# EDGAR Filing Document

**Accession Number:** 0000864508
**File Stem:** 0001004726-25-001566
**Filing Date:** 2025-10
**Character Count:** 109496
**Document Hash:** 1497bd9e44e9085b627fb9c4f92b09b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-001566.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001004726-25-001566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cavanal Hill Funds
- **CENTRAL INDEX KEY:** 0000864508

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06114
- **FILM NUMBER:** 251419709

**BUSINESS ADDRESS:**
- **STREET 1:** 4400 EASTON COMMONS #200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43219
- **BUSINESS PHONE:** 800-762-7085

**MAIL ADDRESS:**
- **STREET 1:** 4400 EASTON COMMONS #200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43219

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PERFORMANCE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PLUS FUNDS
- **DATE OF NAME CHANGE:** 19900910

## Series and Classes Contracts Data

### Limited Duration Fund (Series ID: S000008938)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000024285 | Investor      | APSTX           |
| C000024286 | Institutional | AISTX           |
| C000102307 | Class A       | AASTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Cavanal Hill Funds

- **b. Investment Company Act file number:** 811-06114

- **c. CIK number of Registrant:** 0000864508

- **d. LEI of Registrant:** 5493008U4I3BDPVDR774

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

  - **Street Address 1:** 4400 Easton Commons

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43219

  - **Telephone number:** 800-762-7085

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

- **a. Name of Series:** Limited Duration Fund

- **b. EDGAR series identifier (if any):** S000008938

- **c. LEI of Series:** 549300E9XGUQJ2M47608

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $28472963.68

**Total Liabilities:** $114814.69

**Net Assets:** $28358148.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -124.24573062 | **1-Year:** -963.85246401 | **5-Year:** -2376.31655653 | **10-Year:** -1350.01313654 | **30-Year:** -170.24630835

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

- **3-Month:** -1.19005893 | **1-Year:** -17.73727029 | **5-Year:** -37.98307945 | **10-Year:** -29.80677838 | **30-Year:** -1.28134141

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024286 | 1.05%                | -0.45%               | 0.50%                |
| Class ID C000102307 | 1.03%                | -0.47%               | 0.47%                |
| Class ID C000024285 | 0.92%                | -0.47%               | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1960.14                | $197128.20                                 |
| Month 2  | $5276.68                 | $-215482.06                                |
| Month 3  | $-222214.43              | $299453.06                                 |

