# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0000910472-26-007798
**Filing Date:** 2026-5
**Character Count:** 98259
**Document Hash:** 05142dafe21876070ea33dd273b3c304
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-007798.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000910472-26-007798

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STERLING CAPITAL FUNDS
- **CENTRAL INDEX KEY:** 0000889284

**ORGANIZATION NAME:**
- **EIN:** 043331055
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06719
- **FILM NUMBER:** 261030661

**BUSINESS ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601
- **BUSINESS PHONE:** 8002281872

**MAIL ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T FUNDS /
- **DATE OF NAME CHANGE:** 20010419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T MUTUAL FUNDS GROUP
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Sterling Capital Quality Income Fund (Series ID: S000033167)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000123271 | A Class             | SCSSX           |
| C000123272 | C Class             | SCSTX           |
| C000123273 | Institutional Class | SCSPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Sterling Capital Funds

- **b. Investment Company Act file number:** 811-06719

- **c. CIK number of Registrant:** 0000889284

- **d. LEI of Registrant:** 54930017VPAACVI5ZX74

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

  - **Street Address 1:** 434 Fayetteville St

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27601

  - **Telephone number:** 800-228-1872

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

- **a. Name of Series:** Sterling Capital Quality Income Fund

- **b. EDGAR series identifier (if any):** S000033167

- **c. LEI of Series:** 549300912JEZXXK10112

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $146636183.86

**Total Liabilities:** $636771.72

**Net Assets:** $145999412.14

**Cash Not Reported:** $98004.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 130.70670455 | **1-Year:** 3753.93665212 | **5-Year:** 26121.90656178 | **10-Year:** 37397.76099375 | **30-Year:** 1172.88148878

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

- **3-Month:** 1.38568744 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123271 | -1.63%               | -0.56%               | -3.71%               |
| Class ID C000123272 | -0.65%               | 0.33%                | -2.78%               |
| Class ID C000123273 | 0.43%                | 1.52%                | -1.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36461.57                | $177685.35                                 |
| Month 2  | $7934.09                 | $1730686.91                                |
| Month 3  | $38487.05                | $-3107436.21                               |

