.16%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6627                                                         | CUSIP: 3140QSLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8209727 | PA      | $8141565.31   | 0.20%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB6958                                                         | CUSIP: 3140QSWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6751893 | PA      | $6571984.98   | 0.16%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7018                                                         | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7087801 | PA      | $6898208.99   | 0.17%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7019                                                         | CUSIP: 3140QSYR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2627111 | PA      | $2604811.03   | 0.06%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7230                                                         | CUSIP: 3140QTA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9461420 | PA      | $9571362.67   | 0.24%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7233                                                         | CUSIP: 3140QTBB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11589252 | PA      | $11882859.23  | 0.30%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7456                                                         | CUSIP: 3140QTJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7667222 | PA      | $7863605.10   | 0.20%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7459                                                         | CUSIP: 3140QTJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6621708 | PA      | $6697627.98   | 0.17%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7592                                                         | CUSIP: 3140QTNJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10908972 | PA      | $11186775.79  | 0.28%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7612                                                         | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11893930 | PA      | $12304484.09  | 0.31%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7613                                                         | CUSIP: 3140QTN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2137331 | PA      | $2161505.96   | 0.05%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7745                                                         | CUSIP: 3140QTTB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8419352 | PA      | $8716095.91   | 0.22%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB7746                                                         | CUSIP: 3140QTTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10183016 | PA      | $10642161.74  | 0.26%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8233                                                         | CUSIP: 3140QUEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11814679 | PA      | $12093778.10  | 0.30%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8426                                                         | CUSIP: 3140QULG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5938076 | PA      | $6141672.31   | 0.15%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8427                                                         | CUSIP: 3140QULH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5872571 | PA      | $6133174.80   | 0.15%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8456                                                         | CUSIP: 3140QUME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3367669 | PA      | $3519282.62   | 0.09%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8816                                                         | CUSIP: 3140QUYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5104999 | PA      | $5331541.14   | 0.13%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB8947                                                         | CUSIP: 3140QU5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4684888 | PA      | $4845516.94   | 0.12%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9119                                                         | CUSIP: 3140QVDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12326099 | PA      | $12617071.50  | 0.31%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9581                                                         | CUSIP: 3140QVUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    970097 | PA      | $986104.88    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9710                                                         | CUSIP: 3140QVYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2784148 | PA      | $2759816.63   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9911                                                         | CUSIP: 3140QWAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4201188 | PA      | $4241027.69   | 0.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CB9912                                                         | CUSIP: 3140QWAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12755187 | PA      | $13055481.65  | 0.32%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0071                                                         | CUSIP: 3140Y6CH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1469710 | PA      | $1500462.47   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0361                                                         | CUSIP: 3140Y6MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2426412 | PA      | $2465357.35   | 0.06%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0638                                                         | CUSIP: 3140Y6V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4980052 | PA      | $5027514.77   | 0.13%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0639                                                         | CUSIP: 3140Y6V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3607752 | PA      | $3695466.82   | 0.09%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0950                                                         | CUSIP: 3140Y7BU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3197552 | PA      | $3228026.35   | 0.08%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0951                                                         | CUSIP: 3140Y7BV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9379565 | PA      | $9604238.77   | 0.24%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC0952                                                         | CUSIP: 3140Y7BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2132692 | PA      | $2188062.40   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1152                                                         | CUSIP: 3140Y7H68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2506174 | PA      | $2526391.14   | 0.06%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1157                                                         | CUSIP: 3140Y7JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6602313 | PA      | $6708284.15   | 0.17%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1377                                                         | CUSIP: 3140Y7Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5181248 | PA      | $5135919.41   | 0.13%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1379                                                         | CUSIP: 3140Y7Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5730574 | PA      | $5757443.87   | 0.14%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1779                                                         | CUSIP: 3140Y76R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4001565 | PA      | $3966556.57   | 0.10%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC1895                                                         | CUSIP: 3140Y8C95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7390454 | PA      | $7500607.63   | 0.19%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN CC2140                                                         | CUSIP: 3140Y8LW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4433846 | PA      | $4425949.32   | 0.11%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1488                                                         | CUSIP: 3140A1UN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    620536 | PA      | $631448.64    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1489                                                         | CUSIP: 3140A1UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    523836 | PA      | $539787.19    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA1490                                                         | CUSIP: 3140A1UQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    212024 | PA      | $220644.03    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4978                                                         | CUSIP: 3140A5Q84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210515 | PA      | $213959.22    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4979                                                         | CUSIP: 3140A5Q92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680379 | PA      | $701096.45    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4980                                                         | CUSIP: 3140A5RA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    417474 | PA      | $435889.30    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA4981                                                         | CUSIP: 3140A5RB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    652981 | PA      | $688172.24    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5136                                                         | CUSIP: 3140A5V62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    651710 | PA      | $671554.93    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5137                                                         | CUSIP: 3140A5V70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1175587 | PA      | $1225934.24   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5138                                                         | CUSIP: 3140A5V88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333848 | PA      | $354178.58    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA5139                                                         | CUSIP: 3140A5V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331713 | PA      | $356537.95    | 0.01%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8573                                                         | CUSIP: 3140YWQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550252 | PA      | $559848.19    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8574                                                         | CUSIP: 3140YWQ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1154090 | PA      | $1188994.04   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8575                                                         | CUSIP: 3140YWQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    971458 | PA      | $1010099.38   | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DA8576                                                         | CUSIP: 3140YWQ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    548352 | PA      | $576060.19    | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0787                                                         | CUSIP: 3140A92V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127383 | PA      | $128218.81    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0789                                                         | CUSIP: 3140A92X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1290077 | PA      | $1314405.75   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0792                                                         | CUSIP: 3140A93A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    789686 | PA      | $811803.49    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB0794                                                         | CUSIP: 3140A93C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    644717 | PA      | $671213.75    | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2784                                                         | CUSIP: 3140ACCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281678 | PA      | $283526.04    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2785                                                         | CUSIP: 3140ACCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1642597 | PA      | $1675749.93   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2786                                                         | CUSIP: 3140ACCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2367167 | PA      | $2430666.51   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2791                                                         | CUSIP: 3140ACC50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1903614 | PA      | $1980010.17   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB2792                                                         | CUSIP: 3140ACC68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    233907 | PA      | $247058.38    | 0.01%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB3721                                                         | CUSIP: 3140ADD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283385 | PA      | $294712.55    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB5325                                                         | CUSIP: 3140AE4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    769823 | PA      | $790148.94    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6583                                                         | CUSIP: 3140AGJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1185117 | PA      | $1211307.13   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6590                                                         | CUSIP: 3140AGKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1036369 | PA      | $1064183.51   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6592                                                         | CUSIP: 3140AGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3045845 | PA      | $3168081.08   | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB6593                                                         | CUSIP: 3140AGKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75847 | PA      | $80143.50     | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB7487                                                         | CUSIP: 3140AHJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    463348 | PA      | $474809.54    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8695                                                         | CUSIP: 3140AJUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1407963 | PA      | $1436691.19   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8714                                                         | CUSIP: 3140AJVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1090997 | PA      | $1124702.65   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB8901                                                         | CUSIP: 3140AJ3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633831 | PA      | $655020.52    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DB9723                                                         | CUSIP: 3140AKYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1955726 | PA      | $2012141.45   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC0192                                                         | CUSIP: 3140AMGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1642000 | PA      | $1707454.45   | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC0200                                                         | CUSIP: 3140AMGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    794961 | PA      | $835637.16    | 0.02%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1301                                                         | CUSIP: 3140ANNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228652 | PA      | $230012.33    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1339                                                         | CUSIP: 3140ANPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1477001 | PA      | $1516640.65   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC1357                                                         | CUSIP: 3140ANQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1658261 | PA      | $1727799.43   | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC2233                                                         | CUSIP: 3140APPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728897 | PA      | $745317.66    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC3503                                                         | CUSIP: 3140AQ3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304792 | PA      | $301878.37    | 0.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC3520                                                         | CUSIP: 3140AQ4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1896392 | PA      | $1910407.05   | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC4910                                                         | CUSIP: 3140ASN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    752409 | PA      | $767935.04    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC4922                                                         | CUSIP: 3140ASPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    421190 | PA      | $433990.79    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC6985                                                         | CUSIP: 3140AUXP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1022079 | PA      | $1012611.98   | 0.03%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7000                                                         | CUSIP: 3140AUX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1135842 | PA      | $1144388.91   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7017                                                         | CUSIP: 3140AUYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1150289 | PA      | $1173979.12   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7028                                                         | CUSIP: 3140AUY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    432106 | PA      | $444016.20    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7884                                                         | CUSIP: 3140AVXN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985872 | PA      | $1002291.52   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC7885                                                         | CUSIP: 3140AVXP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    672304 | PA      | $675781.57    | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9457                                                         | CUSIP: 3140AXQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    472266 | PA      | $476404.74    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9745                                                         | CUSIP: 3140AXZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    772106 | PA      | $778397.88    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DC9764                                                         | CUSIP: 3140AXZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1627194 | PA      | $1664901.93   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD0841                                                         | CUSIP: 3140B05B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    909007 | PA      | $936498.97    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD1887                                                         | CUSIP: 3140B2CZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479476 | PA      | $483627.13    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD1888                                                         | CUSIP: 3140B2C28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570158 | PA      | $583370.60    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD3897                                                         | CUSIP: 3140B4KK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1511539 | PA      | $1542923.50   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD4264                                                         | CUSIP: 3140B4W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130587 | PA      | $131678.62    | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD4282                                                         | CUSIP: 3140B4XL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1311873 | PA      | $1338094.86   | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5559                                                         | CUSIP: 3140B6E92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    662894 | PA      | $682797.95    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5892                                                         | CUSIP: 3140B6RN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    707236 | PA      | $719258.67    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD5893                                                         | CUSIP: 3140B6RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    460352 | PA      | $476137.39    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6375                                                         | CUSIP: 3140B7CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    545929 | PA      | $557705.83    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6403                                                         | CUSIP: 3140B7DH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128254 | PA      | $131932.66    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD6426                                                         | CUSIP: 3140B7D83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    930455 | PA      | $968686.79    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8474                                                         | CUSIP: 3140B9MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    478209 | PA      | $482763.00    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8492                                                         | CUSIP: 3140B9NJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1389584 | PA      | $1423151.54   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DD8509                                                         | CUSIP: 3140B9N39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1335930 | PA      | $1380420.62   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE1131                                                         | CUSIP: 3140BDHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1037894 | PA      | $1060746.87   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE1158                                                         | CUSIP: 3140BDJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1443506 | PA      | $1497068.59   | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5982                                                         | CUSIP: 3140BJUG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    829510 | PA      | $838632.57    | 0.02%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5983                                                         | CUSIP: 3140BJUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    977550 | PA      | $1000167.38   | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE5987                                                         | CUSIP: 3140BJUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1559912 | PA      | $1608738.60   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9416                                                         | CUSIP: 3140BNPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    547061 | PA      | $550225.20    | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9430                                                         | CUSIP: 3140BNPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3374107 | PA      | $3432146.74   | 0.09%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DE9440                                                         | CUSIP: 3140BNP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3941955 | PA      | $4049060.08   | 0.10%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF0270                                                         | CUSIP: 3140BQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    429750 | PA      | $447516.03    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3673                                                         | CUSIP: 3140BUCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192257 | PA      | $190448.18    | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3692                                                         | CUSIP: 3140BUC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4185475 | PA      | $4206721.07   | 0.10%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF3715                                                         | CUSIP: 3140BUDV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1418428 | PA      | $1443353.94   | 0.04%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF5624                                                         | CUSIP: 3140BWHA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1194716 | PA      | $1228949.83   | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF7488                                                         | CUSIP: 3140BYKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1641400 | PA      | $1670859.85   | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF7489                                                         | CUSIP: 3140BYKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    579100 | PA      | $595812.46    | 0.01%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DF9038                                                         | CUSIP: 3140U1BG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2900094 | PA      | $2914815.11   | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DG1531                                                         | CUSIP: 3140U4VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2451857 | PA      | $2428716.14   | 0.06%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DG1553                                                         | CUSIP: 3140U4WP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5410417 | PA      | $5438919.79   | 0.14%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DG1573                                                         | CUSIP: 3140U4XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2204708 | PA      | $2242632.15   | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN DG1592                                                         | CUSIP: 3140U4XW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370344 | PA      | $1408828.25   | 0.04%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA4355                                                         | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15539625 | PA      | $12973269.84  | 0.32%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA5583                                                         | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11350725 | PA      | $11035052.37  | 0.27%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE POOL FN MA5611                                                         | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  40399677 | PA      | $39276131.99  | 0.98%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2021-M1S A2                                                   | CUSIP: 3136BDXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11852148 | PA      | $10713556.51  | 0.27%             | 2030-12-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2022-M1S A2                                                   | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2262497.30   | 0.06%             | 2032-04-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2023-M1S A2                                                   | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3810000 | PA      | $3914275.65   | 0.10%             | 2033-04-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE-ACES FNA 2024-M5 1A2                                                   | CUSIP: 3136BTHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4721000 | PA      | $4926290.83   | 0.12%             | 2034-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL # FHA ST MICH                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | US        |   5066617 | PA      | $4846734.10   | 0.12%             | 2050-09-01      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X CLASS X                        | CUSIP: 31846V336<br>LEI: N/A                  | Long             | STIV             |  | US        |  51497709 | PA      | $51497708.97  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $253843.55    | 0.01%             | 2034-07-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72151.16     | 0.00%             | 2033-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $273959.34    | 0.01%             | 2034-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $408130.13    | 0.01%             | 2032-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA HSG FIN CORP REVENUE FLORIDA HOUSING FINANCE CORP                         | CUSIP: 34074NBV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $211015.62    | 0.01%             | 2033-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $379566.70    | 0.01%             | 2033-01-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MX48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5159.63      | 0.00%             | 2028-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2C4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76481.74     | 0.00%             | 2030-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138478.63    | 0.00%             | 2031-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $909103.44    | 0.02%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $569835.76    | 0.01%             | 2029-07-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MW98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $344161.86    | 0.01%             | 2027-01-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162602.03    | 0.00%             | 2029-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138237.72    | 0.00%             | 2031-01-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7W5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $349509.63    | 0.01%             | 2032-01-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $769764.35    | 0.02%             | 2030-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $715883.15    | 0.02%             | 2029-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $251021.00    | 0.01%             | 2033-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132710.40    | 0.00%             | 2030-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204285.26    | 0.01%             | 2030-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MPG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    707915 | PA      | $641247.66    | 0.02%             | 2043-01-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $849710.03    | 0.02%             | 2030-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MJ69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $513160.32    | 0.01%             | 2029-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $328223.41    | 0.01%             | 2031-01-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71890.65     | 0.00%             | 2032-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M7X3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154067.93    | 0.00%             | 2032-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56201.74     | 0.00%             | 2030-07-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074MND9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1479191 | PA      | $1420447.16   | 0.04%             | 2037-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                               | FLORIDA ST HSG FIN CORP REVENU FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M2H3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92630.90     | 0.00%             | 2032-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A56707                                                   | CUSIP: 3128KKNY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48484 | PA      | $50673.70     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A58653                                                   | CUSIP: 3128KMTJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     42400 | PA      | $44315.91     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A68746                                                   | CUSIP: 3128L0WF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105677 | PA      | $110575.97    | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A76192                                                   | CUSIP: 3128L92Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115771 | PA      | $121234.59    | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A76444                                                   | CUSIP: 3128LAER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84548 | PA      | $88544.10     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A78742                                                   | CUSIP: 3128LCWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154976 | PA      | $162300.25    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A91363                                                   | CUSIP: 312939QQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     65776 | PA      | $66848.17     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A91756                                                   | CUSIP: 3129395R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69927 | PA      | $71066.77     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A92906                                                   | CUSIP: 312941GP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165224 | PA      | $172330.94    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG A93467                                                   | CUSIP: 312941Z83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64000 | PA      | $65043.33     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG G06072                                                   | CUSIP: 3128M8CH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105622 | PA      | $112083.46    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG G06073                                                   | CUSIP: 3128M8CJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    281570 | PA      | $300947.90    | 0.01%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q01597                                                   | CUSIP: 3132GEX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111133 | PA      | $112809.70    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q02377                                                   | CUSIP: 3132GFUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108499 | PA      | $110238.42    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q07398                                                   | CUSIP: 3132GSRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34353 | PA      | $33533.96     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q16506                                                   | CUSIP: 3132J7U83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8878 | PA      | $8346.89      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q37430                                                   | CUSIP: 3132QUHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     66530 | PA      | $64376.93     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q38376                                                   | CUSIP: 3132QVJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    471162 | PA      | $455607.78    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q39359                                                   | CUSIP: 3132QWMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    729180 | PA      | $699845.85    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q39374                                                   | CUSIP: 3132QWMY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44780 | PA      | $44206.53     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q40627                                                   | CUSIP: 3132WDVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1150653 | PA      | $1066881.16   | 0.03%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q40641                                                   | CUSIP: 3132WDWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    254451 | PA      | $245197.43    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q41877                                                   | CUSIP: 3132WFCP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    793464 | PA      | $735686.56    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q43158                                                   | CUSIP: 3132WGQL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    474457 | PA      | $439914.91    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q44344                                                   | CUSIP: 3132WHZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165883 | PA      | $153803.86    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q44395                                                   | CUSIP: 3132WH3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1131140 | PA      | $1048774.47   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q45623                                                   | CUSIP: 3132WKG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2123008 | PA      | $1977899.03   | 0.05%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q45628                                                   | CUSIP: 3132WKHE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1816948 | PA      | $1743852.94   | 0.04%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47221                                                   | CUSIP: 3132WMAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    315490 | PA      | $301525.87    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47223                                                   | CUSIP: 3132WMAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229084 | PA      | $226554.95    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47624                                                   | CUSIP: 3132WMPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    231942 | PA      | $235634.85    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q47775                                                   | CUSIP: 3132WMT95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    545711 | PA      | $539257.40    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48279                                                   | CUSIP: 3132WNFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    531992 | PA      | $511135.77    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48287                                                   | CUSIP: 3132WNF56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    635134 | PA      | $627121.42    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48294                                                   | CUSIP: 3132WNGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    158515 | PA      | $161038.72    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q48819                                                   | CUSIP: 3132WNYR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    912355 | PA      | $901577.97    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49035                                                   | CUSIP: 3132WPBD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    247680 | PA      | $237889.67    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49040                                                   | CUSIP: 3132WPBJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1189634 | PA      | $1176502.86   | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49044                                                   | CUSIP: 3132WPBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    499394 | PA      | $506836.62    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49605                                                   | CUSIP: 3132WPU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40670 | PA      | $39194.62     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49606                                                   | CUSIP: 3132WPU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    703442 | PA      | $695122.77    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49608                                                   | CUSIP: 3132WPVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    190582 | PA      | $193020.21    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49898                                                   | CUSIP: 3132WP7L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    188653 | PA      | $186717.94    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q49902                                                   | CUSIP: 3132WQAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27055 | PA      | $27400.77     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50393                                                   | CUSIP: 3132XSNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    827433 | PA      | $793589.55    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50396                                                   | CUSIP: 3132XSNN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35158 | PA      | $34797.18     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50397                                                   | CUSIP: 3132XSNP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    962767 | PA      | $951380.61    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50514                                                   | CUSIP: 3132XSSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26846 | PA      | $25831.78     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50943                                                   | CUSIP: 3132XTBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105129 | PA      | $101100.46    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q50951                                                   | CUSIP: 3132XTBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    423771 | PA      | $418759.01    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q51685                                                   | CUSIP: 3132XT2T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    554848 | PA      | $533231.40    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q51686                                                   | CUSIP: 3132XT2U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    436103 | PA      | $431288.79    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q52610                                                   | CUSIP: 3132XU3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    914645 | PA      | $879619.48    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q53325                                                   | CUSIP: 3132XVVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    432391 | PA      | $415822.02    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q53883                                                   | CUSIP: 3132XWJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    415281 | PA      | $410703.18    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54012                                                   | CUSIP: 3132XWN64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486021 | PA      | $466815.27    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54464                                                   | CUSIP: 3132XW6A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    180805 | PA      | $179093.32    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54511                                                   | CUSIP: 3132XXAM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1073296 | PA      | $1029372.24   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54585                                                   | CUSIP: 3132XXCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    455102 | PA      | $437919.50    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54586                                                   | CUSIP: 3132XXCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1041440 | PA      | $1028303.55   | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54876                                                   | CUSIP: 3132XXM22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    301704 | PA      | $288918.83    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q54877                                                   | CUSIP: 3132XXM30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    257710 | PA      | $255277.14    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55002                                                   | CUSIP: 3132XXRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    966571 | PA      | $924237.95    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55004                                                   | CUSIP: 3132XXR27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    330587 | PA      | $326412.37    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55631                                                   | CUSIP: 3132XYHH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    794231 | PA      | $784202.20    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q55774                                                   | CUSIP: 3132XYMY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    316094 | PA      | $319460.78    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56253                                                   | CUSIP: 3132XY5P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    475979 | PA      | $469968.74    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56469                                                   | CUSIP: 3132Y0FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    330429 | PA      | $326256.30    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56476                                                   | CUSIP: 3132Y0FS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    293355 | PA      | $297100.63    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56900                                                   | CUSIP: 3132Y0U24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    438794 | PA      | $432913.10    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q56906                                                   | CUSIP: 3132Y0U81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    634876 | PA      | $641637.17    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57029                                                   | CUSIP: 3132Y0Y38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219026 | PA      | $216259.98    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57388                                                   | CUSIP: 3132Y1F60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    429268 | PA      | $423175.21    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57389                                                   | CUSIP: 3132Y1F78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398056 | PA      | $402715.51    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57694                                                   | CUSIP: 3132Y1RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    248143 | PA      | $244817.05    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q57906                                                   | CUSIP: 3132Y1YC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    821776 | PA      | $831394.61    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58271                                                   | CUSIP: 3132Y2FM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262629 | PA      | $259313.02    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58366                                                   | CUSIP: 3132Y2JL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    119375 | PA      | $118058.41    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58774                                                   | CUSIP: 3132Y2XC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    508152 | PA      | $502138.71    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q58775                                                   | CUSIP: 3132Y2XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    574007 | PA      | $579537.26    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59058                                                   | CUSIP: 3132Y3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    138095 | PA      | $136353.38    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59454                                                   | CUSIP: 3132Y3QG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     98357 | PA      | $99818.97     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q59686                                                   | CUSIP: 3132Y3XQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    182872 | PA      | $180710.12    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60213                                                   | CUSIP: 3132VLGX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    409902 | PA      | $404414.05    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60215                                                   | CUSIP: 3132VLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    399619 | PA      | $403468.88    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q60598                                                   | CUSIP: 3132VLUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    290046 | PA      | $286162.55    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61151                                                   | CUSIP: 3132VMH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    326406 | PA      | $321777.73    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61387                                                   | CUSIP: 3132VMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    150422 | PA      | $148407.73    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61800                                                   | CUSIP: 3132VNAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    525750 | PA      | $518318.31    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q61986                                                   | CUSIP: 3132VNF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    784695 | PA      | $770136.74    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q62396                                                   | CUSIP: 3132VNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    107692 | PA      | $103113.85    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG Q62397                                                   | CUSIP: 3132VNUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    421670 | PA      | $414090.32    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83539                                                   | CUSIP: 3132L84Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    520595 | PA      | $500493.53    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83540                                                   | CUSIP: 3132L84Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108033 | PA      | $106842.11    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC GOLD POOL FG V83815                                                   | CUSIP: 3132L9GY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    572605 | PA      | $549370.50    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2022-P013 A2              | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450000 | PA      | $418633.18    | 0.01%             | 2032-02-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P0 FHMR 2020-P003 A1              | CUSIP: 3137FWHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3364028 | PA      | $3086015.50   | 0.08%             | 2031-02-25      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A1              | CUSIP: 3137H13U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13411191 | PA      | $12732658.36  | 0.32%             | 2031-01-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P011 A1              | CUSIP: 3137H2NN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    364302 | PA      | $342009.40    | 0.01%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A1              | CUSIP: 3137HDJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13217193 | PA      | $13468217.95  | 0.33%             | 2029-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2021-ML08 AUS                       | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1302218 | PA      | $1118116.18   | 0.03%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F118 AS                 | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    210335 | PA      | $209613.69    | 0.01%             | 2028-07-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 A1                   | CUSIP: 3137FMTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2469095 | PA      | $2425334.57   | 0.06%             | 2029-04-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1379083.87   | 0.03%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K123 A1                   | CUSIP: 3137F8ZU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2337660 | PA      | $2200709.81   | 0.05%             | 2030-06-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 A1                   | CUSIP: 3137F9CR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2453473 | PA      | $2305639.83   | 0.06%             | 2030-08-25      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K131 A1                   | CUSIP: 3137H27L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3447266 | PA      | $3228139.57   | 0.08%             | 2031-01-25      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K137 A2                   | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3500000 | PA      | $3224327.28   | 0.08%             | 2031-11-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K140 A1                   | CUSIP: 3137H6LY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    454321 | PA      | $433229.52    | 0.01%             | 2031-07-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 A1                   | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    498313 | PA      | $492015.85    | 0.01%             | 2032-02-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1227056.64   | 0.03%             | 2028-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K556 A2                   | CUSIP: 3137HQDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9893000 | PA      | $9942598.30   | 0.25%             | 2031-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  19112822 | PA      | $18460829.59  | 0.46%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9000000 | PA      | $8635728.29   | 0.21%             | 2028-11-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A1                   | CUSIP: 3137FVEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1030539 | PA      | $981760.51    | 0.02%             | 2029-04-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG03 A2                   | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $7254444.26   | 0.18%             | 2030-06-25      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG04 A1                   | CUSIP: 3137F84R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7314396 | PA      | $6871263.71   | 0.17%             | 2030-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG1 A2                   | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3850000 | PA      | $3502104.99   | 0.09%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG3 A2                   | CUSIP: 3137H7MF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1350000 | PA      | $1256445.98   | 0.03%             | 2032-05-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG4 A2                   | CUSIP: 3137H92X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6850000 | PA      | $6641010.73   | 0.17%             | 2032-08-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q012 A2                   | CUSIP: 3137FVNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2876262 | PA      | $2733695.28   | 0.07%             | 2030-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q014 A1                   | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2244395 | PA      | $1904571.72   | 0.05%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q027 A2                   | CUSIP: 3137HF3F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2853000 | PA      | $2959226.90   | 0.07%             | 2031-08-25      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q028 A                    | CUSIP: 3137HFPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7485780 | PA      | $7605817.67   | 0.19%             | 2029-07-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2069                                                        | CUSIP: 31334YJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448364 | PA      | $409940.58    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2070                                                        | CUSIP: 31334YJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    403518 | PA      | $385742.38    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2173                                                        | CUSIP: 31334YMW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224851 | PA      | $207045.23    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2301                                                        | CUSIP: 31334YRW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273297 | PA      | $260967.42    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2405                                                        | CUSIP: 31334YU62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    311308 | PA      | $286245.63    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA2406                                                        | CUSIP: 31334YU70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68819 | PA      | $67991.75     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3109                                                        | CUSIP: 31339SN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    596644 | PA      | $548416.76    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3110                                                        | CUSIP: 31339SN35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    456209 | PA      | $434010.53    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3562                                                        | CUSIP: 31339S5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    514546 | PA      | $474287.19    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA3982                                                        | CUSIP: 31339UM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89022 | PA      | $85280.91     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4064                                                        | CUSIP: 31339UQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    274725 | PA      | $270343.96    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4231                                                        | CUSIP: 31339UVY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1291063 | PA      | $1180424.14   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4780                                                        | CUSIP: 31346YJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    395069 | PA      | $361212.91    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA4885                                                        | CUSIP: 31346YNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    242658 | PA      | $231933.53    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5579                                                        | CUSIP: 3133A0FU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    942791 | PA      | $861997.04    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5721                                                        | CUSIP: 3133A0LA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    839533 | PA      | $771672.72    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA5900                                                        | CUSIP: 3133A0RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    205998 | PA      | $190154.09    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6535                                                        | CUSIP: 3133A1HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    752788 | PA      | $691939.10    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6536                                                        | CUSIP: 3133A1HM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    455280 | PA      | $434921.77    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA6834                                                        | CUSIP: 3133A1SX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    283217 | PA      | $261455.52    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7417                                                        | CUSIP: 3133A2G20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    822083 | PA      | $756450.80    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7418                                                        | CUSIP: 3133A2G38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    477102 | PA      | $456436.81    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA7634                                                        | CUSIP: 3133A2PT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1120983 | PA      | $1026155.71   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QA8482                                                        | CUSIP: 3133A3M70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1074901 | PA      | $989756.49    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0264                                                        | CUSIP: 3133A6JH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    762362 | PA      | $668790.64    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0265                                                        | CUSIP: 3133A6JJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230690 | PA      | $212430.98    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0406                                                        | CUSIP: 3133A6NX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    606342 | PA      | $536207.07    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0757                                                        | CUSIP: 3133A6ZW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    482709 | PA      | $444503.66    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0768                                                        | CUSIP: 3133A6Z95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80706 | PA      | $71542.85     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0769                                                        | CUSIP: 3133A62A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1138288 | PA      | $998576.16    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0816                                                        | CUSIP: 3133A63Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    388766 | PA      | $355517.48    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB0821                                                        | CUSIP: 3133A64E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    460029 | PA      | $406447.64    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1534                                                        | CUSIP: 3133A7V30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    773016 | PA      | $681658.80    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1536                                                        | CUSIP: 3133A7V55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    636627 | PA      | $558290.76    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1680                                                        | CUSIP: 3133A72M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    790007 | PA      | $692797.45    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB1681                                                        | CUSIP: 3133A72N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    487502 | PA      | $449633.43    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2045                                                        | CUSIP: 3133A8HW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1534732 | PA      | $1345408.47   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2046                                                        | CUSIP: 3133A8HX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    923911 | PA      | $849321.40    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2636                                                        | CUSIP: 3133A84V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    673239 | PA      | $595319.60    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2674                                                        | CUSIP: 3133A86K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    813854 | PA      | $743744.58    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2675                                                        | CUSIP: 3133A86L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    940080 | PA      | $830302.66    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB2739                                                        | CUSIP: 3133A9BG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1179484 | PA      | $1033984.14   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3152                                                        | CUSIP: 3133A9QD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1474181 | PA      | $1291869.35   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3153                                                        | CUSIP: 3133A9QE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1227545 | PA      | $1127687.71   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3154                                                        | CUSIP: 3133A9QF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2155363 | PA      | $1805450.30   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3834                                                        | CUSIP: 3133AAHK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252763 | PA      | $1106094.59   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3835                                                        | CUSIP: 3133AAHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2530096 | PA      | $2119346.90   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3976                                                        | CUSIP: 3133AAMZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1433784 | PA      | $1266040.53   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB3978                                                        | CUSIP: 3133AAM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2750001 | PA      | $2303551.01   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4065                                                        | CUSIP: 3133AAQS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1022926 | PA      | $856858.99    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4066                                                        | CUSIP: 3133AAQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637051 | PA      | $563617.17    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4506                                                        | CUSIP: 3133ABAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2312225 | PA      | $1936038.54   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB4507                                                        | CUSIP: 3133ABAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1773650 | PA      | $1562429.44   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5042                                                        | CUSIP: 3133ABS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2999828 | PA      | $2627909.27   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5044                                                        | CUSIP: 3133ABS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2261005 | PA      | $1893151.38   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5903                                                        | CUSIP: 3133ACRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1057199 | PA      | $893013.90    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB5904                                                        | CUSIP: 3133ACRZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1291521 | PA      | $1137418.38   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB6583                                                        | CUSIP: 3133ADJ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1088759 | PA      | $910862.58    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB7302                                                        | CUSIP: 3133AEDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1558611 | PA      | $1312517.41   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB8043                                                        | CUSIP: 3133AE5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1499585 | PA      | $1265650.12   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB8769                                                        | CUSIP: 3133AFW64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2724442 | PA      | $2277359.66   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QB9466                                                        | CUSIP: 3133AGQT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4062626 | PA      | $3408016.31   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC0480                                                        | CUSIP: 3133AJQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2795840 | PA      | $2357654.57   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1163                                                        | CUSIP: 3133AKJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1199947 | PA      | $1054804.92   | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1370                                                        | CUSIP: 3133AKQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2503447 | PA      | $2110213.04   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC1953                                                        | CUSIP: 3133ALE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1507361 | PA      | $1328560.27   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC3549                                                        | CUSIP: 3133AM5J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    547543 | PA      | $461154.40    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC3550                                                        | CUSIP: 3133AM5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2023539 | PA      | $1781028.20   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC4341                                                        | CUSIP: 3133ANZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    891551 | PA      | $786070.04    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC5136                                                        | CUSIP: 3133APV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2364163 | PA      | $2076085.18   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC5139                                                        | CUSIP: 3133APV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3384966 | PA      | $2842589.17   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6096                                                        | CUSIP: 3133AQXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1750556 | PA      | $1536072.42   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6098                                                        | CUSIP: 3133AQX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    955362 | PA      | $799421.73    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6906                                                        | CUSIP: 3133ARU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2162915 | PA      | $1802687.76   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC6907                                                        | CUSIP: 3133ARU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    779807 | PA      | $680710.41    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC8223                                                        | CUSIP: 3133ATD40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2125245 | PA      | $1783230.11   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC9420                                                        | CUSIP: 3133AUPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1329420 | PA      | $1117813.41   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QC9422                                                        | CUSIP: 3133AUPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1426695 | PA      | $1255333.65   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD1136                                                        | CUSIP: 3133AXHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1288132 | PA      | $1129633.02   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD1137                                                        | CUSIP: 3133AXHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1060081 | PA      | $888742.06    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD2417                                                        | CUSIP: 3133AYVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    414574 | PA      | $348874.94    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4132                                                        | CUSIP: 3133B1SV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1454900 | PA      | $1276018.21   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4139                                                        | CUSIP: 3133B1S44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    659983 | PA      | $581859.32    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD4141                                                        | CUSIP: 3133B1S69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    764293 | PA      | $672659.53    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD5482                                                        | CUSIP: 3133B3CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    860632 | PA      | $720929.29    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD6358                                                        | CUSIP: 3133B4B38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700940 | PA      | $614012.23    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD6359                                                        | CUSIP: 3133B4B46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1170071 | PA      | $973563.61    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD7966                                                        | CUSIP: 3133B5Z70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    531269 | PA      | $462931.85    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD7968                                                        | CUSIP: 3133B5Z96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1855067 | PA      | $1543518.20   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD8209                                                        | CUSIP: 3133B6DN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1219178 | PA      | $1109774.23   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QD8214                                                        | CUSIP: 3133B6DT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    672101 | PA      | $590939.36    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0361                                                        | CUSIP: 3133B9MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297334 | PA      | $271236.64    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0366                                                        | CUSIP: 3133B9MP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    658282 | PA      | $601684.92    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0367                                                        | CUSIP: 3133B9MQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    370809 | PA      | $351601.52    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE0369                                                        | CUSIP: 3133B9MS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    742144 | PA      | $706509.17    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1667                                                        | CUSIP: 3133BAZ87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    840564 | PA      | $765877.46    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1708                                                        | CUSIP: 3133BA3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1401953 | PA      | $1377810.82   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1709                                                        | CUSIP: 3133BA3S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    608295 | PA      | $596533.00    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1713                                                        | CUSIP: 3133BA3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1591674 | PA      | $1515267.16   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1714                                                        | CUSIP: 3133BA3X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1360567 | PA      | $1233976.98   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1715                                                        | CUSIP: 3133BA3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2230376 | PA      | $2107223.75   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE1717                                                        | CUSIP: 3133BA4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1167606 | PA      | $1068274.41   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2155                                                        | CUSIP: 3133BBMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    907230 | PA      | $822819.20    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2611                                                        | CUSIP: 3133BB3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1110359 | PA      | $1081511.75   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE2624                                                        | CUSIP: 3133BB4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    928755 | PA      | $880574.44    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QE7181                                                        | CUSIP: 3133BG6S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    644906 | PA      | $609246.71    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF0536                                                        | CUSIP: 3133BMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    338266 | PA      | $330946.61    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF0540                                                        | CUSIP: 3133BMS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    825987 | PA      | $820168.65    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF2486                                                        | CUSIP: 3133BPXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1311840 | PA      | $1341320.23   | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF2487                                                        | CUSIP: 3133BPXQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    782614 | PA      | $780525.50    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3779                                                        | CUSIP: 3133BRFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2352436 | PA      | $2368995.86   | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3780                                                        | CUSIP: 3133BRFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1502689 | PA      | $1540618.18   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3781                                                        | CUSIP: 3133BRFW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    343852 | PA      | $335857.81    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3782                                                        | CUSIP: 3133BRFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    628938 | PA      | $623995.86    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF3783                                                        | CUSIP: 3133BRFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    609880 | PA      | $628968.00    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5326                                                        | CUSIP: 3133BS4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    962171 | PA      | $970533.52    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5327                                                        | CUSIP: 3133BS4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    590948 | PA      | $587963.38    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5328                                                        | CUSIP: 3133BS4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    756124 | PA      | $772373.05    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5742                                                        | CUSIP: 3133BTLX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    212282 | PA      | $222213.09    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF5743                                                        | CUSIP: 3133BTLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    348178 | PA      | $359790.51    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7077                                                        | CUSIP: 3133BU2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    308232 | PA      | $311018.30    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7079                                                        | CUSIP: 3133BU2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    415162 | PA      | $429008.37    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QF7080                                                        | CUSIP: 3133BU2M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    859946 | PA      | $877896.00    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0421                                                        | CUSIP: 3133C0PE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1706927 | PA      | $1725465.19   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0424                                                        | CUSIP: 3133C0PH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2227122 | PA      | $2247994.49   | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0426                                                        | CUSIP: 3133C0PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    888788 | PA      | $880948.47    | 0.02%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0436                                                        | CUSIP: 3133C0PV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1162872 | PA      | $1193975.34   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG0437                                                        | CUSIP: 3133C0PW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    730438 | PA      | $742491.64    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3332                                                        | CUSIP: 3133C3VZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    878896 | PA      | $884557.17    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3340                                                        | CUSIP: 3133C3V94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1176925 | PA      | $1210206.20   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3342                                                        | CUSIP: 3133C3WB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    716949 | PA      | $729628.87    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG3359                                                        | CUSIP: 3133C3WU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    563072 | PA      | $559179.84    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5425                                                        | CUSIP: 3133C6A25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2012041 | PA      | $2030311.39   | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5427                                                        | CUSIP: 3133C6A41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    395220 | PA      | $402583.17    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG5437                                                        | CUSIP: 3133C6BE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    533068 | PA      | $548484.17    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8430                                                        | CUSIP: 3133C9LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    694872 | PA      | $699316.30    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8431                                                        | CUSIP: 3133C9LL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500517 | PA      | $509697.67    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QG8432                                                        | CUSIP: 3133C9LM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200724 | PA      | $206473.70    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0478                                                        | CUSIP: 3133CCQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1646920 | PA      | $1693374.04   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0480                                                        | CUSIP: 3133CCQ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    142987 | PA      | $144273.91    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH0481                                                        | CUSIP: 3133CCRA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    581205 | PA      | $593013.34    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5152                                                        | CUSIP: 3133CHWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    388353 | PA      | $395071.24    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5153                                                        | CUSIP: 3133CHWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    863588 | PA      | $887947.05    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5154                                                        | CUSIP: 3133CHWP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    568182 | PA      | $592894.69    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH5155                                                        | CUSIP: 3133CHWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    628915 | PA      | $660602.99    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7527                                                        | CUSIP: 3133CLLG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226128 | PA      | $232522.47    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7532                                                        | CUSIP: 3133CLLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     58691 | PA      | $61127.04     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QH7533                                                        | CUSIP: 3133CLLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    498692 | PA      | $527083.99    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI0785                                                        | CUSIP: 3133W62S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297047 | PA      | $310790.16    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI1387                                                        | CUSIP: 3133W7RG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    104773 | PA      | $106967.73    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4080                                                        | CUSIP: 3133WAQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    312561 | PA      | $325407.45    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4092                                                        | CUSIP: 3133WARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    774830 | PA      | $787649.35    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4106                                                        | CUSIP: 3133WAR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    669390 | PA      | $688282.04    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI4113                                                        | CUSIP: 3133WASA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    696539 | PA      | $701546.03    | 0.02%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5646                                                        | CUSIP: 3133WCHX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    286889 | PA      | $293378.65    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5648                                                        | CUSIP: 3133WCHZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    308073 | PA      | $323079.62    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI5653                                                        | CUSIP: 3133WCH64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    451974 | PA      | $467983.62    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8485                                                        | CUSIP: 3133WFNA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    512105 | PA      | $527446.59    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8486                                                        | CUSIP: 3133WFNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    278919 | PA      | $293235.93    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8487                                                        | CUSIP: 3133WFNC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1493233 | PA      | $1555851.27   | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QI8488                                                        | CUSIP: 3133WFND5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    399698 | PA      | $406740.80    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0978                                                        | CUSIP: 3133CRCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    521760 | PA      | $545937.54    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0983                                                        | CUSIP: 3133CRCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1130737 | PA      | $1165101.36   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ0995                                                        | CUSIP: 3133CRC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    218419 | PA      | $223534.37    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ3256                                                        | CUSIP: 3133CTTM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1029190 | PA      | $1058236.83   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ3298                                                        | CUSIP: 3133CTUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    374212 | PA      | $377028.07    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ7060                                                        | CUSIP: 3133CXZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148051 | PA      | $146751.16    | 0.00%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QJ7081                                                        | CUSIP: 3133CX2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1449461 | PA      | $1460368.55   | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QN8332                                                        | CUSIP: 3133GFHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    223901 | PA      | $209204.27    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0517                                                        | CUSIP: 31425USF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    800632 | PA      | $814258.93    | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0527                                                        | CUSIP: 31425USR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2181131 | PA      | $2194945.39   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX0540                                                        | CUSIP: 31425US63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1689593 | PA      | $1673236.10   | 0.04%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX2151                                                        | CUSIP: 31425WL90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    446415 | PA      | $448724.19    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX2154                                                        | CUSIP: 31425WMC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    668868 | PA      | $679904.67    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4010                                                        | CUSIP: 31425YN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    677240 | PA      | $698469.50    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4012                                                        | CUSIP: 31425YN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    669014 | PA      | $673694.14    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4040                                                        | CUSIP: 31425YP27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2570298 | PA      | $2623029.89   | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX4745                                                        | CUSIP: 31426AHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    668338 | PA      | $684012.41    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8790                                                        | CUSIP: 31426FXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    609466 | PA      | $620106.63    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8827                                                        | CUSIP: 31426FYZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    143030 | PA      | $143700.92    | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX8840                                                        | CUSIP: 31426FZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1058857 | PA      | $1087755.76   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9120                                                        | CUSIP: 31426GD28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381336 | PA      | $391349.69    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9121                                                        | CUSIP: 31426GD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    755397 | PA      | $782793.87    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9332                                                        | CUSIP: 31426GLN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    263542 | PA      | $270238.05    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9333                                                        | CUSIP: 31426GLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    595207 | PA      | $603442.72    | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9895                                                        | CUSIP: 31426G7H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    465057 | PA      | $483491.89    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9901                                                        | CUSIP: 31426HAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    353632 | PA      | $361417.36    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QX9931                                                        | CUSIP: 31426HA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1882161 | PA      | $1933661.27   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3776                                                        | CUSIP: 31426NFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2810343 | PA      | $2899625.40   | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3788                                                        | CUSIP: 31426NF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2057208 | PA      | $2100252.51   | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY3815                                                        | CUSIP: 31426NGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    951096 | PA      | $961556.17    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6271                                                        | CUSIP: 31426Q6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    889211 | PA      | $900545.91    | 0.02%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6274                                                        | CUSIP: 31426Q6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2239015 | PA      | $2293102.23   | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6313                                                        | CUSIP: 31426RAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1486576 | PA      | $1546620.35   | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6320                                                        | CUSIP: 31426RAW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2633175 | PA      | $2737351.19   | 0.07%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY6745                                                        | CUSIP: 31426RP70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    589367 | PA      | $604831.91    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9427                                                        | CUSIP: 31426UPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5532971 | PA      | $5703308.32   | 0.14%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9430                                                        | CUSIP: 31426UPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1271186 | PA      | $1280630.69   | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9432                                                        | CUSIP: 31426UPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1763734 | PA      | $1845292.04   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QY9433                                                        | CUSIP: 31426UPT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5921583 | PA      | $6050887.00   | 0.15%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3446                                                        | CUSIP: 31427AZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4926443 | PA      | $5059649.86   | 0.13%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3447                                                        | CUSIP: 31427AZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4387673 | PA      | $4463738.62   | 0.11%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3449                                                        | CUSIP: 31427AZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1094347 | PA      | $1100117.43   | 0.03%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ3451                                                        | CUSIP: 31427AZR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1175528 | PA      | $1223755.33   | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9107                                                        | CUSIP: 31427KDM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    424154 | PA      | $420150.55    | 0.01%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9114                                                        | CUSIP: 31427KDU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6895277 | PA      | $6931601.69   | 0.17%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9121                                                        | CUSIP: 31427KD36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5252360 | PA      | $5344064.12   | 0.13%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9124                                                        | CUSIP: 31427KD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    498469 | PA      | $519125.89    | 0.01%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR QZ9126                                                        | CUSIP: 31427KD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3963036 | PA      | $4072515.91   | 0.10%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA1773                                                        | CUSIP: 3133KG6J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    633478 | PA      | $579191.67    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2089                                                        | CUSIP: 3133KHKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    470122 | PA      | $429834.19    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2477                                                        | CUSIP: 3133KHXE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    791153 | PA      | $694785.27    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2531                                                        | CUSIP: 3133KHY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1444801 | PA      | $1280119.38   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2532                                                        | CUSIP: 3133KHY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    545335 | PA      | $482425.29    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA2612                                                        | CUSIP: 3133KH3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4101468 | PA      | $3599333.26   | 0.09%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3120                                                        | CUSIP: 3133KJPD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1363305 | PA      | $1195551.84   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3298                                                        | CUSIP: 3133KJUX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2568580 | PA      | $2252519.25   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3322                                                        | CUSIP: 3133KJVP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    417193 | PA      | $365728.66    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3381                                                        | CUSIP: 3133KJXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1952940 | PA      | $1712027.04   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3545                                                        | CUSIP: 3133KJ5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    677320 | PA      | $593766.12    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA3677                                                        | CUSIP: 3133KKCN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1621991 | PA      | $1358668.78   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA4768                                                        | CUSIP: 3133KLJM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2774988 | PA      | $2327855.08   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA4957                                                        | CUSIP: 3133KLQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1710498 | PA      | $1434287.84   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5067                                                        | CUSIP: 3133KLTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1215018 | PA      | $1014783.50   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5570                                                        | CUSIP: 3133KMFK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1384839 | PA      | $1155166.48   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5594                                                        | CUSIP: 3133KMGB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    877849 | PA      | $732259.60    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA5698                                                        | CUSIP: 3133KMKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1862425 | PA      | $1553545.73   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6095                                                        | CUSIP: 3133KMXY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1925853 | PA      | $1605108.09   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6478                                                        | CUSIP: 3133KNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8298 | PA      | $7235.57      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA6794                                                        | CUSIP: 3133KNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    866767 | PA      | $755274.43    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7570                                                        | CUSIP: 3133KPMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    590393 | PA      | $574917.39    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7611                                                        | CUSIP: 3133KPN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276934 | PA      | $1213425.16   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA7612                                                        | CUSIP: 3133KPN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1704300 | PA      | $1659889.61   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR RA8057                                                        | CUSIP: 3133KP5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    263641 | PA      | $262798.27    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR SD8454                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14070162 | PA      | $14440882.65  | 0.36%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA2199                                                        | CUSIP: 3142JQNR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3954454 | PA      | $4021676.82   | 0.10%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA2201                                                        | CUSIP: 3142JQNT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3239083 | PA      | $3206685.38   | 0.08%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA2203                                                        | CUSIP: 3142JQNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1239858 | PA      | $1275214.96   | 0.03%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA2205                                                        | CUSIP: 3142JQNX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9092118 | PA      | $9140016.30   | 0.23%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA5419                                                        | CUSIP: 3142JUAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2412836 | PA      | $2388404.03   | 0.06%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA5430                                                        | CUSIP: 3142JUA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2754007 | PA      | $2802403.76   | 0.07%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA5440                                                        | CUSIP: 3142JUBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1777957 | PA      | $1828270.01   | 0.05%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR TA5453                                                        | CUSIP: 3142JUBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8723560 | PA      | $8769516.19   | 0.22%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WA4405                                                        | CUSIP: 3132XDAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    811279 | PA      | $796427.09    | 0.02%             | 2027-05-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WA4420                                                        | CUSIP: 3132XDAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3223631 | PA      | $3174444.48   | 0.08%             | 2029-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN0034                                                        | CUSIP: 3132XEBC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    814286 | PA      | $651713.95    | 0.02%             | 2037-04-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN1096                                                        | CUSIP: 3132XFGE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6120000 | PA      | $5874968.05   | 0.15%             | 2028-01-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN1725                                                        | CUSIP: 3132XF4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13254000 | PA      | $13411063.97  | 0.33%             | 2032-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN2590                                                        | CUSIP: 3132XG2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1805000 | PA      | $1859576.55   | 0.05%             | 2029-04-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN5174                                                        | CUSIP: 3132XKXC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4775000 | PA      | $4856631.45   | 0.12%             | 2029-10-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC POOL FR WN5212                                                        | CUSIP: 3132XKYJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17303000 | PA      | $17684487.47  | 0.44%             | 2029-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A10F                               | CUSIP: 30306LAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    322565 | PA      | $318445.37    | 0.01%             | 2027-10-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2017-SB43 MORTGAGE TRUST FRESB 2017-SB43 A5H                                | CUSIP: 30306LAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     81441 | PA      | $81286.25     | 0.00%             | 2037-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2021-SB82 MORTGAGE TRUST FRESB 2021-SB82 A7F                                | CUSIP: 30318CAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1922717 | PA      | $1835292.69   | 0.05%             | 2027-12-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A5H                                | CUSIP: 30320VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2013080 | PA      | $1996499.55   | 0.05%             | 2041-04-25      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2021-SB87 MORTGAGE TRUST FRESB 2021-SB87 A7F                                | CUSIP: 30320VAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    872436 | PA      | $828610.25    | 0.02%             | 2028-04-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A10F                             | CUSIP: 30329QAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1933059 | PA      | $1795809.01   | 0.04%             | 2032-08-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2022-SB104 MORTGAGE TRUST FRESB 2022-SB104 A5H                              | CUSIP: 30329QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1870262 | PA      | $1823415.01   | 0.05%             | 2042-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2025-SB118 MORTGAGE TRUST FRESB 2025-SB118 A7F                              | CUSIP: 357912AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1422604 | PA      | $1454003.15   | 0.04%             | 2031-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2025-SB121 MORTGAGE TRUST FRESB 2025-SB121 A10F                             | CUSIP: 30341EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    954045 | PA      | $968880.97    | 0.02%             | 2035-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2025-SB121 MORTGAGE TRUST FRESB 2025-SB121 A7F                              | CUSIP: 30341EAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1499132 | PA      | $1518632.74   | 0.04%             | 2032-04-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2025-SB122 MORTGAGE TRUST FRESB 2025-SB122 A10F                             | CUSIP: 30341RAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1499777 | PA      | $1546015.71   | 0.04%             | 2035-05-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FRESB Mortgage Trust                                                   | FRESB 2025-SB122 MORTGAGE TRUST FRESB 2025-SB122 A5F                              | CUSIP: 30341RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4604514 | PA      | $4720017.57   | 0.12%             | 2030-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GEORGIA ST HSG & FIN AUTH REV                                          | GEORGIA ST HSG & FIN AUTH REVE GEORGIA HOUSING & FINANCE AUTHORITY                | CUSIP: 37353PTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $295407.52    | 0.01%             | 2031-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA ST HSG & FIN AUTH REV                                          | GEORGIA ST HSG & FIN AUTH REVE GEORGIA HOUSING & FINANCE AUTHORITY                | CUSIP: 37353PTD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $283292.55    | 0.01%             | 2030-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 411105                                                       | CUSIP: 36206GU65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21178 | PA      | $21578.97     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 411116                                                       | CUSIP: 36206GVH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    112819 | PA      | $116980.07    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 439079                                                       | CUSIP: 36207QXG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61814 | PA      | $63506.32     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 591746                                                       | CUSIP: 36201SL31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    653969 | PA      | $653969.06    | 0.02%             | 2048-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 636413                                                       | CUSIP: 36291SAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    440995 | PA      | $440994.61    | 0.01%             | 2036-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 637911                                                       | CUSIP: 36291TVC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    242613 | PA      | $242613.22    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 646728                                                       | CUSIP: 36292EPM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62960 | PA      | $64179.82     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 646750                                                       | CUSIP: 36292EQB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46157 | PA      | $47013.13     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 646777                                                       | CUSIP: 36292EQ60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29847 | PA      | $30234.26     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 658393                                                       | CUSIP: 36294SNJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    155132 | PA      | $160241.88    | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 661707                                                       | CUSIP: 36294WDL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    780073 | PA      | $780073.19    | 0.02%             | 2054-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 684677                                                       | CUSIP: 36295YUA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62797 | PA      | $64637.52     | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 688626                                                       | CUSIP: 36296EA30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     86928 | PA      | $90493.28     | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 690974                                                       | CUSIP: 36296GT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33246 | PA      | $33949.17     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 696513                                                       | CUSIP: 36296NYJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28128 | PA      | $28976.21     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 698160                                                       | CUSIP: 36296QTR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     50182 | PA      | $50898.26     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 699255                                                       | CUSIP: 36296RZU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110358 | PA      | $115162.83    | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 699710                                                       | CUSIP: 36296SKX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    302056 | PA      | $302056.06    | 0.01%             | 2044-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 705999                                                       | CUSIP: 36297AKL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73603 | PA      | $76672.29     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 714594                                                       | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24700 | PA      | $24905.83     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 717198                                                       | CUSIP: 3620A2X35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    129568 | PA      | $131001.64    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 720208                                                       | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92004 | PA      | $92924.36     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 720288                                                       | CUSIP: 3620A6F51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75637 | PA      | $77143.42     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 722944                                                       | CUSIP: 3620A9ER8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     47178 | PA      | $48020.31     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 723006                                                       | CUSIP: 3620A9GP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110297 | PA      | $113004.76    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 726402                                                       | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11485 | PA      | $11572.50     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 726403                                                       | CUSIP: 3620ADAC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20366 | PA      | $20766.68     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 728954                                                       | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93181 | PA      | $93954.63     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 729017                                                       | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166370 | PA      | $168211.88    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737051                                                       | CUSIP: 3620AQZQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     53498 | PA      | $54261.30     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737222                                                       | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     96873 | PA      | $98268.60     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737576                                                       | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9893 | PA      | $9812.52      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737712                                                       | CUSIP: 3620ARR94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81138 | PA      | $80476.18     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 737837                                                       | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    165309 | PA      | $163955.97    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738152                                                       | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    266840 | PA      | $270695.67    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738267                                                       | CUSIP: 3620ASFG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100995 | PA      | $102455.11    | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738397                                                       | CUSIP: 3620ASKJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    203841 | PA      | $206788.03    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738629                                                       | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    220215 | PA      | $218284.92    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738630                                                       | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    213941 | PA      | $212069.98    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738735                                                       | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58649 | PA      | $58135.97     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 738954                                                       | CUSIP: 3620AS5P0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42019 | PA      | $41650.01     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 748456                                                       | CUSIP: 3620C4QH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87213 | PA      | $88469.37     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 759104                                                       | CUSIP: 36230UDH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68450 | PA      | $67898.83     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 759191                                                       | CUSIP: 36230UF87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    204704 | PA      | $203034.10    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 763543                                                       | CUSIP: 36176EBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67444 | PA      | $68424.04     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 768250                                                       | CUSIP: 36176KH34<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2145138 | PA      | $2145137.66   | 0.05%             | 2052-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 770396                                                       | CUSIP: 36176MUV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     44658 | PA      | $45307.09     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 770515                                                       | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    329547 | PA      | $326665.31    | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 778766                                                       | CUSIP: 36176W6B2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    145649 | PA      | $144391.10    | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 778847                                                       | CUSIP: 36176XBQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29341 | PA      | $29087.27     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN 779354                                                       | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2129 | PA      | $2064.21      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AA8478                                                       | CUSIP: 36178GM35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    201519 | PA      | $201519.21    | 0.01%             | 2035-05-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AA8479                                                       | CUSIP: 36178GM43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    429497 | PA      | $429496.93    | 0.01%             | 2035-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC3668                                                       | CUSIP: 36179DCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1525801 | PA      | $1525800.61   | 0.04%             | 2043-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC5324                                                       | CUSIP: 36179E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    421732 | PA      | $421732.32    | 0.01%             | 2032-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC6851                                                       | CUSIP: 36179GTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    785900 | PA      | $785900.42    | 0.02%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AC6853                                                       | CUSIP: 36179GTJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    785900 | PA      | $785900.45    | 0.02%             | 2048-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AD1699                                                       | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42186 | PA      | $39777.75     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AD8950                                                       | CUSIP: 36180M5K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1775974 | PA      | $1775973.93   | 0.04%             | 2048-09-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AF3781                                                       | CUSIP: 36181KFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    257691 | PA      | $254264.38    | 0.01%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AG7484                                                       | CUSIP: 36182CJ57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    401150 | PA      | $401149.84    | 0.01%             | 2049-03-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AG8734                                                       | CUSIP: 36182DV36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81312 | PA      | $80242.96     | 0.00%             | 2043-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH1338                                                       | CUSIP: 36182HPX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    443149 | PA      | $443149.46    | 0.01%             | 2055-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH5339                                                       | CUSIP: 36182M4Y8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1118406 | PA      | $1118405.53   | 0.03%             | 2050-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AH7386                                                       | CUSIP: 36182QF35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1719681 | PA      | $1719681.08   | 0.04%             | 2053-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AK7840                                                       | CUSIP: 36183RV91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    810084 | PA      | $810083.72    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AM0526                                                       | CUSIP: 36184KSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    945794 | PA      | $945793.57    | 0.02%             | 2050-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AN9543                                                       | CUSIP: 36187SS81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1458346 | PA      | $1458346.47   | 0.04%             | 2050-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AO6152                                                       | CUSIP: 3617A6ZR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1633555 | PA      | $1633554.71   | 0.04%             | 2045-01-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AS2544                                                       | CUSIP: 36193LZH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    629950 | PA      | $621358.00    | 0.02%             | 2042-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AT8470                                                       | CUSIP: 36194HMT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1630570 | PA      | $1602023.31   | 0.04%             | 2051-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN AV9479                                                       | CUSIP: 36195LQ88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7214695 | PA      | $7214694.67   | 0.18%             | 2051-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GINNIE MAE I POOL GN BX1556                                                       | CUSIP: 3617Q5WR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8926065 | PA      | $7694532.22   | 0.19%             | 2062-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 409120                                                      | CUSIP: 36206EPD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     43612 | PA      | $45738.71     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 530199                                                      | CUSIP: 36212C7L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25355 | PA      | $26794.79     | 0.00%             | 2031-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 684988                                                      | CUSIP: 36295Y6Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     64176 | PA      | $68408.93     | 0.00%             | 2038-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 688636                                                      | CUSIP: 36296EBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54735 | PA      | $57403.81     | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 693900                                                      | CUSIP: 36296K3H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    105858 | PA      | $112840.37    | 0.00%             | 2038-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 696843                                                      | CUSIP: 36296PEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46006 | PA      | $49040.26     | 0.00%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 700671                                                      | CUSIP: 36296TMU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57036 | PA      | $59817.52     | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 757173                                                      | CUSIP: 36230R6J0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65102 | PA      | $64481.76     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759301                                                      | CUSIP: 36230UKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    124127 | PA      | $122929.67    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759436                                                      | CUSIP: 36230UPV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32293 | PA      | $31985.01     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 759466                                                      | CUSIP: 36230UQT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    126663 | PA      | $125455.57    | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 763042                                                      | CUSIP: 36176DP31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     30513 | PA      | $30219.63     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 783417                                                      | CUSIP: 36241LYN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1371901 | PA      | $1391928.49   | 0.03%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 783418                                                      | CUSIP: 36241LYP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    895790 | PA      | $925217.34    | 0.02%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AV5053                                                      | CUSIP: 36195FTJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    267460 | PA      | $248560.73    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5461                                                      | CUSIP: 36196HB66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    517816 | PA      | $481193.79    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5544                                                      | CUSIP: 36196HER7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102293 | PA      | $94597.17     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 AX5545                                                      | CUSIP: 36196HES5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    260025 | PA      | $249847.09    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BC5351                                                      | CUSIP: 3617B85L8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    227188 | PA      | $218217.60    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BD9036                                                      | CUSIP: 3617BRBD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    432900 | PA      | $415791.68    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BH0074                                                      | CUSIP: 3617GWCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    574636 | PA      | $562209.95    | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BH0075                                                      | CUSIP: 3617GWCL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    169826 | PA      | $170572.28    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BI3170                                                      | CUSIP: 3617HCQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84196 | PA      | $82464.64     | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BV1487                                                      | CUSIP: 3617NEUL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142039 | PA      | $125151.37    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 BV1491                                                      | CUSIP: 3617NEUQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    361851 | PA      | $331095.91    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 CE6248                                                      | CUSIP: 3617VU5H6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    173461 | PA      | $152050.66    | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 DD4718                                                      | CUSIP: 3618HXG33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    316081 | PA      | $330740.64    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GINNIE MAE II POOL G2 DD4719                                                      | CUSIP: 3618HXG41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    749899 | PA      | $768292.97    | 0.02%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GNR 2026-23 AB MTGE 12/16/2059                                                    | CUSIP: 38381SQY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1440000 | PA      | $1439606.88   | 0.04%             | 2059-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GNR2026 4.5% 6/16/2057                                                            | CUSIP: 38384THR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2197785 | PA      | $2196692.20   | 0.05%             | 2057-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3 GOOD 2021-3CS A                  | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5728377 | PA      | $4498999.09   | 0.11%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-4 GOOD 2021-4GS A                  | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4474431 | PA      | $3685486.58   | 0.09%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS A                  | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1566178 | PA      | $1194334.08   | 0.03%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3 GOOD 2023-3C A                   | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2111397 | PA      | $2115176.39   | 0.05%             | 2055-07-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-100 B                           | CUSIP: 38378BA82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    204935 | PA      | $194431.26    | 0.00%             | 2051-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 AD                          | CUSIP: 38378BE96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54745 | PA      | $48106.42     | 0.00%             | 2053-02-16      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-114 A                           | CUSIP: 38378BE21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    118396 | PA      | $105367.36    | 0.00%             | 2053-01-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-120 A                           | CUSIP: 38378BM48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575292 | PA      | $505675.00    | 0.01%             | 2053-02-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-125 AB                          | CUSIP: 38378BP78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     97090 | PA      | $82101.38     | 0.00%             | 2053-02-16      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-135 AC                          | CUSIP: 38378BS59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    506259 | PA      | $425935.12    | 0.01%             | 2053-01-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-139 AB                          | CUSIP: 38378BV55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28753 | PA      | $23456.38     | 0.00%             | 2053-02-16      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-144 AD                          | CUSIP: 38378BY52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87834 | PA      | $79496.37     | 0.00%             | 2053-01-16      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-150 AB                          | CUSIP: 38378B2U2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5654 | PA      | $5567.09      | 0.00%             | 2044-08-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-53 AE                           | CUSIP: 38378BTB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    160810 | PA      | $147056.45    | 0.00%             | 2047-03-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-99 AE                           | CUSIP: 38378BC64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    291208 | PA      | $253520.59    | 0.01%             | 2048-02-16      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-12 AB                           | CUSIP: 38378B6A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68100 | PA      | $64782.91     | 0.00%             | 2052-11-16      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-128 AB                          | CUSIP: 38378KU31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    733880 | PA      | $657528.26    | 0.02%             | 2051-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-154 MK                          | CUSIP: 38378K7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    523029 | PA      | $485885.22    | 0.01%             | 2053-09-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-50 AB                           | CUSIP: 38378KHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    122485 | PA      | $116460.40    | 0.00%             | 2045-05-16      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-7 AC                            | CUSIP: 38378B4F3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    347732 | PA      | $318358.54    | 0.01%             | 2047-03-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-72 AC                           | CUSIP: 38378KQG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    212827 | PA      | $198569.49    | 0.00%             | 2046-05-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-85 A                            | CUSIP: 38378KUB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     91178 | PA      | $85733.35     | 0.00%             | 2046-09-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-94 AB                           | CUSIP: 38378KSZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    105972 | PA      | $97515.48     | 0.00%             | 2054-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-124 AH                          | CUSIP: 38378XJU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25372 | PA      | $23577.68     | 0.00%             | 2049-09-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-155 DC                          | CUSIP: 38378XWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    324013 | PA      | $320407.60    | 0.01%             | 2047-06-16      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 AN                          | CUSIP: 38378XZH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    468827 | PA      | $421998.60    | 0.01%             | 2055-03-16      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-164 BA                          | CUSIP: 38378XYQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33057 | PA      | $32890.23     | 0.00%             | 2052-09-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 AH                          | CUSIP: 38378XV24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61069 | PA      | $57752.68     | 0.00%             | 2054-08-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-187 AF                          | CUSIP: 38378XR45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    403344 | PA      | $376225.62    | 0.01%             | 2055-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-61 AC                           | CUSIP: 38378NX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    370185 | PA      | $358863.59    | 0.01%             | 2054-02-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-75 BC                           | CUSIP: 38378N3S0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    290511 | PA      | $275601.85    | 0.01%             | 2054-08-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-88 AH                           | CUSIP: 38378N7B3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48349 | PA      | $45927.50     | 0.00%             | 2054-06-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 AE                          | CUSIP: 38379KVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    226517 | PA      | $207871.08    | 0.01%             | 2052-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-101 MB                          | CUSIP: 38379KVZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2177197.75   | 0.05%             | 2052-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-114 AD                          | CUSIP: 38379KZZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    209681 | PA      | $204294.51    | 0.01%             | 2051-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-125 AB                          | CUSIP: 38379KR83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1019224 | PA      | $952199.85    | 0.02%             | 2047-04-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 AJ                          | CUSIP: 38379KK80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1344458 | PA      | $1217221.11   | 0.03%             | 2055-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-128 MG                          | CUSIP: 38379KM96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $853011.92    | 0.02%             | 2055-11-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-140 AC                          | CUSIP: 38379KG77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    398681 | PA      | $365474.52    | 0.01%             | 2056-11-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-160 AC                          | CUSIP: 38379K3W6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1628836 | PA      | $1430768.53   | 0.04%             | 2056-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-171 EA                          | CUSIP: 38379K6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31469 | PA      | $27557.61     | 0.00%             | 2052-12-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-19 B                            | CUSIP: 38379KAR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    494874 | PA      | $452281.30    | 0.01%             | 2056-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-22 B                            | CUSIP: 38379KCM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1975000 | PA      | $1776702.45   | 0.04%             | 2049-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-47 B                            | CUSIP: 38379KJQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400000 | PA      | $373809.79    | 0.01%             | 2055-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-48 AE                           | CUSIP: 38379KGW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34941 | PA      | $33990.28     | 0.00%             | 2050-02-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-6 AH                            | CUSIP: 38378X3G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    381578 | PA      | $354836.90    | 0.01%             | 2051-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-67 AE                           | CUSIP: 38379KPM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    399403 | PA      | $345450.02    | 0.01%             | 2056-10-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-7 AD                            | CUSIP: 38378X2G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80597 | PA      | $78335.56     | 0.00%             | 2056-01-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-73 AG                           | CUSIP: 38379KLW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    242993 | PA      | $229870.07    | 0.01%             | 2055-11-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-81 AE                           | CUSIP: 38379KST6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    162528 | PA      | $154623.13    | 0.00%             | 2056-10-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-86 AC                           | CUSIP: 38379KRM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    234967 | PA      | $227191.73    | 0.01%             | 2050-03-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-113 A                           | CUSIP: 38379UG59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    447502 | PA      | $372793.39    | 0.01%             | 2058-02-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-125 HA                          | CUSIP: 38379Y6P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    309679 | PA      | $255615.88    | 0.01%             | 2057-12-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-152 EA                          | CUSIP: 38379UX84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1005362 | PA      | $830161.66    | 0.02%             | 2058-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-175 AC                          | CUSIP: 38379RJX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1560787 | PA      | $1288341.13   | 0.03%             | 2058-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-178 EA                          | CUSIP: 38379U2R6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2207524 | PA      | $1908980.25   | 0.05%             | 2058-08-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-24 AE                           | CUSIP: 38379UFP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    101762 | PA      | $93355.61     | 0.00%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-36 A                            | CUSIP: 38379RGT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    109348 | PA      | $96431.44     | 0.00%             | 2057-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-39 A                            | CUSIP: 38379RHG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1140659 | PA      | $978747.24    | 0.02%             | 2056-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 AH                           | CUSIP: 38379UMH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1921829 | PA      | $1735613.93   | 0.04%             | 2050-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-40 V                            | CUSIP: 38379UMX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    719384 | PA      | $630232.03    | 0.02%             | 2050-05-16      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-41 HA                           | CUSIP: 38379UJW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     64592 | PA      | $54886.01     | 0.00%             | 2057-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-56 AD                           | CUSIP: 38379UPS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    653264 | PA      | $590423.63    | 0.01%             | 2049-06-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-64 HA                           | CUSIP: 38379USR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    708622 | PA      | $601476.22    | 0.01%             | 2057-12-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AE                           | CUSIP: 38379UTY2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1251025 | PA      | $1005899.76   | 0.03%             | 2057-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-71 AK                           | CUSIP: 38379UUB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    994565 | PA      | $841935.64    | 0.02%             | 2057-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-87 AD                           | CUSIP: 38379UVF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    259382 | PA      | $218578.15    | 0.01%             | 2058-03-16      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-102 AH                          | CUSIP: 38379RQ63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    916408 | PA      | $768020.35    | 0.02%             | 2058-12-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-105 AB                          | CUSIP: 38379RN66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250213 | PA      | $217227.39    | 0.01%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-106 AC                          | CUSIP: 38379RS95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     59809 | PA      | $56364.05     | 0.00%             | 2051-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-108 AE                          | CUSIP: 38379RL84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    369891 | PA      | $320357.35    | 0.01%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-111 AD                          | CUSIP: 38379RU43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58442 | PA      | $55553.72     | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-124 AC                          | CUSIP: 38379RV75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    269007 | PA      | $231266.27    | 0.01%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-126 AD                          | CUSIP: 38379RX32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57251 | PA      | $49905.29     | 0.00%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-127 AB                          | CUSIP: 38379R2A0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    461865 | PA      | $390414.64    | 0.01%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-131 A                           | CUSIP: 38379R3A9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    889815 | PA      | $750032.30    | 0.02%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AE                          | CUSIP: 38379R3X9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1821719 | PA      | $1553706.36   | 0.04%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-140 A                           | CUSIP: 38379R4E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    791535 | PA      | $667045.89    | 0.02%             | 2059-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-143 AG                          | CUSIP: 38379R4Y6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1107543 | PA      | $940824.33    | 0.02%             | 2059-01-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-152 AC                          | CUSIP: 38380JCC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    149495 | PA      | $132318.65    | 0.00%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-154 AC                          | CUSIP: 38380JCJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1624563 | PA      | $1375733.36   | 0.03%             | 2058-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-157 AC                          | CUSIP: 38380JBH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    346031 | PA      | $315175.66    | 0.01%             | 2056-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-159 AC                          | CUSIP: 38380JAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    421509 | PA      | $360591.36    | 0.01%             | 2059-01-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-16 AK                           | CUSIP: 38379U4P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    546169 | PA      | $464618.08    | 0.01%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AC                          | CUSIP: 38380JEE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1009379 | PA      | $944632.37    | 0.02%             | 2050-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-169 AQ                          | CUSIP: 38380JEM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2929245 | PA      | $2489965.67   | 0.06%             | 2059-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 AB                          | CUSIP: 38380JFT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60006 | PA      | $50838.92     | 0.00%             | 2059-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-185 AD                          | CUSIP: 38380JGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100596 | PA      | $85629.64     | 0.00%             | 2059-04-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-190 AD                          | CUSIP: 38380JJX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    561179 | PA      | $479301.73    | 0.01%             | 2060-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-191 AE                          | CUSIP: 38380JJT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2076031 | PA      | $1739673.14   | 0.04%             | 2059-07-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-20 AD                           | CUSIP: 38379U5M4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    611737 | PA      | $517277.20    | 0.01%             | 2057-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-22 EA                           | CUSIP: 38379RMX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2190947 | PA      | $1860940.21   | 0.05%             | 2057-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-28 A                            | CUSIP: 38379U6M3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1565987 | PA      | $1318869.93   | 0.03%             | 2057-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-29 A                            | CUSIP: 38379RNF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    822292 | PA      | $731734.15    | 0.02%             | 2058-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-3 AJ                            | CUSIP: 38379RKW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    960106 | PA      | $796177.70    | 0.02%             | 2058-09-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-30 AB                           | CUSIP: 38379U7A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1020540 | PA      | $920999.67    | 0.02%             | 2051-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 AH                           | CUSIP: 38379RNZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    274078 | PA      | $254634.69    | 0.01%             | 2058-07-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-46 A                            | CUSIP: 38379U7H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1326363 | PA      | $1117651.74   | 0.03%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-47 AB                           | CUSIP: 38379RQP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    240900 | PA      | $215100.71    | 0.01%             | 2058-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-49 AD                           | CUSIP: 38379RQW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1081191 | PA      | $940062.27    | 0.02%             | 2058-05-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-50 PT                           | CUSIP: 38379RVE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1898413 | PA      | $1582853.34   | 0.04%             | 2057-01-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-54 AE                           | CUSIP: 38379RRW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    133220 | PA      | $118715.85    | 0.00%             | 2057-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-61 AC                           | CUSIP: 38379RSN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    366708 | PA      | $321755.51    | 0.01%             | 2059-05-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-62 AE                           | CUSIP: 38379RTG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    697680 | PA      | $622688.58    | 0.02%             | 2057-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-64 A                            | CUSIP: 38379RUK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    332210 | PA      | $279207.61    | 0.01%             | 2057-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 AB                            | CUSIP: 38379U3X2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     59087 | PA      | $48242.62     | 0.00%             | 2058-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 B                             | CUSIP: 38379U4C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2517166 | PA      | $1825908.48   | 0.05%             | 2058-12-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-70 AE                           | CUSIP: 38379RYP2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142941 | PA      | $123319.45    | 0.00%             | 2058-10-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-72 A                            | CUSIP: 38379RWP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    375942 | PA      | $317117.42    | 0.01%             | 2057-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-74 AD                           | CUSIP: 38379RYW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2366232 | PA      | $2030510.09   | 0.05%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-81 AB                           | CUSIP: 38379RXD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    210822 | PA      | $180997.62    | 0.00%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-9 A                             | CUSIP: 38379U4D5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    399542 | PA      | $337620.37    | 0.01%             | 2056-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-90 AB                           | CUSIP: 38379RZM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1492891 | PA      | $1350257.81   | 0.03%             | 2057-07-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-92 AB                           | CUSIP: 38379RF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    908761 | PA      | $823997.34    | 0.02%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-94 AH                           | CUSIP: 38379RC76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    147748 | PA      | $127630.97    | 0.00%             | 2059-02-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-97 A                            | CUSIP: 38379RD59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    215201 | PA      | $184028.21    | 0.00%             | 2058-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-110 CA                          | CUSIP: 38380MDG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    129586 | PA      | $117623.89    | 0.00%             | 2059-09-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-136 AE                          | CUSIP: 38380MQB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    797658 | PA      | $768158.79    | 0.02%             | 2058-09-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 A                            | CUSIP: 38380JNP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2924915 | PA      | $2701959.92   | 0.07%             | 2050-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-16 AB                           | CUSIP: 38380JNQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2102446 | PA      | $1851144.88   | 0.05%             | 2058-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-165 AB                          | CUSIP: 38380MZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1354623 | PA      | $1220533.91   | 0.03%             | 2060-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-2 AB                            | CUSIP: 38380JLL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    390584 | PA      | $330871.96    | 0.01%             | 2059-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-25 AB                           | CUSIP: 38380JQR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4288152 | PA      | $3796910.98   | 0.09%             | 2059-04-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-26 AE                           | CUSIP: 38380JQA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1007485 | PA      | $958362.85    | 0.02%             | 2052-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-28 AB                           | CUSIP: 38380JSK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3322980 | PA      | $2910911.42   | 0.07%             | 2058-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-3 AG                            | CUSIP: 38380JNJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2466679 | PA      | $2145184.94   | 0.05%             | 2058-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-35 AC                           | CUSIP: 38380JUC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2079097 | PA      | $1830378.13   | 0.05%             | 2059-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-41 AD                           | CUSIP: 38380JTV0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    459349 | PA      | $433758.87    | 0.01%             | 2059-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AC                           | CUSIP: 38380JWA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100614 | PA      | $97247.95     | 0.00%             | 2058-12-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-43 AU                           | CUSIP: 38380JWC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    601524 | PA      | $521637.06    | 0.01%             | 2059-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-52 AE                           | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    482044 | PA      | $456097.70    | 0.01%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-56 AD                           | CUSIP: 38380JYZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1751746 | PA      | $1614749.54   | 0.04%             | 2058-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-60 AC                           | CUSIP: 38380JE53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    461988 | PA      | $430703.52    | 0.01%             | 2058-12-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-62 HA                           | CUSIP: 38380JD54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72792 | PA      | $70798.06     | 0.00%             | 2050-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-69 AB                           | CUSIP: 38380JN61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    456911 | PA      | $445130.86    | 0.01%             | 2056-03-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-73 CA                           | CUSIP: 38380JR67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    107072 | PA      | $104335.87    | 0.00%             | 2049-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-74 AG                           | CUSIP: 38380JK72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57071 | PA      | $56714.74     | 0.00%             | 2050-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-75 AC                           | CUSIP: 38380JX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    540918 | PA      | $493290.40    | 0.01%             | 2059-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-82 AC                           | CUSIP: 38380XAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    825335 | PA      | $751300.30    | 0.02%             | 2051-12-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-85 AG                           | CUSIP: 38380J2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    654423 | PA      | $614456.70    | 0.02%             | 2057-07-16      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-88 CA                           | CUSIP: 38380J3J5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    821094 | PA      | $735190.16    | 0.02%             | 2058-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-9 AD                            | CUSIP: 38380JME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    958314 | PA      | $821390.68    | 0.02%             | 2058-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-96 AC                           | CUSIP: 38380MBE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    442809 | PA      | $426559.52    | 0.01%             | 2049-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-98 A                            | CUSIP: 38380MBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     64250 | PA      | $63202.27     | 0.00%             | 2050-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-105 A                           | CUSIP: 38380NKA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9348 | PA      | $8760.71      | 0.00%             | 2061-05-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-107 A                           | CUSIP: 38380NKN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    456052 | PA      | $382821.38    | 0.01%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-124 AC                          | CUSIP: 38380NNQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    187752 | PA      | $171355.50    | 0.00%             | 2060-09-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-127 AC                          | CUSIP: 38380NQK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    304421 | PA      | $255911.14    | 0.01%             | 2053-08-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-130 AB                          | CUSIP: 38380NNG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284478 | PA      | $250625.06    | 0.01%             | 2061-11-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-141 CD                          | CUSIP: 38380NUW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    800104 | PA      | $676455.94    | 0.02%             | 2060-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-146 AB                          | CUSIP: 38380NWC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    777063 | PA      | $683120.87    | 0.02%             | 2061-07-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AE                          | CUSIP: 38382AR56<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    577944 | PA      | $484351.31    | 0.01%             | 2061-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-147 AH                          | CUSIP: 38382AS89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132884 | PA      | $114980.99    | 0.00%             | 2060-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-26 AD                           | CUSIP: 38380MQ95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     46552 | PA      | $46271.69     | 0.00%             | 2060-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-32 AB                           | CUSIP: 38380MY39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365004 | PA      | $360873.79    | 0.01%             | 2059-12-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-37 AD                           | CUSIP: 38380MV81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    853717 | PA      | $829403.04    | 0.02%             | 2060-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-47 AE                           | CUSIP: 38380M6H9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    119036 | PA      | $107024.31    | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-53 AC                           | CUSIP: 38380M4D0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12767 | PA      | $12713.37     | 0.00%             | 2051-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-63 AG                           | CUSIP: 38380NAN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    161845 | PA      | $156345.67    | 0.00%             | 2060-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-64 AE                           | CUSIP: 38380NBK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365067 | PA      | $347137.18    | 0.01%             | 2060-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-66 A                            | CUSIP: 38380NBZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1269 | PA      | $1259.87      | 0.00%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-75 AC                           | CUSIP: 38380NDP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    356445 | PA      | $346187.68    | 0.01%             | 2060-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-80 AB                           | CUSIP: 38380NCT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32094 | PA      | $28672.83     | 0.00%             | 2060-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-81 AC                           | CUSIP: 38380NFC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     44712 | PA      | $39116.45     | 0.00%             | 2060-08-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-88 A                            | CUSIP: 38380NGE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    485655 | PA      | $433368.88    | 0.01%             | 2059-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-94 AG                           | CUSIP: 38380NHS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    290501 | PA      | $279445.75    | 0.01%             | 2060-07-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AC                           | CUSIP: 38380NQ44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1218877 | PA      | $1030129.83   | 0.03%             | 2062-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-10 AG                           | CUSIP: 38380NQ77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2025975 | PA      | $1783827.00   | 0.04%             | 2060-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-100 AD                          | CUSIP: 38380PXB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    726340 | PA      | $578955.47    | 0.01%             | 2062-04-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-106 AG                          | CUSIP: 38380PUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    702135 | PA      | $561286.22    | 0.01%             | 2062-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-111 AD                          | CUSIP: 38380PYD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1381794 | PA      | $1112332.75   | 0.03%             | 2062-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 AC                          | CUSIP: 38380PZ31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    559155 | PA      | $448692.05    | 0.01%             | 2062-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-128 AK                          | CUSIP: 38380P4C5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1854330 | PA      | $1443472.53   | 0.04%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-135 A                           | CUSIP: 38380P5E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1106782 | PA      | $817015.13    | 0.02%             | 2063-01-16      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-139 AE                          | CUSIP: 38380P5V2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    705168 | PA      | $541737.84    | 0.01%             | 2062-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-158 AB                          | CUSIP: 38380RCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2365682 | PA      | $1816785.80   | 0.05%             | 2062-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-159 AH                          | CUSIP: 38380RCD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1374179 | PA      | $1103574.18   | 0.03%             | 2062-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-170 AH                          | CUSIP: 38380RGG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    374013 | PA      | $284392.91    | 0.01%             | 2062-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-197 AE                          | CUSIP: 38380RHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3032233 | PA      | $2348825.10   | 0.06%             | 2062-10-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-2 AH                            | CUSIP: 38380NU64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2183122 | PA      | $1880227.16   | 0.05%             | 2061-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-23 AC                           | CUSIP: 38380NW96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    584098 | PA      | $493936.46    | 0.01%             | 2062-02-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-24 AB                           | CUSIP: 38380N6P9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    815723 | PA      | $692133.81    | 0.02%             | 2061-08-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-26 AD                           | CUSIP: 38380N6H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    800536 | PA      | $676278.62    | 0.02%             | 2061-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-48 AT                           | CUSIP: 38380PGY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1523263 | PA      | $1242541.88   | 0.03%             | 2061-11-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-69 AB                           | CUSIP: 38380PLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    897141 | PA      | $685095.65    | 0.02%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-70 A                            | CUSIP: 38380PLL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    501483 | PA      | $406668.57    | 0.01%             | 2062-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-71 AB                           | CUSIP: 38380PHD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    615878 | PA      | $487565.99    | 0.01%             | 2062-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-72 AE                           | CUSIP: 38380PJT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1496615 | PA      | $1269315.75   | 0.03%             | 2062-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-75 AC                           | CUSIP: 38380PKQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    438360 | PA      | $379695.05    | 0.01%             | 2061-04-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-8 AL                            | CUSIP: 38380NM55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    269523 | PA      | $234989.42    | 0.01%             | 2061-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 AB                           | CUSIP: 38380PSS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    386510 | PA      | $295420.82    | 0.01%             | 2062-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-91 AQ                           | CUSIP: 38380PRQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1074691 | PA      | $849350.87    | 0.02%             | 2062-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 AC                          | CUSIP: 38381DME7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    131788 | PA      | $103652.62    | 0.00%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-112 AC                          | CUSIP: 38381DQX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1284329 | PA      | $1045490.06   | 0.03%             | 2063-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-134 KQ                          | CUSIP: 38381DVW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    323746 | PA      | $244565.37    | 0.01%             | 2060-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-164 AD                          | CUSIP: 38381DS84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2519412 | PA      | $2023778.70   | 0.05%             | 2062-03-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-183 AB                          | CUSIP: 38381D7W4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1367129 | PA      | $1051337.41   | 0.03%             | 2063-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-186 AK                          | CUSIP: 38383CT83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4418994 | PA      | $3648951.15   | 0.09%             | 2052-05-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AD                           | CUSIP: 38380RTL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4465037 | PA      | $3423048.61   | 0.09%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-210 AL                          | CUSIP: 38381EDF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    466495 | PA      | $357070.77    | 0.01%             | 2062-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-217 AB                          | CUSIP: 38381EMF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1289155 | PA      | $1102079.45   | 0.03%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-219 AJ                          | CUSIP: 38381EMT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1090352 | PA      | $876675.11    | 0.02%             | 2059-11-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-220 AC                          | CUSIP: 38381ELJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4495850 | PA      | $3501982.76   | 0.09%             | 2063-11-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-222 AP                          | CUSIP: 38381EKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5114786 | PA      | $4150980.75   | 0.10%             | 2056-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-28 AD                           | CUSIP: 38380RXP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2492218 | PA      | $1846253.17   | 0.05%             | 2062-01-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-33 AH                           | CUSIP: 38380RUT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1044177 | PA      | $816047.39    | 0.02%             | 2062-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-36 AE                           | CUSIP: 38380RXF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    574562 | PA      | $430650.56    | 0.01%             | 2057-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-40 AH                           | CUSIP: 38380RC73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    679730 | PA      | $520860.65    | 0.01%             | 2063-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-43 AD                           | CUSIP: 38380RYH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1265176 | PA      | $961556.58    | 0.02%             | 2062-03-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-47 AD                           | CUSIP: 38380RZY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4505677 | PA      | $3293692.65   | 0.08%             | 2061-03-16      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-51 HA                           | CUSIP: 38380RL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    860060 | PA      | $637788.19    | 0.02%             | 2062-10-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-65 AH                           | CUSIP: 38380R2X7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365406 | PA      | $284117.82    | 0.01%             | 2062-12-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 AB                           | CUSIP: 38380R4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1187656 | PA      | $956744.22    | 0.02%             | 2061-12-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-75 AC                           | CUSIP: 38380R4Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2004651 | PA      | $1555126.32   | 0.04%             | 2062-04-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-79 AC                           | CUSIP: 38381DBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    914676 | PA      | $747284.77    | 0.02%             | 2057-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-80 AK                           | CUSIP: 38381DDC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1802550 | PA      | $1442333.27   | 0.04%             | 2062-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-90 AE                           | CUSIP: 38381DJG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1834151 | PA      | $1428811.36   | 0.04%             | 2061-05-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-102 A                           | CUSIP: 38381HEX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2921847 | PA      | $2495921.23   | 0.06%             | 2064-06-16      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-115 AE                          | CUSIP: 38381HGA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8919274 | PA      | $8083251.37   | 0.20%             | 2048-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-14 AG                           | CUSIP: 38381ERV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2062654 | PA      | $1636299.02   | 0.04%             | 2058-01-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-144 AE                          | CUSIP: 38381HPL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    697501 | PA      | $606508.64    | 0.02%             | 2064-10-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-149 A                           | CUSIP: 38381HNL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4386151 | PA      | $4126751.48   | 0.10%             | 2062-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-15 AP                           | CUSIP: 38381ESB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1207893 | PA      | $980650.53    | 0.02%             | 2055-12-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-150 AE                          | CUSIP: 38381HNY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1192381 | PA      | $1100700.38   | 0.03%             | 2055-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-158 A                           | CUSIP: 38383YJU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1405851 | PA      | $1305981.91   | 0.03%             | 2056-06-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-162 BA                          | CUSIP: 38381HSQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2077020 | PA      | $1861074.78   | 0.05%             | 2054-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-163 AB                          | CUSIP: 38381HRE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    511858 | PA      | $474256.86    | 0.01%             | 2062-07-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-165 AB                          | CUSIP: 38381HSH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8094359 | PA      | $7592577.23   | 0.19%             | 2049-05-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-167 AB                          | CUSIP: 38383YCV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1333380 | PA      | $1243227.62   | 0.03%             | 2050-10-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-184 A                           | CUSIP: 38381HWC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3439157 | PA      | $3279233.39   | 0.08%             | 2054-01-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-187 A                           | CUSIP: 38383YX80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    421254 | PA      | $399585.45    | 0.01%             | 2054-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-199 A                           | CUSIP: 38381HZN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    606256 | PA      | $580963.24    | 0.01%             | 2054-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-2 AC                            | CUSIP: 38383GQL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    524962 | PA      | $419057.62    | 0.01%             | 2062-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-202 AB                          | CUSIP: 38381HXW6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4695384 | PA      | $4371689.10   | 0.11%             | 2053-07-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-21 AB                           | CUSIP: 38381EQG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1306907 | PA      | $1031958.38   | 0.03%             | 2062-12-16      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-220 AD                          | CUSIP: 38381HL90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1399943 | PA      | $1330117.23   | 0.03%             | 2053-04-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 AN                            | CUSIP: 38381ETS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4652413 | PA      | $3948691.00   | 0.10%             | 2051-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-33 AD                           | CUSIP: 38381EG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    915609 | PA      | $731544.38    | 0.02%             | 2063-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-35 AP                           | CUSIP: 38381EP51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    330511 | PA      | $270528.71    | 0.01%             | 2063-10-16      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-38 AG                           | CUSIP: 38381EZY7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7149907 | PA      | $5576498.73   | 0.14%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-41 AD                           | CUSIP: 38381EXJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1646764 | PA      | $1383519.40   | 0.03%             | 2062-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-42 AJ                           | CUSIP: 38381EYS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    916128 | PA      | $760978.93    | 0.02%             | 2062-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-7 AC                            | CUSIP: 38381ENW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1760012 | PA      | $1358256.39   | 0.03%             | 2064-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-71 AH                           | CUSIP: 38381E7H5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1470610 | PA      | $1214367.29   | 0.03%             | 2063-05-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-72 AD                           | CUSIP: 38381E4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    426754 | PA      | $351810.58    | 0.01%             | 2063-04-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-73 AK                           | CUSIP: 38381E6R4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1016326 | PA      | $821131.34    | 0.02%             | 2064-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-74 DA                           | CUSIP: 38381E4A3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3214696 | PA      | $2618747.98   | 0.07%             | 2058-12-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-8 AB                            | CUSIP: 38381EVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1395842 | PA      | $1137937.36   | 0.03%             | 2062-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-82 A                            | CUSIP: 38381HCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1316520 | PA      | $1165215.57   | 0.03%             | 2050-12-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-96 DA                           | CUSIP: 38381HBL4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    725247 | PA      | $594273.06    | 0.01%             | 2057-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-104 AC                          | CUSIP: 38381JLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9378317 | PA      | $9301084.71   | 0.23%             | 2062-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-119 AE                          | CUSIP: 38384CEQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6561324 | PA      | $6186586.02   | 0.15%             | 2064-03-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-124 GK                          | CUSIP: 38381JQS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5588270 | PA      | $5366031.96   | 0.13%             | 2055-03-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-125 AD                          | CUSIP: 38381JNR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    459966 | PA      | $452622.78    | 0.01%             | 2053-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-126 A                           | CUSIP: 38381JPU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1943316 | PA      | $1927282.79   | 0.05%             | 2050-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-126 AB                          | CUSIP: 38381JPV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3015493 | PA      | $2970375.46   | 0.07%             | 2054-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-139 AG                          | CUSIP: 38381JUR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4869717 | PA      | $4497660.58   | 0.11%             | 2064-06-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-142 A                           | CUSIP: 38381JUF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1073522 | PA      | $1060234.64   | 0.03%             | 2063-08-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-144 AB                          | CUSIP: 38381JTD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2313602 | PA      | $2293278.92   | 0.06%             | 2057-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-159 AE                          | CUSIP: 38381JYH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    295069 | PA      | $292217.65    | 0.01%             | 2055-08-16      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-174 AE                          | CUSIP: 38381JG84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7429578 | PA      | $6987729.26   | 0.17%             | 2046-09-16      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-177 A                           | CUSIP: 38381JD87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1730824 | PA      | $1748187.85   | 0.04%             | 2051-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-177 V                           | CUSIP: 38381JE37<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1359463 | PA      | $1378556.92   | 0.03%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-197 AC                          | CUSIP: 38384GSW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2539944 | PA      | $2475972.97   | 0.06%             | 2064-01-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-2 A                             | CUSIP: 38381JAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2748791 | PA      | $2599956.21   | 0.06%             | 2056-07-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-26 AB                           | CUSIP: 38381JAW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2170220 | PA      | $1947090.96   | 0.05%             | 2064-05-16      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-30 A                            | CUSIP: 38381H2J9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1533074 | PA      | $1467394.46   | 0.04%             | 2057-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-31 AB                           | CUSIP: 38381HY54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1674087 | PA      | $1543901.63   | 0.04%             | 2056-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-33 AB                           | CUSIP: 38381JAK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2831792 | PA      | $2551007.53   | 0.06%             | 2056-06-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-34 AK                           | CUSIP: 38381H3D1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2869338 | PA      | $2604946.69   | 0.06%             | 2064-01-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-36 AE                           | CUSIP: 38381JBT3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1280825 | PA      | $1200012.40   | 0.03%             | 2063-03-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-44 AB                           | CUSIP: 38381H3Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5126168 | PA      | $4930234.32   | 0.12%             | 2056-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-50 AC                           | CUSIP: 38381JDG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1897749 | PA      | $1718537.11   | 0.04%             | 2063-09-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-73 GA                           | CUSIP: 38381H7N5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6756076 | PA      | $6459514.54   | 0.16%             | 2055-09-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-78 AD                           | CUSIP: 38381H6D8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2909276 | PA      | $2650863.07   | 0.07%             | 2064-06-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-8 AB                            | CUSIP: 38381HV40<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2663909 | PA      | $2577555.28   | 0.06%             | 2063-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-91 AC                           | CUSIP: 38381JJR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5579808 | PA      | $5499128.22   | 0.14%             | 2055-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AC                           | CUSIP: 38381H7U9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3660748 | PA      | $3467495.27   | 0.09%             | 2062-10-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-95 AD                           | CUSIP: 38381JHH3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2243468 | PA      | $2047526.22   | 0.05%             | 2064-04-16      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-102 AB                          | CUSIP: 38384QAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    865946 | PA      | $866335.43    | 0.02%             | 2063-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-119 AB                          | CUSIP: 38381LMW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1809938 | PA      | $1810559.70   | 0.05%             | 2053-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-12 AB                           | CUSIP: 38381JX28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4369101 | PA      | $4369705.73   | 0.11%             | 2064-08-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-123 A                           | CUSIP: 38381LLR1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2343170 | PA      | $2379771.28   | 0.06%             | 2055-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-135 AC                          | CUSIP: 38381LRZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    686556 | PA      | $685083.69    | 0.02%             | 2050-01-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-153 AB                          | CUSIP: 38381LTG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9047946 | PA      | $9056646.37   | 0.23%             | 2065-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-156 AB                          | CUSIP: 38381LTV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1467696 | PA      | $1454019.29   | 0.04%             | 2065-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-158 AC                          | CUSIP: 38381LVF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1924544 | PA      | $1906541.46   | 0.05%             | 2057-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-17 AD                           | CUSIP: 38381JU39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    526006 | PA      | $526042.14    | 0.01%             | 2064-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-18 A                            | CUSIP: 38381JR58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5333072 | PA      | $5334777.05   | 0.13%             | 2055-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-193 AB                          | CUSIP: 38381LE99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1470245 | PA      | $1469860.35   | 0.04%             | 2056-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-2 AE                            | CUSIP: 38381JQ59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4707099 | PA      | $4565978.10   | 0.11%             | 2064-07-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-36 A                            | CUSIP: 38381J6N2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1038683 | PA      | $1039002.13   | 0.03%             | 2054-07-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-50 AB                           | CUSIP: 38381KBL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3892267 | PA      | $3862236.63   | 0.10%             | 2055-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-52 A                            | CUSIP: 38381J8E0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2122792 | PA      | $2124178.05   | 0.05%             | 2056-03-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-70 BA                           | CUSIP: 38381LDD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2857586 | PA      | $2885324.90   | 0.07%             | 2054-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-86 AE                           | CUSIP: 38381LGS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1947258 | PA      | $1946749.72   | 0.05%             | 2056-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-87 AB                           | CUSIP: 38381LHC9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3141264 | PA      | $3167111.56   | 0.08%             | 2065-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-88 AB                           | CUSIP: 38381LFA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1860047 | PA      | $1861904.80   | 0.05%             | 2064-02-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-93 A                            | CUSIP: 38384NNQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3405893 | PA      | $3407456.34   | 0.08%             | 2054-04-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-98 JA                           | CUSIP: 38381LJJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1949555 | PA      | $1940870.61   | 0.05%             | 2057-08-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-11 AB                           | CUSIP: 38381LY89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    713254 | PA      | $718005.01    | 0.02%             | 2065-03-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-123 AC                          | CUSIP: 38381MWB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    994664 | PA      | $1013589.28   | 0.03%             | 2064-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-128 AD                          | CUSIP: 38381MZA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2900192 | PA      | $2946408.35   | 0.07%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-129 AG                          | CUSIP: 38381MYG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    992319 | PA      | $1008961.10   | 0.03%             | 2054-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-130 AL                          | CUSIP: 38381MXF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1092108 | PA      | $1101214.54   | 0.03%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-143 AC                          | CUSIP: 38381MK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    495498 | PA      | $498725.73    | 0.01%             | 2050-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-145 AB                          | CUSIP: 38381MB33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4274490 | PA      | $4314565.06   | 0.11%             | 2066-02-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-15 AG                           | CUSIP: 38381L2G6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1141012 | PA      | $1157838.24   | 0.03%             | 2065-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-16 AC                           | CUSIP: 38381LW57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    547350 | PA      | $557082.39    | 0.01%             | 2065-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-165 EC                          | CUSIP: 38381M2M1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    636293 | PA      | $636504.48    | 0.02%             | 2054-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-17 AB                           | CUSIP: 38381L3K6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1975957 | PA      | $1994797.53   | 0.05%             | 2058-05-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-176 AD                          | CUSIP: 38381SAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1305058 | PA      | $1305680.77   | 0.03%             | 2052-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-18 AE                           | CUSIP: 38381L3T7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1471557 | PA      | $1472701.56   | 0.04%             | 2052-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-181 AG                          | CUSIP: 38384RBV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    807136 | PA      | $777442.36    | 0.02%             | 2065-07-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-201 AE                          | CUSIP: 38384RDW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    303886 | PA      | $303950.25    | 0.01%             | 2057-01-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-217 AE                          | CUSIP: 38384REG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5242424 | PA      | $5243794.45   | 0.13%             | 2058-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-3 A                             | CUSIP: 38381LT36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373006 | PA      | $1375626.17   | 0.03%             | 2044-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-3 AM                            | CUSIP: 38381LT77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3000000 | PA      | $3001487.84   | 0.07%             | 2049-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-31 AB                           | CUSIP: 38381L5Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    733796 | PA      | $746826.46    | 0.02%             | 2066-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-49 AB                           | CUSIP: 38381MEU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    935724 | PA      | $935979.66    | 0.02%             | 2054-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-49 AD                           | CUSIP: 38381MEV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1777876 | PA      | $1806661.51   | 0.04%             | 2054-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-54 A                            | CUSIP: 38381MAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1452255 | PA      | $1455517.34   | 0.04%             | 2045-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-58 A                            | CUSIP: 38381MAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    988619 | PA      | $987852.28    | 0.02%             | 2057-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-75 AC                           | CUSIP: 38381MKJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1470968 | PA      | $1500284.87   | 0.04%             | 2056-07-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-76 AC                           | CUSIP: 38381MGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3149701 | PA      | $3150672.14   | 0.08%             | 2055-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-94 AL                           | CUSIP: 38381MNH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3965646 | PA      | $3998636.01   | 0.10%             | 2057-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2026-36 AB                           | CUSIP: 38384TQL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    721000 | PA      | $731477.03    | 0.02%             | 2059-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2026-9 AB                            | CUSIP: 38381SFJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1159085 | PA      | $1168832.84   | 0.03%             | 2065-12-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Department of Housing and Urban Development                       | HOUSING URBAN DEVELOPMNT 5.770000% 08/01/2026                                     | CUSIP: 911759JH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    297000 | PA      | $299312.95    | 0.01%             | 2026-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH MULTI FAMILY REV                                 | ILLINOIS ST HSG DEV AUTH MF RE ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45202BCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    861058 | PA      | $712664.72    | 0.02%             | 2043-12-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1955000 | PA      | $2045529.12   | 0.05%             | 2029-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MQR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84621.87     | 0.00%             | 2029-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $198631.68    | 0.00%             | 2029-04-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MY62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1953750.29   | 0.05%             | 2035-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516637.19    | 0.01%             | 2031-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $294491.87    | 0.01%             | 2029-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $585620.82    | 0.01%             | 2030-10-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ML25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023578.95   | 0.03%             | 2029-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MK83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2761818.51   | 0.07%             | 2028-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MQQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $389064.49    | 0.01%             | 2029-04-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2215165.79   | 0.06%             | 2030-10-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50345.01     | 0.00%             | 2026-10-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MLX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62517.49     | 0.00%             | 2030-10-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $529147.68    | 0.01%             | 2031-04-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MUR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $571858.34    | 0.01%             | 2028-04-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1403671.03   | 0.03%             | 2029-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MY54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1725619.32   | 0.04%             | 2034-10-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $739654.98    | 0.02%             | 2028-10-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $551753.79    | 0.01%             | 2029-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $367026.28    | 0.01%             | 2027-04-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MG96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2702862.61   | 0.07%             | 2031-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2139071.27   | 0.05%             | 2030-04-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $211776.30    | 0.01%             | 2026-10-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MK91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2643039.73   | 0.07%             | 2028-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1423563.31   | 0.04%             | 2027-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $776284.22    | 0.02%             | 2032-10-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $387611.42    | 0.01%             | 2027-10-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MS93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $306100.00    | 0.01%             | 2029-04-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MNN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1355850.80   | 0.03%             | 2029-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203M2Z3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $631913.85    | 0.02%             | 2034-04-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500462.07    | 0.01%             | 2026-04-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $688010.77    | 0.02%             | 2032-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MM32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $937887.45    | 0.02%             | 2033-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MXR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $728486.31    | 0.02%             | 2029-04-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $468966.39    | 0.01%             | 2026-04-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516813.09    | 0.01%             | 2031-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $537608.46    | 0.01%             | 2030-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MWV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $768723.19    | 0.02%             | 2031-10-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MH20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $625311.54    | 0.02%             | 2031-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MT43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $692108.49    | 0.02%             | 2030-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MBQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $527275.73    | 0.01%             | 2027-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ML33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025049.44   | 0.03%             | 2029-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MG88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1299368.95   | 0.03%             | 2030-10-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                              | ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MSH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $575773.24    | 0.01%             | 2026-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6Q9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135295.80    | 0.00%             | 2026-07-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $630894.42    | 0.02%             | 2032-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6X4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $243548.44    | 0.01%             | 2030-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1154511.54   | 0.03%             | 2028-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $201268.72    | 0.01%             | 2029-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $492228.32    | 0.01%             | 2030-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $709450.60    | 0.02%             | 2031-07-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45918.21     | 0.00%             | 2028-01-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WEC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $853429.86    | 0.02%             | 2034-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108273.18    | 0.00%             | 2030-01-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TYS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $571877.53    | 0.01%             | 2028-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WEB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $357419.96    | 0.01%             | 2033-07-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140883.59    | 0.00%             | 2027-01-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $346757.05    | 0.01%             | 2028-01-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3K5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $614294.10    | 0.02%             | 2029-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $444127.09    | 0.01%             | 2029-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149251.21    | 0.00%             | 2031-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TU74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123139.69    | 0.00%             | 2028-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $773393.52    | 0.02%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67769.99     | 0.00%             | 2029-01-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WDY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $239107.50    | 0.01%             | 2032-01-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $212462.65    | 0.01%             | 2031-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $334333.91    | 0.01%             | 2029-01-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10240.32     | 0.00%             | 2027-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TL33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42614.62     | 0.00%             | 2031-07-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305505.29    | 0.01%             | 2028-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207898.94    | 0.01%             | 2029-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $314379.46    | 0.01%             | 2030-07-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WEA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $438824.26    | 0.01%             | 2033-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256289.10    | 0.01%             | 2034-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206402.68    | 0.01%             | 2028-07-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52273.11     | 0.00%             | 2028-07-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211542.27    | 0.01%             | 2030-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WDZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254728.22    | 0.01%             | 2032-07-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1330658.69   | 0.03%             | 2030-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3N9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1385690.20   | 0.03%             | 2031-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $254754.60    | 0.01%             | 2030-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1180543.28   | 0.03%             | 2029-01-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $781880.32    | 0.02%             | 2032-07-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T3L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1279662.47   | 0.03%             | 2030-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $456948.65    | 0.01%             | 2029-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TZJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125747.44    | 0.00%             | 2027-01-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WDA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $266381.64    | 0.01%             | 2034-07-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $273477.40    | 0.01%             | 2031-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $332617.63    | 0.01%             | 2028-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $922423.18    | 0.02%             | 2032-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $893373.89    | 0.02%             | 2031-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $312984.35    | 0.01%             | 2030-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5308.16      | 0.00%             | 2030-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T6S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $308591.83    | 0.01%             | 2027-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TC33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205427.80    | 0.01%             | 2028-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                  | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505WAG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $434610.18    | 0.01%             | 2030-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TZK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121319.05    | 0.00%             | 2027-07-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $935012.45    | 0.02%             | 2032-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T5N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $891659.74    | 0.02%             | 2031-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TK83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211175.90    | 0.01%             | 2030-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TU33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125393.90    | 0.00%             | 2026-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TM73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $766782.36    | 0.02%             | 2029-01-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                      | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505TW56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261564.94    | 0.01%             | 2029-07-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| The J. Paul Getty Trust                                                | J PAUL GETTY TRUST/THE 4.905000% 04/01/2035                                       | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1461335.44   | 0.04%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $574659.91    | 0.01%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TVQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $304848.79    | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP HSG REV                                              | KENTUCKY ST HSG CORP HSG REVEN KENTUCKY HOUSING CORP                              | CUSIP: 49130TUR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79927.66     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110822.24    | 0.00%             | 2035-01-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74138.73     | 0.00%             | 2034-01-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217050.60    | 0.01%             | 2030-01-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $413642.74    | 0.01%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185617.46    | 0.00%             | 2028-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $243751.29    | 0.01%             | 2033-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105916.94    | 0.00%             | 2031-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261514.68    | 0.01%             | 2031-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135163.58    | 0.00%             | 2029-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $255593.57    | 0.01%             | 2031-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $234916.11    | 0.01%             | 2030-01-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309RZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $293681.44    | 0.01%             | 2034-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309ND8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $444211.33    | 0.01%             | 2034-07-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211401.75    | 0.01%             | 2031-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181691.36    | 0.00%             | 2029-07-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309NF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $658008.81    | 0.02%             | 2035-07-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201668.23    | 0.01%             | 2029-01-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $209532.91    | 0.01%             | 2032-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309QQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150856.78    | 0.00%             | 2028-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309LT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84232.40     | 0.00%             | 2030-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP SINGLE FAMILY MTG REV                                | KENTUCKY ST HSG CORP SF MTGE KENTUCKY HOUSING CORP                                | CUSIP: 491309MZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $167762.12    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                         | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $252247.87    | 0.01%             | 2028-12-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH                                                         | KING CNTY WA COUNTY OF KING WA                                                    | CUSIP: 49474FF70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $305059.40    | 0.01%             | 2026-12-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH HSG AUTH REV                                            | KING CNTY WA HSG AUTH KING COUNTY HOUSING AUTHORITY                               | CUSIP: 494762JQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3355000 | PA      | $3364230.91   | 0.08%             | 2046-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN 2021-1 LTD LPSLT 2021-1GS A                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5614907 | PA      | $4718600.01   | 0.12%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN 2021-2 LTD LPSLT 2021-2GS A                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2655629 | PA      | $2152412.11   | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.                                                | LOANPAL SOLAR LOAN LTD LPSLT 2020-3GS A                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1647283 | PA      | $1421407.66   | 0.04%             | 2047-12-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                      | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351MV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $556550.73    | 0.01%             | 2029-09-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                   | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249437.75    | 0.01%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CALIF REDEV AUTH TAX ALLOCATION REV                   | LOS ANGELES CNTY CA REDEV REFU LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORI | CUSIP: 54465AHW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $605320.29    | 0.02%             | 2031-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67716.78     | 0.00%             | 2029-06-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $826905.32    | 0.02%             | 2032-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $355852.57    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $799658.09    | 0.02%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DLX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121629.18    | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DLY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117357.36    | 0.00%             | 2027-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DVA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $556785.15    | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $248465.50    | 0.01%             | 2028-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HSG CORP SINGLE FAMILY MTG REV                               | LOUISIANA ST HSG CORP SF MTGE LOUISIANA HOUSING CORP                              | CUSIP: 54627DMC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92314.60     | 0.00%             | 2029-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                   | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  17798000 | PA      | $18087536.79  | 0.45%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTG PUR                                              | MAINE ST HSG AUTH MTGE PURCHAS MAINE STATE HOUSING AUTHORITY                      | CUSIP: 56052FWU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $508045.23    | 0.01%             | 2026-11-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UHT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $515830.96    | 0.01%             | 2032-09-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $901208.01    | 0.02%             | 2028-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1721033.58   | 0.04%             | 2029-09-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UA65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97287.11     | 0.00%             | 2031-03-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UPB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2796680.75   | 0.07%             | 2030-03-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UNZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1306843.19   | 0.03%             | 2029-03-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UCR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1687521.45   | 0.04%             | 2029-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UHS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1004037.86   | 0.02%             | 2032-03-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RD69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $189936.00    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419TWS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $581710.90    | 0.01%             | 2028-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $533538.07    | 0.01%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204840.38    | 0.01%             | 2028-03-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419RH73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1161242 | PA      | $1041125.46   | 0.03%             | 2058-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $955495.25    | 0.02%             | 2028-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145911.68    | 0.00%             | 2029-09-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $552427.28    | 0.01%             | 2029-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1155779.05   | 0.03%             | 2029-09-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T5D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $781278.19    | 0.02%             | 2028-09-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                       | MARYLAND ST CMNTY DEV ADMIN DE MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION      | CUSIP: 57419T3B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1288559.15   | 0.03%             | 2028-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                  | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5381859.72   | 0.13%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $650245.37    | 0.02%             | 2029-12-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GR80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114181.87    | 0.00%             | 2031-12-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506791.19    | 0.01%             | 2027-06-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2573052.00   | 0.06%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1076399.02   | 0.03%             | 2027-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GR72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $181406.64    | 0.00%             | 2031-06-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $783825.50    | 0.02%             | 2029-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $769911.63    | 0.02%             | 2028-06-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GA21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1803176.52   | 0.04%             | 2027-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $658476.06    | 0.02%             | 2027-06-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AN95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $295863.51    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $442013.05    | 0.01%             | 2033-12-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GM93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $462005.90    | 0.01%             | 2030-12-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1743388.70   | 0.04%             | 2034-12-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GZZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1939317.33   | 0.05%             | 2026-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $774556.50    | 0.02%             | 2028-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $631331.26    | 0.02%             | 2026-06-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037635.80   | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $395844.91    | 0.01%             | 2035-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ARF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2308886.56   | 0.06%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $729665.89    | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $553948.30    | 0.01%             | 2026-12-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $581132.38    | 0.01%             | 2027-12-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587ASE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247925.97    | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1364884.49   | 0.03%             | 2028-06-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $906341.92    | 0.02%             | 2031-12-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587G2G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $907780.08    | 0.02%             | 2034-06-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GF91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1030266.94   | 0.03%             | 2031-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GF75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $286517.58    | 0.01%             | 2030-06-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $793601.19    | 0.02%             | 2032-06-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GW92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1863931.43   | 0.05%             | 2033-06-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1053001.83   | 0.03%             | 2028-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GSY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1648808.81   | 0.04%             | 2029-12-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GX26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1578340.05   | 0.04%             | 2033-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587AP36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $148616.28    | 0.00%             | 2035-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GA47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1906721.79   | 0.05%             | 2029-12-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GN35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $406966.66    | 0.01%             | 2031-12-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GXZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $782196.69    | 0.02%             | 2029-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GG41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $364731.69    | 0.01%             | 2032-12-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                   | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GN27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $322649.22    | 0.01%             | 2031-06-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                           | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NUU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3047498 | PA      | $2854242.65   | 0.07%             | 2054-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                           | MASSACHUSETTS ST HSG FIN AGY MASSACHUSETTS HOUSING FINANCE AGENCY                 | CUSIP: 57586NV57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59958.06     | 0.00%             | 2028-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| METRO ORE                                                              | METRO OR METRO/OR                                                                 | CUSIP: 59163PLF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $547876.84    | 0.01%             | 2028-06-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                     | METROPOLITAN LIFE GLOBAL FUNDING I 144A 4.400000% 06/30/2027                      | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  14695000 | PA      | $14809149.87  | 0.37%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIAMI BEACH FLA                                                        | MIAMI BEACH FL CITY OF MIAMI BEACH FL                                             | CUSIP: 593201A30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $526338.86    | 0.01%             | 2029-05-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA HSG FIN AUTH REV                                   | MIAMI-DADE CNTY FL HSG FIN AUT MIAMI-DADE COUNTY HOUSING FINANCE AUTHORITY        | CUSIP: 59334HFU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    324487 | PA      | $285966.69    | 0.01%             | 2038-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $244477.08    | 0.01%             | 2027-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $478145.35    | 0.01%             | 2026-10-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH RENT HSG REV                                  | MICHIGAN ST HSG DEV AUTH RENTA MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 59465PBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $299377.90    | 0.01%             | 2026-04-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654XB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $294868.66    | 0.01%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51427.76     | 0.00%             | 2027-12-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1007493.13   | 0.03%             | 2028-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $587850.29    | 0.01%             | 2027-06-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654E84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $441405.05    | 0.01%             | 2033-06-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654UT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210776.14    | 0.01%             | 2026-06-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654WZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $365242.54    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1021557.95   | 0.03%             | 2028-12-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1044725.98   | 0.03%             | 2027-12-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $767429.06    | 0.02%             | 2031-06-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654PJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $480733.47    | 0.01%             | 2026-12-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20267.65     | 0.00%             | 2031-12-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $735272.75    | 0.02%             | 2030-12-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                         | MICHIGAN ST HSG DEV AUTH SF MT MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654E92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $718389.26    | 0.02%             | 2033-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                     | MILL CITY SOLAR LOAN 2019-1 LTD MCSLT 2019-1A A                                   | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   4283086 | PA      | $4073660.36   | 0.10%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN TRUST LIMITED                                     | MILL CITY SOLAR LOAN 2019-2 LTD MCSLT 2019-2GS A                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1296837 | PA      | $1138186.95   | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEOWNERSHIP FIN                             | MINNESOTA ST HSG FIN AGY HOMEO MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416QGK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    124839 | PA      | $108229.85    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25487.33     | 0.00%             | 2028-07-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400515.14    | 0.01%             | 2027-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZ92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10117.73     | 0.00%             | 2027-01-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7D4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15182.56     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $763566.46    | 0.02%             | 2030-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $647227.28    | 0.02%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UD85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $409843.39    | 0.01%             | 2035-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416SPY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10000.78     | 0.00%             | 2031-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TW95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135635.96    | 0.00%             | 2026-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91955.88     | 0.00%             | 2028-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $827987.51    | 0.02%             | 2029-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91408.23     | 0.00%             | 2027-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $297267.79    | 0.01%             | 2029-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $974510.40    | 0.02%             | 2035-01-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416T7C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186416.32    | 0.00%             | 2027-01-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZ84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $462131.75    | 0.01%             | 2026-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $318106.71    | 0.01%             | 2029-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183109.84    | 0.00%             | 2028-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TK56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $200467.76    | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146260.82    | 0.00%             | 2027-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1032395.18   | 0.03%             | 2034-01-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $307432.25    | 0.01%             | 2028-07-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60348.42     | 0.00%             | 2029-01-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UPR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $434148.34    | 0.01%             | 2030-01-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UD69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222548.10    | 0.01%             | 2034-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147151.49    | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TR91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $392039.85    | 0.01%             | 2029-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1957078.51   | 0.05%             | 2028-01-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167247.03    | 0.00%             | 2027-07-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $988044.43    | 0.02%             | 2027-01-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TJ90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146845.11    | 0.00%             | 2027-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UHH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $310983.01    | 0.01%             | 2031-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UEA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $855640.32    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $416301.72    | 0.01%             | 2028-01-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $663295.62    | 0.02%             | 2028-07-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $211034.04    | 0.01%             | 2029-07-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $328560.13    | 0.01%             | 2029-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TSB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $270118.30    | 0.01%             | 2027-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UD77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $450256.87    | 0.01%             | 2035-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TJ82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $272161.72    | 0.01%             | 2027-01-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UEB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1202596.92   | 0.03%             | 2031-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128057.53    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2060628.86   | 0.05%             | 2029-01-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TZF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160463.10    | 0.00%             | 2026-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TT81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $361606.34    | 0.01%             | 2026-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TRC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54862.13     | 0.00%             | 2027-07-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $736567.44    | 0.02%             | 2029-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UUN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $770676.10    | 0.02%             | 2031-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UHG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $403807.79    | 0.01%             | 2031-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122578.91    | 0.00%             | 2028-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UPQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152877.75    | 0.00%             | 2029-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UCT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $494920.17    | 0.01%             | 2029-01-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152542.04    | 0.00%             | 2028-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416TU30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153059.26    | 0.00%             | 2028-01-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                               | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UBF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $170694.41    | 0.00%             | 2026-07-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QE97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $309100.20    | 0.01%             | 2028-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QF39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156764.19    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HOME CORP SINGLE FAMILY MTG REV                            | MISSISSIPPI ST HOME CORP SF MT MISSISSIPPI HOME CORP                              | CUSIP: 60535QE71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304508.15    | 0.01%             | 2027-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46064.73     | 0.00%             | 2027-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10098.36     | 0.00%             | 2026-11-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN SINGLE FAMILY MTG REV                        | MISSOURI ST HSG DEV COMMISSION MISSOURI HOUSING DEVELOPMENT COMMISSION            | CUSIP: 60637B5H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40672.76     | 0.00%             | 2027-05-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2018-1 MSAIC 2018-1A A                                    | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1441784 | PA      | $1380479.86   | 0.03%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2018-2-GS MSAIC 2018-2GS A                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5586348 | PA      | $5283276.56   | 0.13%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2020-1 MSAIC 2020-1A A                                    | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1608300 | PA      | $1433648.88   | 0.04%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2020-2 MSAIC 2020-2A A                                    | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2403586 | PA      | $2076737.00   | 0.05%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-1 MSAIC 2021-1A A                                    | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3449805 | PA      | $2895075.93   | 0.07%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-2 MSAIC 2021-2A A                                    | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6322858 | PA      | $5329252.47   | 0.13%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2021-3 MSAIC 2021-3A A                                    | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4625199 | PA      | $3854068.77   | 0.10%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A A                                    | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3260615 | PA      | $2733021.41   | 0.07%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-2 MSAIC 2022-2A A                                    | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1167355 | PA      | $1068564.34   | 0.03%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022-3 MSAIC 2022-3A A                                    | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2435007 | PA      | $2413615.91   | 0.06%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2024-1 MSAIC 2024-1A A                                    | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1101129 | PA      | $1084349.89   | 0.03%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOANS 2017-1 LLC MSAIC 2017-1A A                                     | CUSIP: 61946EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    585542 | PA      | $578017.58    | 0.01%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOANS 2017-2 LLC MSAIC 2017-2A A                                     | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2095385 | PA      | $1996137.26   | 0.05%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                           | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7840000 | PA      | $7004702.29   | 0.17%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469D3T6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50508.83     | 0.00%             | 2027-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469D3Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47221.23     | 0.00%             | 2030-01-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                    | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469DE80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39842.16     | 0.00%             | 2039-07-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $299971.41    | 0.01%             | 2035-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $294901.72    | 0.01%             | 2034-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125064.40    | 0.00%             | 2032-04-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $94806.75     | 0.00%             | 2026-11-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $208541.41    | 0.01%             | 2030-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $359057.80    | 0.01%             | 2027-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ACB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120597.72    | 0.00%             | 2034-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $194174.04    | 0.00%             | 2028-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ACA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120210.83    | 0.00%             | 2033-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101347.93    | 0.00%             | 2028-04-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AME9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130135.67    | 0.00%             | 2031-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $218747.70    | 0.01%             | 2031-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199212.59    | 0.00%             | 2029-05-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108ZJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $244531.29    | 0.01%             | 2033-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158221.30    | 0.00%             | 2033-10-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103961.24    | 0.00%             | 2031-04-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108P20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14444.37     | 0.00%             | 2028-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082S8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $441446.54    | 0.01%             | 2029-11-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $223884.44    | 0.01%             | 2032-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500080.76    | 0.01%             | 2037-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 6461082R0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $186154.40    | 0.00%             | 2029-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108PL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2051313.31   | 0.05%             | 2029-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ACC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125759.92    | 0.00%             | 2034-11-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $196961.56    | 0.00%             | 2027-10-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $692394.33    | 0.02%             | 2027-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $314479.35    | 0.01%             | 2051-11-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $403940.69    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $203894.97    | 0.01%             | 2030-05-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $283657.26    | 0.01%             | 2028-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613ALV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155946.78    | 0.00%             | 2027-04-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102837.68    | 0.00%             | 2030-04-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199081.19    | 0.00%             | 2029-11-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $284590.53    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ACD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131473.94    | 0.00%             | 2035-05-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1255217.58   | 0.03%             | 2047-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $228870.39    | 0.01%             | 2032-11-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108WV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1332949.00   | 0.03%             | 2032-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108TL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $334985.76    | 0.01%             | 2036-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $169448.18    | 0.00%             | 2027-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115062.50    | 0.00%             | 2033-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132045.81    | 0.00%             | 2033-04-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                    | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64613AMG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83446.13     | 0.00%             | 2032-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                       | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 64610ABP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $184424.53    | 0.00%             | 2028-05-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 647200X58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    197631 | PA      | $172472.90    | 0.00%             | 2034-10-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO MTG FIN AUTH                                                | NEW MEXICO ST MTGE FIN AUTH NEW MEXICO MORTGAGE FINANCE AUTHORITY                 | CUSIP: 6472004S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1213440.34   | 0.03%             | 2040-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $993749.85    | 0.02%             | 2026-11-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $753113.88    | 0.02%             | 2034-08-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $243905.28    | 0.01%             | 2026-05-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $713741.39    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245780.81    | 0.01%             | 2026-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354600.35    | 0.01%             | 2032-02-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $199210.04    | 0.00%             | 2030-02-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1156803.77   | 0.03%             | 2029-05-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $917503.49    | 0.02%             | 2027-11-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WES2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $969835.89    | 0.02%             | 2028-08-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $758238.28    | 0.02%             | 2028-11-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20180.08     | 0.00%             | 2030-02-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1568393.34   | 0.04%             | 2027-02-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972C5Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2315000 | PA      | $2317624.93   | 0.06%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $504451.66    | 0.01%             | 2026-11-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WER4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $731768.93    | 0.02%             | 2028-02-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $742504.81    | 0.02%             | 2030-08-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $378712.16    | 0.01%             | 2026-05-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $394482.23    | 0.01%             | 2028-11-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1174023.32   | 0.03%             | 2028-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KDB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $921563.47    | 0.02%             | 2031-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1108392.23   | 0.03%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $600185.35    | 0.01%             | 2031-02-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EGC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2116047.48   | 0.05%             | 2026-05-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CM67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7193597 | PA      | $6485046.61   | 0.16%             | 2046-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $719781.75    | 0.02%             | 2030-05-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113478.04    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $428888.70    | 0.01%             | 2029-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WET0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2195000 | PA      | $2115801.68   | 0.05%             | 2029-02-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CFR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $814905.42    | 0.02%             | 2029-11-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284539.40    | 0.01%             | 2035-02-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $436086.85    | 0.01%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $262609.08    | 0.01%             | 2033-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EWB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2029785.65   | 0.05%             | 2028-05-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495639.92    | 0.01%             | 2026-08-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CE25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $698063.03    | 0.02%             | 2029-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125548.67    | 0.00%             | 2032-02-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CYA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $989903.18    | 0.02%             | 2027-05-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CD67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1024517.19   | 0.03%             | 2026-05-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354535.35    | 0.01%             | 2033-02-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $289367.09    | 0.01%             | 2027-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $478076.71    | 0.01%             | 2028-05-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $405282.56    | 0.01%             | 2034-08-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $754394.55    | 0.02%             | 2027-08-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KMP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17180000 | PA      | $17377310.74  | 0.43%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2939479.25   | 0.07%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $435535.78    | 0.01%             | 2033-08-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972CXY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499043.96    | 0.01%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $951117.63    | 0.02%             | 2030-02-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $705216.97    | 0.02%             | 2035-02-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88193.67     | 0.00%             | 2032-08-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1419570.93   | 0.04%             | 2027-05-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $468515.48    | 0.01%             | 2034-02-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1159686.08   | 0.03%             | 2029-05-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $196042.58    | 0.00%             | 2029-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5022.82      | 0.00%             | 2032-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $824982.76    | 0.02%             | 2030-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $309518.36    | 0.01%             | 2033-02-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1049378.23   | 0.03%             | 2030-05-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $496394.61    | 0.01%             | 2033-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $276402.63    | 0.01%             | 2026-11-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WHU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $823261.99    | 0.02%             | 2031-08-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2718164.07   | 0.07%             | 2030-11-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $274219.49    | 0.01%             | 2034-08-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194749.36    | 0.00%             | 2027-05-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972ELX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $359446.39    | 0.01%             | 2027-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EWA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $769783.84    | 0.02%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1187508.70   | 0.03%             | 2029-08-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $519868.86    | 0.01%             | 2028-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $274076.62    | 0.01%             | 2031-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $973407.46    | 0.02%             | 2031-08-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90752.76     | 0.00%             | 2031-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $348820.76    | 0.01%             | 2031-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $289951.93    | 0.01%             | 2032-02-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $406383.97    | 0.01%             | 2034-02-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EUH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1682561.23   | 0.04%             | 2029-11-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $752791.11    | 0.02%             | 2032-08-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972EQL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $618148.39    | 0.02%             | 2028-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KDA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1091920.64   | 0.03%             | 2031-05-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $906432.23    | 0.02%             | 2030-08-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $525488.55    | 0.01%             | 2029-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1025363.16   | 0.03%             | 2029-11-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $466634.50    | 0.01%             | 2033-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506551.28    | 0.01%             | 2032-08-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $746405.91    | 0.02%             | 2027-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WEQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2009007.66   | 0.05%             | 2027-08-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $805669.16    | 0.02%             | 2029-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $813155.96    | 0.02%             | 2030-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WJZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $673601.64    | 0.02%             | 2034-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                     | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64972KCZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1073361.26   | 0.03%             | 2030-11-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $511868.19    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $579669.83    | 0.01%             | 2029-04-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30028.98     | 0.00%             | 2026-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2467675.97   | 0.06%             | 2027-04-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102245.22    | 0.00%             | 2027-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $923965.21    | 0.02%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $459753.11    | 0.01%             | 2029-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YTS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261079.64    | 0.01%             | 2029-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $731440.10    | 0.02%             | 2028-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $416999.67    | 0.01%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101459.75    | 0.00%             | 2027-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $962709.16    | 0.02%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YWE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100776.54    | 0.00%             | 2026-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $913427.86    | 0.02%             | 2026-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YC88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $536820.54    | 0.01%             | 2031-04-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $464575.65    | 0.01%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $120789.67    | 0.00%             | 2030-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YGU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $706748.94    | 0.02%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YHG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $550776.76    | 0.01%             | 2027-10-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YQU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2087899.24   | 0.05%             | 2027-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YTR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83085.21     | 0.00%             | 2029-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1205957.54   | 0.03%             | 2027-04-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YLC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1212447.03   | 0.03%             | 2026-04-01      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                  | NEW YORK ST MTGE AGY HOMEOWNER STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YC70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72144.51     | 0.00%             | 2030-10-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA HSG FIN AGY HOM NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92089.55     | 0.00%             | 2029-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA AGRIC & TECHNICAL UNIV REVS                             | NORTH CAROLINA ST AGRIC & TECH NORTH CAROLINA AGRICULTURAL & TECHNICAL STATE UNIV | CUSIP: 658187HU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $472593.18    | 0.01%             | 2030-10-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $138657.01    | 0.00%             | 2029-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074Q5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96871.70     | 0.00%             | 2028-07-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156242.90    | 0.00%             | 2027-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                           | NORTH CAROLINA ST HSG FIN AGY NORTH CAROLINA HOUSING FINANCE AGENCY               | CUSIP: 6582074P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101562.71    | 0.00%             | 2028-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756Q4Z7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20414.56     | 0.00%             | 2028-03-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756UEK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84890.46     | 0.00%             | 2035-03-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756UGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $245987.40    | 0.01%             | 2033-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460698 | PA      | $1224600.45   | 0.03%             | 2037-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756UEG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55052.14     | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756Q5A1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108630.07    | 0.00%             | 2028-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QXP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2148548 | PA      | $2097850.72   | 0.05%             | 2040-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RESIDENTIAL MTG REV                                | OHIO ST HSG FIN AGY RSDL MTGE OHIO HOUSING FINANCE AGENCY                         | CUSIP: 67756QNR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    161180 | PA      | $151010.31    | 0.00%             | 2046-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2021-B OPTN 2021-B A                                       | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3437958 | PA      | $3377883.85   | 0.08%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                                    | OPORTUN ISSUANCE TRUST 2021-C OPTN 2021-C A                                       | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2810879 | PA      | $2769047.61   | 0.07%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST                                                 | OPORTUN ISSUANCE TRUST 2026-A OPTN 2026-A A                                       | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2857000 | PA      | $2864685.68   | 0.07%             | 2034-01-09      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141849.80    | 0.00%             | 2027-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $299525.78    | 0.01%             | 2028-01-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 686087Z67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115608.10    | 0.00%             | 2026-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 68609NAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $802194.09    | 0.02%             | 2034-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 6860872A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260637.47    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                | OREGON ST HSG & CMNTY SVCS DEP STATE OF OREGON HOUSING & COMMUNITY SERVICES DEPAR | CUSIP: 68609NAS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $321981.42    | 0.01%             | 2035-01-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T3G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492233.12    | 0.01%             | 2026-11-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1927707.80   | 0.05%             | 2028-05-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2687474.28   | 0.07%             | 2028-05-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1787444.91   | 0.04%             | 2032-05-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $996298.60    | 0.02%             | 2027-05-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609T7K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $707072.15    | 0.02%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UNE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $433168.51    | 0.01%             | 2027-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UJT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3153059.23   | 0.08%             | 2030-05-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                              | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609BXZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $199750.89    | 0.00%             | 2037-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH REV                                | PENNSYLVANIA ST ECON DEV FING PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHOR  | CUSIP: 70869PRB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $377069.68    | 0.01%             | 2029-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QWY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3528548.98   | 0.09%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QVL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $279651.38    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                         | PENNSYLVANIA ST HSG FIN AGY SF PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QWW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2586655.42   | 0.06%             | 2028-10-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                         | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $561261.83    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESERVATION OF AFFORDABLE HOUSING, INC.                               | PRESERVATION OF AFFORDABLE HOUSING INC 4.479000% 12/01/2032                       | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5019949.08   | 0.12%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PRESERVATION OF AFFORDABLE HOUSING, INC.                               | PRESERVATION OF AFFORDABLE HOUSING INC 5.435000% 06/01/2036                       | CUSIP: 74082LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2178868.72   | 0.05%             | 2036-06-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                         | PROLOGIS LP 1.250000% 10/15/2030                                                  | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  53216000 | PA      | $47066408.96  | 1.17%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                         | PROLOGIS LP 4.625000% 01/15/2033                                                  | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  80259000 | PA      | $81430453.76  | 2.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SFM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $758434.01    | 0.02%             | 2031-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $359258.51    | 0.01%             | 2027-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $140930.75    | 0.00%             | 2028-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SCF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $287136.41    | 0.01%             | 2030-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R5Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $387053.32    | 0.01%             | 2028-10-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $142319.01    | 0.00%             | 2027-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $801120.97    | 0.02%             | 2028-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R6Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61909.55     | 0.00%             | 2028-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $170990.23    | 0.00%             | 2027-04-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $976716.85    | 0.02%             | 2026-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $665045.05    | 0.02%             | 2028-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69461.32     | 0.00%             | 2026-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R7Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $196877.18    | 0.00%             | 2026-10-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R2L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1527868.40   | 0.04%             | 2027-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TNQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96777.70     | 0.00%             | 2027-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221SFL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111601.10    | 0.00%             | 2031-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP REV                                    | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221TLP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $91370.40     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R6N8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $712413.74    | 0.02%             | 2027-10-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R4M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $940795.05    | 0.02%             | 2026-04-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                        | RHODE ISLAND ST HSG & MTGE FIN RHODE ISLAND HOUSING & MORTGAGE FINANCE CORP       | CUSIP: 76221R5X7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $369029.88    | 0.01%             | 2028-04-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                      | SALES TAX SECURITIZATION CORP SALES TAX SECURITIZATION CORP                       | CUSIP: 79467BFK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004742.74   | 0.02%             | 2027-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                           | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1194339.28   | 0.03%             | 2028-07-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $385289.64    | 0.01%             | 2029-06-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $369574.80    | 0.01%             | 2030-06-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $436647.08    | 0.01%             | 2027-06-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $238691.27    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                        | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $243114.76    | 0.01%             | 2026-06-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $4035897.96   | 0.10%             | 2027-08-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION | SAN FRANCISCO CITY & CNTY CA R SAN FRANCISCO CITY & COUNTY REDEVELOPMENT AGENCY S | CUSIP: 79770GGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $574784.43    | 0.01%             | 2026-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2016-10B 1                                 | CUSIP: 831641FG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1084489 | PA      | $1073892.94   | 0.03%             | 2026-09-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3444628 | PA      | $3299410.48   | 0.08%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2084902 | PA      | $2107009.87   | 0.05%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                    | SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1                                 | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4274692 | PA      | $4429216.25   | 0.11%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBAAMERICAN MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    490204 | PA      | $496164.23    | 0.01%             | 2038-04-11      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBACHICAGOTAXIPARTS MONTHLY ADJUSTMENT                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    176866 | PA      | $182738.97    | 0.00%             | 2034-04-29      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SBACLEBURNE MONTHLY PAYMENT MONTHLY ADJ                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    373941 | PA      | $379498.74    | 0.01%             | 2038-07-15      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 507253                                    | CUSIP: 83164JBW5<br>LEI: N/A                  | Long             |  |  | US        |      7921 | PA      | $7873.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 508206                                    | CUSIP: 83164KDK6<br>LEI: N/A                  | Long             |  |  | US        |      9251 | PA      | $9210.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 508506                                    | CUSIP: 83164KNX7<br>LEI: N/A                  | Long             |  |  | US        |     16514 | PA      | $16452.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509010                                    | CUSIP: 83164LAK7<br>LEI: N/A                  | Long             |  |  | US        |     20217 | PA      | $20699.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509348                                    | CUSIP: 83164LL58<br>LEI: N/A                  | Long             |  |  | US        |    237934 | PA      | $239509.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509391                                    | CUSIP: 83164LNG2<br>LEI: N/A                  | Long             |  |  | US        |    184647 | PA      | $185865.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509417                                    | CUSIP: 83164LPA3<br>LEI: N/A                  | Long             |  |  | US        |    243744 | PA      | $245361.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509460                                    | CUSIP: 83164LQM6<br>LEI: N/A                  | Long             |  |  | US        |    233896 | PA      | $235446.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509541                                    | CUSIP: 83164LS69<br>LEI: N/A                  | Long             |  |  | US        |     51650 | PA      | $51996.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509573                                    | CUSIP: 83164LT68<br>LEI: N/A                  | Long             |  |  | US        |    726460 | PA      | $731327.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509575                                    | CUSIP: 83164LT84<br>LEI: N/A                  | Long             |  |  | US        |    785454 | PA      | $790748.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509661                                    | CUSIP: 83164LWW7<br>LEI: N/A                  | Long             |  |  | US        |    254041 | PA      | $255754.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509688                                    | CUSIP: 83164LXR7<br>LEI: N/A                  | Long             |  |  | US        |    256379 | PA      | $258131.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509735                                    | CUSIP: 83164LY88<br>LEI: N/A                  | Long             |  |  | US        |    518466 | PA      | $521979.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509760                                    | CUSIP: 83164LZZ7<br>LEI: N/A                  | Long             |  |  | US        |    807511 | PA      | $812981.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509793                                    | CUSIP: 83164L3A7<br>LEI: N/A                  | Long             |  |  | US        |    599695 | PA      | $619948.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509900                                    | CUSIP: 83164L7M7<br>LEI: N/A                  | Long             |  |  | US        |    577369 | PA      | $603784.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509967                                    | CUSIP: 83164MCC1<br>LEI: N/A                  | Long             |  |  | US        |     70776 | PA      | $73155.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 509977                                    | CUSIP: 83164MCN7<br>LEI: N/A                  | Long             |  |  | US        |     46397 | PA      | $47154.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510004                                    | CUSIP: 83164MDH9<br>LEI: N/A                  | Long             |  |  | US        |     82536 | PA      | $84466.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510047                                    | CUSIP: 83164MEU9<br>LEI: N/A                  | Long             |  |  | US        |    289915 | PA      | $305588.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510051                                    | CUSIP: 83164MEY1<br>LEI: N/A                  | Long             |  |  | US        |     85040 | PA      | $88116.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 510056                                    | CUSIP: 83164ME54<br>LEI: N/A                  | Long             |  |  | US        |     61558 | PA      | $65752.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521860                                    | CUSIP: 83165AJD7<br>LEI: N/A                  | Long             |  |  | US        |     94955 | PA      | $100292.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521884                                    | CUSIP: 83165AJ54<br>LEI: N/A                  | Long             |  |  | US        |     47584 | PA      | $50433.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521919                                    | CUSIP: 83165AK86<br>LEI: N/A                  | Long             |  |  | US        |      7890 | PA      | $8382.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521967                                    | CUSIP: 83165AMQ4<br>LEI: N/A                  | Long             |  |  | US        |    304764 | PA      | $322671.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521970                                    | CUSIP: 83165AMT8<br>LEI: N/A                  | Long             |  |  | US        |     40968 | PA      | $43622.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 521984                                    | CUSIP: 83165AM92<br>LEI: N/A                  | Long             |  |  | US        |     53567 | PA      | $56746.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522029                                    | CUSIP: 83165APN8<br>LEI: N/A                  | Long             |  |  | US        |     10721 | PA      | $11505.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522124                                    | CUSIP: 83165ASM7<br>LEI: N/A                  | Long             |  |  | US        |    139528 | PA      | $145243.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522156                                    | CUSIP: 83165ATM6<br>LEI: N/A                  | Long             |  |  | US        |     94300 | PA      | $100664.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522158                                    | CUSIP: 83165ATP9<br>LEI: N/A                  | Long             |  |  | US        |      1530 | PA      | $1530.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522194                                    | CUSIP: 83165AUT9<br>LEI: N/A                  | Long             |  |  | US        |     35070 | PA      | $36933.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522268                                    | CUSIP: 83165AW59<br>LEI: N/A                  | Long             |  |  | US        |     89134 | PA      | $90616.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522282                                    | CUSIP: 83165AXK5<br>LEI: N/A                  | Long             |  |  | US        |     13275 | PA      | $13391.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522305                                    | CUSIP: 83165AYA6<br>LEI: N/A                  | Long             |  |  | US        |     46056 | PA      | $46459.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522317                                    | CUSIP: 83165AYN8<br>LEI: N/A                  | Long             |  |  | US        |     35034 | PA      | $35536.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522327                                    | CUSIP: 83165AYY4<br>LEI: N/A                  | Long             |  |  | US        |     84324 | PA      | $87266.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522328                                    | CUSIP: 83165AYZ1<br>LEI: N/A                  | Long             |  |  | US        |      3615 | PA      | $3678.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522371                                    | CUSIP: 83165A2C7<br>LEI: N/A                  | Long             |  |  | US        |     15822 | PA      | $16197.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522387                                    | CUSIP: 83165A2U7<br>LEI: N/A                  | Long             |  |  | US        |     38898 | PA      | $40003.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522423                                    | CUSIP: 83165A4G6<br>LEI: N/A                  | Long             |  |  | US        |     57000 | PA      | $57914.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 522440                                    | CUSIP: 83165A4Z4<br>LEI: N/A                  | Long             |  |  | US        |     59199 | PA      | $60178.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Small Business Administration                                          | SMALL BUSINESS ADMINISTRATION POOLS SBA 530311                                    | CUSIP: 8316A0KZ2<br>LEI: N/A                  | Long             |  |  | US        |   1429652 | PA      | $1430355.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SMALL BUSINESS ADMINISTRATION SBA SBAPREMIE                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    534003 | PA      | $572636.28    | 0.01%             | 2038-08-29      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH SINGLE FAMILY REV                            | SOUTH DAKOTA ST HSG DEV AUTH S SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83755NEZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29986.62     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LBZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $290044.34    | 0.01%             | 2029-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1106076.16   | 0.03%             | 2034-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $461064.54    | 0.01%             | 2034-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $531993.26    | 0.01%             | 2033-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LEK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $459954.40    | 0.01%             | 2033-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                              | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756LAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2590000 | PA      | $2657969.52   | 0.07%             | 2031-11-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | STRU BMOC-5390 AB CPN - 5%                                                        | CUSIP: 38381MS43<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2736821 | PA      | $2790298.44   | 0.07%             | 2059-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2021-B SNVA 2021-B A                                 | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9997936 | PA      | $8282694.58   | 0.21%             | 2048-07-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020-AA A                                       | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2073510 | PA      | $1857977.30   | 0.05%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS V ISSUER LLC SNVA 2021-A A                                         | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1922091 | PA      | $1447377.78   | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6488201 | PA      | $5363882.85   | 0.13%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7805150 | PA      | $7480768.13   | 0.19%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                            | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11482360 | PA      | $11609884.71  | 0.29%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                              | SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A                                           | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6293662 | PA      | $5227678.74   | 0.13%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $668449.26    | 0.02%             | 2029-01-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108728.02    | 0.00%             | 2032-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97544.73     | 0.00%             | 2029-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $247725.15    | 0.01%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KPA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114453.17    | 0.00%             | 2033-07-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KEX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125118.63    | 0.00%             | 2026-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $113439.09    | 0.00%             | 2031-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $175520.08    | 0.00%             | 2030-01-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161431.69    | 0.00%             | 2027-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $176111.45    | 0.00%             | 2032-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KPC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67842.42     | 0.00%             | 2034-07-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KEZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167458.62    | 0.00%             | 2027-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150137.76    | 0.00%             | 2030-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25753.55     | 0.00%             | 2029-07-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61471.98     | 0.00%             | 2028-07-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461Q35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1071883.93   | 0.03%             | 2050-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36083.15     | 0.00%             | 2029-07-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $280736.07    | 0.01%             | 2027-01-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1077710.44   | 0.03%             | 2029-07-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112967.82    | 0.00%             | 2030-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461P28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1151795.36   | 0.03%             | 2030-01-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $416540.76    | 0.01%             | 2028-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $340128.31    | 0.01%             | 2031-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $501822.21    | 0.01%             | 2026-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85082.01     | 0.00%             | 2026-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1136179.60   | 0.03%             | 2029-01-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KCX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $397745.22    | 0.01%             | 2027-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173127.40    | 0.00%             | 2028-01-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $393734.96    | 0.01%             | 2029-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51470.18     | 0.00%             | 2031-01-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $703282.38    | 0.02%             | 2027-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KFA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91804.46     | 0.00%             | 2028-01-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $672501.54    | 0.02%             | 2030-01-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $688643.37    | 0.02%             | 2030-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KDA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $265218.79    | 0.01%             | 2028-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97476.54     | 0.00%             | 2030-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $689974.80    | 0.02%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $291055.76    | 0.01%             | 2029-07-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461S41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $536195.94    | 0.01%             | 2029-01-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KKJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $214820.06    | 0.01%             | 2028-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                         | TENNESSEE HSG DEV AGY RSDL FIN TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 880461N79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $259797.13    | 0.01%             | 2028-07-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50608.47     | 0.00%             | 2027-03-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HFL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $752688.19    | 0.02%             | 2041-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125000.00    | 0.00%             | 2026-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77822.82     | 0.00%             | 2029-03-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TEXAS ST AFFORDABLE HSG CORP SINGLE FAMILY MTG REV                     | TEXAS ST AFFORDABLE HSG CORP S TEXAS STATE AFFORDABLE HOUSING CORP                | CUSIP: 88271HJZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47275.47     | 0.00%             | 2030-03-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750G97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120647.05    | 0.00%             | 2027-01-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $169303.96    | 0.00%             | 2028-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FPA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    219728 | PA      | $204772.07    | 0.01%             | 2047-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202987.12    | 0.01%             | 2027-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $537871.24    | 0.01%             | 2031-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $325836.33    | 0.01%             | 2028-07-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1106916.69   | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261164.21    | 0.01%             | 2032-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $778140.85    | 0.02%             | 2030-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256835.88    | 0.01%             | 2029-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750J45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $287514.98    | 0.01%             | 2032-07-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $210109.82    | 0.01%             | 2031-01-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $180507.88    | 0.00%             | 2029-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1090032.86   | 0.03%             | 2032-01-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $139243.19    | 0.00%             | 2030-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $1012007.09   | 0.03%             | 2030-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76416.15     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $232037.47    | 0.01%             | 2027-01-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750VZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200775.28    | 0.00%             | 2026-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125658.21    | 0.00%             | 2029-09-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117769.71    | 0.00%             | 2029-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FZD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301861.36    | 0.01%             | 2026-09-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $377886.03    | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $222997.89    | 0.01%             | 2029-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $1039294.78   | 0.03%             | 2031-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750WK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $210483.98    | 0.01%             | 2031-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY AFFAIRS SINGLE FAMILY REV                 | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 88275FXF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $349085.85    | 0.01%             | 2027-03-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750H96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $473863.31    | 0.01%             | 2031-01-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750VF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201093.34    | 0.01%             | 2026-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                  | TEXAS ST DEPT OF HSG & CMNTY A TEXAS DEPARTMENT OF HOUSING & COMMUNITY AFFAIRS    | CUSIP: 882750YL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1057261.99   | 0.03%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                               | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882724K48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $144626.54    | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                               | TEXAS ST STATE OF TEXAS                                                           | CUSIP: 882724K55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $924536.62    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                              | TORONTO-DOMINION BANK/THE 5.264000% 12/11/2026                                    | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   4539000 | PA      | $4588353.22   | 0.11%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 4.450000% 06/30/2030                                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |  51255000 | PA      | $52225888.56  | 1.30%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 5.053000% 06/30/2035                                            | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |  37959000 | PA      | $39506636.59  | 0.98%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                               | TOYOTA MOTOR CORP 5.118000% 07/13/2028                                            | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | NUSS              | JP        |   5690000 | PA      | $5861070.53   | 0.15%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $761913.27    | 0.02%             | 2028-09-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2990000 | PA      | $2895222.53   | 0.07%             | 2027-09-01      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSN DIST ORE REV                                       | TRI-CNTY MET TRANSPRTN DIST OR TRI-COUNTY METROPOLITAN TRANSPORTATION DISTRICT OF | CUSIP: 89546RSU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $988201.83    | 0.02%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1                       | CUSIP: 83162CRR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1125 | PA      | $1143.72      | 0.00%             | 2028-03-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20E 1                       | CUSIP: 83162CRU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3083 | PA      | $3129.02      | 0.00%             | 2028-05-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20D 1                       | CUSIP: 83162CSL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134492 | PA      | $135183.33    | 0.00%             | 2029-04-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2009-20J 1                       | CUSIP: 83162CSV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830673 | PA      | $831426.93    | 0.02%             | 2029-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20E 1                       | CUSIP: 83162CTG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30153 | PA      | $30272.32     | 0.00%             | 2030-05-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20K 1                       | CUSIP: 83162CTR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3061 | PA      | $3034.24      | 0.00%             | 2030-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20B 1                       | CUSIP: 83162CTV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135537 | PA      | $136500.65    | 0.00%             | 2031-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2012-20A 1                       | CUSIP: 83162CUN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6327 | PA      | $6177.73      | 0.00%             | 2032-01-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20I 1                       | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161680 | PA      | $160843.71    | 0.00%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20D 1                       | CUSIP: 83162CWE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    821588 | PA      | $804987.04    | 0.02%             | 2034-04-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20C 1                       | CUSIP: 83162CWX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20488 | PA      | $19660.62     | 0.00%             | 2035-03-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2016-20L 1                       | CUSIP: 83162CYE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157753 | PA      | $151327.01    | 0.00%             | 2036-12-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20C 1                       | CUSIP: 83162CYM9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2488754 | PA      | $2392101.16   | 0.06%             | 2037-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20F 1                       | CUSIP: 83162CYR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3535123 | PA      | $3371522.50   | 0.08%             | 2037-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1                       | CUSIP: 83162CZL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6446677 | PA      | $6285473.49   | 0.16%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2020-10D 1                       | CUSIP: 83162CG23<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1037484 | PA      | $974420.00    | 0.02%             | 2030-07-01      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-20B 1                       | CUSIP: 83162CN41<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7887482 | PA      | $7059602.88   | 0.18%             | 2042-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                      | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-10F 1                       | CUSIP: 83162CU92<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2852864 | PA      | $2985932.13   | 0.07%             | 2033-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18000000 | PA      | $17994375.00  | 0.45%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 01/15/2029                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10000000 | PA      | $10030468.75  | 0.25%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 01/31/2030                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3750000 | PA      | $3755859.38   | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 10/15/2028                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9000000 | PA      | $9024609.38   | 0.22%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.500000% 11/30/2030                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  47000000 | PA      | $46977968.75  | 1.17%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20000000 | PA      | $20115625.00  | 0.50%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6965000 | PA      | $6999825.00   | 0.17%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.625000% 12/31/2030                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  29500000 | PA      | $29640585.94  | 0.74%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  61316000 | PA      | $62259691.56  | 1.55%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 08/15/2033                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3674000 | PA      | $3700406.88   | 0.09%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 3.875000% 12/31/2032                                              | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  39858000 | PA      | $40250352.19  | 1.00%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 01/31/2031                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7935000 | PA      | $8102378.91   | 0.20%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  88889000 | PA      | $89208444.84  | 2.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 01/31/2030                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6381000 | PA      | $6564453.75   | 0.16%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  32236000 | PA      | $33036863.13  | 0.82%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.375000% 11/30/2030                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5000000 | PA      | $5185937.50   | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | US TREASURY N/B 4.875000% 10/31/2030                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4793000 | PA      | $5072342.03   | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                               | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  14399000 | PA      | $13398354.00  | 0.33%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $311981.03    | 0.01%             | 2031-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $558459.60    | 0.01%             | 2029-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $271351.85    | 0.01%             | 2033-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1369511.11   | 0.03%             | 2033-01-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $427740.23    | 0.01%             | 2029-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67051.86     | 0.00%             | 2032-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1335507.70   | 0.03%             | 2034-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $400880.66    | 0.01%             | 2031-07-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $274195.56    | 0.01%             | 2029-07-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $155468.10    | 0.00%             | 2030-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303838.49    | 0.01%             | 2028-01-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $767770.98    | 0.02%             | 2030-07-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $218127.91    | 0.01%             | 2029-07-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $619759.83    | 0.02%             | 2031-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $286273.44    | 0.01%             | 2032-07-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437ET8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100453.41    | 0.00%             | 2026-07-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354465.20    | 0.01%             | 2031-07-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437GY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $139103.32    | 0.00%             | 2030-07-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $468385.69    | 0.01%             | 2030-07-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1393154.62   | 0.03%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $311642.03    | 0.01%             | 2031-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20451.75     | 0.00%             | 2028-01-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025337.14   | 0.03%             | 2030-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.10%             | 2055-07-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $545976.73    | 0.01%             | 2032-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $295930.12    | 0.01%             | 2031-01-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $647953.88    | 0.02%             | 2032-01-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $339206.27    | 0.01%             | 2033-07-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1551793.64   | 0.04%             | 2034-01-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437ML6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $586766.46    | 0.01%             | 2030-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $354293.00    | 0.01%             | 2032-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127907.21    | 0.00%             | 2028-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029991.46   | 0.03%             | 2034-01-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $212337.60    | 0.01%             | 2029-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $210299.44    | 0.01%             | 2031-01-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $639999.96    | 0.02%             | 2030-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437JZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187576.50    | 0.00%             | 2028-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153304.64    | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $596538.25    | 0.01%             | 2029-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $459572.56    | 0.01%             | 2031-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $301170.46    | 0.01%             | 2031-07-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251239.03    | 0.01%             | 2030-07-01      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $433667.25    | 0.01%             | 2032-01-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $355696.66    | 0.01%             | 2028-07-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1234612.01   | 0.03%             | 2033-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $414747.01    | 0.01%             | 2028-07-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $569490.76    | 0.01%             | 2028-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $475241.62    | 0.01%             | 2033-07-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $328196.14    | 0.01%             | 2032-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251873.59    | 0.01%             | 2027-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $524520.42    | 0.01%             | 2034-07-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $635244.05    | 0.02%             | 2031-07-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200372.54    | 0.00%             | 2026-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257220.55    | 0.01%             | 2029-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $278407.41    | 0.01%             | 2027-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $524865.44    | 0.01%             | 2030-01-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    870000 | PA      | $893945.38    | 0.02%             | 2034-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $344505.64    | 0.01%             | 2029-01-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $234029.63    | 0.01%             | 2029-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167083.66    | 0.00%             | 2028-07-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204210.89    | 0.01%             | 2032-07-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201980.71    | 0.01%             | 2028-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $358009.18    | 0.01%             | 2029-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $612694.22    | 0.02%             | 2032-07-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $755198.38    | 0.02%             | 2033-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513236.77    | 0.01%             | 2032-07-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1200168.39   | 0.03%             | 2030-07-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $408723.91    | 0.01%             | 2033-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $301418.15    | 0.01%             | 2027-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $579757.88    | 0.01%             | 2030-07-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437QB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $613601.07    | 0.02%             | 2034-01-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $382595.06    | 0.01%             | 2030-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513272.36    | 0.01%             | 2035-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $370770.43    | 0.01%             | 2030-01-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437SD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $159700.28    | 0.00%             | 2030-01-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437MN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $613912.81    | 0.02%             | 2031-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $421690.42    | 0.01%             | 2030-01-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101719.20    | 0.00%             | 2028-01-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $910748.87    | 0.02%             | 2035-01-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1317582.32   | 0.03%             | 2034-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437RX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5035.76      | 0.00%             | 2027-01-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437EU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20218.08     | 0.00%             | 2027-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $475631.76    | 0.01%             | 2033-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437FG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $286820.43    | 0.01%             | 2033-01-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437KC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $618361.17    | 0.02%             | 2029-07-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $331527.28    | 0.01%             | 2029-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437PZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512674.33    | 0.01%             | 2033-01-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437XA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252644.44    | 0.01%             | 2032-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437WX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303326.82    | 0.01%             | 2031-01-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH HSG CORP SF MTGE REVENUE UTAH HOUSING CORP                                   | CUSIP: 917437UN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $847103.77    | 0.02%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174368L4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $432126.30    | 0.01%             | 2050-01-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $333417.82    | 0.01%             | 2028-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $455689.15    | 0.01%             | 2027-01-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $274490.76    | 0.01%             | 2029-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367X9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $324717.09    | 0.01%             | 2029-01-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $363574.67    | 0.01%             | 2048-01-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174365Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24885.79     | 0.00%             | 2041-07-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367W1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $297460.28    | 0.01%             | 2028-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                    | UTAH ST HSG CORP SF MTGE REVEN UTAH HOUSING CORP                                  | CUSIP: 9174367U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $591297.04    | 0.01%             | 2027-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC 5.050000% 05/09/2033                                   | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2356456.87   | 0.06%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                      | CUSIP: 92812XRX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $402866.42    | 0.01%             | 2034-07-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UM21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    108040 | PA      | $104982.75    | 0.00%             | 2043-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    849087 | PA      | $723289.89    | 0.02%             | 2049-10-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812UQ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2041037 | PA      | $1822852.48   | 0.05%             | 2041-06-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                   | VIRGINIA ST HSG DEV AUTH CMWLT VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812U4S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $392135.66    | 0.01%             | 2029-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH HOMEOWNERSHIP MTG REV                         | VIRGINIA ST HSG DEV AUTH HOMEO VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92813TEE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55289 | PA      | $52332.17     | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $702398.40    | 0.02%             | 2027-11-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1221767.00   | 0.03%             | 2026-06-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $429529.83    | 0.01%             | 2028-06-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812WAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $394178.07    | 0.01%             | 2026-11-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VMA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    343552 | PA      | $309035.32    | 0.01%             | 2039-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812VFN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $498963.97    | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                               | VIRGINIA ST HSG DEV AUTH VIRGINIA HOUSING DEVELOPMENT AUTHORITY                   | CUSIP: 92812V2P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485900.57    | 0.01%             | 2027-06-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                           | WALMART INC 1.800000% 09/22/2031                                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  15336000 | PA      | $13826825.94  | 0.34%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $485230.83    | 0.01%             | 2033-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $598542.75    | 0.01%             | 2032-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207492.31    | 0.01%             | 2031-11-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NVT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178631.08    | 0.00%             | 2029-11-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662MR51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $376603.83    | 0.01%             | 2028-11-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $422494.78    | 0.01%             | 2034-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                            | WEST VIRGINIA ST HSG DEV FUND WEST VIRGINIA HOUSING DEVELOPMENT FUND              | CUSIP: 95662NWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $575294.59    | 0.01%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** COMMUNITY CAPITAL TRUST

**Signature:** Allison Glansberg

**Name of Signer:** Allison Glansberg

**Title:** Investment Analyst