### 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 HOME MORTGAGE INVESTMENT TRUST                                                       | AMERICAN HOME MORTGAGE INVESTMENT TRUST            | CUSIP: 02660TER0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1183 | PA      | $1016.41      | 0.00%             | 2035-09-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST        | CUSIP: 073882AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2124 | PA      | $2051.86      | 0.01%             | 2036-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31406BXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8832 | PA      | $8987.00      | 0.03%             | 2035-01-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Cavanal Hill Funds: Cavanal Hill Government Securities Money Market Fund; Select Class Shares | CAVANAL HILL GOVERNMENT SECURITIES MONEY MARKET    | CUSIP: 14956P810<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2822563 | NS      | $2822562.56   | 9.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE GRANTOR TRUST                            | CUSIP: 31393AV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513626 | PA      | $504274.24    | 1.78%             | 2033-09-26      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                             | SONIC CAPITAL LLC                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768667 | PA      | $710079.36    | 2.50%             | 2051-08-20      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                            | CHASE MORTGAGE FINANCE CORP                        | CUSIP: 16163EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11750 | PA      | $716.28       | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMMSR                                                                                         | FMC GMSR ISSUER TRUST                              | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518812.10    | 1.83%             | 2027-07-25      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST                                                                 | GFMT CMO VRN 7 25 56                               | CUSIP: 36416UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9621 | PA      | $8845.34      | 0.03%             | 2056-07-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER | CUSIP: 863579FR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15507 | PA      | $13912.33     | 0.05%             | 2034-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22540VR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18773 | PA      | $1988.13      | 0.01%             | 2032-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212689 | PA      | $223394.72    | 0.79%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15648 | PA      | $16029.52     | 0.06%             | 2034-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                            | WENDY S FUNDING LLC                                | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221222 | PA      | $219233.53    | 0.77%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36225CEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       340 | PA      | $343.23       | 0.00%             | 2027-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                 | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148476.56    | 0.52%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1121894.54   | 3.96%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AERH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25267 | PA      | $24987.03     | 0.09%             | 2041-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                                           | TEXTAINER MARINE CONTAINERS VII LTD                | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321948 | PA      | $309390.58    | 1.09%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434NW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2017 | PA      | $2069.61      | 0.01%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3LV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322015 | PA      | $288356.71    | 1.02%             | 2048-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMACM MORTGAGE LOAN TRUST                                                                     | GMAC MORTGAGE CORPORATION LOAN TRUST               | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13303 | PA      | $11605.11     | 0.04%             | 2035-11-19      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFTK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50982 | PA      | $48333.77     | 0.17%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                      | ENTERGY MISSISSIPPI LLC                            | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269156.79    | 0.95%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36228FNB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       317 | PA      | $328.03       | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                       | AMERICAN HOME MORTGAGE INVESTMENT TRUST            | CUSIP: 02660YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327920 | PA      | $44648.72     | 0.16%             | 2036-06-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8507 | PA      | $8093.73      | 0.03%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL                                  | CUSIP: 92922FGN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       441 | PA      | $435.30       | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMC HOME EQUITY LOAN TRUST                                                                    | IMC HOME EQUITY LOAN TRUST                         | CUSIP: 449670EB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.81         | 0.00%             | 2029-06-20      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                                  | HI FI MUSIC IP ISSUER II L P                       | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $584897.38    | 2.06%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST        | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2280 | PA      | $2168.24      | 0.01%             | 2035-10-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE SECURITIES INCORPORATED                                                 | BEAR STEARNS MORTGAGE SECURITIES INC               | CUSIP: 073914VW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       302 | PA      | $301.26       | 0.00%             | 2031-03-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                           | STRUCTURED ASSET MORTGAGE INVESTMENTS INC          | CUSIP: 86359LPY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       304 | PA      | $309.40       | 0.00%             | 2035-12-27      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31385YX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11827 | PA      | $11888.85     | 0.04%             | 2030-02-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                         | COUNTRYWIDE ASSET BACKED CERTIFICATES              | CUSIP: 126671PV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6 | PA      | $6.34         | 0.00%             | 2032-05-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541QQ39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8904 | PA      | $9133.74      | 0.03%             | 2033-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                     | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95882 | PA      | $98138.65     | 0.35%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BHUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10517 | PA      | $10376.35     | 0.04%             | 2037-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36206RSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       542 | PA      | $541.54       | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2979 | PA      | $2875.02      | 0.01%             | 2035-11-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GHC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5145 | PA      | $5416.28      | 0.02%             | 2034-08-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46628BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10811 | PA      | $7752.00      | 0.03%             | 2036-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12668BLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14727 | PA      | $6004.70      | 0.02%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                       | PUBLIC FINANCIAL AUTHORITY WI                      | CUSIP: 74442PDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19999.59     | 0.07%             | 2025-10-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ALHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37763 | PA      | $35006.60     | 0.12%             | 2044-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                                                           | BANK OF AMERICA MORRTGAGE SECURITIES               | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3379 | PA      | $3117.64      | 0.01%             | 2036-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36228FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8415 | PA      | $8130.08      | 0.03%             | 2033-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16701 | PA      | $17034.16     | 0.06%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | CHL MORTGAGE PASS THROUGH TRUST 2004 2             | CUSIP: 12669FKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6625 | PA      | $6069.71      | 0.02%             | 2034-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787928.08    | 2.78%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                       | VIRGINIA POWER FUEL SECURITIZATION LLC             | CUSIP: 92808VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101846.48    | 0.36%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36202CPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       242 | PA      | $242.00       | 0.00%             | 2026-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FSH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51140 | PA      | $53608.90     | 0.19%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31281BD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1565 | PA      | $1555.09      | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                      | BEAR STEARNS ALT A TRUST                           | CUSIP: 07386HUN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7316 | PA      | $5176.41      | 0.02%             | 2035-07-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434QE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7510 | PA      | $7686.15      | 0.03%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GQA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2905 | PA      | $2958.90      | 0.01%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJ RATE MORTGAGE TRUST               | CUSIP: 07384M2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1522 | PA      | $1535.92      | 0.01%             | 2034-11-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383WQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172358 | PA      | $173977.46    | 0.61%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                                                           | BANK OF AMERICA MORRTGAGE SECURITIES               | CUSIP: 05949AGR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2324 | PA      | $2276.13      | 0.01%             | 2034-06-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED                                          | RESIDENTIAL FUNDING MORTGAGE SECURITIES I          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6857 | PA      | $6940.01      | 0.02%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7824 | PA      | $7743.70      | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DET6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55 | PA      | $54.55        | 0.00%             | 2019-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 466247TX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73971 | PA      | $68448.20     | 0.24%             | 2035-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I INC                                                      | MORGAN STANLEY MORTGAGE LOAN TRUST                 | CUSIP: 61748HBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2593 | PA      | $2511.23      | 0.01%             | 2034-08-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                            | ZAXBY S FUNDING LLC                                | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628800 | PA      | $591723.31    | 2.09%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                  | MLCC MORTGAGE INVESTORS INC                        | CUSIP: 59020UNP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3524 | PA      | $3331.36      | 0.01%             | 2034-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIZATION TRUST             | CUSIP: 45660LT41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33230 | PA      | $14757.81     | 0.05%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31394ALV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536290 | PA      | $543685.96    | 1.92%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                      | BEAR STEARNS ALT A TRUST 2006 1                    | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48655 | PA      | $34447.63     | 0.12%             | 2036-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FHLMC                                              | CUSIP: 31349GY37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1924 | PA      | $1974.34      | 0.01%             | 2034-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                           | STRUCTURED ASSET MORTGAGE INVESTMENTS INC          | CUSIP: 86358HHV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34216 | PA      | $34879.26     | 0.12%             | 2029-05-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660NQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5458 | PA      | $5187.28      | 0.02%             | 2034-08-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                | HARBORVIEW MORTGAGE LOAN TRUST                     | CUSIP: 41161PJM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43268 | PA      | $39101.06     | 0.14%             | 2035-01-19      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                                                           | BANC OF AMERICA MORTGAGE 2003 H TRUST              | CUSIP: 05948XTJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2927 | PA      | $2789.81      | 0.01%             | 2033-09-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RESIDENTIAL ASSET MORTG PRODUCTS                   | CUSIP: 76112BUX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8260 | PA      | $7543.26      | 0.03%             | 2032-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36258WAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94237 | PA      | $81857.40     | 0.29%             | 2050-10-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46648HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326427 | PA      | $288899.02    | 1.02%             | 2047-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST                                                     | FIRST HORIZON MORTGAGE PASS THROUGH TRUST          | CUSIP: 32051GTX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3374 | PA      | $3097.34      | 0.01%             | 2035-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36202CUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         8 | PA      | $8.09         | 0.00%             | 2027-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AN2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71699 | PA      | $68378.94     | 0.24%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136APWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75512 | PA      | $70843.85     | 0.25%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398NJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30628 | PA      | $29337.77     | 0.10%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90573 | PA      | $89648.39     | 0.32%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ADZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114389 | PA      | $107115.22    | 0.38%             | 2039-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36225DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3771 | PA      | $3828.40      | 0.01%             | 2034-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173882 | PA      | $171280.19    | 0.60%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200 | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       870 | PA      | $821.44       | 0.00%             | 2046-08-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $882070.31    | 3.11%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST                                           | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES      | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1318 | PA      | $1347.06      | 0.00%             | 2034-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2712 | PA      | $2572.98      | 0.01%             | 2035-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1086000 | PA      | $1055748.49   | 3.72%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ACYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99693 | PA      | $89534.10     | 0.32%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B26V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10330 | PA      | $10284.02     | 0.04%             | 2030-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46652FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404424 | PA      | $339597.25    | 1.20%             | 2050-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES INC                      | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2505 | PA      | $2185.03      | 0.01%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ARM TRUST 2003 7                      | CUSIP: 07384MYT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       491 | PA      | $501.11       | 0.00%             | 2033-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16657 | PA      | $13630.00     | 0.05%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST        | CUSIP: 07384MW40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1738 | PA      | $1701.62      | 0.01%             | 2034-09-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3133T8BT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $47.71        | 0.00%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE WHOLE LOAN                              | CUSIP: 31359S2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3529.65      | 0.01%             | 2031-07-25      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541NPC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18421 | PA      | $12721.78     | 0.04%             | 2032-11-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKXP6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $223881.92    | 0.79%             | 2030-02-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667GNS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6636 | PA      | $5982.96      | 0.02%             | 2035-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | CWALT CORPORATE BOND                               | CUSIP: 02148HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14755 | PA      | $8143.20      | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APXZ3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    180000 | PA      | $160523.49    | 0.57%             | 2031-11-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23590 | PA      | $11710.39     | 0.04%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GFR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2071 | PA      | $2151.23      | 0.01%             | 2034-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIO ISSUER LLC                                                                                | AIO ISSUER 2024 1 LLC                              | CUSIP: 009053AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $544830.44    | 1.92%             | 2054-10-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIEMAE WHOLE LOAN                               | CUSIP: 31393E6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408097 | PA      | $402040.30    | 1.42%             | 2043-01-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                         | CWABS ASSET BACKED CERTIFICATES TRUST 2007 4       | CUSIP: 12668WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651800 | PA      | $627000.91    | 2.21%             | 2047-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HZH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14165 | PA      | $13699.30     | 0.05%             | 2034-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST       | CUSIP: 94981FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5466 | PA      | $5158.76      | 0.02%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                           | GS MORTGAGE BACKED SECURITIES CORP TRUST           | CUSIP: 36257LAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262678 | PA      | $248315.87    | 0.88%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669EH33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       167 | PA      | $144.02       | 0.00%             | 2033-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RALI SERIES 2006 QA1 TRUST                         | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12012 | PA      | $8046.14      | 0.03%             | 2036-01-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541SAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2292 | PA      | $2264.99      | 0.01%             | 2199-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                            | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16163LAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7143 | PA      | $5837.35      | 0.02%             | 2037-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ANQ78<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     35000 | PA      | $33977.18     | 0.12%             | 2026-08-27      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84 | PA      | $80.06        | 0.00%             | 2019-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                                                               | CHASEFLEX TRUST                                    | CUSIP: 16165TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41024 | PA      | $25622.17     | 0.09%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST                                                                               | GOODGREEN 2020 1 TRUST                             | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975717 | PA      | $811771.81    | 2.86%             | 2055-04-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                       | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174104 | PA      | $155615.34    | 0.55%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                       | STRUCTURED ASSET SECURITIES CORPORATION            | CUSIP: 86359AH71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4923 | PA      | $4777.36      | 0.02%             | 2033-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CO             | CUSIP: 22541QVP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57421 | PA      | $55701.48     | 0.20%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST                                                                  | WINWATER MORTGAGE LOAN TRUST 2014 1                | CUSIP: 97652PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90755 | PA      | $87833.57     | 0.31%             | 2044-06-20      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9WZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125072 | PA      | $126484.42    | 0.45%             | 2045-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                      | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20468 | PA      | $20217.81     | 0.07%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669FDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4086 | PA      | $4022.15      | 0.01%             | 2034-02-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                  | MLCC MORTGAGE INVESTORS INC SERIES 2004            | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       396 | PA      | $376.82       | 0.00%             | 2034-02-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CREDIT SUISSE FIRST BOSTON MOTGAGE SECURITIES CO   | CUSIP: 2254W0KC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1718 | PA      | $1707.90      | 0.01%             | 2019-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                       | PNMAC GMSR ISSUER TRUST                            | CUSIP: 69354WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500866.65    | 1.77%             | 2029-03-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669FY98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        51 | PA      | $51.07        | 0.00%             | 2024-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 313921DF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       280 | PA      | $289.09       | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOC                 | CUSIP: 36202CMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1 | PA      | $0.97         | 0.00%             | 2026-02-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AXGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7703 | PA      | $7636.48      | 0.03%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36202KY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        54 | PA      | $54.19        | 0.00%             | 2026-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137518 | PA      | $141175.93    | 0.50%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38901 | PA      | $24486.85     | 0.09%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL MORTGAGE PASS THOUGH CERTIFICAT  | CUSIP: 93363PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32166 | PA      | $28772.72     | 0.10%             | 2036-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9962 | PA      | $9990.36      | 0.04%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GCK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1015 | PA      | $1013.94      | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1041 | PA      | $807.17       | 0.00%             | 2036-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                                                | WILLIS ENGINE SECURITIZATION TRUST                 | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128098 | PA      | $120017.47    | 0.42%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                    | GINNIE MAE II POOL                                 | CUSIP: 36225CJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       174 | PA      | $174.35       | 0.00%             | 2029-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL                                  | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2119 | PA      | $1989.51      | 0.01%             | 2034-06-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                                        | TACO BELL FUNDING LLC                              | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656250 | PA      | $656344.57    | 2.31%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384GZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88160 | PA      | $90206.80     | 0.32%             | 2034-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31402VMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       756 | PA      | $763.57       | 0.00%             | 2033-09-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31392JAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6783 | PA      | $7094.48      | 0.03%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 02149FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14740 | PA      | $7373.19      | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 76110HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5545 | PA      | $4838.61      | 0.02%             | 2019-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                                                          | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004 13      | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8955 | PA      | $8817.21      | 0.03%             | 2034-04-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135918 | PA      | $133524.47    | 0.47%             | 2057-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434LV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3823 | PA      | $3871.99      | 0.01%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                     | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24442 | PA      | $24137.34     | 0.09%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                     | BAT CAPITAL CORP                                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    606000 | PA      | $599293.14    | 2.11%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AJAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85394 | PA      | $82322.91     | 0.29%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                                                           | BANKOF AMERICA MORTGAGE SECURITIES                 | CUSIP: 05950TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1835 | PA      | $1630.61      | 0.01%             | 2046-11-20      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                     | WESTERN UNION CO THE                               | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $988958.66    | 3.49%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137B2JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73565 | PA      | $72646.91     | 0.26%             | 2032-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                           | WASHINGTON MUTUAL MORTGAGE PASS THROUGH            | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       174 | PA      | $180.84       | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                                  | SAXON ASSET SECURITIES TRUST                       | CUSIP: 805564PB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       497 | PA      | $488.93       | 0.00%             | 2033-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED                                          | RESIDENTIAL FUNDING MTG SEC                        | CUSIP: 76111XZR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3022 | PA      | $2346.63      | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10568 | PA      | $9105.63      | 0.03%             | 2035-04-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                             | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17307GGY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42235 | PA      | $43339.69     | 0.15%             | 2034-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                   | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ALLW2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $236229.41    | 0.83%             | 2029-03-29      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                       | RESIDENTIAL ACCREDIT LOANS INC                     | CUSIP: 751151AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18309 | PA      | $7546.06      | 0.03%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE GRANTOR TRUST                           | CUSIP: 31392A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       156 | PA      | $164.00       | 0.00%             | 2031-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                        | BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST        | CUSIP: 07384M4G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1382 | PA      | $1379.22      | 0.00%             | 2035-01-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FDB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4969 | PA      | $5093.93      | 0.02%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS INC                                                                  | LEHMAN BROTHERS HOLDINGS                           | CUSIP: 52517P4C2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1800.00      | 0.01%             | 2012-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                                     | DRIVEN BRANDS FUNDING LLC                          | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633724 | PA      | $626309.43    | 2.21%             | 2049-10-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AFJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117901 | PA      | $100957.30    | 0.36%             | 2042-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                   | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137092.94    | 0.48%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                       | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN           | CUSIP: 86359BGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       403 | PA      | $394.19       | 0.00%             | 2034-02-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE POOL                                    | CUSIP: 31402CXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $39.43        | 0.00%             | 2032-06-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                          | EMERSON ELECTRIC CO                                | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221922.31    | 0.78%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12667FX26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1926 | PA      | $1611.43      | 0.01%             | 2035-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123892 | PA      | $127811.10    | 0.45%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WAMU MORTGAGE PASS THROUGH CERTIFICATES SERIES 200 | CUSIP: 93363EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5027 | PA      | $4399.20      | 0.02%             | 2036-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                          | SOUNDVIEW HOME EQUITY LOAN TRUST                   | CUSIP: 83611MHM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29689 | PA      | $27612.74     | 0.10%             | 2035-05-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                           | BANC OF AMERICA FUNDING 2004 B TRUST               | CUSIP: 05946XJN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3131 | PA      | $3059.23      | 0.01%             | 2034-11-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 362341WA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20044 | PA      | $6763.20      | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 12669FJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2592 | PA      | $2455.13      | 0.01%             | 2034-02-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST 2006 AR13         | CUSIP: 45661XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15755 | PA      | $10205.82     | 0.04%             | 2036-07-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST                                                                       | HOMEBANC MORTGAGE TRUST                            | CUSIP: 43739ECL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5787 | PA      | $5176.89      | 0.02%             | 2037-04-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENFB1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $316736.90    | 1.12%             | 2031-05-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27498 | PA      | $17217.44     | 0.06%             | 2036-08-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FMMSR                                                                                         | FMC GMSR ISSUER TRUST                              | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507856.00    | 1.79%             | 2027-07-25      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                              | INDYMAC INDX MORTGAGE LOAN TRUST                   | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13152 | PA      | $12493.77     | 0.04%             | 2034-08-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                     | RESIDENTIAL ASSET MORTGAGE PRODUCTS INC            | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38997 | PA      | $38732.67     | 0.14%             | 2032-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31411FJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1478 | PA      | $1510.31      | 0.01%             | 2037-01-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                               | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $583277.07    | 2.06%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 23245LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168297 | PA      | $63296.70     | 0.22%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434A79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3765 | PA      | $2987.09      | 0.01%             | 2019-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST MALT                | CUSIP: 576434PB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1886 | PA      | $1972.79      | 0.01%             | 2034-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES MLT                      | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       731 | PA      | $606.09       | 0.00%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                          | PRIME MORTGAGE TRUST                               | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       476 | PA      | $476.03       | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434PX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4952 | PA      | $4871.33      | 0.02%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136G45Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $230159.42    | 0.81%             | 2028-10-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AE4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40515 | PA      | $39062.43     | 0.14%             | 2042-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                 | FREMONT HOME LOAN TRUST                            | CUSIP: 35729PFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457984 | PA      | $302783.75    | 1.07%             | 2034-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FNMA                                               | CUSIP: 3136A1Y90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39399 | PA      | $37669.46     | 0.13%             | 2041-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                  | MLCC MORTGAGE INVESTORS INC SERIES 2004            | CUSIP: 59020UGT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3864 | PA      | $3800.12      | 0.01%             | 2034-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE WHOLE LOAN                                  | CUSIP: 31393T4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205664 | PA      | $208857.59    | 0.74%             | 2033-11-25      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3137BCRG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215897 | PA      | $209414.07    | 0.74%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 22541SRP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11861 | PA      | $11460.61     | 0.04%             | 2034-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                                | DEUTSCHE ALT A SECURITIES INC                      | CUSIP: 251510CG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       652 | PA      | $643.98       | 0.00%             | 2033-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV CITY SVC AGREEMENT REV                                      | PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71783DAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69858.68     | 0.25%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2006 A2                   | CUSIP: 466247J46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1897 | PA      | $1652.57      | 0.01%             | 2036-04-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET SECURITIES CORPORATION                                                           | NOMURA ASSET ACCEPTANCE CORPORATION                | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       114 | PA      | $114.28       | 0.00%             | 2035-03-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                | RESIDENTIAL ASSET SECURITIES CORP                  | CUSIP: 76112HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40468 | PA      | $11073.14     | 0.04%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FREDDIE MAC                                        | CUSIP: 3128QGEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1297 | PA      | $1313.94      | 0.00%             | 2036-04-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205836 | PA      | $207931.94    | 0.73%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AMD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5363 | PA      | $5293.98      | 0.02%             | 2044-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES                                          | SOUNDVIEW HOME LOAN TRUST 2005 OPT3                | CUSIP: 83611MGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27124 | PA      | $27003.35     | 0.10%             | 2035-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105471 | PA      | $104274.65    | 0.37%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                 | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENLS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $222250.12    | 0.78%             | 2032-01-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137ASFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8194 | PA      | $8081.48      | 0.03%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCWEN RESIDENTIAL MBS CORPORATION                                                             | OCWEN RESIDENTIAL MBS CORP                         | CUSIP: 675748AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26320 | PA      | $15982.15     | 0.06%             | 2040-10-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                                               | CLI FUNDING VIII LLC                               | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406186 | PA      | $373998.26    | 1.32%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                     | MASTER ALTERNATIVE LOANS TRUST                     | CUSIP: 576434HH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4481 | PA      | $4548.92      | 0.02%             | 2033-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                        | CS FIRST BOSTON MORTGAGE SECURITIES CORP           | CUSIP: 2254W0FJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10721 | PA      | $11134.75     | 0.04%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | U S TREASURY NOTE                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402343.75    | 1.42%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I INC                                                      | MORGAN STANLEY MORTGAGE LOAN TRUST 2004 6AR        | CUSIP: 61748HBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1143 | PA      | $1097.69      | 0.00%             | 2034-08-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                  | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122670 | PA      | $109633.14    | 0.39%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                    | JP MORGAN MORTGAGE TRUST 2005 A1                   | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6421 | PA      | $6165.10      | 0.02%             | 2035-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST                                                                         | LEHMAN MORTGAGE TRUST                              | CUSIP: 52520MDP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8044 | PA      | $3738.03      | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                       | GSR MORTGAGE LOAN TRUST                            | CUSIP: 36242DLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128445 | PA      | $126343.47    | 0.45%             | 2034-11-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                         | WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT       | CUSIP: 92922FWU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2825 | PA      | $2716.49      | 0.01%             | 2044-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38378TQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370012 | PA      | $338853.35    | 1.19%             | 2042-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                  | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799857.68    | 2.82%             | 2199-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                    | COUNTRYWIDE HOME LOANS                             | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5629 | PA      | $2627.03      | 0.01%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                   | WASHINGTON MUTUAL MORTGAGE PASS THROUGH CERT       | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20022 | PA      | $18582.16     | 0.07%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                         | FANNIE MAE                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51 | PA      | $52.66        | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                               | COUNTRYWIDE ALTERNATIVE LOAN TRUST                 | CUSIP: 12668AC60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7954 | PA      | $5387.54      | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                                           | CITIGROUP MORTGAGE ALTERNATIVE LOAN TRUST          | CUSIP: 17309KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10712 | PA      | $9421.54      | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Cavanal Hill Funds

**Signature:** Jerica Newbill

**Name of Signer:** Jerica Newbill

**Title:** Treasurer