**Designated Index Information**

- **Index Name:** SC QUALITY INCOME FUND DRP

- **Index Identifier:** SC QUALITY INCOME FUND DRP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Tower Trust I                                      | American Tower Trust #1                                 | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247289.05    | 0.17%             | 2028-03-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                    | Avis Budget Rental Car Funding AESOP LLC                | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1273467.75   | 0.87%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                    | Avis Budget Rental Car Funding AESOP LLC                | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1036929.30   | 0.71%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                | BBCMS Mortgage Trust                                    | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $292334.80    | 0.20%             | 2053-04-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                              | BBCMS Mortgage Trust                                    | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $77466.50     | 0.05%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                              | BBCMS Mortgage Trust 2024-5C25                          | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51000 | PA      | $52884.50     | 0.04%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                              | BBCMS Mortgage Trust 2025-5C36                          | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589000 | PA      | $606784.62    | 0.42%             | 2058-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                               | BBCMS Mortgage Trust 2025-C39                           | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1521304.80   | 1.04%             | 2058-12-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MORTGAGE TRUST                                  | BMO 2023-C7 Mortgage Trust                              | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1588817.40   | 1.09%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MORTGAGE TRUST                                 | BMO 2023-5C1 Mortgage Trust                             | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51000 | PA      | $53257.83     | 0.04%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                          | BX Commercial Mortgage Trust                            | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206934 | PA      | $206804.41    | 0.14%             | 2038-11-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                             | BANK5                                                   | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178000 | PA      | $188330.50    | 0.13%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                             | BANK5 2023-5YR4                                         | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1052847.40   | 0.72%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                             | BANK5 2023-5YR4                                         | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208000 | PA      | $219765.50    | 0.15%             | 2028-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17                                            | BANK5 2025-5YR17                                        | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928000 | PA      | $946417.64    | 0.65%             | 2058-11-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                             | BANK 2024-BNK47                                         | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1568473.50   | 1.07%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                             | BANK 2020-BNK29                                         | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $219997.55    | 0.15%             | 2053-11-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR5                                             | BANK5 2024-5YR5                                         | CUSIP: 065931BG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1309000 | PA      | $1349823.39   | 0.92%             | 2029-02-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR6                                             | BANK5 Trust                                             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252000 | PA      | $262133.20    | 0.18%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR6                                             | BANK5 Trust 2024-5YR6                                   | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $251359.87    | 0.17%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                           | Benchmark Mortgage Trust                                | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589492 | PA      | $522284.84    | 0.36%             | 2053-07-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                           | Benchmark Mortgage Trust                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1106590.88   | 0.76%             | 2053-12-17      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                            | Benchmark Mortgage Trust                                | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $82308.83     | 0.06%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                            | Benchmark Mortgage Trust                                | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $226157.56    | 0.15%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                            | Benchmark 2024-V7 Mortgage Trust                        | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209000 | PA      | $217792.50    | 0.15%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                            | Benchmark 2024-V7 Mortgage Trust                        | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167000 | PA      | $173821.52    | 0.12%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                           | Benchmark 2025-V16 Mortgage Trust                       | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $302813.81    | 0.21%             | 2057-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 MTG TR                                   | Benchmark 2023-B39 Mortgage Trust                       | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1559677.89   | 1.07%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                            | Benchmark Mortgage Trust                                | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $87720.20     | 0.06%             | 2029-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                            | Benchmark Mortgage Trust                                | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553000 | PA      | $571853.65    | 0.39%             | 2029-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 MORTGAGE TRUST                                | BMO 2025-5C12 Mortgage Trust                            | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    737000 | PA      | $748252.00    | 0.51%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                          | BX Trust                                                | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232466 | PA      | $232320.21    | 0.16%             | 2036-11-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Cd 2016-Cd2 Mortga                                          | CD 2016-CD2 Mortgage Trust                              | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589000 | PA      | $578580.06    | 0.40%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                  | CD 2017-CD3 Mortgage Trust                              | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $684847.03    | 0.47%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cfcre 2016 C7 Mortgage Trust                                | CFCRE Commercial Mortgage Trust                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99399.11     | 0.07%             | 2054-12-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Comm 2017-Panw Mortgage Trust                               | COMM Mortgage Trust                                     | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246874.53    | 0.17%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                   | CHL Mortgage Pass-Through Trust                         | CUSIP: 12669FPC1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     20781 | PA      | $20649.74     | 0.01%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                       | Carvana Auto Receivables Trust                          | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $592018.02    | 0.41%             | 2027-08-10      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                | Chase Home Lending Mortgage Trust                       | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268855 | PA      | $245412.64    | 0.17%             | 2049-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                          | Citigroup Mortgage Loan Trust, Inc.                     | CUSIP: 17307GHE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      8925 | PA      | $8918.77      | 0.01%             | 2034-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.        | CSFB Mortgage-Backed Pass-Through Certificates          | CUSIP: 22541SAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5013 | PA      | $5017.98      | 0.00%             | 2034-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                           | Dryden 53 CLO Ltd                                       | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1009000 | PA      | $1009131.17   | 0.69%             | 2031-01-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Strips                                      | CUSIP: 3128CVVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118661 | PA      | $108522.21    | 0.07%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Strips                                      | CUSIP: 3128HVH85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674574 | PA      | $558402.89    | 0.38%             | 2036-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Federal Home Loan Banks                                 | CUSIP: 3130APEP6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    550000 | PA      | $485900.48    | 0.33%             | 2031-10-07      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3131WNMG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14333 | PA      | $14730.45     | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3131WPAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24720 | PA      | $24983.63     | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Pool                                        | CUSIP: 3131WQ3U9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     47461 | PA      | $45898.17     | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Pool                                        | CUSIP: 3131WQWP8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     45692 | PA      | $44159.25     | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3131XJ3R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119132 | PA      | $112289.43    | 0.08%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3131XUDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76470 | PA      | $73459.05     | 0.05%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3131XYVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74174 | PA      | $69051.15     | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 31329JE52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18012 | PA      | $18203.75     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 31329JEP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40915 | PA      | $42194.78     | 0.03%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 31329KWW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106777 | PA      | $104722.41    | 0.07%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Pool                                        | CUSIP: 3132A5ET8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     71354 | PA      | $64617.41     | 0.04%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132A97E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20924 | PA      | $20735.04     | 0.01%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132ACS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477140 | PA      | $1414702.89   | 0.97%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132ADGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148304 | PA      | $139358.53    | 0.10%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132ADJH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141593 | PA      | $133048.49    | 0.09%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DN3T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637951 | PA      | $632367.38    | 0.43%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DNMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563983 | PA      | $549432.29    | 0.38%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DNVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893482 | PA      | $865074.29    | 0.59%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DPXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142246 | PA      | $2124140.81   | 1.45%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DQH58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957169 | PA      | $933201.18    | 0.64%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DQPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828934 | PA      | $824982.26    | 0.57%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DQPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798957 | PA      | $812380.32    | 0.56%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DQSL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1001078 | PA      | $1027278.66   | 0.70%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Pool                                        | CUSIP: 3132DTCQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    621614 | PA      | $633464.91    | 0.43%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Pool                                        | CUSIP: 3132DTNZ9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1284554 | PA      | $1224121.96   | 0.84%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DUJB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2186735 | PA      | $2247304.35   | 1.54%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DULB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3194642 | PA      | $3254477.10   | 2.23%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3132DWB77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811402 | PA      | $713573.39    | 0.49%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3133BV5M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739997 | PA      | $748923.05    | 0.51%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3133KQJ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531149 | PA      | $527971.62    | 0.36%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 3133KYYS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363684 | PA      | $371667.24    | 0.25%             | 2043-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136A2M67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    749413 | PA      | $742281.10    | 0.51%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3184626 | PA      | $2815413.29   | 1.93%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136APQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    375000 | PA      | $328271.48    | 0.22%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS FNR 2016-73 DZ                        | CUSIP: 3136ATN42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1078290 | PA      | $956597.16    | 0.66%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136AWW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1453062 | PA      | $1348316.93   | 0.92%             | 2047-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136AYP98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    346532 | PA      | $315045.13    | 0.22%             | 2047-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136B76S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1060610 | PA      | $965907.22    | 0.66%             | 2050-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136B8J34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    419903 | PA      | $350929.38    | 0.24%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136B9CQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    295018 | PA      | $255286.82    | 0.17%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136B9HQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    726000 | PA      | $528290.96    | 0.36%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS FNR 2020-56 AQ                        | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1860049 | PA      | $1496980.72   | 1.03%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136BQE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    662399 | PA      | $542071.51    | 0.37%             | 2049-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 3136BRWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    640903 | PA      | $531330.76    | 0.36%             | 2048-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae-Aces                                         | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1475525.55   | 1.01%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137A0XA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $493496.35    | 0.34%             | 2040-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137A6ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $192888.02    | 0.13%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137A6R38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     74086 | PA      | $74303.97     | 0.05%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137ASP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    525500 | PA      | $433304.18    | 0.30%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137ASTQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    192450 | PA      | $173248.96    | 0.12%             | 2042-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137ATHV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    168825 | PA      | $165634.64    | 0.11%             | 2027-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137AW6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    724000 | PA      | $576314.28    | 0.39%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137AWAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    628000 | PA      | $523955.10    | 0.36%             | 2042-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137AWH81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    312147 | PA      | $310381.28    | 0.21%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137AXUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    119000 | PA      | $113025.16    | 0.08%             | 2032-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137B0HP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     90310 | PA      | $82715.05     | 0.06%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137B34U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     25931 | PA      | $25446.81     | 0.02%             | 2041-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137B7HJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     21590 | PA      | $20824.72     | 0.01%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     69350 | PA      | $66186.55     | 0.05%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD      | Freddie Mac REMICS                                      | CUSIP: 3137BLHK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $891246.60    | 0.61%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137BUSK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    475000 | PA      | $420702.04    | 0.29%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137F5QL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    869919 | PA      | $832204.92    | 0.57%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137F8M42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    684284 | PA      | $584962.50    | 0.40%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137FJQD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1963166 | PA      | $1894416.54   | 1.30%             | 2048-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Multifamily Structured Pass Through         | CUSIP: 3137FKKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    140000 | PA      | $138288.21    | 0.09%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137FQTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    779025 | PA      | $698379.19    | 0.48%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 3137H0WB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    327249 | PA      | $275942.37    | 0.19%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                     | Freddie Mac Multifamily Structured Pass Through         | CUSIP: 3137H4RG7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $807649.00    | 0.55%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD      | Freddie Mac REMICS                                      | CUSIP: 3137HD4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1748432 | PA      | $1526548.35   | 1.05%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD      | Freddie Mac REMICS                                      | CUSIP: 3137HDQT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2445061 | PA      | $2028518.26   | 1.39%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138A5N24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81918 | PA      | $79220.41     | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138A7HY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52236 | PA      | $49517.35     | 0.03%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138AKGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56932 | PA      | $57532.76     | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138AS4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99559 | PA      | $96155.08     | 0.07%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138EQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94236 | PA      | $90681.36     | 0.06%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3138WEBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106712 | PA      | $100203.01    | 0.07%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 31392JKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     23302 | PA      | $23817.44     | 0.02%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 31392JY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     99676 | PA      | $98403.70     | 0.07%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 31392TAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     37956 | PA      | $39303.82     | 0.03%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 31394TAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     93169 | PA      | $90088.13     | 0.06%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS FNR 2006-59 DH                        | CUSIP: 31395NS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    525088 | PA      | $558038.54    | 0.38%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 31396A5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    132888 | PA      | $138695.09    | 0.09%             | 2035-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 31396YFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    518539 | PA      | $525646.46    | 0.36%             | 2038-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 31397NZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    480175 | PA      | $486544.37    | 0.33%             | 2039-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae REMICS                                       | CUSIP: 31397QBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    825833 | PA      | $754258.05    | 0.52%             | 2041-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac REMICS                                      | CUSIP: 31397T2X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     56161 | PA      | $56815.96     | 0.04%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675342 | PA      | $608432.24    | 0.42%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140FMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87622 | PA      | $78919.32     | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45360 | PA      | $43451.63     | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41201 | PA      | $40795.91     | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140J9SH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706359 | PA      | $1632415.26   | 1.12%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140MHS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704337 | PA      | $624726.24    | 0.43%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140N3AF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195905 | PA      | $2140201.26   | 1.47%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QAUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178187 | PA      | $179547.91    | 0.12%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QDX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167932 | PA      | $1079378.95   | 0.74%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164714 | PA      | $145223.97    | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QED41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165943 | PA      | $146332.53    | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QMMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242045 | PA      | $213364.12    | 0.15%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140QQ2L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390299 | PA      | $387963.80    | 0.27%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140W0GL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127804 | PA      | $1139305.59   | 0.78%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140W0TY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033078 | PA      | $1058331.22   | 0.72%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XCYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1540749 | PA      | $1365789.06   | 0.94%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XGCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625553 | PA      | $560367.61    | 0.38%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XGMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554328 | PA      | $513029.52    | 0.35%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990450 | PA      | $948543.65    | 0.65%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XKLF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436210 | PA      | $444671.29    | 0.30%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool FN FS4183                               | CUSIP: 3140XKUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485845 | PA      | $1557197.99   | 1.07%             | 2041-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755770 | PA      | $700225.61    | 0.48%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XLK64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839038 | PA      | $801477.14    | 0.55%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XNK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032168 | PA      | $1057654.77   | 0.72%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XPSD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2512209 | PA      | $2581147.20   | 1.77%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XQY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2665825 | PA      | $2589858.34   | 1.77%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XRQH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3185077 | PA      | $3241714.25   | 2.22%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140XRSZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2147110 | PA      | $2121704.66   | 1.45%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 3140Y6HN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573711 | PA      | $1555090.08   | 1.07%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40184 | PA      | $41383.55     | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23055 | PA      | $23718.64     | 0.02%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31417LA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29400 | PA      | $29095.85     | 0.02%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31417WKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21965 | PA      | $21706.14     | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31418BJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32402 | PA      | $31966.14     | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31418BLH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89652 | PA      | $86353.21     | 0.06%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31418BMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95134 | PA      | $93855.84     | 0.06%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31418CDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64572 | PA      | $61949.11     | 0.04%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Fannie Mae Pool                                         | CUSIP: 31418EBU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615637 | PA      | $568661.57    | 0.39%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Fannie Mae Pool                                         | CUSIP: 31418EVX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396081 | PA      | $404217.01    | 0.28%             | 2043-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Fannie Mae Pool                                         | CUSIP: 31419FMD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28464 | PA      | $28169.19     | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust                              | Federated Hermes Treasury Oligations Fund               | CUSIP: 31423R500<br>LEI: 25490005VWJDWX717014 | Long             | STIV             | RF                | US        |   1196288 | PA      | $1196288.44   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Freddie Mac Pool                                        | CUSIP: 31427NLW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1896683 | PA      | $1887740.04   | 1.29%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fresb Mortgage Trust                                        | FRESB Mortgage Trust                                    | CUSIP: 35802YAJ0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    289308 | PA      | $284386.70    | 0.19%             | 2027-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                      | CUSIP: 3622AB2M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390151 | PA      | $367189.68    | 0.25%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                      | CUSIP: 36230QJX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5882 | PA      | $5641.01      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                       | GS Mortgage Securities Trust 2016-GS4                   | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497543.85    | 0.34%             | 2049-11-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SEC TR 2020-GC47                                | GS Mortgage Securities Trust                            | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64000 | PA      | $58655.78     | 0.04%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2020-GSA2                      | GS Mortgage Securities Trust                            | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $438685.80    | 0.30%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38374H6M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     36076 | PA      | $36264.48     | 0.02%             | 2034-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38374L5H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    290586 | PA      | $296604.80    | 0.20%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38375LUZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    129948 | PA      | $131283.25    | 0.09%             | 2037-10-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38376UK81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    712000 | PA      | $606900.54    | 0.42%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38377YWN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    750000 | PA      | $673696.28    | 0.46%             | 2041-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38378XMJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    395793 | PA      | $380546.29    | 0.26%             | 2046-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38380NEZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    237705 | PA      | $232079.80    | 0.16%             | 2029-03-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38381BH56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    933000 | PA      | $832303.55    | 0.57%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                             | Government National Mortgage Association                | CUSIP: 38381WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    639290 | PA      | $407151.79    | 0.28%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                | CUSIP: 38382NJZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1396897 | PA      | $1426203.26   | 0.98%             | 2051-02-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                        | Government National Mortgage Association                | CUSIP: 38384BAG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1000000 | PA      | $958894.60    | 0.66%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                 | Hertz Vehicle Financing III LLC                         | CUSIP: 42806MCE7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1212000 | PA      | $1259970.72   | 0.86%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                 | Hertz Vehicle Financing III LLC                         | CUSIP: 42806MCL1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    994000 | PA      | $1013257.95   | 0.69%             | 2031-01-27      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS 2024-3                               | Hilton Grand Vacations Trust 2024-3                     | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923672 | PA      | $927121.78    | 0.64%             | 2040-08-27      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Corp.        | JP Morgan Chase Commercial Mortgage Securities Trust    | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63944 | PA      | $63035.16     | 0.04%             | 2046-02-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Jpmcc 2016-Jp4                                              | JP Morgan Chase Commercial Mortgage Securities Trust    | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $183546.53    | 0.13%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                              | KKR Clo 24 Ltd.                                         | CUSIP: 48252RAN4<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999140.00    | 0.68%             | 2032-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LCM 33 Ltd / LCM 33 LLC                                     | LCM 33 Ltd                                              | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | US        |   1582000 | PA      | $1582537.88   | 1.08%             | 2034-07-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                              | MVW 2024-2 LLC                                          | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689856 | PA      | $686212.31    | 0.47%             | 2042-03-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xxiv Ltd/Llc                                      | Magnetite XXIV Ltd.                                     | CUSIP: 55954WAN9<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1048824.00   | 0.72%             | 2035-04-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32 | Morgan Stanley Bank of America Merrill Lynch Trust      | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497109.15    | 0.34%             | 2049-12-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2011-C2                      | Morgan Stanley Capital I Trust                          | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659333 | PA      | $594374.59    | 0.41%             | 2053-07-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Cap I Tst 2018-H3                            | Morgan Stanley Capital I Trust                          | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $431778.91    | 0.30%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.                  | Neuberger Berman Loan Advisers CLO 41 Ltd.              | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | US        |   1581000 | PA      | $1578328.11   | 1.08%             | 2034-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                     | OneMain Financial Issuance Trust                        | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1012000 | PA      | $995289.75    | 0.68%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                      | QTS Issuer ABS II LLC                                   | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $568660.16    | 0.39%             | 2056-01-05      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SMR MORTGAGE TRUST 2022-IND                                 | SMR Mortgage Trust                                      | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231238 | PA      | $230687.72    | 0.16%             | 2039-02-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC             | Sierra Timeshare Receivables Funding LLC SRFC 2024-3A A | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305669 | PA      | $305970.36    | 0.21%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Small Business Administration                               | United States Small Business Administration             | CUSIP: 83162CTE3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     24580 | PA      | $24547.57     | 0.02%             | 2030-04-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION 2024-F                                | SMB Private Education Loan Trust 2024-F                 | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273049 | PA      | $1280891.98   | 0.88%             | 2054-03-16      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                 | SoFi Professional Loan Program Trust                    | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133033 | PA      | $128547.78    | 0.09%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTAL TR 2025-SFR1                              | Tricon Residential 2025-SFR1 Trust                      | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835830 | PA      | $1832387.43   | 1.26%             | 2042-03-17      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                | United States Treasury Bond                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2158200 | PA      | $1185576.83   | 0.81%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                | United States Treasury Note/Bond                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2644100 | PA      | $1926784.60   | 1.32%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                | United States Treasury Note                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5080000 | PA      | $4453334.35   | 3.05%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                | United States Treasury Note                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2251000 | PA      | $2220400.47   | 1.52%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                | United States Treasury Note/Bond                        | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    501300 | PA      | $499439.71    | 0.34%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                      | VDCM Commercial Mortgage Trust 2025-AZ                  | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242000 | PA      | $243234.81    | 0.17%             | 2044-07-13      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                 | Vantage Data Centers LLC                                | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906000 | PA      | $886383.65    | 0.61%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                         | Wells Fargo Commercial Mortgage Trust 2024-C63          | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1531071.90   | 1.05%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5              | Wells Fargo Commercial Mortgage Trust                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49760.26     | 0.03%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5              | Wells Fargo Commercial Mortgage Trust                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295752.45    | 0.20%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5              | Wells Fargo Commercial Mortgage Trust                   | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220800 | PA      | $203319.64    | 0.14%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5              | Wells Fargo Commercial Mortgage Trust                   | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $267708.63    | 0.18%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5              | Wells Fargo Commercial Mortgage Trust                   | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $452965.55    | 0.31%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                         | Wells Fargo Commercial Mortgage Trust 2025-5C5          | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477163 | PA      | $492142.67    | 0.34%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6              | Wells Fargo Commercial Mortgage Trust 2025-5C6          | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $675539.92    | 0.46%             | 2058-10-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | Ultra 10-Year US Treasury Note Futures 2026-06-18       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        25 | NS      | $2837890.63   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer